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Content
2016
2015
- 15-104/VI/DSF95 Asset Pricing in Incomplete Markets: Valuing Gas Storage Capacity
by Lin Zhao & Sweder van Wijnbergen
- 15-076/IV/DSF94 Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model
by Siem Jan Koopman & Rutger Lit & Andre Lucas
- 15-070/III/DSF94 The Information in Systemic Risk Rankings
by Federico Nucera & Bernd Schwaab & Siem Jan Koopman & André Lucas
- 15-057/IV/DSF93 Regulating the Financial Cycle: An Integrated Approach with a Leverage Ratio
by Dirk Schoenmaker & Peter Wierts
- 15-051/VI/DSF92 Will Islamic Banking make the World less risky? An Empirical Analysis of Capital Structure, Risk Shifting and Financial Stability
by Moazzam Farooq & Sweder van Wijnbergen & Sajjad Zaheer
- 15-046/IV/DSF91 Investor Sentiment and Employment
by Maurizio Montone & Remco C.J. Zwinkels
- 15-037/III/DSF90 Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions
by Siem Jan Koopman & Rutger Lit & André Lucas
- 15-036/IV/DSF89 Cheap but Flighty: How Global Imbalances create Financial Fragility
by Enrico Perotti & Toni Ahnert
- 15-035/IV/DSF88 Insecure Debt
by Enrico Perotti & Rafael Matta
- 15-029/III/DSF87 Global Credit Risk: World, Country and Industry Factors
by Bernd Schwaab & Siem Jan Koopman & André Lucas
- 15-024/IV/DSF86 Tail Mutual Exclusivity and Tail-Var Lower Bounds
by Ka Chun Cheung & Michel Denuit & Jan Dhaene
- 15-008/IV/DSF85 Comonotonic Approximations of Risk Measures for Variable Annuity Guaranteed Benefits with Dynamic Policyholder Behavior
by Runhuan Feng & Xiaochen Jing & Jan Dhaene
- 15-002/IV/DSF 83 Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets
by Daniël Linders & Jan Dhaene & Wim Schoutens
- 15-140/III Forecasting Value-at-Risk under Temporal and Portfolio Aggregation
by Erik Kole & Thijs Markwat & Anne Opschoor & Dick van Dijk
- 15-139/VIII Does improving Public Transport decrease Car Ownership? Evidence from the Copenhagen Metropolitan Area
by Ismir Mulalic & Ninette Pilegaard & Jan Rouwendal
- 15-138/III Generalized Autoregressive Method of Moments
by Drew Creal & Siem Jan Koopman & André Lucas & Marcin Zamojski
- 15-137/VI Untangling Fixed Effects and Constant Regressors
by Franc Klaassen & Rutger Teulings
- 15-136/VIII Double Limit Pricing
by Gerard van der Meijden & Karolina Ryszka & Cees Withagen
- 15-135/V Business Networks and Crisis Performance: Professional, Political, and Family Ties
by Richard W. Carney & Travers Barclay Child
- 15-134/VIII Complementary Alliances with Endogenous Fleets and Load Factors
by Achim I. Czerny & Vincent A.C. van den Berg & Erik T. Verhoef
- 15-133/III Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michel McAleer & Teodosio Pérez-Amaral
- 15-132/III Tail Distribution of the Maximum of Correlated Gaussian Random Variables
by Zdravko Botev & Michel Mandjes & Ad Ridder
- 15-131/III A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”
by Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger
- 15-130/V Health Disparities by Income in Spain before and after the Economic Crisis
by Max Coveney & Pilar Garcia Gomez & Eddy Van Doorslaer & Tom Van Ourti
- 15-129/III The Fundamental Equation in Tourism Finance
by Michael McAleer
- 15-128/VII Voluntary Disclosure Programs for Tax Evaders
by Heiner Schmittdiel
- 15-127/V Job Loss, Firm-Level Heterogeneity and Mortality: Evidence from Administrative Data
by Hans Bloemen & Stefan Hochguertel & Jochem Zweerink
- 15-126/V A Nonparametric Method for Predicting Survival Probabilities
by Bas van der Klaauw & Sandra Vriend
- 15-125/III Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh
- 15-124/VII Are Entrepreneurs more Optimistic and Overconfident than Managers and Employees?
