Report NEP-CMP-2012-05-29This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Pascal Seppecher, 2012. "Jamel, a Java Agent-based MacroEconomic Laboratory," Working Papers halshs-00697225, HAL.
- Jonasson, Erik & Filipski, Mateusz & Brooks, Jonathan & Taylor, J. Edward, 2012. "Modeling the Welfare Implications of Agricultural Policies in Developing Countries," Working Papers 2012:11, Lund University, Department of Economics.
- Chunding Li & John Whalley, 2012. "China and the TPP: A Numerical Simulation Assessment of the Effects Involved," NBER Working Papers 18090, National Bureau of Economic Research, Inc.
- Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2012. "Correlated Trades and Herd Behavior in the Stock Market," SFB 649 Discussion Papers SFB649DP2012-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- Schanz, Sebastian & Schmidt, Günter & Dinh, Hai-Dung & Kersch, Mike, 2012. "Problems in taxation: An optimization approach for loss offset options," arqus Discussion Papers in Quantitative Tax Research 131, arqus - Arbeitskreis Quantitative Steuerlehre.
- Michele Leonardo Bianchi & Agostino Chiabrera, 2012. "Italian real estate investment funds: market structure and risk measurement," Questioni di Economia e Finanza (Occasional Papers) 120, Bank of Italy, Economic Research and International Relations Area.
- Galtier, F. & Bousquet, F. & Antona, M. & Bommel, P., 2012. "Markets as communication systems. Simulating and assessing the performance of market networks," Working Papers MOISA 201202, UMR MOISA : Marchés, Organisations, Institutions et Stratégies d'Acteurs : CIHEAM-IAMM, CIRAD, INRA, Montpellier SupAgro, IRD - Montpellier, France.
- Fabien Guilbaud & Huyên Pham, 2012. "Optimal High Frequency Trading in a Pro-Rata Microstructure with Predictive Information," Working Papers hal-00697125, HAL.
- Auriol, Emmanuelle & Mesnard, Alice, 2012. "Sale of Visas: A Smuggler's Final Song?," CEPR Discussion Papers 8965, C.E.P.R. Discussion Papers.
- Sule Alan & Thomas Crossley & Hamish Low, 2012. "Saving on a Rainy Day, Borrowing for a Rainy Day," KoÃ§ University-TUSIAD Economic Research Forum Working Papers 1212, Koc University-TUSIAD Economic Research Forum.