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Results: 103
Number of items: 103
  • Open Access
    Diks, C., Hommes, C., & Wang, J. (2019). Critical slowing down as an early warning signal for financial crises? Empirical Economics, 57(4), 1201-1228. https://doi.org/10.1007/s00181-018-1527-3
  • Open Access
    Bolt, W., Demertzis, M., Diks, C., Hommes, C., & van der Leij, M. (2019). Identifying booms and busts in house prices under heterogeneous expectations. Journal of Economic Dynamics & Control, 103, 234-259. https://doi.org/10.1016/j.jedc.2019.04.003
  • Open Access
    de Menezes Linardi, F. (2019). Empirical essays on the stability of the Brazilian financial system. [Thesis, externally prepared, Universiteit van Amsterdam].
  • Bao, T., Diks, C., & Li, H. (2018). A generalized CAPM model with asymmetric power distributed errors with an application to portfolio construction. Economic Modelling, 68, 611-621. https://doi.org/10.1016/j.econmod.2017.03.035
  • Open Access
    Fang, H. (2018). Multivariate density forecast evaluation and nonparametric Granger causality testing. [Thesis, fully internal, Universiteit van Amsterdam].
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2017). Financial networks based on Granger causality: A case study. Physica A: Statistical Mechanics and its Applications, 482, 65-73. https://doi.org/10.1016/j.physa.2017.04.046
  • Open Access
    Linardi, F., Diks, C., van der Leij, M., & Lazier, I. (2017). Dynamic Interbank Network Analysis Using Latent Space Models. (Tinbergen Institute Discussion Paper; No. 2017-101/II). Tinbergen Institute. https://doi.org/10.2139/ssrn.3059618
  • Open Access
    Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2017). Assessment of Resampling Methods for Causality Testing: A note on the US Inflation Behavior. PLoS ONE, 12(7), Article e0180852. https://doi.org/10.1371/journal.pone.0180852
  • Open Access
    Diks, C., & Fang, H. (2017). Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods. Entropy, 19(7), Article 372. https://doi.org/10.3390/e19070372
  • Papana, A., Kyrtsou, C., Kugiumtzis, D., & Diks, C. (2016). Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data. Computational Economics, 47(3), 341-365. https://doi.org/10.1007/s10614-015-9491-x
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