Institution: Erasmus Universiteit Rotterdam
Primary Field: Finance (weighted toward more recent publications)
Homepage: https://personal.eur.nl/kole/
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 1.01 | 0.67 | 0.00 | 2.68 |
| Last 10 Years | 0.00 | 1.01 | 2.35 | 0.00 | 4.36 |
| All Time | 0.00 | 1.01 | 5.03 | 0.00 | 7.04 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Heterogeneous macro and financial effects of ECB asset purchase programs | Journal of International Money and Finance | B | 3 |
| 2023 | Moments, shocks and spillovers in Markov-switching VAR models | Journal of Econometrics | A | 2 |
| 2018 | Cyclicality in losses on bank loans | Journal of Applied Econometrics | B | 3 |
| 2017 | How to Identify and Forecast Bull and Bear Markets? | Journal of Applied Econometrics | B | 2 |
| 2015 | Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes | Journal of Banking & Finance | B | 3 |
| 2009 | Contagion as a domino effect in global stock markets | Journal of Banking & Finance | B | 3 |
| 2007 | Selecting copulas for risk management | Journal of Banking & Finance | B | 3 |
| 2006 | Portfolio implications of systemic crises | Journal of Banking & Finance | B | 3 |