Jacco Thijssen

University of York - The York Management School

Sally Baldwin Buildings

Heslington

York, North Yorkshire YO10 5DD

United Kingdom

  • University of York - The York Management School

SCHOLARLY PAPERS

11

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12

Scholarly Papers (11)

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1.

Strategic Investment Under Uncertainty: Merging Real Options with Game Theory

CentER Discussion Paper No. 2003-06
Number of pages: 22 Posted: 14 May 2004
Kuno Huisman, Peter M. Kort, Grzegorz Pawlina and Jacco Thijssen
Tilburg University, CentER, Tilburg University - Department of Econometrics & Operations Research, Lancaster University - Department of Accounting and Finance and University of York - The York Management School
Downloads 1,213 (19,510)
Citation 17

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2.

Optimal Timing of Interventions during an Epidemic

Number of pages: 28 Posted: 12 Jun 2020
Nick Huberts and Jacco Thijssen
University of York - The York Management School and University of York - The York Management School
Downloads 220 (162,254)
Citation 2

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Continuous-time Markov chains, SIR model, COVID-19, Optimal Stopping, Intervention Policies

3.

Incomplete Markets, Knightian Uncertainty, and Irreversible Investment

Number of pages: 21 Posted: 06 Oct 2008
Jacco Thijssen
University of York - The York Management School
Downloads 166 (209,121)
Citation 3

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Irreversible investment, Idiosyncratic risk, Knightian uncertainty

4.

On Irreversible Investment and Discounting: An Arbitrage Pricing Approach

Number of pages: 23 Posted: 28 Jan 2008 Last Revised: 31 Mar 2008
Jacco Thijssen
University of York - The York Management School
Downloads 115 (279,291)
Citation 6

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Real options, Discount factors

5.

Non-Exclusive Real Options with First-Mover Advantages

Number of pages: 36 Posted: 12 May 2008
Jacco Thijssen
University of York - The York Management School
Downloads 71 (378,043)

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Timing games, Real options, Rent equalization, Technology adoption

6.

Existence of Equilibrium and Price Adjustments in a Finance Economy with Incomplete Markets

CentER Discussion Paper No. 2003-79
Number of pages: 21 Posted: 16 Jun 2004
Dolf Talman and Jacco Thijssen
Tilburg University - Department of Econometrics & Operations Research and University of York - The York Management School
Downloads 65 (396,283)

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General equilibrium, incomplete markets, price adjustments

7.

Predatory Pricing and the Value of Corporate Cash Holdings

Number of pages: 46 Posted: 17 Nov 2020
Maria Lavrutich and Jacco Thijssen
Norwegian University of Science and Technology and University of York - The York Management School
Downloads 32 (529,044)

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Cash holdings, Dividends, Financial constraints, Competition, Predation

8.

Approximate Stochastic Stability with an Application to the Survival of Walrasian Conjectures in Cournot Oligopoly

Number of pages: 27 Posted: 28 Jun 2009
Jacco Thijssen
University of York - The York Management School
Downloads 28 (550,911)
Citation 1

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stochastic stability, nearly-complete decomposability, oligopoly

9.

Is Gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices

International Review of Financial Analysis, Forthcoming
Number of pages: 18 Posted: 26 Sep 2018
Zhen He, Fergal A. O'Connor and Jacco Thijssen
University of York - The York Management School, University College Cork and University of York - The York Management School
Downloads 25 (569,177)

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Gold, Safe Haven, Markov-Switching, Hedge

10.

Irish Education Policy for a Globalised World: A Policy for Chasing Black & White Swans

Dublin, The Swan Group (October, 2009), ISBN: 978-0-9561239-0-9
Number of pages: 133 Posted: 23 Oct 2012
Ailbhe Kenny, Charles James Larkin, Daithi Mac Sithigh and Jacco Thijssen
University of Limerick - Mary Immaculate College, Institute for Policy Research (IPR), University of Bath, Queen's University Belfast - School of Law and University of York - The York Management School
Downloads 16 (628,880)

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human capital, R&D, irreversible investment

11.

Migrant Networks and the Spread of Information

Oxford Bulletin of Economics and Statistics, Vol. 80, Issue 3, pp. 659-688, 2018
Number of pages: 30 Posted: 08 May 2018
Benjamin Elsner, Gaia Narciso and Jacco Thijssen
IZA Institute of Labor Economics, Trinity College Dublin and University of York - The York Management School
Downloads 1 (745,973)
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