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Details about Andréas Heinen

Homepage:http://thema.u-cergy.fr/membres/andreas-heinen?lang=fr
Postal address:THEMA Université de Cergy-Pontoise UFR d’Economie et de Gestion 33, Boulevard du Port 95011 Cergy-Pontoise Cedex France
Workplace:Théorie Économique, Modélisation, Application (THEMA) (Economic Theory, Modeling, Applications), Université de Cergy-Pontoise (University of Cergy-Pontoise), (more information at EDIRC)

Access statistics for papers by Andréas Heinen.

Last updated 2019-04-06. Update your information in the RePEc Author Service.

Short-id: phe113


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Working Papers

2015

  1. Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms
    CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg
  2. Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia Downloads View citations (3)
    See also Journal Article in Journal of Empirical Finance (2015)
  3. Regime switching House price dependence: Evidence from MSAs in the US
    ERES, European Real Estate Society (ERES) Downloads

2013

  1. Competition, Loan Rates and Information Dispersion in Microcredit Markets
    Working Paper CRENoS, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia Downloads
    Also in ESMT Research Working Papers, ESMT European School of Management and Technology (2012) Downloads View citations (9)

2011

  1. Ownership Structure and Firm Performance: Evidence from a non-parametric panel
    LSF Research Working Paper Series, Luxembourg School of Finance, University of Luxembourg Downloads

2009

  1. Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (37)

2008

  1. EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data
    CREA Discussion Paper Series, Center for Research in Economic Analysis, University of Luxembourg Downloads
  2. Electricity, carbon and weather in France: where do we stand ?
    Working Papers, HAL Downloads View citations (5)
  3. Modeling International Financial Returns with a Multivariate Regime Switching Copula
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads View citations (1)
    Also in Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques (2008) Downloads View citations (5)
    MPRA Paper, University Library of Munich, Germany (2008) Downloads View citations (4)
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2008) Downloads View citations (1)

    See also Journal Article in Journal of Financial Econometrics (2009)

2007

  1. EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)

2006

  1. Frequent Turbulence? A Dynamic Copula Approach
    Discussion Papers, Norwegian School of Economics, Department of Business and Management Science Downloads View citations (1)

2004

  1. Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas
    Econometric Society 2004 Far Eastern Meetings, Econometric Society Downloads View citations (1)
  2. Multivariate reduced rank regression in non-Gaussian contexts, using copulas
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads
    See also Journal Article in Computational Statistics & Data Analysis (2008)
  3. Trading activity and liquidity supply in a pure limit order book market
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (3)
  4. Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model
    MPRA Paper, University Library of Munich, Germany Downloads

2003

  1. Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model
    MPRA Paper, University Library of Munich, Germany Downloads View citations (25)
    Also in CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) (2003) Downloads View citations (29)
  2. Multivariate modelling of time series count data: an autoregressive conditional Poisson model
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (19)
  3. The response of individual FX dealers'quoting activity to macroeconomic news announcements
    CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads View citations (1)

Journal Articles

2018

  1. Competition, Loan Rates, and Information Dispersion in Nonprofit and For‐Profit Microcredit Markets
    Journal of Money, Credit and Banking, 2018, 50, (5), 893-937 Downloads View citations (3)

2016

  1. Does Basel II affect the market valuation of discretionary loan loss provisions?
    Journal of Banking & Finance, 2016, 70, (C), 177-192 Downloads View citations (2)

2015

  1. Firm performance when ownership is very concentrated: Evidence from a semiparametric panel
    Journal of Empirical Finance, 2015, 34, (C), 172-194 Downloads View citations (3)
    See also Working Paper (2015)

2012

  1. Comments on: Some recent theory for autoregressive count time series
    TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, 21, (3), 464-466 Downloads
  2. Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data
    Scandinavian Journal of Economics, 2012, 114, (3), 856-880 Downloads View citations (2)

2010

  1. Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
    Computational Statistics & Data Analysis, 2010, 54, (11), 2419-2431 Downloads View citations (6)

2009

  1. Is there any common knowledge news in the Euro/Dollar market?
    International Review of Economics & Finance, 2009, 18, (4), 656-670 Downloads View citations (2)
  2. Modeling International Financial Returns with a Multivariate Regime-switching Copula
    Journal of Financial Econometrics, 2009, 7, (4), 437-480 Downloads View citations (91)
    See also Working Paper (2008)

2008

  1. Multivariate reduced rank regression in non-Gaussian contexts, using copulas
    Computational Statistics & Data Analysis, 2008, 52, (6), 2931-2944 Downloads View citations (2)
    See also Working Paper (2004)

2007

  1. Multivariate autoregressive modeling of time series count data using copulas
    Journal of Empirical Finance, 2007, 14, (4), 564-583 Downloads View citations (25)
 
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