SIMAS KUČINSKAS

Lakestar Junior Professor
  • Home

  • Research

  • CV

  • More...

    Huberlin-logo.svg.png

    WORKING PAPERS

    ​

    Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter (R&R @ PLOS One)

    (with Francisco Arroyo Marioli,  Francisco Bullano, and Carlos Rondón-Moreno)

    Additional material: Replication files; Online dashboard

    ​

    Expectation Formation with Correlated Variables (with Simin He)

    Additional material: Replication files; Dataset

    ​

    Quantifying Noise (with Artūras Juodis) (R&R @ QE)

    Additional material: Slides; Replication files

    ​

    Measuring Biases in Expectation Formation (with Florian Peters) (R&R @ REStat)

    Additional material: Slides; Replication files

    ​

    The Importance of Being Prudent: Leverage and the Informational Content of Dividends

    Additional material: Slides; Replication files

    ​

    Liquidity Creation and Financial Stability: The Role of Hidden Trades

    Additional material: Slides; Internet appendix; Replication files

    ​

    PUBLICATIONS

    ​

    Aggregate Risk and Efficiency of Mutual Funds

    Journal of Banking & Finance (2019), 101: 1-11

    ​

    When are banks better than markets? Comment on Zimper (2013)

    Economics Letters (2016), 147: 171-173