Fan, Z., Londono, J. and Xiao, X. (2022). Equity tail risk and currency risk premiums Journal of Financial Economics, 143(1):484--503.
25 key alumni publications
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Juodis, A. and Reese, S. (2022). The Incidental Parameters Problem in Testing for Remaining Cross-Section Correlation Journal of Business and Economic Statistics, 40(3):1191--1203.
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Bindler, A. and Ketel, N. (2022). Scaring or Scarring? Labor Market Effects of Criminal Victimization Journal of Labor Economics, 40(4):939--970.
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Juodis, A. (2022). A regularization approach to common correlated effects estimation Journal of Applied Econometrics, 37(4):788--810.
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van Leeuwen, B., Offerman, T. and van de Ven, J. (2022). Fight or Flight: Endogenous Timing in Conflicts Review of Economics and Statistics, 104(2):217–231.