van der Wel, M. and Zhang, Y. (2026). Global evidence on unspanned macro risks in dynamic term structure models Journal of Banking and Finance, 185.
23 key alumni publications
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Capera Romero, L. and Opschoor, A. (2026). Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment Journal of Applied Econometrics, 41(5):523--538. -
Juodis, A. and Reese, S. (2026). Five lessons for applied researchers from twenty years of common correlated effects estimation Journal of Econometrics, 253.