Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
28 Key Publications
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Acharya, V.V., Eisert, T., Eufinger, C. and Hirsch, C. (2018). Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans Review of Financial Studies, 31(8):2855--2896. -
Blasques, F. and Duplinskiy, A. (2018). Penalized indirect inference Journal of Econometrics, 205(1):34--54. -
Adams, R., Akyol, A. and Verwijmeren, P. (2018). Director skill sets Journal of Financial Economics, 130(3):641--662. -
Koopman, S.J., Lit, R., Lucas, A. and Opschoor, A. (2018). Dynamic discrete copula models for high-frequency stock price changes Journal of Applied Econometrics, 33(7):966--985. -
Khadjavi, M. and Tjaden, JasperD. (2018). Setting the bar - an experimental investigation of immigration requirements Journal of Public Economics, 165:160--169. -
Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892. -
De Ree, J., Muralidharan, K., Pradhan, M. and Rogers, H. (2018). Double for nothing? Experimental evidence on an unconditional teacher salary increase in Indonesia Quarterly Journal of Economics, 133(2):993--1039.