My research interests include (but are not limited to) credit risk, risk management, asset/liability management, and financial econometrics.
For preprints etc as well as published work from 1996 onwards, look here.
Alternatively, consider the SSRN site. If you want a complete list, email me.
Download my inaugural lecture in Dutch and the crucial slides.
For my thesis click here. (Lucas, A. (1996): Outlier robust unit root analysis, Thesis Publishers, Amsterdam.)