Baştürk, N., Borowska, A., Grassi, S., Hoogerheide, L., and van Dijk, H. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies. Journal of Econometrics.
6 Key Publications
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Bolhaar, J., Ketel, N., and van der Klaauw, B. (2019). Job search periods for welfare applicants: Evidence from a randomized experiment. American Economic Journal: Applied Economics, 11(1):92-125. -
van der Ploeg, F. and Rezai, A. (2019). The agnostic's response to climate deniers: Price carbon! European Economic Review, 111:70-84. -
Seeger, N., Kaeck, A., and Johannes, M. (2019). Option pricing of earnings announcement risks. Review of Financial Studies, 32(2):646–687. -
Boswijk, H., Bun, M., and Schinkel, M. (2019). Cartel dating. Journal of Applied Econometrics, 34(1):26-42. With supporting information. -
Christensen, B. and van der Wel, M. (2019). An asset pricing approach to testing general term structure models. Journal of Financial Economics, to appear.