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Publications in Finance

Information Acquisition, Coordination, and Fundamentals in a Financial Crisis

Journal of Banking and Finance
EconomicsEconometricsFinance
2008English

Modern Portfolio Theory, 1950 to Date

Journal of Banking and Finance
EconomicsEconometricsFinance
1997English

The Internationalization of Equity Markets

Journal of Banking and Finance
EconomicsEconometricsFinance
1996English

Financial Market Models With Lévy Processes and Time-Varying Volatility

Journal of Banking and Finance
EconomicsEconometricsFinance
2008English

Bank Lending in Transition Economies

Journal of Banking and Finance
EconomicsEconometricsFinance
1993English

Confidence Sets for Continuous-Time Rating Transition Probabilities

Journal of Banking and Finance
EconomicsEconometricsFinance
2004English

Demand Estimation and Consumer Welfare in the Banking Industry

Journal of Banking and Finance
EconomicsEconometricsFinance
2008English

From Boom ‘Til Bust: How Loss Aversion Affects Asset Prices

Journal of Banking and Finance
EconomicsEconometricsFinance
2009English

Value at Risk Models for Dutch Bond Portfolios

Journal of Banking and Finance
EconomicsEconometricsFinance
2000English

Banking Market Conditions and Deposit Interest Rates

Journal of Banking and Finance
EconomicsEconometricsFinance
2007English

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