Simas Kucinskas

Humboldt University of Berlin

Dorotheenstrasse 1

Berlin, Berlin 10099

Germany

http://www.simaskucinskas.com

SCHOLARLY PAPERS

6

DOWNLOADS

2,336

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (6)

1.

Tracking R of COVID-19: A New Real-Time Estimation Using the Kalman Filter

Number of pages: 45 Posted: 22 Apr 2020 Last Revised: 11 May 2020
Central Bank of Chile, Central Bank of Chile, Humboldt University of Berlin and Central Bank of Chile
Downloads 1,816 (9,557)
Citation 3

Abstract:

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effective reproduction number, COVID-19, state-space models, non-pharmaceutical interventions

2.

Measuring Biases in Expectation Formation

Number of pages: 67 Posted: 15 Jun 2018 Last Revised: 08 Jun 2019
Simas Kucinskas and Florian S. Peters
Humboldt University of Berlin and University of Amsterdam
Downloads 311 (106,322)
Citation 1

Abstract:

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expectation formation, bias, underreaction, overreaction

3.

Liquidity Creation and Financial Stability: The Role of Hidden Trades

Number of pages: 45 Posted: 02 Sep 2015 Last Revised: 23 Jul 2018
Simas Kucinskas
Humboldt University of Berlin
Downloads 69 (360,583)
Citation 3

Abstract:

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Liquidity creation, liquidity insurance, hidden trades, bank runs, financial stability

4.

Quantifying Noise

Number of pages: 61 Posted: 17 Oct 2019
Artūras Juodis and Simas Kucinskas
University of Groningen - Faculty of Economics and Business and Humboldt University of Berlin
Downloads 60 (387,436)
Citation 1

Abstract:

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expectation formation, factor models, measurement error, noise, panel data, subjective expectations

5.

Expectation Formation with Correlated Variables

Number of pages: 54 Posted: 17 Sep 2019 Last Revised: 22 May 2020
Simin He and Simas Kucinskas
Shanghai University of Finance and Economics - School of Economics and Humboldt University of Berlin
Downloads 45 (440,306)
Citation 1

Abstract:

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Complexity, overreaction, underreaction, expectation formation

6.

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

Number of pages: 52 Posted: 24 Jul 2018
Simas Kucinskas
Humboldt University of Berlin
Downloads 35 (482,819)
Citation 1

Abstract:

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Signaling, dividends, agency costs of debt, banks