by Martin Koudstaal & Randolph Sloof & Mirjam van Praag
- 15-123/II On the 1-Nucleolus for Classes of Cooperative Games
by A. Estévez-Fernández & P. Borm & M.G. Fiestras-Janeiro & M.A. Mosquera & E. Sánchez-Rodríguez
- 15-122/III Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abbay K. Singh
- 15-121/V Collective Labour Supply, Taxes, and Intrahousehold Allocation: An Empirical Approach
by Hans Bloemen
- 15-120/V Subjective Expectations of Medical Expenditures and Insurance in Rural Ethiopia
by Zelalem Yilma & Owen O’Donnell & Anagaw Mebratie & Getnet Alemu & Arjun S. Bedi
- 15-119/III From Disorder to Order
by Xiao-Guang Yue & Yong Cao & Michael McAleer
- 15-118/III Exploiting Spillovers to forecast Crashes
by Francine Gresnigt & Erik Kole & Philip Hans Franses
- 15-117/VIII The External Cruising Costs of Parking
by Eren Inci & Jos N. van Ommeren & Martijn Kobus
- 15-116/VIII Car Ownership and Residential Parking Subsidies: Evidence from Amsterdam
by Jesper de Groote & Jos N. van Ommeren & Hans R.A. Koster
- 15-115/VII Matching and Winning? The Impact of Upper and Middle Managers on Team Performance in Major League Baseball
by Thomas Peeters & Steven Salaga & Matthew Juravich
- 15-114/I The Endowment Effect in Games
by Michalis Drouvelis & Joep Sonnemans
- 15-113/VI Aggregate Risk and Efficiency of Mutual Funds
by Simas Kucinskas
- 15-112/V A New View on Panel Econometrics. Is Probit feasible after all ?
by Bernard M.S. van Praag
- 15-111/III Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode
by Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk
- 15-110/IV How to Construct Nationally Representative Firm Level Data from the Orbis Global Database: New Facts on SMEs and Aggregate Implications for Industry Concentration
by Sebnem Kalemli-Ozcan & Bent Sørensen & Carolina Villegas-Sanchez & Vadym Volosovych & Sevcan Yesiltas
- 15-109/V Employee Health and Employer Incentives
by Patrick Hullegie & Pierre Koning
- 15-108/II Polluted River Problems and Games with a Permission Structure
by René van den Brink & Simin He & Jia-Ping Huang
- 15-107/II Bubble Formation and (In)Efficient Markets in Learning-to-Forecast and -optimise Experiments
by Te Bao & Cars Hommes & Tomasz Makarewicz
- 15-106/III Estimating Structural Parameters in Regression Models with Adaptive Learning
by Norbert Christopeit & Michael Massmann
- 15-105/VII Decision Initiation, Decision Implementation, and the Allocation of Decision Rights
by Randolph Sloof & Ferdinand A. von Siemens
- 15-103/I That's Just - Not Fair: Gender Differences in Notions of Justice
by Nicole Becker & Kirsten Häger & Jan Heufer
- 15-102/III Assigning Multiple Job Types to Parallel Specialized Servers
by Dinard van der Laan
- 15-101/VI Liquidity Creation without Banks
by Simas Kucinskas
- 15-100/VI Intra Firm Bargaining and Shapley Values
by Björn Brügemann & Pieter Gautier & Guido Menzio
- 15-099/VII The Pleasures and Pains of Self-Employment: A Panel Data Analysis of Satisfaction with Life, Work, and Leisure
by Peter van der Zwan & Jolanda Hessels & Cornelius A. Rietveld
- 15-098/III Industrial Agglomeration and Use of the Internet
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu
- 15-097/V Be patient when measuring Hyperbolic Discounting: Stationarity, Time Consistency and Time Invariance in a Field Experiment
by Wendy Janssens & Berber Kramer & Lisette Swart
- 15-096/VI Trade, Factor Mobility and the Extent of Economic Integration: Theory and Evidence
by Irena Mikolajun & Jean-Marie Viaene
- 15-095/III What Do Professional Forecasters Actually Predict?
