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
Agreeing on disagreement: Heterogeneity or uncertainty?
ter Ellen, S., Verschoor, W. F. C. & Zwinkels, R. C. J., 2019, (Accepted/In press) In : Journal of Financial Markets.Research output: Contribution to Journal › Article › Academic › peer-review
Does Bankruptcy Risk Increase Value? Puzzles and Diversification
Altieri, M. & Nicodano, G., 2019, SSRN, p. 1, 60 p. (ECGI-Finance Working Paper; no. No 600/2019).Research output: Working paper › Professional
Bankruptcy
Diversification
Discount
Diversified firms
Survival probability
Elicitation of expectations using Colonel Blotto
Peeters, R. & Wolk, L., Mar 2019, In : Experimental Economics. 22, 1, p. 268-288Research output: Contribution to Journal › Article › Academic › peer-review
Financial institutions’ business models and the global transmission of monetary policy
Argimon, I., Bonner, C., Correa, R., Duijm, P., Frost, J., de Haan, J., de Haan, L. & Stebunovs, V., Feb 2019, In : Journal of International Money and Finance. 90, p. 99-117 19 p.Research output: Contribution to Journal › Article › Academic › peer-review
Business model
Financial institutions
Monetary policy
Insurance companies
Pension funds
Fractional integration and fat tails for realized covariance kernels
Opschoor, A. & Lucas, A., 1 Jan 2019, In : Journal of Financial Econometrics. 17, 1, p. 66-90 25 p., 17.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access
Kernel
Fractional integration
Fat tails
Covariance matrix
Integrated model
Activities 1997 2018
Cooperative Municipal Lending in Sweden
Jan Schnitzler (Speaker)1 Jul 2018
Activity: Lecture / Presentation › Academic
Cooperative Municipal Lending in Sweden
Jan Schnitzler (Speaker)8 Jun 2018
Activity: Lecture / Presentation › Academic
Cooperative Municipal Lending in Sweden
Jan Schnitzler (Speaker)20 Sep 2018
Activity: Lecture / Presentation › Academic
Review of Asset Pricing Studies (Journal)
A.J. Menkveld (Member of editorial board)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 › Academic