Details about Matthijs Lof
Access statistics for papers by Matthijs Lof.
Last updated 2021-12-01. Update your information in the RePEc Author Service.
Short-id: plo285
Jump to Journal Articles
Working Papers
2021
- Non-Standard Errors
Working Paper Series, Social and Economic Sciences, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz 
Also in Working Papers, Faculty of Economics and Statistics, University of Innsbruck (2021) View citations (1)
2018
- Asymmetric information and the distribution of trading volume
Research Discussion Papers, Bank of Finland View citations (1)
Also in Research Discussion Papers, Bank of Finland (2018) View citations (2)
2013
- Aid and Income: Another Time-Series Perspective
WIDER Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) View citations (7)
See also Journal Article in World Development (2015)
- Does sovereign debt weaken economic growth? A Panel VAR analysis
MPRA Paper, University Library of Munich, Germany View citations (10)
See also Journal Article in Economics Letters (2014)
- Essays on Expectations and the Econometrics of Asset Pricing
MPRA Paper, University Library of Munich, Germany
2012
- Rational Speculators, Contrarians and Excess Volatility
MPRA Paper, University Library of Munich, Germany View citations (4)
See also Journal Article in Management Science (2015)
2011
- GMM estimation with noncausal instruments under rational expectations
MPRA Paper, University Library of Munich, Germany View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2014)
- Noncausality and Asset Pricing
MPRA Paper, University Library of Munich, Germany View citations (3)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
2010
- Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions
MPRA Paper, University Library of Munich, Germany
Journal Articles
2019
- Expected market returns: SVIX, realized volatility, and the role of dividends
Journal of Applied Econometrics, 2019, 34, (5), 858-864
2017
- Noncausality and the commodity currency hypothesis
Energy Economics, 2017, 65, (C), 424-433 View citations (19)
2015
- Aid and Income: Another Time-series Perspective
World Development, 2015, 69, (C), 19-30 View citations (23)
See also Working Paper (2013)
- Rational Speculators, Contrarians, and Excess Volatility
Management Science, 2015, 61, (8), 1889-1901 View citations (19)
See also Working Paper (2012)
- Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014)
World Development, 2015, 70, (C), 397-399 View citations (3)
2014
- Does sovereign debt weaken economic growth? A panel VAR analysis
Economics Letters, 2014, 122, (3), 403-407 View citations (62)
See also Working Paper (2013)
- GMM Estimation with Non-causal Instruments under Rational Expectations
Oxford Bulletin of Economics and Statistics, 2014, 76, (2), 279-286 View citations (2)
See also Working Paper (2011)
2013
- Noncausality and asset pricing
Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (2), 211-220 View citations (21)
See also Working Paper (2011)
2012
- Heterogeneity in stock prices: A STAR model with multivariate transition function
Journal of Economic Dynamics and Control, 2012, 36, (12), 1845-1854 View citations (43)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|