Koopman, S., Lucas, A. and Monteiro, A. (2008). The Multi-state Latent Factor Intensity Model for Credit Rating Transitions Journal of Econometrics, 142:399--424.
11 key publications
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Koopman, S. and Lucas, A. (2008). A Non-Gaussian Panel Time series Model for Estimating and Decomposing Default Risk Journal of Business and Economic Statistics, 26(4):510--525. -
de Jong, M., Steenkamp, J., Fox, J. and Baumgartner, H. (2008). Using Item Response Theory to Measure Extreme Response Style inMarketing Research: A Global Investigation Journal of Marketing Research, 45(1):104--115. -
Banachewicz, K., van der Vaart, A.W. and Lucas, A. (2008). Modeling portfolio defaults using Hidden Markov Models with covariates Econometrics Journal, 11:155--171.
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Chan, K., Menkveld, A. and Yang, Z. (2008). Information Asymmetry and Asset Prices: Evidence from the Foreign Share Discount The Journal of Finance, 63(1):159--196. -
Stremersch, S. (2008). 25 years of IJRM: Reflections on the past and the future International Journal of Research in Marketing, 25(3):143--148. -
Stremersch, S. (2008). Health and marketing: the emergence of a new field of research International Journal of Research in Marketing, 25(4):229--233. -
van Nierop, E., Fok, D. and Franses, P.H. (2008). Interaction between shelf layout and marketing effectiveness and its impact on optimizing shelf arrangements Marketing Science, 27(6):1065--1082. -
van Dijk, B. and Paap, R. (2008). Explaining individual response using aggregated data Journal of Econometrics, 146(1):1--9. -
Stam, W. and Elfring, T. (2008). Entrepreneurial orientation and new venture performance: The moderating role of intra- and extraindustry social capital Academy of Management Journal, 51(1):97--111. -
Foucault, T. and Menkveld, A. (2008). Competition for Order Flow and smart Order Routing Systems The Journal of Finance, 63(1):119--158.