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Content
2015
2014
- 14-138/IV/ DSF82 The Determinants of CDS Bid-ask Spreads
by Marcin Wojtowicz
- 14-137/IV/DSF81 Capital Structure Arbitrage revisited
by Marcin Wojtowicz
- 14-117/IV/DSF80 Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts
by Marcus C. Christiansen & Michel M. Denuit & Jan Dhaene
- 14-110/VI/DSF79 Cocos, Contagion and Systemic Risk
by Stephanie Chan & Sweder van Wijnbergen
- 14-104/IV/78 The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks
by Jan Dhaene & Ben Stassen & Pierre Devolder & Michel Vellekoop
- 14-092/IV/DSF77 Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
by André Lucas & Xin Zhang
- 14-079/IV/DSF76 Mutual Funds and Information Diffusion: The Role of Country-Level Governance
by Chunmei Lin & Massimo Massa & Hong Zhang
- 14-065/IV/DSF75 Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties
by Albert J. Menkveld
- 14-035/VI/DSF74 Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees
by Lucyna Gornicka
- 14-032/IV/DSF73 The Dynamic Skellam Model with Applications
by Siem Jan Koopman & Rutger Lit & André Lucas
- 14-018/IV/DSF72 The Effects of Liquidity Regulation on Bank Assets and Liabilities
by Patty Duijm & Peter Wierts
- 14-010/IV/DSF71 Testing for Parameter Instability in Competing Modeling Frameworks
by Francesco Calvori & Drew Creal & Siem Jan Koopman & Andre Lucas
- 14-004/VI/DSF70 Financial Fragility and the Fiscal Multiplier
by Sweder van Wijnbergen & Christiaan van der Kwaak
- 15-004/V Efficiency of Health Investment: Education or Intelligence?
by Govert Bijwaard & Hans van Kippersluis
- 14-157/II Identifying Booms and Busts in House Prices under Heterogeneous Expectations
by Wilko Bolt & Maria Demertzis & Cees Diks & Cars Hommes & Marco van der Leij
- 14-156/VI On the Effectiveness of Feed-in Tariffs in the Development of Photovoltaic Solar
by Elbert Dijkgraaf & Tom van Dorp & Emiel Maasland
- 14-155/VI The Effectiveness of Dutch Municipal Recycling Policies
by Elbert Dijkgraaf & Raymond Gradus
- 14-154/VIII Memory, Expectation Formation and Scheduling Choices
by Paul Koster & Stefanie Peer & Thijs Dekker
- 14-153/III Econometric Analysis of Financial Derivatives: An Overview
by Chia-Lin Chang & Michael McAleer
- 14-152/III Combined Density Nowcasting in an Uncertain Economic Environment
by Knut Are Aastveit & Francesco Ravazzolo & Herman K. van Dijk
- 14-151/III Hedge Fund Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
- 14-150/VIII Social Network Effects and Green Consumerism
by Dominic Hauck & Erik Ansink & Jetske Bouma & Daan van Soest
- 14-149/VI Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition
by Lin Zhao & Sweder van Wijnbergen
- 14-148/V Language Proficiency of Migrants: The Relation with Job Satisfaction and Skill Matching
by Hans G. Bloemen
- 14-147/III Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
by Laurent Callot & Anders B. Kock & Marcelo C. Medeiros
- 14-146/II The Effects of Leniency on Cartel Pricing
by Harold Houba & Evgenia Motchenkova & Quan Wen
- 14-145/III Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy
by Laurent Callot & Johannes Tang Kristensen
- 14-144/II Pareto Efficiency in the Jungle
by Harold Houba & Roland Iwan Luttens & Hans-Peter Weikard
- 14-143/II Capacity Choice of Dams under Rivalry Use and Externalities
by Harold Houba & Kim Hang Pham Do & Xueqin Zhu
- 14-142/VIII Market Structure and the Pricing of New Products: A Nested Logit Approach with Asymmetric Firms
by Sylvia Bleker & Christiaan Behrens & Paul Koster & Erik T. Verhoef
- 14-141/VIII Border Effects in House Prices
by Martin Micheli & Jan Rouwendal & Jasper Dekkers
- 14-140/VIII Third-degree Price Discrimination in the Presence of Congestion Externality
