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Department of Economics, City University London

Working Papers

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Department of Economics, Social Sciences Building, City University London, Whiskin Street, London, EC1R 0JD, United Kingdom,

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Series handle: repec:cty:dpaper

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2013

13/16 Coalition Formation in a Legislative Voting Game
by Christiansen, N. & Georganas, S. & Kagel, J. H.
13/15 Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective
by Costantini, M. & Fragetta, M. & Melina, G.
13/13 Imperfection Information, Optimal Monetary Policy and Informational Consistency
by Levine, P. & Pearlman, J. & Yang, B.
13/11 Smile from the Past: A general option pricing framework with multiple volatility and leverage components
by Majewski, A. A. & Bormetti, G. & Corsi, F.
13/10 Informal Jobs and Trade Liberalisation in Argentina
by Montes-Rojas, G. & Acosta, P.
13/09 Bayesian Endogeneity Bias Modeling
by Montes-Rojas, G. & Galvao Jr, A. F.
13/08 Testing for Cointegration with Nonstationary Volatility
by Boswijk, H. P. & Zu, Y.
13/07 Dynamic Contracting under Permanent and Transitory Private Information
by Ungureanu, S.
13/06 Sale of visas: a smuggler's final song?
by Auriol, A. & Mesnard, A.
13/05 Guest Workers in the Underground Economy
by Djajic, S. & Mesnard, A.
13/04 Homeownership and Unemployment Duration
by Taskin, A. A. & Yaman, F.
13/03 The Double-Edged Sword of Industry Collaboration: Evidence from Engineering Academics in the UK
by Banal-Estanol, A. & Jofre-Bonet, M. & Lawson, C.
13/02 Adaptation to Health States: A Micro-Econometric Approach
by Cubi-Molla, P. & Jofre-Bonet, M. & Serra-Sastre, V.
13/01 Earnings and Social Background: An evaluation of caste/ethnic wage differentials in the Nepalese labor market
by Mainali, R. M. & Jafarey, S. & Montes-Rojas, G.

2012

12/10 Joining the CCS Club! Insights from a Northwest European CO2 Pipeline Project
by Massol, O. & Tchung-Ming, S.
12/09 On deficit bias and immigration
by Ben-Gad, M.
12/08 Agent-Based Modelling for Financial Markets
by Iori, G. & Porter, J.
12/07 Pollution, mortality and optimal environmental policy
by Goenka, A. & Jafarey, S. & Pouliot, W.
12/06 Market microstructure, bank's behaviour and interbank spreads
by Gabbi, G. & Germano, G. & Hatzopoulos, V. & Iori, G. & Politi, M.
12/05 Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity
by Kovaleva, P. & Iori, G.
12/04 Information theoretic description of the e-Mid interbank market: implications for systemic risk
by Hatzopoulos, V. & Iori, G.
12/03 The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation
by Iori, G. & Kapar, B. & Olmo, J.
12/01 Export diversification and resource-based industrialization: the case of natural gas
by Massol, O. & Banal-Estanol, A.

2011

11/10 The costs of adjusting labor: Evidence from temporally disaggregated data
by Yaman, F.
11/09 Ethnic concentration and language fluency of immigrants in Germany
by Danzer, A. M. & Yaman, F.
11/08 Ethnic externalities and 2nd generation immigrants
by Yaman, F.
11/07 A tree formulation for signaling games
by Dassiou, X. & Glycopantis, D.
11/06 Valuing voluntary disclosure using a real options approach
by Delaney, L. & Thijssen, J.
11/05 Forecasting in the presence of recent structural change
by Eklund, J. & Kapetanios, G. & Price, S.
11/04 Security of supply and retail competition in the European gas market: Some model-based insights
by Abada, I. & Massol, O.
11/03 A cost function for the natural gas transmission industry: further considerations
by Massol, O.
11/02 The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk
by Kapar, B. & Olmo, J.
11/01 Perverse cross-subsidization in the credit market
by Coco, G. & Pignataro, G.

2010

10/09 Argentina's default and the lack of dire consequences
by Baer, W & Margot, D & Montes-Rojas, G.
10/08 Which quantile is the most informative? Maximum likelihood, maximum entropy and quantile regression
by Bera, A. K. & Galvao Jr, A. F. & Montes-Rojas, G. & Park, S. Y.
10/07 Who benefits from reducing the cost of formality? Quantile regression discontinuity analysis
by Gabrieli, T. & Galvao Jr, A. F. & Montes-Rojas, G.
10/06 Nonparametric estimation of ATE and QTE: an application of Fractile Graphical Analysis
by Montes-Rojas, G.
10/05 Herding effects in order driven markets: The rise and fall of gurus
by Iori, G. & Tedeschi, G.
10/03 A century of methodological individualism part 2: Mises and Hayek
by Denis, A.
10/02 A century of methodological individualism part 1: Schumpeter and Menger
by Denis, A.
10/01 Body image, peer effects and food disorders: Evidence from a sample of European women
by Costa-Font, J. & Jofre-Bonet, M.

