Alfaro, L., Kalemli-Ozcan, S. and Volosovych, V. (2008). Why Doesn't Capital Flow From Rich To Poor Countries: An Empirical Investigation Review of Economics and Statistics, 90(2):347--368.
171 Key Publications
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Dittmann, I. and Maug, E. (2007). Lower salaries and no options? On the optimal structure of executive pay The Journal of Finance, 62(1):303--343. -
Menkveld, A., Koopman, S. and Lucas, A. (2007). Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods Journal of Business and Economic Statistics, 25(2):213--255. -
Francke, M. and de Vos, A.F. (2007). Marginal Likelihood and Unit Roots Journal of Econometrics, 137(2):708--728. -
Boot, A., Milbourn, T. and Schmeits, A. (2006). Credit Ratings as Coordination Mechanisms Review of Financial Studies, 19(1):81--118. -
Perotti, E. and von Thadden, E.L. (2006). The Political Economy of Corporate Control and Labor Rents Journal of Political Economy, 114(1):145--174. -
Boot, A., Gopalan, R. and Thakor, A. (2006). The entrepreneur's choice between private and public ownership The Journal of Finance, 61(2):803--836. -
Baltussen, G., Post, G.(. and van Vliet, W.(. (2006). Violations of Cumulative Prospect Theory in Mixed Gambles with Moderate Probabilities Management Science, 52(8):1288--1290. -
Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323. -
Abadir, K. and Lucas, A. (2004). A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model Journal of Econometrics, 119(1):45--71. -
Zwinkels, R. (2003). Financial Structure and Monetary Transmission in Europe: A Cross-country Study [Review of: Financial Structure and Monetary Transmission in Europe: A Cross-country Study] Economic Journal, 113(488):419--421. -
Dittmann, I. and Granger, C.(. (2002). Properties of nonlinear transformations of fractionally integrated processes Journal of Econometrics, 110(2):113--133. -
Perotti, E. and Biais, B. (2002). Machiavellian Privatization American Economic Review, 92(1):240--258. -
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. -
Boot, A. and Thakor, A. (2000). Can Relationship Banking Survive Competition? The Journal of Finance, 55(2):679--713. -
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. -
Franses, P.H., Kloek, T. and Lucas, A.(. (1999). Outlier robust analysis of long-run marketing effects for weekly scanning data Journal of Econometrics, 89:293--315. -
van Dijk, D., Franses, P.H. and Lucas, A.(. (1999). Testing for smooth transition nonlinearity in the presence of outliers Journal of Business and Economic Statistics, 17(2):217--235.