by Achim I. Czerny & Anming Zhang
- 14-139/I Sequential Auctions, Price Trends, and Risk Preferences
by Audrey Hu & Liang Zou
- 14-136/VII Risk, Uncertainty and Entrepreneurship: Evidence From a Lab-in-the-Field Experiment
by Martin Koudstaal & Randolph Sloof & Mirjam van Praag
- 14-135/III Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European Cities
by Jacques J.F. Commandeur & Suncica Vujic & Siem Jan Koopman & Barbara Kasprzyk-Hordern
- 14-134/III European Market Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
- 14-133/III Expected Utility and Catastrophic Risk
by Masako Ikefuji & Roger Laeven & Jan Magnus & Chris Muris
- 14-132/VIII The Economics of Transboundary River Management
by Erik Ansink & Harold Houba
- 14-131/VII Price Competition on Graphs
by Pim Heijnen & Adriaan Soetevent
- 14-130/VIII A Practical Method to estimate the Benefits of Improved Network Reliability: An Application to Departing Air Passengers
by Eric Kroes & Paul R. Koster & Stefanie Peer
- 14-129/VII Penalizing Cartels: The Case for Basing Penalties on Price Overcharge
by Yannis Katsoulacos & Evgenia Motchenkova & David Ulph
- 14-128/VIII The Influence of Environmental Concerns on Drivers’ Preferences for Electric Cars
by Alexandros Dimitropoulos
- 14-127/III The Forecast Combination Puzzle: A Simple Theoretical Explanation
by Gerda Claeskens & Jan Magnus & Andrey Vasnev & Wendun Wang
- 14-126/III Adaptation for Mitigation
by Masako Ikefuji & Jan Magnus & Hiroaki Sakamoto
- 14-125/III Asymmetry and Leverage in Conditional Volatility Models
by Michael McAleer
- 14-124/VIII Renewable Energy and Negative Externalities: The Effect of Wind Turbines on House Prices
by Martijn I. Dröes & Hans R.A. Koster
- 14-123/VII Detailed Data and Changes in Market Structure: The Move to Unmanned Gasoline Service Stations
by Tadas Bruzikas & Adriaan R. Soetevent
- 14-122/VIII Transformations of Industrial Heritage: Insights into External Effects on House Prices
by Mark van Duijn & Jan Rouwendal & Richard Boersema
- 14-121/VII When a Price is Enough: Implementation in Optimal Tax Design
by Sander Renes & Floris T. Zoutman
- 14-120/VIII Local Economic Conditions and the Nature of New Housing Supply
by Christian A.L. Hilber & Jan Rouwendal & Wouter Vermeulen
- 14-119/III Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
by Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk
- 14-118/III Joint Bayesian Analysis of Parameters and States in Nonlinear, Non-Gaussian State Space Models
by István Barra & Lennart Hoogerheide & Siem Jan Koopman & André Lucas
- 14-116/V Does Relative Grading help Male Students? Evidence from a Field Experiment in the Classroom
by Eszter Czibor & Sander Onderstal & Randolph Sloof & Mirjam van Praag
- 14-115/VII Biased Supervision
by Josse Delfgaauw & Michiel Souverijn
- 14-114/V Do Organic Inputs in African Subsistence Agriculture Raise Productivity? Evidence from Plot Data of Malawi Household Surveys
by Wouter Zant
- 14-113/III Nowcasting and Forecasting Economic Growth in the Euro Area using Principal Components
by Irma Hindrayanto & Siem Jan Koopman & Jasper de Winter
- 14-112/II Research among Copycats: R&D, Spillovers, and Feedback Strategies
by Grega Smrkolj & Florian Wagener
- 14-111/VII Loss Modification Incentives for Insurers under Expected Utility and Loss Aversion
by Adriaan R. Soetevent & Liting Zhou
- 14-109/VII The Stature of the Self-employed and its Premium
by Cornelius A. Rietveld & Jolanda Hessels & Peter van der Zwan
- 14-108/VIII Technological Change during the Energy Transition
by Gerard van der Meijden & Sjak Smulders
- 14-107/III Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models
