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
Volatility
Mathematics
Model
Mathematics
Forecasting
Mathematics
Credit Risk
Mathematics
Heterogeneous Agents
Mathematics
Dynamic Factor Model
Mathematics
Default Risk
Mathematics
Equity
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 2019
Minimum prices and social interactions: Evidence from the German renewable energy program
Inhoffen, J. H., Siemroth, C. & Zahn, P., Feb 2019, (Accepted/In press) In : Energy Economics. 78, p. 350 364 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
Mortgage Insurance Adoption in the Netherlands
Cox, R. & Zwinkels, R. C. J., 2019, (Accepted/In press) In : Real Estate Economics.Research output: Contribution to Journal › Article › Academic › peer-review
Insurance
The Netherlands
Mortgages
House prices
Overconfidence
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
Open Access
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
Open Access
Business Model
Interest Rates
interest rate
bank
Zero
Activities 1997 2016
The Centre for Economic Policy Research (CEPR) (External organisation)
Menkveld, A. J. (Member)2016
Activity: Membership › Academic
Review of Asset Pricing Studies (Journal)
Menkveld, A. J. (Member of editorial board)2016
Activity: Peer review and Editorial work › Editorial work › Academic
Journal of Credit Risk (Journal)
Lucas, A. (Member of editorial board)2016
Activity: Peer review and Editorial work › Editorial work › Academic
Netspar (External organisation)
van der Lecq, S. G. (Member)2016 → 2017
Activity: Membership › Academic
Journal of Derivatives (Journal)
Menkveld, A. J. (Member of editorial board)2015 → 2016
Activity: Peer review and Editorial work › Editorial work › Academic
Prizes
Best Paper Award, Prize for Excellence in Research, Inquire UK
R.G.W. Kraussl (Recipient), 2010
Prize: Prize / Award › Academic
Finalist Best Paper Award, Academy of Management
R.G.W. Kraussl (Recipient), 2010
Prize: Prize / Award › Academic