Andreas Heinen

Articles

• Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions
  Heinen Andréas, Journal of multivariate analysis, Forthcoming , 2020
• Spatial Dependence in Subprime Mortgage Defaults
  Heinen Andréas, James B. Kau, Donald C. Keenan, Mi Lim Kim , Journal of real estate finance and economics, p.1–24, 2019
• The Price Impact of Extreme Weather in Developing Countries
  Heinen Andréas, Jeetendra Khadan, Eric Strobl , Economic journal, Forthcoming , 2018
• Competition, Loan Rates and Information Dispersion in Nonprofit and For-profit Microcredit Markets
  Heinen Andréas, Guillermo Baquero, Malika Hamadi , Journal of Money Credit and Banking, Forthcoming , 2018
• Does Basel II Affect the Market Valuation of Discretionary Loan Loss Provisions ?
  Heinen Andréas, Malika Hamadi, Stefan Linder, Vlad-Andrei Porumb , Journal of banking and finance, 70 , p.177–192, 2016
• Firm Performance when Ownership is very Concentrated : Evidence from a Semiparametric Panel
  Heinen Andréas, Malika Hamadi , Journal of Empirical Finance, 34 , p.172-194, 2015
• A Comment on Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates
  Heinen Andréas, International journal of forecasting, 28 , p.118-120, 2012
• Exploring the Existence of Local and Global Knowledge Spillovers : Evidence from Plant-Level data
  Heinen Andréas, Barrios, Salvador; Bertinelli, Luisito; Strobl, Eric , Scandinavian journal of economics, 114 , p.856-880, 2012
• Public News Announcements and Quoting Activity in the Euro/Dollar Foreign Exchange Market
  Heinen Andréas, Walid Ben Omrane , Computational statistics & data analysis, 54 , p.2419-2431, 2010
• Is there any common knowledge news in the Euro/Dollar market ?
  Heinen Andréas, Walid Ben Omrane , International review of economics and finance, 18 , p.656-670, 2009
• Modeling International Financial Returns with a Multivariate Regime Switchnig Copula
  Heinen Andréas, Loran Chollete, Alfonso Valdesogo , Journal of financial econometrics, 7 (4), p.437-480, 2009
• Modeling Multivariate reduces rank regression in non-Gaussian contexts, using copulas
  Heinen Andréas, Erick Rengifo , Computational statistics & data analysis, 52 (6), p.2631-2644, 2008
• Modeling Multivariate Time Series of Count Data Using Copulas
  Heinen Andréas, Erick Rengifo , Journal of empirical finance, 14 (Issue 4), p.564-583, 2007

Contribution à un livre

• Copula-based Volatility Models
  Heinen Andréas, Valdesogo, Alfonso , Volatility Models and their Applications, Hoboken, NJ: John Wiley & Sons, 2012
• A Dynamic D-vine model
  Heinen Andréas, Valdesogo, Alfonso , Dependence Modeling: Handbook of Vine Copula Methods, World Scientific Publishing Company, 2010