by Francisco Blasques & Siem Jan Koopman & Andre Lucas & Julia Schaumburg
- 14-106/III Volatility Spillovers from Australia's Major Trading Partners across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh
- 14-105/III Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models
by Francisco Blasques & Siem Jan Koopman & Max Mallee
- 14-103/III Optimal Formulations for Nonlinear Autoregressive Processes
by Francisco Blasques & Siem Jan Koopman & André Lucas
- 14-102/V Mortality Effects of Containing Moral Hazard: Evidence from Disability Insurance Reform
by Pilar Garcia-Gomez & Anne C. Gielen
- 14-101/VI Welfare Benefits of Agglomeration and Worker Heterogeneity
by Coen Teulings & Ioulia Ossokina & Henri L.F. de Groot
- 14-100/VIII Carbon Lock-In: The Role of Expectations
by Gerard van der Meijden & Sjak Smulders
- 14-099/VIII Price Differentiation and Discrimination in Transport Networks
by Adriaan Hendrik van der Weijde
- 14-098/II The Formation of a Core Periphery Structure in Heterogeneous Financial Networks
by Marco van der Leij & Daan in 't Veld & Cars Hommes
- 14-097/IV Need for Speed? Exchange Latency and Liquidity
by Albert J. Menkveld & Marius A. Zoican
- 14-096/III On the Invertibility of EGARCH
by Guillaume Gaetan Martinet & Michael McAleer
- 14-095/VI The Industrial Organisation of the Dance Industry in the Netherlands: a Transaction Cost Perspective on Hybrid Forms of Organisation
by Frank A.G. den Butter & Jelle Joustra
- 14-094/VIII Former Foreign Affiliates: Cast Out and Outperformed?
by Beata Javorcik & Steven Poelhekke
- 14-093/VIII Location Choices of highly Educated Foreign Workers: the Importance of Urban Amenities
by Or Levkovich & Jan Rouwendal
- 14-091/III Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males
by Geert Mesters & Victor van der Geest & Catrien Bijleveld
- 14-090/III Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities
by Anne Opschoor & Dick van Dijk & Michel van der Wel
- 14-089/I Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs
by Matthias Weber & Martin Schumacher & Harald Binder
- 14-088/VIII Estimating the Skill Bias in Agglomeration Externalities and Social Returns to Education: Evidence from Dutch Matched Worker-Firm Micro-data
by Stefan P.T. Groot & Henri L.F. de Groot
- 14-087/III A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
by Christian M. Hafner & Michael McAleer
- 14-086/II Transfers and Exchange-Stability in Two-Sided Matching Problems
by Emiliya Lazarova & Peter Borm & Arantza Estévez-Fernández
- 14-085/III On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
by Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk
- 14-084/VI Does Access to Foreign Markets shape Internal Migration? Evidence from Brazil
by Laura Hering & Rodrigo Paillacar
- 14-083/I The Impact of Losing in a Competition on the Willingness to seek Further Challenges
by Thomas Buser
- 14-082/VII Financial Distress and Happiness of Employees in Times of Economic Crisis
by Efstratia Arampatzi & Martijn J. Burger & Ruut Veenhoven
- 14-081/VIII How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model
by Daniel Arribas-Bel & Peter Nijkamp & Jacques Poot
- 14-080/VII Prices, Product Differentiation, and Heterogeneous Search Costs
by José L. Moraga-González & Zsolt Sándor & Matthijs R. Wildenbeest
- 14-078/VIII Probabilistic Choice and Congestion Pricing with Heterogeneous Travellers and Price-Sensitive Demand
by Paul Koster & Erik T. Verhoef & Simon Shepherd & David Watling
- 14-077/VIII On the Existence and Uniqueness of Equilibrium in the Bottleneck Model with Atomic Users
by Hugo Emilio Silva & Robin Lindsey & André de Palma & Vincent A.C. van den Berg
- 14-076/III Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
by Shawkat Hammoudeh & Michael McAleer
