Kole, E., Koedijk, C.(. and Verbeek, M. (2006). Portfolio Implications of Systemic Crises Journal of Banking and Finance, 30(8):2347--2369.
27 Key Publications
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Donkers, B., Paap, R., Jonker, J. and Franses, P.H. (2006). Deriving Target Selection Rules from Endogenously Selected Samples Journal of Applied Econometrics, 21(5):549--562. -
Azevedo, J., Koopman, S. and Rua, A. (2006). Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter Journal of Business and Economic Statistics, 24(3):278--290. -
Lalive, R., van Ours, J. and Zweim?ller, J. (2006). How changes in financial incentives affect the duration of unemployment Review of Economic Studies, 73(4):1009--1038. -
Gautier, P., Albrecht, J. and Vroman, S. (2006). Equilibrium Directed Search with Multiple applications Review of Economic Studies, 73:869--891. -
Parker, SimonC. and Van Praag, C.Mirjam (2006). Schooling, capital constraints, and entrepreneurial performance: The endogenous triangle Journal of Business and Economic Statistics, 24(4):416--431. -
Kleibergen, F.(. and Paap, R. (2006). Generalized reduced rank tests using the singular value decomposition. Journal of Econometrics, 133(1):97--126.