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

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Profiles

Photo of Michela Altieri
20162019
Photo of Tanja Artiga Gonzalez
20122012
Photo of M. Boes

M. Boes

Person: Academic

20072018
Photo of Wilko Bolt
19952019
Photo of S.A. Borovkova
19992017

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 JournalArticleAcademicpeer-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 paperProfessional

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. 268-288

Research output: Contribution to JournalArticleAcademicpeer-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 JournalArticleAcademicpeer-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 JournalArticleAcademicpeer-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 / PresentationAcademic

Cooperative Municipal Lending in Sweden

Jan Schnitzler (Speaker)
8 Jun 2018

Activity: Lecture / PresentationAcademic

Cooperative Municipal Lending in Sweden

Jan Schnitzler (Speaker)
20 Sep 2018

Activity: Lecture / PresentationAcademic

Netspar (External organisation)

S.G. van der Lecq (Member)
20162017

Activity: MembershipAcademic

Review of Asset Pricing Studies (Journal)

A.J. Menkveld (Member of editorial board)
2016

Activity: Peer review and Editorial workEditorial workAcademic

Prizes

Best Paper Award, Prize for Excellence in Research, Inquire UK

R.G.W. Kraussl (Recipient), 2010

PrizeAcademic

Best Paper Award FMA Europe

T.C. Dyakov (Recipient), 2013

PrizeAcademic

Best Paper Award Inquire Europe

R.G.W. Kraussl (Recipient), 2010

PrizeAcademic

DSF research fellowship grant

D.G. Stefanova (Recipient), 2010

PrizeAcademic

Finalist Best Paper Award, Academy of Management

R.G.W. Kraussl (Recipient), 2010

PrizeAcademic

Press / Media

Waarom ruimen we onze troep toch nooit op?

D. van Dolder

24/04/19

1 media contribution

Press/Media: Expert Comment