• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Facilities
    • Admissions
  • Research
  • News
  • Events
    • Summer School
      • Crash Course in Experimental Economics
      • Introduction in Genome-Wide Data Analysis
      • Research on Productivity, Trade, and Growth
      • Econometric Methods for Forecasting and Data Science
  • Times
Home | People | Marco van der Leij
 placeholder

Marco van der Leij

Research Fellow

University
University of Amsterdam
Researchgroup
Complexity
Interests
networks

List of publications

S. Poledna and J.L. Molina-Borboa and S. Martínez-Jaramillo and van der Leij, M. and S. Thurner. 2015. The multi-layer network nature of systemic risk and its implications for the costs of financial crises. Journal of Financial Stability, 20, 70--81, 1572-3089

L. Ductor and M. Fafchamps and S. Goyal and van der Leij, M.J.. 2014. Social networks and research output. Review of Economics and Statistics, 96, 936--948, 0034-6535

J. Kovářík and van der Leij, M.J.. 2014. Risk aversion and social networks. Review of Network Economics, 13, 121--155, 1446-9022

van der Leij, M. and S. Goyal. 2011. Strong ties in a small world. Review of Network Economics, 10, 1--20, 1446-9022

M. Fafchamps and S. Goyal and van der Leij, M.J.. 2010. Matching and network effects. Journal of the European Economic Association, 8, 203--231, 1542-4766

P.H. Franses and van der Leij, M.J. and R. Paap. 2008. A simple test for GARCH against a Stochastic Volatility model. Journal of Financial Econometrics, 6, 291--306, 1479-8417

S. Goyal and van der Leij, M.J. and J.L. Moraga-Gonzalez. 2006. Economics: an emerging small world. Journal of Political Economy, 114, 403--412, 0022-3808

P.H. Franses and van der Leij, M.J. and R. Paap. 2002. Modelling and forecasting level shifts in absolute returns. Journal of Applied Econometrics, 17, 601--616, 0883-7252