2009

09/10 Detecting the Presence of Informed Price Trading Via Structural Break Tests
by Olmo, J. & Pilbeam, K. & Pouliot, W.
09/09 Extreme Value Theory Filtering Techniques for Outlier Detection
by Olmo, J.
09/08 A uniform Time Trade Off method for states better and worse than dead: feasibility study of the ‘lead time’ approach
by Devlin, N. & Tsuchiya, A. & Buckingham, K. & Tilling, C.
09/07 Does the value of quality of life depend on duration?
by Devlin, N. & Tsuchiya, A. & Buckingham, K. & Tilling, C.
09/06 Instrumental variables quantile regression for panel data with measurement errors
by Galvao Jr, A. F. & Montes-Rojas, G.
09/03 Using the EQ-5D as a performance measurement tool in the NHS
by Devlin, N. & Parkin, D. & Browne, J.
09/02 The two sector endogenous growth model: an atlas
by Ben-Gad, M.
09/01 The role of quality ladders in a Ricardian model of trade with nonhomothetic preference
by Jaimovich, E. & Merella, V.

2008

08/15 U-statistic Type Tests for Structural Breaks in Linear Regression Models
by Pouliot, W. & Olmo, J.
08/14 The Impact of Industry Collaboration on Academic Research Output: A Dynamic Panel Data Analysis
by Banal-Estanol, A. & Jofre-Bonet, M. & Meissner, C.
08/13 Commercial Incentives in Academia
by Banal-Estanol, A. & Macho-Stadler, I.
08/12 Glass slippers and glass ceilings: A positive analysis of gender inequality and marriage
by Jafarey, S.
08/11 Testing Downside Risk Efficiency Under Market Distress
by Gonzalo, J. & Olmo, J.
08/10 Statistical analysis of EQ-5D profiles: does the use of value sets bias inference?
by Parkin, D. & Rice, N. & Devlin, N.
08/09 Early Detection Techniques for Market Risk Failure
by Olmo, J. & Pouliot, W.
08/08 A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences
by Martinez, O. & Olmo, J.
08/07 Analyzing Economic Policy Using High Order Perturbations
by Ben-Gad, M.
08/06 Infrastructure Contracts: Trust and Institutional Updating
by Dassiou, X. & Stern, J.
08/05 Allocating Security Expenditures under Knightian Uncertainty: an Info-Gap Approach
by Ben-Gad, M. & Ben-Haim, Y. & Peled, D.
08/04 The Impact of Heterogeneous Trading Rules on the Limit Order Book and Order Flows
by Chiarella, C. & Iori, G. & Perello, J.
08/03 An Analysis of Settlement Risk Contagion in Alternative Securities Settlement Architecture
by Iori, G. & Deissenberg, C.
08/02 A note on the nature of utility in time and health and implications for cost utility analysis
by Buckingham, K. & Devlin, N.
08/01 Robust misspecification tests for the Heckman’s two-step estimator
by Montes-Rojas, G.

2007

07/16 The strategic interaction between firms and formulary committees: effects on the prices of new drugs
by García-Alonso, M. D. C. & Garcia-Marinoso, B.
07/15 Forecasting using Bayesian and information theoretic model averaging: an application to UK inflation
by Kapetanios, G. & Labhard, V. & Price, S.
07/14 The Relative Price of Non-traded Goods in an Imperfectly Competitive Economy: Empirical Evidence for G7 Countries
by Coto-Martinez, J. & Reboredo, J. C.
07/13 Are African electricity distribution companies efficient? Evidence from southern African countries
by Estache, A. & Tovar, B. & Trujillo, L.
07/12 Socioeconomic networks with long-range interactions
by Carvalho, R. & Iori, G.
07/11 Estimation risk effects on backtesting for parametric value-at-risk models
by Escanciano, J. C. & Olmo, J.
07/10 A resolution of the forward discount puzzle
by Olmo, J. & Pilbeam, K.
07/09 Financial incentives in academia: research versus development
by Banal-Estanol, A. & Macho-Stadler, I.
07/08 Efficiency measurement in the port industry: a survey of the empirical evidence
by Gonzalez, M. & Trujillo, L.
07/07 Utilities reforms and corruption in developing countries
by Estache, A. & Goicoechea, A. & Trujillo, L.
07/06 Institutions and investment in low and middle-income countries: the case of mobile communications
by Maiorano, F. & Stern, J.
07/05 The European port industry: an analysis of its economic efficiency
by Trujillo, L. & Tovar, B.
07/04 Econometric estimation of scale and scope economies within the port sector: a review
by Tovar, B. & Jara-Diaz, S. & Trujillo, L.
07/03 Government expenditure on education, health and infrastructure: a naive look at levels, outcomes and efficiency
by Estache, A. & Gonzalez, M. & Trujillo, L.
07/02 The impact of heavy tails and comovements in downside-risk diversification
by Gonzalo, J. & Olmo, J.
07/01 An asset pricing model for mean-variance-downside-risk averse investors
by Olmo, J.

