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Publications

by members of

Vrije Universiteit Amsterdam → School of Business and Economics → Finance Department

VU University Amsterdam

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2025

  1. Laura Capera Romero & Anne Opschoor, 2025, "Revisiting EWMA in High-Frequency Portfolio Optimization: A Comparative Assessment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-041/III, Jun.
  2. Dorien de Leeuw & David-Jan Jansen, 2025, "Floods and homeowners’ financial resilience: Survey-based evidence from the Netherlands," Working Papers, DNB, number 845, Oct.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Laura Capera Romero & Anne Opschoor, 2024, "Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 24-059/III, Nov.
  3. Natalie Kessler & Iman van Lelyveld & Ellen van der Woerd, 2024, "Exclusive Portfolio Dealing and Market Inefficiency," Working Papers, DNB, number 802, Feb.

2023

  1. Julja Prodani & Sebastien Gallet & David-Jan Jansen & Ide Kearney & Guido Schotten & Guus Brouwer & Willem-Jan van Zeist (Wageningen University Research) & Alexandra Marques (Planbureau voor de Leefom, 2023, "The economic and financial stability repercussions of nature degradation for the Netherlands: Exploring scenarios with transition shocks," Occasional Studies, DNB, number 2102, Dec.
  2. David-Jan Jansen, 2023, "Homeowners and flood risk: A disconnect between awareness and actions?," Working Papers, DNB, number 791, Sep.
  3. Francesco Caloia & David-Jan Jansen & Kees van Ginkel, 2023, "Floods and financial stability: Scenario-based evidence from below sea level," Working Papers, DNB, number 796, Dec.
  4. Thorsten Beck & Natalie Kessler, 2023, "The SME Finance Gap in The European Union," RSCAS Working Papers, European University Institute, number 2023/07, Mar.

2022

  1. Tanja Artiga González & Francesco Capozza & Georg D. Granic, 2022, "Can Cognitive Dissonance Theory Explain Action Induced Changes in Political Preferences?," CESifo Working Paper Series, CESifo, number 9549.
  2. de Vries, Martijn A., 2022, "Theoretical asset pricing under behavioral decision making," Other publications TiSEM, Tilburg University, School of Economics and Management, number e0953d92-9c67-4607-aaf3-1.
  3. Blinder, Alan & Ehrmann, Michael & De Haan, Jakob & Jansen, David-jan, 2022, "Central Bank Communication with the General Public: Promise or False Hope?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17441, Jul.
  4. Francesco Caloia & David-Jan Jansen & Remco van der Molen & Lu Zhang & Helga Koo, 2022, "Real estate and climate transition risk: A financial stability perspective," Occasional Studies, DNB, number 1904, Feb.

2021

  1. Tanja Artiga Gonzalez & Teodor Dyakov & Justus Inhoffen & Evert Wipplinger, 2021, "Crowding of International Mutual Funds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1937.
  2. Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos, 2021, "Market power in California's water market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-011/VIII, Jan.
  3. Tomori, Françeska & Ansink, Erik & Houba, Harold & Hagerty, Nick & Bos, Charles, 2021, "Market power in California’s water market," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534854.
  4. Laura Marcela Capera Romero, 2021, "The Effects of Usury Ceilings on Consumers Welfare: Evidence from the Microcredit Market in Colombia," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-055/IV, Jun.
  5. Xuan Wang, 2021, "Bankruptcy Codes and Risk Sharing of Currency Unions," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-009/IV, Jan.

2020

  1. Beauchaine, Theodore P. & Ben-David, Itzhak & Bos, Marieke, 2020, "ADHD, Financial Distress, and Suicide in Adulthood: A Population Study," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-25, Sep.
  2. Capera Romero, Laura, 2020, "Essays on competition, regulation and innovation in the banking industry," Other publications TiSEM, Tilburg University, School of Economics and Management, number 5185bee5-c023-4219-90db-0.
  3. Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers, Centre for Economic Policy Research, number 14713, May.
  4. Charles Goodhart & Dimitrios Tsomocos & Xuan Wang, 2020, "Support for Small Businesses amid COVID-19," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-044/IV, Jul, revised 22 Jan 2021.
  5. Xuan Wang, 2020, "A Macro-Financial Perspective to Analyse Maturity Mismatch and Default," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-064/IV, Sep.

2019

  1. Arina Wischnewsky & David-Jan Jansen & Matthias Neuenkirch, 2019, "Financial stability and the Fed: evidence from congressional hearings," CESifo Working Paper Series, CESifo, number 7657.
  2. Xuan Wang, 2019, "When Do Currency Unions Benefit From Default ?," 2019 Papers, Job Market Papers, number pwa938, Nov.

2018

  1. Michael Kumhof & Xuan Wang, 2018, "Banks, money and the zero lower bound on deposit rates," Bank of England Staff Working Paper series, Bank of England, number 752, Aug.