by Didier Nibbering & Richard Paap & Michel van der Wel
- 15-094/V Early Life Circumstances and Life Cycle Labor Market Outcomes
by Manuel Flores & Pilar Garcia-Gomez & Adriaan Kalwij
- 15-093/V Smoking Initiation: Peers and Personality
by Chih-Sheng Hsieh & Hans van Kippersluis
- 15-092/VIII Private Road Networks with Uncertain Demand
by Xinying Fu & Vincent van den Berg & Erik T. Verhoef
- 15-091/VIII Difference-in-Differences Techniques for Spatial Data: Local Autocorrelation and Spatial Interaction
by Michael S. Delgado & Raymond J.G.M. Florax
- 15-090/III Daily Market News Sentiment and Stock Prices
by David E. Allen & Michael McAleer & Abhay K. Singh
- 15-089/III Multivariate Volatility Impulse Response Analysis of GFC News Events
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh
- 15-088/II Booms, Busts and Behavioural Heterogeneity in Stock Prices
by Cars Hommes & Daan in't Veld
- 15-087/II Monetary Policy under Behavioral Expectations: Theory and Experiment
by Cars Hommes & Domenico Massaro & Matthias Weber
- 15-086/III Specification Testing in Hawkes Models
by Francine Gresnigt & Erik Kole & Philip Hans Franses
- 15-085/VIII Congestion Pricing in Urban Polycentric Networks with Distorted Labor Markets: A Spatial General Equilibrium Model for the Area Randstad
by Ioannis Tikoudis
- 15-083/III In-Sample Confidence Bands and Out-of-Sample Forecast Bands for Time-Varying Parameters in Observation Driven Models
by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas
- 15-082/III Why do Pit-Hours outlive the Pit?
by Sait R. Ozturk & Michel van der Wel & Dick van Dijk
- 15-081/V Employers Opting Out of Public Disability Insurance: Selection or Incentive Effects?
by Wolter H.J. Hassink & Pierre Koning & Wim Zwinkels
- 15-080/II Note on ‘Competition in Two-sided Markets’
by Yuyu Zeng & Harold Houba & Gerard van der Laan
- 15-079/IV Mortgage Finance and Technological Change
by Robin Döttling & Enrico Perotti
- 15-078/VIII Train Commuters' Scheduling Preferences: Evidence from a Large-Scale Peak Avoidance Experiment
by Stefanie Peer & Jasper Knockaert & Erik Verhoef
- 15-077/III Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
by Chia-Lin Chang & Yiying Li & Michael McAleer
- 15-075/VIII Measuring Competition Intensity; An Application to Air/HSR Transport Markets
by Christiaan Behrens & Mark Leijsen
- 15-074/VI On Positive Value of Information in Risk Sharing
by Piotr Denderski & Christian Stoltenberg
- 15-073/V The Effect of Sibling's Gender on Earnings, Education and Family Formation
by Noemi Peter & Petter Lundborg & Dinand Webbink
- 15-072/II From Hierarchies to Levels: New Solutions for Games
by Mikel Álvarez-Mozos & René van den Brink & Gerard van der Laan & Oriol Tejada
- 15-071/II A Bargaining Experiment with Asymmetric Institutions and Preferences
by Aaron Kamm & Harold Houba
- 15-069/III Regularized Estimation of Structural Instability in Factor Models: The US Macroeconomy and the Great Moderation
by Laurent Callot & Johannes Tang Kristensen
- 15-068/VII Comparing Micro-Evidence on Rent Sharing from Three Different Approaches
by Sabien Dobbelaere & Jacques Mairesse
- 15-067/VII Team Production benefits from a Permanent Fear of Exclusion
by Anita Kopányi-Peuker & Theo Offerman & Randolph Sloof
- 15-066/VI Inflation, Endogenous Market Segmentation and the Term Structure of Interest Rates
by Casper de Vries & Xuedong Wang
- 15-065/VIII A Theory of Continuous Uncertainty Types
by Achim I. Czerny & Erik T. Verhoef & Anming Zhang
- 15-064/I Homothetic Efficiency and Test Power: A Non-Parametric Approach
by Jan Heufer & Per Hjertstrand
- 15-063/VII Trading Places: An Experimental Comparison of Reallocation Mechanisms for Priority Queuing
by Anouar El Haji & Sander Onderstal
- 15-062/VIII Robot Cars and Dynamic Bottleneck Congestion: The Effects on Capacity, Value of Time and Preference Heterogeneity
by Vincent A.C. van den Berg & Erik T. Verhoef
- 15-061/III On the Ambiguous Consequences of Omitting Variables
by Giuseppe De Luca & Jan Magnus & Franco Peracchi
- 15-060/V Economic Impact of Illness with Health Insurance but without Income Insurance
by Sven Neelsen & Supon Limwattananon & Owen O'Donnell & Eddy van Doorslaer
- 15-059/I Stress Reactions cannot explain the Gender Gap in Willingness to compete
by Thomas Buser & Anna Dreber & Johanna Mollerstrom
- 15-058/VII Discretionary Authority and Prioritizing in Government Agencies
by Maarten Pieter Schinkel & Lukas Toth & Jan Tuinstra
- 15-056/III A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral
- 15-055/V Trains, Trade and Transaction Costs: How does Domestic Trade by Rail affect Market Prices of Malawi Agricultural Commodities?