2006

06/11 Bank mergers and diversification: implications for competition policy
by Banal-Estanol, A. & Ottaviani, M.
06/10 Weighted network analysis of high frequency cross-correlation measures
by Iori, G. & Precup, O. V.
06/09 Currency futures volatility during the 1997 East Asian crisis: an application of Fourier analysis
by Mattiussi, V. & Iori, G.
06/08 A fitness model for the Italian interbank money market
by de Masi, G. & Iori, G. & Caldarelli, G.
06/07 Merged clusters during economic booms
by Banal-Estanol, A. & Heidhues, P.
06/06 Identifying the effect of public health program on child immunisation in rural Bangladesh
by Sadique, M. Z. & Asadullah, M. N.
06/05 The impact of government targets on waiting times for elective surgery: new insights from time-to-event analysis
by Dimakou, S. & Parkin, D. & Devlin, N. & Appleby, J.
06/04 Modeling stock pinning
by Jeannin, M. & Iori, G. & Samuel, D.
06/03 Trading strategies in the Italian interbank market
by Iori, G. & Reno, R. & de Masi, G. & Caldarelli, G.
06/02 The hypostatisation of the concept of equilibrium in neoclassical economics
by Denis, A.
06/01 A new family of estimators for the extremal index
by Olmo, J.

2005

05/06 Developing country borrowing lending from a monopolistic lender: strategic interaction and endogenous leadership
by Jafarey, S. & Lahiri, S.
05/05 A network analysis of the Italian oversight money market
by Iori, G. & Masi, G. D. & Precup, O. V. & Gabbi, G. & Caldarelli, G.
05/04 Cross-correlation measures in the high-frequency domain
by Precup, O. V. & Iori, G.
05/03 Understanding individuals’ decisions about vaccination: a comparison between Expected Utility and Regret Theory models
by Sadique, Z. & Edmunds, W. J. & Devlin, N. & Parkin, D.
05/02 The relationship of drug reimbursement with the price and the quality of pharmaceutical innovations
by García-Alonso, M. D. C. & Mariñoso, B. G.
05/01 The demand for long distance travel in Great Britain: some new evidence
by Asteriou, D. & Cubbin, J. & Jones, I. & Metcalfe, I. & Paredes, D. & van der Veer, J. P.

2004

04/10 Optimal taxation with imperfect competition and increasing returns to specialization
by Coto-Martinez, J. & Garriga, C. & Sanchez-Losada, F.
04/09 Regulation, competition and ownership in electricity distribution companies: the effects on efficiency
by Macedo, L.
04/08 Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series
by Burridge, P. & Gjorstrup, F. & Robert Taylor, A. M.
04/07 A theoretical framework for TTO valuations and a taxonomy of TTO approaches: results from a pilot study
by Buckingham, K. & Devlin, N. & Tabberer, M.
04/06 Non-linear adjustments in fiscal policy
by Legrenzi, G. & Milas, C.
04/05 Uncertainty and UK Monetary Policy
by Martin, C. & Milas, C.
04/04 Regulatory effectiveness: the impact of good regulatory governance on electricity industry capacity and efficiency in developing countries
by Cubbin, J. & Stern, J.
04/03 Is there a case for using Visual Analogue Scale valuations in Cost-Utility Analysis?
by Parkin, D. & Devlin, N.
04/02 Valuing the benefit of varicella vaccination: comparison of willingness to pay and quality-adjusted life-years
by Brisson, M. & Edmunds, J.
04/01 Regulatory effectiveness: the impact of regulation and regulatory governance arrangements on electricity industry outcomes: a review paper
by Stern, J. & Cubbin, J.

2003

03/10 Two rhetorical strategies of laissez-faire
by Denis, A.
03/09 Collective and individual rationality: Robert Malthus’s heterodox theodicy
by Denis, A.
03/08 Non-linear multivariate adjustment of the UK real exchange rate
by Milas, C.
03/07 Trade and Linked Exchange; Price Discrimination Through Transaction Bundling
by Choi, C. J. & Dassiou, X. & Maldoom, D.
03/06 The determinants of foreign direct investment: a panel data study for the OECD countries
by Agiomirgianakis, G. M. & Asteriou, D. & Papathoma, K.
03/05 The price-dividend relationship in inflationary and deflationary regimes
by Madsen, J. B. & Milas, C.
03/04 Pricing Structures in the Deregulated UK Electricity Market
by Salies, E. & Waddams Price, C.
03/03 The linkage between financial liberalization and economic development: empirical evidence from Poland
by Andriesz, E. & Asteriou, D. & Pilbeam, K.
03/02 A note on the modelling of hyper-inflations
by Moffatt, P. G. & Salies, E.
03/01 Does NICE have a cost effectiveness threshold and what other factors influence its decisions? A discrete choice analysis
by Devlin, N.

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