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Home | People | Marco van der Leij
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Marco van der Leij

Research Fellow

University
University of Amsterdam
Research field
Complexity
Interests
Networks

List of publications

Bolt, W., Demertzis, M., Diks, C., Hommes, C. and van der Leij, M. (2019). Identifying booms and busts in house prices under heterogeneous expectations Journal of Economic Dynamics and Control, 103:234--259.

Linardi, F., Diks, C., van der Leij, M.J. and Lazier, I. (2019). Dynamic interbank network analysis using latent space models Journal of Economic Dynamics and Control, :.

Poledna, S., Molina-Borboa, J., Martínez-Jaramillo, S., van der Leij, M. and Thurner, S. (2015). The multi-layer network nature of systemic risk and its implications for the costs of financial crises Journal of Financial Stability, 20:70--81.

Ductor, L., Fafchamps, M., Goyal, S. and van der Leij, M.J. (2014). Social networks and research output Review of Economics and Statistics, 96(5):936--948.

Kovářík, J. and van der Leij, M.J. (2014). Risk aversion and social networks Review of Network Economics, 13(2):121--155.

van der Leij, M. and Goyal, S. (2011). Strong ties in a small world Review of Network Economics, 10(2):1--20.

Fafchamps, M., Goyal, S. and van der Leij, M.J. (2010). Matching and network effects Journal of the European Economic Association, 8(1):203--231.

Franses, P.H.B.F., van der Leij, M.J. and Paap, R. (2008). A Simple Test for GARCH Against a Stochastic Volatility Model Journal of Financial Econometrics, 6(3):291--306.

Goyal, S., van der Leij, M.J. and Moraga-Gonzalez, J. (2006). Economics: An emerging small world Journal of Political Economy, 114(2):403--412.

Franses, P.H.B.F., van der Leij, M.J. and Paap, R. (2002). Modelling and forecasting level shifts in absolute returns Journal of Applied Econometrics, 17(5):606--616.