2017

  1. Itzhak Ben-David & Marieke Bos, 2017, "Impulsive Consumption and Financial Wellbeing: Evidence from an Increase in the Availability of Alcohol," NBER Working Papers, National Bureau of Economic Research, Inc, number 23211, Mar.
  2. Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2017, "Necessity as the mother of invention: monetary policy after the crisis," Working Paper Series, European Central Bank, number 2047, Apr.
  3. David-Jan Jansen & Matthias Neuenkirch, 2017, "News Consumption, Political Preferences, and Accurate Views on Inflation," Research Papers in Economics, University of Trier, Department of Economics, number 2017-03.
  4. Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels, 2017, "Comparing behavioural heterogeneity across asset classes," Working Paper, Norges Bank, number 2017/12, Jun.

2016

  1. Marieke Bos & Emily Breza & Andres Liberman, 2016, "The Labor Market Effects of Credit Market Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 22436, Jul.
  2. Bos, Marieke & Le Coq, Chloé & van Santen, Peter, 2016, "Economic Scarcity and Consumers’ Credit Choice," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 329, Oct.
  3. Saskia ter Ellen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2016, "Agreeing on disagreement: heterogeneity or uncertainty?," Working Paper, Norges Bank, number 2016/4, Feb.

2015

  1. Maurizio Montone & Remco C.J. Zwinkels, 2015, "Investor Sentiment and Employment," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 15-046/IV/DSF91, Apr.

2014

  1. Marieke Bos & Leonard I. Nakamura, 2014, "Should defaults be forgotten? Evidence from variation in removal of negative consumer credit information," Working Papers, Federal Reserve Bank of Philadelphia, number 14-21, Jul.
  2. Michael Ehrmann & David-Jan Jansen, 2014, "It Hurts (Stock Prices) When Your Team Is About to Lose a Soccer Match," Staff Working Papers, Bank of Canada, number 14-2, DOI: 10.34989/swp-2014-2.
  3. Mr. Aleš Bulíř & Mr. Martin Cihak & Mr. David-Jan Jansen, 2014, "Does the Clarity of Inflation Reports Affect Volatility in Financial Markets?," IMF Working Papers, International Monetary Fund, number 2014/175, Sep.
  4. Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014, "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 344, Mar.

2013

  1. Tanja Artiga González & Markus Schmid & David Yermack, 2013, "Smokescreen: How Managers Behave When They Have Something To Hide," NBER Working Papers, National Bureau of Economic Research, Inc, number 18886, Mar.
  2. Artiga González, Tanja & Schmid, Markus & Yermack, David, 2013, "Does Price Fixing Benefit Corporate Managers?," Working Papers on Finance, University of St. Gallen, School of Finance, number 1309, Mar, revised Sep 2017.
  3. Charles S. Bos & Pawel Janus, 2013, "A Quantile-based Realized Measure of Variation: New Tests for Outlying Observations in Financial Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-155/III, Oct.
  4. Laura Capera & Juan Sebastián Lemus & Dairo Estrada, 2013, "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 077, Jun, DOI: 10.32468/tef.77.
  5. Diego A. Salzman & Remco C.J. Zwinkels, 2013, "Behavioural Real Estate," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 13-088/IV/DSF58, Jul.

2012

  1. Marieke Bos & Leonard I. Nakamura, 2012, "Should defaults be forgotten? Evidence from legally mandated removal," Working Papers, Federal Reserve Bank of Philadelphia, number 12-29.
  2. Miguel Ángel Morales Mosquera & Wilmar Cabrera & Laura Capera & Dairo Estrada, 2012, "Un Mapa de Riesgo de Crédito para el Sistema Financiero Colombiano," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 068, Mar, DOI: 10.32468/tef.68.
  3. Ehrmann, Michael & Jansen, David-Jan, 2012, "The pitch rather than the pit: investor inattention during FIFA world cup matches," Working Paper Series, European Central Bank, number 1424, Feb.
  4. Mr. Aleš Bulíř & Mr. David-Jan Jansen & Mr. Martin Cihak, 2012, "Clarity of Central Bank Communication About Inflation," IMF Working Papers, International Monetary Fund, number 2012/009, Jan.
  5. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2012, "Sentiment Trades and Option Prices," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 12-9.

2011

  1. Charles S. Bos, 2011, "A Bayesian Analysis of Unobserved Component Models using Ox," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-048/4, Mar.
  2. Charles S. Bos, 2011, "Relating Stochastic Volatility Estimation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 11-049/4, Mar.
  3. Laura Capera & Andrés Murcia Pabón & Dairo Estrada, 2011, "Efectos de los Límites a las Tasas de Interés sobre la Profundización Financiera," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 057, Mar, DOI: 10.32468/tef.57.
  4. Mariana Laverde & Esteban Gómez & Miguel Ángel Morales Mosquera, 2011, "Measuring Systemic Risk in the Colombian Financial System: Systemic Contingent Claims Approach," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 060, Sep, DOI: 10.32468/tef.60.
  5. Javier Gutiérrez Rueda & Dairo Estrada & Laura Capera, 2011, "Un análisis del endeudamiento de los hogares," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 061, Sep, DOI: 10.32468/tef.61.
  6. Angela González Arbeláez & Laura Capera, 2011, "Un índice de bancarización para Colombia," Temas de Estabilidad Financiera, Banco de la Republica de Colombia, number 064, Sep, DOI: 10.32468/tef.64.

