Perotti, E. and Biais, B. (2002). Machiavellian Privatization American Economic Review, 92(1):240--258.
139 Key Publications
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Dittmann, I. and Granger, C.W.J. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133. -
Boswijk, H. and Lucas, A. (2002). Semi-nonparametric cointegration testing Journal of Econometrics, 108(2):253--280. -
Cherian, J. and Perotti, E. (2001). Option pricing and foreign investment under political risk Journal of International Economics, 55(2):359--377. -
Boot, A. and Thakor, A. (2001). The Many Faces of Information Disclosure Review of Financial Studies, 14(4):1021--1057. -
Lucas, A. (2000). A note on optimal estimation from a risk management perspective under possibly mis-specified tail behavior Journal of Business and Economic Statistics, 18(1):31--39. -
Boot, A. and Thakor, A. (2000). Can Relationship Banking Survive Competition? The Journal of Finance, 55(2):679--713. -
van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for ARCH in the presence of additive outliers Journal of Applied Econometrics, 14:539--562. -
van Dijk, D.J.C., Franses, P.H.B.F. and Lucas, A. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235. -
Franses, P.H.B.F., Kloek, T. and Lucas, A. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89:293--315. -
Franses, P.H.B.F. and Lucas, A. (1998). Outlier detection in cointegration analysis Journal of Business and Economic Statistics, 16(4):459--468. -
Boot, A. and Thakor, A. (1997). Banking Scope and Financial Innovation. Review of Financial Studies, 10(4):1099--1131. -
Boot, A. and Thakor, A. (1997). Financial System Architecture. Review of Financial Studies, 10(3):693--733. -
Lucas, A. (1995). An outlier robust unit root test with an application to the extended Nelson-Plosser data Journal of Econometrics, 66(1-2):153--173. -
Hoek, H., Lucas, A. and van Dijk, H.K. (1995). Classical and Bayesian aspects of robust unit root inference Journal of Econometrics, 69:27--59. -
Perotti, E. (1995). Credible privatization American Economic Review, 85(4):847--859. -
Kulatilaka, N. and Perotti, E. (1995). What is lost by waiting to invest The Journal of Finance, 50(3):990--991. -
Berglof, E. and Perotti, E. (1994). The governance structure of the Japanese financial keiretsu Journal of Financial Economics, 36(2):259--284. -
Perotti, E. and Spier, K. (1993). Capital structure as a bargaining tool : the role of leverage in contract renegotiation American Economic Review, 83(5):1131--1141.