- 14-075/III Asymmetric Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth
- 14-074/III Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties
by Francisco Blasques & Siem Jan Koopman & André Lucas
- 14-073/IV New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels
by Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk
- 14-072/III Time Varying Transition Probabilities for Markov Regime Switching Models
by Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas
- 14-071/III A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area
by Geert Mesters & Bernd Schwaab & Siem Jan Koopman
- 14-070/IV Common Risk Factors in Equity Markets
by Victoria Atanasov
- 14-069/III A One Line Derivation of EGARCH
by Michael McAleer & Christian M. Hafner
- 14-068/III Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan
by Chialin Chang & Wei-Chen Chen & Michael McAleer
- 14-067/III Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
by Francine Gresnigt & Erik Kole & Philip Hans Franses
- 14-066/VIII Cultural Diversity and Cultural Distance as Choice Determinants of Migration Destination
by Zhiling Wang & Thomas de Graaff & Peter Nijkamp
- 14-064/VIII Welfare Effects of Distortionary Tax Incentives under Preference Heterogeneity: An Application to Employer-provided Electric Cars
by Alexandros Dimitropoulos & Jos N. van Ommeren & Paul Koster & Piet Rietveld†
- 14-063/I Bidding for Nothing? The Pitfalls of overly Neutral Framing
by Peter Dürsch & Julia Muller
- 14-062/III Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations
by Chia-Lin Chang & Michael McAleer
- 14-061/III Empirical Bayes Methods for Dynamic Factor Models
by Siem Jan Koopman & Geert Mesters
- 14-060/III A Tourism Financial Conditions Index
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
- 14-059/IV Does Competition make Banks more Risk-seeking?
by Stefan Arping
- 14-058/I Mostly Sunny: A Forecast of Tomorrow's Power Index Research
by Sascha Kurz & Nicola Maaser & Stefan Napel & Matthias Weber
- 14-057/III Bayesian D-Optimal Choice Designs for Mixtures
by Aiste Ruseckaite & Peter Goos & Dennis Fok
- 14-056/V Testing for Distortions in Performance Measures: An Application to Residual Income Based Measures like Economic Value Added
by Randolph Sloof & Mirjam van Praag
- 14-055/V Entrepreneurial Couples
by Michael S. Dahl & Mirjam van Praag & Peter Thompson
- 14-054/III Risk Measurement and Risk Modelling using Applications of Vine Copulas
by David E. Allen & Michael McAleer & Abhay K. Singh
- 14-053/VII Ability Dispersion and Team Performance
by Sander Hoogendoorn & Simon C. Parker & Mirjam van Praag
- 14-052/III On an Estimation Method for an Alternative Fractionally Cointegrated Model
by Federico Carlini & Katarzyna Lasak
- 14-051/I Peers at Work: From the Field to the Lab
by Roel van Veldhuizen & Hessel Oosterbeek & Joep Sonnemans
- 14-050/VIII The Effect of Railway Travel on Urban Spatial Structure
by Martijn I. Dröes & Piet Rietveld†
- 14-049/VIII Cultural Heritage and the Attractiveness of Cities: Evidence from Recreation Trips
by Ruben van Loon & Tom Gosens & Jan Rouwendal
- 14-048/VII Are CEOs incentivized to avoid Corporate Taxes? - Empirical Evidence on Managerial Bonus Contracts
by Heiner Schmittdiel
- 14-047/VIII The Value of Proximity to Water in Residential Areas
by Jan Rouwendal & Ramona van Marwijk & Or Levkovich
- 14-046/III Information Theoretic Optimality of Observation Driven Time Series Models
by Francisco Blasques & Siem Jan Koopman & André Lucas
- 14-045/VII A Field Experiment in Motivating Employee Ideas
by Susanne Neckermann & Michael Gibbs & Christoph Siemroth
- 14-044/I Sadder but wiser: The Effects of Affective States and Weather on Ambiguity Attitudes