2010

  1. Charles S. Bos & Siem Jan Koopman, 2010, "Models with Time-varying Mean and Variance: A Robust Analysis of U.S. Industrial Production," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 10-017/4, Feb.
  2. van der Cruijsen, Carin & Jansen, David-Jan & de Haan, Jakob, 2010, "How much does the public know about the ECB's monetary policy? Evidence from a survey of Dutch households," Working Paper Series, European Central Bank, number 1265, Nov.
  3. Thorsten Lehnert & Bart Frijns & Remco C.J. Zwinkels, 2010, "Modelling structural changes in the volatility process," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 10-05.
  4. Bart Frijns & Thorsten Lehnert & Remco C.J. Zwinkels, 2010, "Behavioral heterogeneity in the option market," Post-Print, HAL, number hal-00736742, Sep, DOI: 10.1016/j.jedc.2010.05.009.

2009

  1. Michel Beine & Charles Bos & Serge Coulombe, 2009, "Does the Canadian economy suffer from Dutch Disease?," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 09-06.
  2. Charles S. Bos & Pawel Janus & Siem Jan Koopman, 2009, "Spot Variance Path Estimation and its Application to High Frequency Jump Testing," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 09-110/4, Dec.
  3. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009, "A Volatility Targeting GARCH model with Time-Varying Coefficients," LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg, number 09-08.

2008

  1. Charles S. Bos, 2008, "Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 08-011/4, Jan.
  2. Blinder, Alan S. & Ehrmann, Michael & Fratzscher, Marcel & de Haan, Jakob & Jansen, David-Jan, 2008, "Central Bank communication and monetary policy: a survey of theory and evidence," Working Paper Series, European Central Bank, number 898, May.
  3. Wolff, Christian & Verschoor, Willem F C & Jongen, Ron & Zwinkels, Remco C.J., 2008, "Dispersion of Beliefs in the Foreign Exchange Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 6738, Mar.

2007

  1. Charles S. Bos & Siem Jan Koopman & Marius Ooms, 2007, "Long memory modelling of inflation with stochastic variance and structural breaks," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2007-44, Dec.
  2. Charles S. Bos & Phillip Gould, 2007, "Dynamic Correlations and Optimal Hedge Ratios," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 07-025/4, Feb.
  3. Jakob de Haan & David-Jan Jansen & Jakob de Haan, 2007, "The Importance of Being Vigilant: Has ECB Communication Influenced Euro Area Inflation Expectations?," CESifo Working Paper Series, CESifo, number 2134.
  4. David-Jan Jansen & Jakob de Haan, 2007, "Is a word to the wise indeed enough? ECB statements and the predictability of interest rate decisions," Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group, number 37, Feb.

2006

  1. BEINE, Michel & BOS, Charles S. & LAURENT, Sébastien, 2006, "The impact of Central Bank FX interventions on currency components," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1980, Jan, DOI: 10.2139/ssrn.844704.
  2. David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2006, "Does ECB Communication Help in Predicting its Interest Rate Decisions?," CESifo Working Paper Series, CESifo, number 1804.

2004

  1. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K. & VAN OEST, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1731, Jan, DOI: 10.1016/j.jeconom.2003.12.002.
  2. Charles S. Bos & Neil Shephard, 2004, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Economics Papers, Economics Group, Nuffield College, University of Oxford, number 2004-W02, Feb.
  3. David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2004, "Look Who’s Talking: ECB Communication during the First Years of EMU," CESifo Working Paper Series, CESifo, number 1263.

2003

  1. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2003, "Explaining Adaptive Radial-Based Direction Sampling," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2003-37, Aug.
  2. Charles S. Bos, 2003, "Time Series Modelling using TSMod 3.24," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 03-091/4, Dec.
  3. Jakob de Haan & Helge Berger & David-Jan Jansen & Jakob de Haan, 2003, "The End of the Stability and Growth Pact?," CESifo Working Paper Series, CESifo, number 1093.
  4. David-Jan Jansen & Jakob de Haan & Jakob de Haan, 2003, "Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate," CESifo Working Paper Series, CESifo, number 927.

2002

  1. Bauwens, L. & Bos, C.S. & van Dijk, H.K. & van Oest, R.D., 2002, "Adaptive polar sampling, a class of flexibel and robust Monte Carlo integration methods," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2002-27, Sep.
  2. Luc Bauwens & Charles S. Bos & Herman K. van Dijk & Rutger D. van Oest, 2002, "Adaptive Polar Sampling," Computing in Economics and Finance 2002, Society for Computational Economics, number 307, Jul.
  3. Charles S. Bos, 2002, "A Comparison of Marginal Likelihood Computation Methods," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-084/4, Sep.
  4. Siem Jan Koopman & Charles S. Bos, 2002, "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 02-113/4, Nov.

