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About us Working at the University of Groningen Rosalind Franklin Fellowship Fellows 2007-2008

Laura Spierdijk

Rosalind Franklin Fellows Laura Spierdijk
Rosalind Franklin Fellows Laura Spierdijk

Laura Spierdijk's main research interest is applied econometrics in
the field of banking, pensions and insurance.
The continuous thread in
her work is the use of quantitative methods from econometrics and
statistics. In 2009 she was awarded a research grant of 250,000 euro
by a major international research institute on pensions (Netspar),
which she used to study the long-term risk exposure of institutional
investors. In 2012 she received a Vidi grant of 800,000 euro from the
Netherlands Organization for Scientific Research. This grant is
currently used by Spierdijk to form a research group that will assess
the impact of banking competition on economic growth and financial
stability.

Selected publications:

Bikker, J.A., S. Shaffer, and L. Spierdijk (2012). Assessing
Competition with the Panzar-Rosse Model: The Role of Scale, Costs, and
Equilibrium. Review of Economics and Statistics 94, 1025-1044.

Koetter, M., J. Kolari, and L. Spierdijk, (2012). Enjoying the Quiet
Life under Deregulation? Evidence from Adjusted Lerner Indices for
U.S. Banks. Review of Economics and Statistics 94, 462-480.

Spierdijk, L., Bikker, J.A. and P. van den Hoek (2012). Mean Reversion
in International Stock Markets: An Empirical Analysis of the 20th
Century. Journal of International Money and Finance 31, 228-249.

Spierdijk, L. and M. Voorneveld (2009). Superstars without Talent? The
Yule Distribution Controversy. Review of Economics and Statistics 91,
648–652.

Spierdijk, L., A.G.C. van Lomwel and W. Peppelman (2009). The
Determinants of Sick Leave Durations of Dutch Self-Employed. Journal
of Health Economics 28, 1185-1196.

Last modified:16 August 2021 2.06 p.m.