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

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Photo of Michela Altieri
Photo of M. Boes

M. Boes

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 journalArticle

Dynamic Networks
Network Model
Dynamic Model
Credit Risk

A Stochastic Recurrence Equations Approach for Score Driven Correlation Models

Blasques, F., Lucas, A. & Silde, E. 2018 In : Econometric Reviews. 37, 2, p. 166-181

Research output: Contribution to journalArticle

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 journalArticle

Business Model
Interest Rates
interest rate