2001

  1. Charles S. Bos & Philip Hans Franses & Marius Ooms, 2001, "Inflation, Forecast Intervals and Long Memory Regression Models," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 01-029/4, Mar.

2000

  1. Charles S. Bos & Ronald J. Mahieu & Herman K. van Dijk, 2000, "Daily Exchange Rate Behaviour and Hedging of Currency Risk," Econometric Society World Congress 2000 Contributed Papers, Econometric Society, number 0504, Aug.
  2. Bos, C.S. & Mahieu, R.J. & van Dijk, H.K., 2000, "On the variation of hedging decisions in daily currency risk management," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2000-20/A, Nov.

1999

  1. BAUWENS, Luc & BOS, Charles S. & VAN DIJK, Herman K., 1999, "Adaptive polar sampling with an application to a Bayes measure of value-at-risk," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 1999057, Oct.

1998

  1. Bauwens, L. & Bos, C.S. & van Dijk, H.K., 1998, "Adaptive polar sampling: a new MC technique for the analysis of ill behaved surfaces," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9822, Jul.
  2. Franses, Ph.H.B.F. & Ooms, M. & Bos, C.S., 1998, "Long memory and level shifts: re-analysing inflation rates," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 9811, Jul.

Journal articles

2025

  1. Artiga Gonzalez, Tanja & Capera Romero, Laura & Karmaziene, Egle & Yuan, Xin, 2025, "Green gains: The impact of REITs' environmental performance on sustainability-linked loan interest rates," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106415.

2024

  1. Artiga González, Tanja & Granic, Georg D. & Heinicke, Franziska & Rosenkranz, Stephanie & Weitzel, Utz, 2024, "Incentivized choice in large-scale voting experiments," Political Science Research and Methods, Cambridge University Press, volume 12, issue 3, pages 666-674, July.
  2. Artiga Gonzalez, Tanja & Dyakov, Teodor & Inhoffen, Justus & Wipplinger, Evert, 2024, "Crowding of international mutual funds," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107202.
  3. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  4. Françeska Tomori & Erik Ansink & Harold Houba & Nick Hagerty & Charles Bos, 2024, "Market power in California's water market," American Journal of Agricultural Economics, John Wiley & Sons, volume 106, issue 3, pages 1274-1299, May, DOI: 10.1111/ajae.12434.
  5. Alan S. Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2024, "Central Bank Communication with the General Public: Promise or False Hope?," Journal of Economic Literature, American Economic Association, volume 62, issue 2, pages 425-457, June, DOI: 10.1257/jel.20231683.

2023

  1. Artiga González, Tanja & Calluzzo, Paul & Granic, Georg D., 2023, "Ballot order effects in independent director elections," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100835.

2022

  1. Tanja Artiga González & Paul Calluzzo & G Nathan Dong & Georg D Granic, 2022, "Determinants of LGBTQ+ Corporate Policies," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 3, pages 644-693.
  2. Ehrmann, Michael & Jansen, David-Jan, 2022, "Stock return comovement when investors are distracted: More, and more homogeneous," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102742.

2021

  1. Arina Wischnewsky & David‐Jan Jansen & Matthias Neuenkirch, 2021, "Financial stability and the Fed: Evidence from congressional hearings," Economic Inquiry, Western Economic Association International, volume 59, issue 3, pages 1192-1214, July, DOI: 10.1111/ecin.12977.
  2. Mary Everett & Jakob de Haan & David‐Jan Jansen & Peter McQuade & Anna Samarina, 2021, "Mortgage lending, monetary policy, and prudential measures in small euro‐area economies: Evidence from Ireland and the Netherlands," Review of International Economics, Wiley Blackwell, volume 29, issue 1, pages 117-143, February, DOI: 10.1111/roie.12506.
  3. Vermeulen, Robert & Schets, Edo & Lohuis, Melanie & Kölbl, Barbara & Jansen, David-Jan & Heeringa, Willem, 2021, "The heat is on: A framework for measuring financial stress under disruptive energy transition scenarios," Ecological Economics, Elsevier, volume 190, issue C, DOI: 10.1016/j.ecolecon.2021.107205.
  4. David‐Jan Jansen, 2021, "The International Spillovers of the 2010 U.S. Flash Crash," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 6, pages 1573-1586, September, DOI: 10.1111/jmcb.12790.