by Aurélien Baillon & Philipp Koellinger & Theresa Treffers
- 14-043/VII Knowing that You Matter, Matters! The Interplay of Meaning, Monetary Incentives, and Worker Recognition
by Michael Kosfeld & Susanne Neckermann & Xiaolan Yang
- 14-042/I Choosing Voting Systems behind the Veil of Ignorance: A Two-Tier Voting Experiment
by Matthias Weber
- 14-041/VII Functional and Sectoral Division of Labour within Central and Eastern European Countries: Evidence from Greenfield FDI
by Teodora Dogaru & Martijn Burger & Bas Karreman & Frank van Oort
- 14-040/V Insurance, Entrepreneurial Start-Up, and Performance
by Mette Ejrnæs & Stefan Hochguertel
- 14-039/III Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices
by Lukasz Gatarek & Lennart Hoogerheide & Herman K. van Dijk
- 14-038/V Audit Rates and Compliance: A Field Experiment in Long-term Care
by Maarten Lindeboom & Bas van der Klaauw & Sandra Vriend
- 14-037/III Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer
- 14-036/I The Impact of Matching Mission Preferences on Well-being at Work
by Robin Zoutenbier
- 14-034/VII Task-specific Human Capital and Organizational Inertia
by Josse Delfgaauw & Otto H. Swank
- 14-033/II The Great Divergence: A Network Approach
by Ines Lindner & Holger Strulik
- 14-031/VII The Magnitude and Distance Decay of Trade in Goods and Services: New Evidence for European Countries
by Martijn J. Burger & Mark Thissen & Frank G. van Oort & Dario Diodato
- 14-030/II Nontransferable Utility Bankruptcy Games
by Arantza Estévez-Fernández & Peter Borm & M. Gloria Fiestras-Janeiro
- 14-029/III Maximum Likelihood Estimation for Score-Driven Models
by Francisco Blasques & Siem Jan Koopman & Andre Lucas
- 14-028/III A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis
by David Ardia & Lukasz Gatarek & Lennart F. Hoogerheide
- 14-027/III Intraday Price Discovery in Fragmented Markets
by Sait Ozturk & Michel van der Wel
- 14-026/III Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
by Chia-Lin Chang & Michael McAleer
- 14-025/III Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
by Michael McAleer
- 14-024/III A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk
by Carsten Bormann & Melanie Schienle & Julia Schaumburg
- 14-023/III Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
by Chia-Lin Chang & Michael McAleer
- 14-022/III Optimal Hedging with the Vector Autoregressive Model
by Lukasz Gatarek & Søren Johansen
- 14-021/III Fractional Cointegration Rank Estimation
by Katarzyna Lasak & Carlos Velasco
- 14-020/VII What Clients want: Choices between Lawyers' Offerings
by Flora Felso & Sander Onderstal & Jo Seldeslachts
- 14-019/I Solving the Inverse Power Problem in Two-Tier Voting Settings
by Matthias Weber
- 14-017/VII Don't demotivate, discriminate
by Jurjen J.A. Kamphorst & Otto H. Swank
- 14-016/II Auctioning and Selling Positions: A Non-cooperative Approach to Queuing Conflicts
by Rene van den Brink & Youngsub Chun & Yuan Ju
- 14-015/I How Risk Sharing may enhance Efficiency in English Auctions
by Audrey Hu & Theo Offerman & Liang Zou
- 14-014/III Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series
by David E. Allen & Michael McAleer & Abhay K. Singh
- 14-013/I A Simple Model of Group Selection that cannot be analyzed with Inclusive Fitness
by Matthijs van Veelen & Shishi Luo & Burton Simon
- 14-012/V The Causal Links between Aid and Government Expenditures
by Lukasz Marc
- 14-011/VII Skill Variety, Innovation and New Business Formation
by Jolanda Hessels & Udo Brixy & Wim Naudé & Thomas Gries
- 14-009/VII Social Relations, Incentives, and Gender in the Workplace
by Okemena Onemu
- 14-008/VI Prospects for an EMU between Federalism and Nationalism
by Frank A.G. den Butter & Mathieu L.L. Segers