Heinen Andréas

Professeur UCP
Membre permanent

Contact

Bureau: C146
Mail: andreas.heinen@u-cergy.fr
Tel: +33 1 34 25 62 54

Adresse:
Université de Cergy-Pontoise - THEMA - 33, boulevard du Port
Cergy Pontoise Cedex
France

Specialité

Économétrie, Finance.

Articles

  • 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 , 2017
  • 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
  • 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
  • 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
  • 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