2020

  1. Artiga González, Tanja & Granic, Georg D., 2020, "Spatial Voting Meets Spatial Policy Positions: An Experimental Appraisal," American Political Science Review, Cambridge University Press, volume 114, issue 1, pages 285-290, February.
  2. Artiga González, Tanja & Calluzzo, Paul, 2020, "A new breed of activism," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101369.
  3. Artiga González, Tanja & van Lelyveld, Iman & Lučivjanská, Katarína, 2020, "Pension fund equity performance: Patience, activity or both?," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105812.
  4. Bo Becker & Marieke Bos & Kasper Roszbach, 2020, "Bad Times, Good Credit," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue S1, pages 107-142, October, DOI: 10.1111/jmcb.12736.
  5. Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2020, "Expected issuance fees and market liquidity," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.100514.
  6. Frijns, Bart & Zwinkels, Remco C.J., 2020, "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 245-265, DOI: 10.1016/j.jebo.2019.11.017.

2019

  1. Tanja Artiga González & Markus Schmid & David Yermack, 2019, "Does Price Fixing Benefit Corporate Managers?," Management Science, INFORMS, volume 65, issue 10, pages 4813-4840, October, DOI: 10.1287/mnsc.2018.3130.
  2. Ruben H.G.M. Cox & Remco C.J. Zwinkels, 2019, "Mortgage Insurance Adoption in the Netherlands," Real Estate Economics, American Real Estate and Urban Economics Association, volume 47, issue 4, pages 977-1012, December, DOI: 10.1111/1540-6229.12157.
  3. ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2019, "Agreeing on disagreement: Heterogeneity or uncertainty?," Journal of Financial Markets, Elsevier, volume 44, issue C, pages 17-30, DOI: 10.1016/j.finmar.2019.02.002.

2018

  1. Marieke Bos & Emily Breza & Andres Liberman, 2018, "The Labor Market Effects of Credit Market Information," The Review of Financial Studies, Society for Financial Studies, volume 31, issue 6, pages 2005-2037.
  2. Carin van der Cruijsen & David†Jan Jansen & Maarten van Rooij, 2018, "The Rose†Tinted Spectacles of Homeowners," Journal of Consumer Affairs, Wiley Blackwell, volume 52, issue 1, pages 61-87, March, DOI: 10.1111/joca.12134.
  3. David‐Jan Jansen & Matthias Neuenkirch, 2018, "Does the Media Help the General Public in Understanding Inflation?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 80, issue 6, pages 1185-1212, December, DOI: 10.1111/obes.12252.
  4. Jansen, David-Jan & Jonker, Nicole, 2018, "Fuel tourism in Dutch border regions: Are only salient price differentials relevant?," Energy Economics, Elsevier, volume 74, issue C, pages 143-153, DOI: 10.1016/j.eneco.2018.05.036.
  5. Ales Bulir & Martin Cihak & David-Jan Jansen, 2018, "Does the Clarity of Monetary Policy Reports Reduce Volatility in Financial Markets?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 68, issue 1, pages 2-17, February.
  6. Frijns, Bart & Zwinkels, Remco C.J., 2018, "Time-varying arbitrage and dynamic price discovery," Journal of Economic Dynamics and Control, Elsevier, volume 91, issue C, pages 485-502, DOI: 10.1016/j.jedc.2018.03.014.

2017

  1. Richhild Moessner & David-Jan Jansen & Jakob de Haan, 2017, "Communication About Future Policy Rates In Theory And Practice: A Survey," Journal of Economic Surveys, Wiley Blackwell, volume 31, issue 3, pages 678-711, July.
  2. Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017, "Monetary Policy after the Crisis," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, volume 15, issue 01, pages 12-13, April.
  3. Blinder, Alan S. & Ehrmann, Michael & de Haan, Jakob & Jansen, David-Jan, 2017, "What will monetary policy look like after the crisis?," Research Bulletin, European Central Bank, volume 39.
  4. Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2017, "Necessity as the mother of invention: monetary policy after the crisis," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 32, issue 92, pages 707-755.
  5. Michael Ehrmann & David‐Jan Jansen, 2017, "The Pitch Rather Than the Pit: Investor Inattention, Trading Activity, and FIFA World Cup Matches," Journal of Money, Credit and Banking, Blackwell Publishing, volume 49, issue 4, pages 807-821, June, DOI: 10.1111/jmcb.12398.
  6. Kouwenberg, Roy & Markiewicz, Agnieszka & Verhoeks, Ralph & Zwinkels, Remco C. J., 2017, "Model Uncertainty and Exchange Rate Forecasting," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 1, pages 341-363, February.
  7. Xun Gong & Chunmei Lin & Remco C. J. Zwinkels, 2017, "Forecasting Crashes: Correlated Fund Flows and Skewness in Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 15, issue 1, pages 36-61.
  8. Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2017, "Excess stock return comovements and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 49, issue C, pages 74-87, DOI: 10.1016/j.intfin.2017.02.005.

