55 Key Publications

• Qin, X. and Zhou, C. (2021). Systemic risk allocation using the asymptotic marginal expected shortfall Journal of Banking and Finance, 126.

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  Einmahl, JohnH.J., Yang, F. and Zhou, C. (2021). Testing the Multivariate Regular Variation Model Journal of Business and Economic Statistics, 39(4):907--919.

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  Denter, P., Morgan, J. and Sisak, D. (2021). Showing Off or Laying Low? The Economics of Psych-outs American Economic Journal: Microeconomics.

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  Juodis, A., Karabiyik, H. and Westerlund, J. (2021). On the robustness of the pooled CCE estimator Journal of Econometrics, 220(2):325--348.

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  Blasques, F., Gorgi, P. and Koopman, S.J. (2021). Missing observations in observation-driven time series models Journal of Econometrics, 221(2):542--568.

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  Dur, R., Fleming, D., Van Garderen, M. and Van Lent, M. (2021). A Social Norm Nudge to Save More: A Field Experiment at a Retail Bank Journal of Public Economics, 200.

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  Khadjavi, M., Sipangule, K. and Thiele, R. (2021). Social Capital and Large-Scale Agricultural Investments: An Experimental Investigation Economic Journal, 131(633):420--449.

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  Zou, Z., van den Brink, R. and Funaki, Y. (2021). Compromising between the proportional and equal division values Journal of Mathematical Economics, 97:1--11.

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  Egebark, J., Ekström, M., Plug, E. and van Praag, M. (2021). Brains or beauty? Causal evidence on the returns to education and attractiveness in the online dating market Journal of Public Economics, 196.

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  Okui, R. and Wang, W. (2021). Heterogeneous structural breaks in panel data models Journal of Econometrics, 220(2):447--473.
• Koster, HansR.A. and Ozgen, C. (2021). Cities and tasks Journal of Urban Economics, 126:1--25.

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  Hommes, C. (2021). Behavioral and experimental macroeconomics and policy analysis: A complex systems approach Journal of Economic Literature, 59(1):149--219.

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  Koudijs, P., Salisbury, L. and Sran, G. (2021). For Richer, for Poorer: Bankers' Liability and Bank Risk in New England, 1867 to 1880 The Journal of Finance, 76(3):1541--1599.

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  Van Den Bremer, TonS. and Van Der Ploeg, F. (2021). The risk-adjusted carbon price American Economic Review, 111(9):2782--2810.
• Brubakk, L., ter Ellen, S. and Xu, H. (2021). Central bank communication through interest rate projections Journal of Banking and Finance, 124.