808 Key Publications

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  Miao, K., Su, L. and Wang, W. (2020). Panel threshold regressions with latent group structures Journal of Econometrics, 214(2):451--481.

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  Caballero, D., Lucas, A., Schwaab, B. and Zhang, X. (2020). Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics, 116:283--297.

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  Daniel, K., Mota, L., Rottke, S. and Santos, T. (2020). The Cross-section of Risk and Returns Review of Financial Studies, 33(5):1927–1979.

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  Li, Z., Laeven, R. and Vellekoop, M. (2020). Dependent microstructure noise and integrated volatility estimation from high-frequency data Journal of Econometrics, 215(2):536--558.

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  Ikefuji, M., Laeven, \RogerJ.A.\, Magnus, \JanR.\ and Muris, C. (2020). Expected utility and catastrophic risk in a stochastic economy–climate model Journal of Econometrics, 214(1):110--129.

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  Wakker, P. and Abdellaoui, M. (2020). Savage for Dummies and Experts Journal of Economic Theory, 186:.

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  Beno\^it, J., Dubra, J. and Romagnoli, G. (2020). Belief Elicitation When More Than Money Matters: Controlling for “Control” American Economic Journal: Microeconomics, :.

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  Albrecht, J., Cai, X., Gautier, P. and Vroman, S. (2020). Multiple applications, competing mechanisms, and market power Journal of Economic Theory, 190:1--39.

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  Kopányi-Peuker, A. and Weber, M. (2020). Experience Does not Eliminate Bubbles: Experimental Evidence Review of Financial Studies, :.

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  Beetsma, R., Klaassen, F., Romp, W. and \van Maurik\, R. (2020). What drives pension reforms in the OECD? Economic Policy, 35(102):357--402.

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  Bolhaar, J., Ketel, N. and \van der Klaauw\, B. (2020). Caseworker's discretion and the effectiveness of welfare-to-work programs Journal of Public Economics, 183:1--19.

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  Boons, M., Duarte, F., \de Roon\, F. and Szymanowska, M. (2020). Time-Varying Inflation Risk and Stock Returns Journal of Financial Economics, 136(2):444--470.

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  Conrad, C. and Kleen, O. (2020). Two are better than one: Volatility forecasting using multiplicative component GARCH-MIDAS models Journal of Applied Econometrics, 35(1):19--45.

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  Barr, A., Dekker, M., Janssens, W., Kebede, B. and Kramer, B. (2019). Cooperation in polygynous households American Economic Journal: Applied Economics, 11(2):266--283.

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  Bosker, M., Garretsen, H., Marlet, G. and \van Woerkens\, C. (2019). Nether Lands: Evidence on the price and perception of rare natural disasters Journal of the European Economic Association, 17(2):413--453.

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  Antoni, M., Maug, E. and Obernberger, S. (2019). Private equity and human capital risk Journal of Financial Economics, 133(3):634--657.

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  Acharya, \.V., Eisert, T., Eufinger, C. and Hirsch, C. (2019). Whatever It Takes: The Real Effects of Unconventional Monetary Policy Review of Financial Studies, 32(9):3366--3411.

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  König, \MichaelD.\, Liu, X. and Zenou, Y. (2019). R\&D Networks: Theory, Empirics and Policy Implications: Theory, Empirics, and Policy Implications Review of Economics and Statistics, 101(3):476--491.

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  Bolhaar, J., Ketel, N. and \van Der Klaauw\, B. (2019). Job search periods for welfare applicants: Evidence from a randomized experiment American Economic Journal: Applied Economics, 11(1):92--125.

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  Galama, \TitusJ.\ and \van Kippersluis\, H. (2019). A Theory of Socio-economic Disparities in Health over the Life Cycle Economic Journal, 129(617):338--374.