2016

  1. Richhild Moessner & Jakob de Haan & David-Jan Jansen, 2016, "Effectiveness Of Monetary Policy In Sweden," Contemporary Economic Policy, Western Economic Association International, volume 34, issue 4, pages 698-709, October.
  2. Michael Ehrmann & David-Jan Jansen, 2016, "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, volume 20, issue 3, pages 1215-1233.
  3. Carin Cruijsen & Jakob Haan & David-Jan Jansen, 2016, "Trust and Financial Crisis Experiences," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 127, issue 2, pages 577-600, June, DOI: 10.1007/s11205-015-0984-8.
  4. Pieterse-Bloem, Mary & Qian, Zhaowen & Verschoor, Willem & Zwinkels, Remco, 2016, "Time-varying importance of country and industry factors in European corporate bonds," Journal of Empirical Finance, Elsevier, volume 38, issue PA, pages 429-448, DOI: 10.1016/j.jempfin.2016.01.010.
  5. Frijns, Bart & Gilbert, Aaron & Zwinkels, Remco C. J., 2016, "On the Style-Based Feedback Trading of Mutual Fund Managers," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 3, pages 771-800, June.

2015

  1. Carin van der Cruijsen & David-Jan Jansen & Jakob de Haan, 2015, "How Much Does the Public Know about the ECB’s Monetary Policy? Evidence from a Survey of Dutch Households," International Journal of Central Banking, International Journal of Central Banking, volume 11, issue 4, pages 169-218, December.
  2. David-Jan Jansen & Robert Mosch & Carin Cruijsen, 2015, "When Does the General Public Lose Trust in Banks?," Journal of Financial Services Research, Springer;Western Finance Association, volume 48, issue 2, pages 127-141, October, DOI: 10.1007/s10693-014-0201-y.
  3. Piet Eichholtz & Ronald Huisman & Remco C. J. Zwinkels, 2015, "Fundamentals or trends? A long-term perspective on house prices," Applied Economics, Taylor & Francis Journals, volume 47, issue 10, pages 1050-1059, February, DOI: 10.1080/00036846.2014.987919.
  4. Roy Kouwenberg & Remco C J Zwinkels, 2015, "Endogenous Price Bubbles in a Multi-Agent System of the Housing Market," PLOS ONE, Public Library of Science, volume 10, issue 6, pages 1-10, June, DOI: 10.1371/journal.pone.0129070.
  5. Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015, "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, volume 34, issue C, pages 239-259, DOI: 10.1016/j.jempfin.2015.05.006.

2014

  1. Bos, Charles S. & Koopman, Siem Jan & Ooms, Marius, 2014, "Long memory with stochastic variance model: A recursive analysis for US inflation," Computational Statistics & Data Analysis, Elsevier, volume 76, issue C, pages 144-157, DOI: 10.1016/j.csda.2012.11.019.
  2. Chiarella, Carl & He, Xue-Zhong & Zwinkels, Remco C.J., 2014, "Heterogeneous expectations in asset pricing: Empirical evidence from the S&P500," Journal of Economic Behavior & Organization, Elsevier, volume 105, issue C, pages 1-16, DOI: 10.1016/j.jebo.2014.03.003.
  3. Kouwenberg, Roy & Zwinkels, Remco, 2014, "Forecasting the US housing market," International Journal of Forecasting, Elsevier, volume 30, issue 3, pages 415-425, DOI: 10.1016/j.ijforecast.2013.12.010.
  4. Goldbaum, David & Zwinkels, Remco C.J., 2014, "An empirical examination of heterogeneity and switching in foreign exchange markets," Journal of Economic Behavior & Organization, Elsevier, volume 107, issue PB, pages 667-684, DOI: 10.1016/j.jebo.2013.08.004.

2013

  1. van der Cruijsen, Carin & de Haan, Jakob & Jansen, David-Jan & Mosch, Robert, 2013, "Knowledge and opinions about banking supervision: Evidence from a survey of Dutch households," Journal of Financial Stability, Elsevier, volume 9, issue 2, pages 219-229, DOI: 10.1016/j.jfs.2011.11.002.
  2. Kosse, Anneke & Jansen, David-Jan, 2013, "Choosing how to pay: The influence of foreign backgrounds," Journal of Banking & Finance, Elsevier, volume 37, issue 3, pages 989-998, DOI: 10.1016/j.jbankfin.2012.11.005.
  3. Aleš Bulíř & Martin Čihák & David-Jan Jansen, 2013, "What Drives Clarity of Central Bank Communication About Inflation?," Open Economies Review, Springer, volume 24, issue 1, pages 125-145, February, DOI: 10.1007/s11079-012-9259-z.
  4. Spronk, Richard & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Carry trade and foreign exchange rate puzzles," European Economic Review, Elsevier, volume 60, issue C, pages 17-31, DOI: 10.1016/j.euroecorev.2013.01.007.
  5. Willem F.C. Verschoor & Remco C.J. Zwinkels, 2013, "Do foreign exchange fund managers behave like heterogeneous agents?," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 7, pages 1125-1134, February, DOI: 10.1080/14697688.2013.777156.
  6. ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013, "Dynamic expectation formation in the foreign exchange market," Journal of International Money and Finance, Elsevier, volume 37, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2013.06.001.
  7. Bart Frijns & Aaron Gilbert & Remco C.J. Zwinkels, 2013, "Market timing ability and mutual funds: a heterogeneous agent approach," Quantitative Finance, Taylor & Francis Journals, volume 13, issue 10, pages 1613-1620, October, DOI: 10.1080/14697688.2013.791749.

