Browsing All of EconStor by Author Laeven, Roger J. A.
Showing results 1 to 6 of 6
| Year of Publication | Title | Author(s) |
| 2011 | Weitzman meets Nordhaus: Expected utility and catastrophic risk in a stochastic economy-climate model | Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Muris, Chris |
| 2014 | Mutual excitation in eurozone sovereign CDS | Aït-Sahalia, Yacine; Laeven, Roger J. A.; Pelizzon, Loriana |
| 2018 | Earthquake risk embedded in property prices: Evidence from five Japanese cities | Ikefuji, Masako; Laeven, Roger J. A.; Magnus, Jan R.; Yue, Yuan |
| 2021 | Jump contagion among stock market indices: Evidence from option markets | Boswijk, Herman Peter; Laeven, Roger J. A.; Lalu, Andrei; Vladimirov, Evgenii |
| 2022 | Estimating Option Pricing Models Using a Characteristic Function Based Linear State Space Representation | Boswijk, H. Peter; Laeven, Roger J. A.; Vladimirov, Evgenii |
| 2023 | Localizing strictly proper scoring rules | de Punder, Ramon; Diks, Cees G. H.; Laeven, Roger J. A.; van Dijk, Dick |
