Research Output per year
Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit
Model
Mathematics
Volatility
Mathematics
Forecasting
Mathematics
Credit Risk
Mathematics
Time-varying
Mathematics
Heterogeneous Agents
Mathematics
Dynamic Factor Model
Mathematics
Time Series Models
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Profiles
Tanja Artiga Gonzalez
- School of Business and Economics, Finance - Assistant Professor
- Tinbergen Institute - Assistant Professor
Person: Academic
Research Output 1979 2018
A dynamic network model of the unsecured interbank lending market
Blasques, F., Bräuning, F. & Lelyveld, I. V., May 2018, In : Journal of Economic Dynamics and Control. 90, p. 310-342 33 p.Research output: Contribution to Journal › Article › Academic › peer-review
Dynamic Networks
Network Model
Dynamic Model
Credit Risk
Monitoring
A Stochastic Recurrence Equations Approach for Score Driven Correlation Models
Blasques, F., Lucas, A. & Silde, E., 2018, In : Econometric Reviews. 37, 2, p. 166-181Research output: Contribution to Journal › Article › Academic › peer-review
Decomposition
Sufficiency
Rescaling
Maximum likelihood estimator
Asymptotic normality
Bank Business Models at Zero Interest Rates
Lucas, A., Schaumburg, J. & Schwaab, B., 25 May 2018, (Accepted/In press) In : Journal of Business and Economic Statistics. p. 1-14 14 p.Research output: Contribution to Journal › Article › Academic › peer-review
Business Model
Interest Rates
interest rate
bank
Zero
Bank market power and the intensity of borrower discouragement: analysis of SMEs across developed and developing European countries
Mol-Gómez-Vázquez, A., Hernández-Cánovas, G. & Koëter-Kant, J., 27 Apr 2018, In : Small Business Economics. p. 1-15 15 p.Research output: Contribution to Journal › Article › Academic › peer-review
European countries
Market power
Small and medium-sized enterprises
Industrial organization
European banking
Bayesian dynamic modeling of high-frequency integer price changes
Barra, I., Borowska, A. & Koopman, S. J., 1 Jun 2018, In : Journal of Financial Econometrics. 16, 3, p. 384-424 41 p.Research output: Contribution to Journal › Article › Academic › peer-review
Price changes
Dynamic modeling
Ticks
Integer
Modeling
Activities 1997 2016
Netspar (External organisation)
van der Lecq, S. G. (Member)2016 → 2017
Activity: Membership › Scientific
Journal of Credit Risk (Journal)
Lucas, A. (Member of editorial board)2016
Activity: Peer review and Editorial work › Editorial work › Scientific
The Centre for Economic Policy Research (CEPR) (External organisation)
Menkveld, A. J. (Member)2016
Activity: Membership › Scientific
Review of Asset Pricing Studies (Journal)
Menkveld, A. J. (Member of editorial board)2016
Activity: Peer review and Editorial work › Editorial work › Scientific
Journal of Derivatives (Journal)
Menkveld, A. J. (Member of editorial board)2015 → 2016
Activity: Peer review and Editorial work › Editorial work › Scientific
Prizes
Best Paper Award, Prize for Excellence in Research, Inquire UK
R.G.W. Kraussl (Recipient), 2010
Prize: Prize / Award › Scientific
Finalist Best Paper Award, Academy of Management
R.G.W. Kraussl (Recipient), 2010
Prize: Prize / Award › Scientific