2012

  1. Tanja Artiga González, 2012, "David Larcker and Brian Tayan: Corporate governance matters—a closer look at organizational choices and their consequences," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 26, issue 3, pages 403-404, September, DOI: 10.1007/s11408-012-0193-2.
  2. Beine, Michel & Bos, Charles S. & Coulombe, Serge, 2012, "Does the Canadian economy suffer from Dutch disease?," Resource and Energy Economics, Elsevier, volume 34, issue 4, pages 468-492, DOI: 10.1016/j.reseneeco.2012.05.002.
  3. Charles S. Bos & Paweł Janus & Siem Jan Koopman, 2012, "Spot Variance Path Estimation and Its Application to High-Frequency Jump Testing," Journal of Financial Econometrics, Oxford University Press, volume 10, issue 2, pages 354-389, 2012 06.
  4. Carin A.B. Van Der Cruijsen & Jakob De Haan & David-Jan Jansen & Robert H.J. Mosch, 2012, "Households' Decisions on Savings Accounts After Negative Experiences with Banks During the Financial Crisis," Journal of Consumer Affairs, Wiley Blackwell, volume 46, issue 3, pages 436-456, September, DOI: j.1745-6606.2012.01240.x.
  5. Jongen, Ron & Verschoor, Willem F.C. & Wolff, Christian C.P. & Zwinkels, Remco C.J., 2012, "Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach," Journal of Economic Dynamics and Control, Elsevier, volume 36, issue 5, pages 719-735, DOI: 10.1016/j.jedc.2012.01.005.
  6. Huisman, Ronald & van der Sar, Nico L. & Zwinkels, Remco C.J., 2012, "A new measurement method of investor overconfidence," Economics Letters, Elsevier, volume 114, issue 1, pages 69-71, DOI: 10.1016/j.econlet.2011.09.022.

2011

  1. Bos, Charles S., 2011, "A Bayesian Analysis of Unobserved Component Models Using Ox," Journal of Statistical Software, Foundation for Open Access Statistics, volume 41, issue i13, DOI: http://hdl.handle.net/10.18637/jss..
  2. David‐Jan Jansen, 2011, "Does The Clarity Of Central Bank Communication Affect Volatility In Financial Markets? Evidence From Humphrey‐Hawkins Testimonies," Contemporary Economic Policy, Western Economic Association International, volume 29, issue 4, pages 494-509, October, DOI: j.1465-7287.2010.00238.x.
  3. Jansen, David-Jan, 2011, "Mumbling with great incoherence: Was it really so difficult to understand Alan Greenspan?," Economics Letters, Elsevier, volume 113, issue 1, pages 70-72, October.
  4. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2011, "Modeling structural changes in the volatility process," Journal of Empirical Finance, Elsevier, volume 18, issue 3, pages 522-532, June.

2010

  1. de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2010, "Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS," Journal of International Money and Finance, Elsevier, volume 29, issue 8, pages 1652-1669, December.
  2. Frijns, Bart & Lehnert, Thorsten & Zwinkels, Remco C.J., 2010, "Behavioral heterogeneity in the option market," Journal of Economic Dynamics and Control, Elsevier, volume 34, issue 11, pages 2273-2287, November.
  3. Ellen, Saskia ter & Zwinkels, Remco C.J., 2010, "Oil price dynamics: A behavioral finance approach with heterogeneous agents," Energy Economics, Elsevier, volume 32, issue 6, pages 1427-1434, November.
  4. Zwinkels, Remco C.J. & Beugelsdijk, Sjoerd, 2010, "Gravity equations: Workhorse or Trojan horse in explaining trade and FDI patterns across time and space?," International Business Review, Elsevier, volume 19, issue 1, pages 102-115, February.

2009

  1. David-Jan Jansen & Jakob De Haan, 2009, "Has ECB communication been helpful in predicting interest rate decisions? An evaluation of the early years of the Economic and Monetary Union," Applied Economics, Taylor & Francis Journals, volume 41, issue 16, pages 1995-2003, DOI: 10.1080/00036840802167384.
  2. de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2009, "Behavioural heterogeneity and shift-contagion: Evidence from the Asian crisis," Journal of Economic Dynamics and Control, Elsevier, volume 33, issue 11, pages 1929-1944, November.
  3. Eelke de Jong & Willem Verschoor & Remco Zwinkels, 2009, "A heterogeneous route to the European monetary system crisis," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 9, pages 929-932, DOI: 10.1080/13504850701222152.

2008

  1. Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob De Haan & David-Jan Jansen, 2008, "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," Journal of Economic Literature, American Economic Association, volume 46, issue 4, pages 910-945, December.
  2. Beugelsdijk, Sjoerd & Smeets, Roger & Zwinkels, Remco, 2008, "The impact of horizontal and vertical FDI on host's country economic growth," International Business Review, Elsevier, volume 17, issue 4, pages 452-472, August.

2007

  1. Michel Beine & Charles S. Bos & Sébastien Laurent, 2007, "The Impact of Central Bank FX Interventions on Currency Components," Journal of Financial Econometrics, Oxford University Press, volume 5, issue 1, pages 154-183.
  2. Jansen, David-Jan & de Haan, Jakob, 2007, "Were verbal efforts to support the euro effective? A high-frequency analysis of ECB statements," European Journal of Political Economy, Elsevier, volume 23, issue 1, pages 245-259, March.

2006

  1. Charles Bos & Neil Shephard, 2006, "Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form," Econometric Reviews, Taylor & Francis Journals, volume 25, issue 2-3, pages 219-244, DOI: 10.1080/07474930600713275.
  2. David-Jan Jansen & Jakob de Haan, 2006, "Look who's talking: ECB communication during the first years of EMU," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 11, issue 3, pages 219-228, DOI: 10.1002/ijfe.294.

2005

  1. Bos, Charles S. & Justel, Ana, 2005, "On model selection criteria as a starting point for sequential detection of non-linearity," International Journal of Forecasting, Elsevier, volume 21, issue 4, pages 749-754.
  2. Jansen, David-Jan & De Haan, Jakob, 2005, "Talking heads: the effects of ECB statements on the euro-dollar exchange rate," Journal of International Money and Finance, Elsevier, volume 24, issue 2, pages 343-361, March.

2004

  1. Koopman S.J. & Bos C.S., 2004, "State Space Models With a Common Stochastic Variance," Journal of Business & Economic Statistics, American Statistical Association, volume 22, pages 346-357, July.
  2. Bauwens, Luc & Bos, Charles S. & van Dijk, Herman K. & van Oest, Rutger D., 2004, "Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods," Journal of Econometrics, Elsevier, volume 123, issue 2, pages 201-225, December.
  3. Bos, Charles S, 2004, "Time Series Modelling using TSMod 3.24," International Journal of Forecasting, Elsevier, volume 20, issue 3, pages 515-522.
  4. Jakob De Haan & Helge Berger & David‐Jan Jansen, 2004, "Why has the Stability and Growth Pact Failed?," International Finance, Wiley Blackwell, volume 7, issue 2, pages 235-260, July, DOI: 10.1111/j.1367-0271.2004.00137.x.

2002

  1. Bos, Charles S. & Franses, Philip Hans & Ooms, Marius, 2002, "Inflation, forecast intervals and long memory regression models," International Journal of Forecasting, Elsevier, volume 18, issue 2, pages 243-264.

2000

  1. Charles S. Bos & Ronald J. Mahieu & Herman K. Van Dijk, 2000, "Daily exchange rate behaviour and hedging of currency risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 15, issue 6, pages 671-696.

1999

  1. Philip Hans Franses & Marius Ooms & Charles S. Bos, 1999, "Long memory and level shifts: Re-analyzing inflation rates," Empirical Economics, Springer, volume 24, issue 3, pages 427-449.

Books

2023

  1. Asomicrofinanzas & Banco de la República (ed.), 2023, "The Development of Microcredit in Colombia," Books, Banco de la Republica de Colombia, number 2023-isbn:9786289511222, ISBN: ARRAY(0x9428c2e0), DOI: 10.32468/Ebook.95112-2-2.

2022

  1. Estrada, Dairo & Yaruro Jaime, Ana María & Clavijo-Ramírez, Felipe & Capera Romero, Laura Marcela & (ed.), 2022, "El desarrollo del microcrédito en Colombia," Books, Banco de la Republica de Colombia, number 2022-isbn:97862895112, ISBN: ARRAY(0x96522590), DOI: 10.32468/book_97862895112.

Chapters

2019

  1. Melle Bijlsma & Malka de Castro Campos & Raymond Chaudron & David-Jan Jansen, 2019, "Building a multilayer macro-network for the Netherlands: A new way of looking at financial accounts and international investment position data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Are post-crisis statistical initiatives completed?".

2018

  1. Marieke Bos & Susan Payne Carter & Paige Marta Skiba, 2018, "Balancing act: new evidence and a discussion of the theory on the rationality and behavioral anomalies of choice in credit markets," Chapters, Edward Elgar Publishing, chapter 4, in: Joshua C. Teitelbaum & Kathryn Zeiler, "Research Handbook on Behavioral Law and Economics".

2015

  1. Capera-Romero, Laura & Lemus-Esquivel, Juan Sebastián & Estrada, Dairo Ayiber, 2015, "Relaciones crediticias y riesgo de contagio en el mercado interbancario no colateralizado colombiano," Chapters, Banco de la Republica de Colombia, chapter 18, in: Gómez-González, José Eduardo & Ojeda-Joya, Jair N., "Política monetaria y estabilidad financiera en economías pequeñas y abiertas", DOI: 10.32468/Ebook.664-314-6.

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