by Wouter Zant
- 15-054/I Firm-Specific Information and Explicit Collusion in Experimental Oligopolies
by Francisco Gomez-Martin & Sander Onderstal & Joep Sonnemans
- 15-053/III Joint and Cross-border Patents as Proxies for International Technology Diffusion
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang
- 15-052/V Who can predict their Own Demise? Accuracy of Longevity Expectations by Education and Cognition
by Teresa Bago d'Uva & Esen Erdogan Ciftci & Owen O'Donnell & Eddy van Doorslaer
- 15-050/III Cyclicality in Losses on Bank Loans
by Bart Keijsers & Bart Diris & Erik Kole
- 15-049/VIII Single-Till versus Dual-Till Regulation of Airports
by Achim I. Czerny & Anmin Zhang
- 15-048/VIII Loyalty Programs and Consumer Behaviour: The Impact of FFPs on Consumer Surplus
by Christiaan Behrens & Nathalie McCaughey
- 15-047/VII The Importance of Being in Control of Business: Work Satisfaction of Employers, Own-account Workers and Employees
by Jolanda Hessels & José María Millán & Concepción Román
- 15-045/VIII Dynamic Equilibrium at a Congestible Facility under Market Power
by Erik T. Verhoef & Hugo E. Silva
- 15-044/III Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database
by Chia-Lin Chang & Michael McAleer
- 15-043/V The Impact of Financial Education for Youth in Ghana
by James Berry & Dean Karlan & Menno Pradhan
- 15-042/III The R-package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
by Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Anne Opschoor & Herman K. van Dijk
- 15-041/VIII Can market power be controlled by regulation of core prices alone?: An empirical analysis of airport demand and car rental price
by Achim I. Czerny & Zijun Shi & Anming Zhang
- 15-040/III Testing for Stock Market Contagion: A Quantile Regression Approach
by Sungyong Park & Wendun Wang & Naijing Huang
- 15-039/VIII Measuring the Rebound Effect with Micro Data
by Bruno de Borger & Ismir Mulalic & Jan Rouwendal
- 15-038/VIII Natural Gas Extraction, Earthquakes and House Prices
by Hans R.A. Koster & Jos N. van Ommeren
- 15-034/V Thought for Food: Understanding Educational Disparities in Food Consumption
by Hale Koç & Hans van Kippersluis
- 15-033/VII Consumer Search and Prices in the Automobile Market
by José Luis Moraga-González & Zsolt Sándor & Matthijs R. Wildenbeest
- 15-032/III How Informative are the Unpredictable Components of Earnings Forecasts?
by Bert de Bruijn & Philip Hans Franses
- 15-031/V A Theory of Education and Health
by Titus J. Galama & Hans van Kippersluis
- 15-030/VIII Sorting based on Urban Heritage and Income: Evidence from the Amsterdam Metropolitan Area
by Mark van Duijn & Jan Rouwendal
- 15-028/V Joint Retirement of Couples: Evidence from a Natural Experiment
by Hans Bloemen & Stefan Hochguertel & Jochem Zweerink
- 15-027/III In-Sample Bounds for Time-Varying Parameters of Observation Driven Models
by Francisco Blasques & Siem Jan Koopman & Katarzyna Lasak & André Lucas
- 15-026/III Frontiers in Time Series and Financial Econometrics: An Overview
by Shiqing Ling & Michael McAleer & Howell Tong
- 15-025/VIII Miles, Speed and Technology: Traffic Safety under Oligopolistic Insurance
by Maria Dementyeva & Erik T. Verhoef
- 15-023/VIII Historic Amenities and Housing Externalities: Evidence from The Netherlands
by Hans R.A. Koster & Jan Rouwendal
- 15-022/III On the Invertibility of EGARCH(p,q)
by Guillaume Gaetan Martinet & Michael McAleer
- 15-021/II Comparable Characterizations of Four Solutions for Permission Tree Games
by René van den Brink & Chris Dietz & Gerard van der Laan & Genjiu Xu
- 15-020/IV Banks and Market Liquidity
by Stefan Arping
- 15-019/III Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models
by Laurent Callot & Mehmet Caner & Anders Bredahl Kock & Juan Andres Riquelme
- 15-018/III The Impact of Jumps and Leverage in Forecasting Co-Volatility
by Manabu Asai & Michael McAleer
- 15-017/V Labor Market Equilibrium with Public Employment Agency
by Christian Holzner & Makoto Watanabe
- 15-016/VI On-the-Job Search and City Structure
by Aico van Vuuren
- 15-015/VIII International Environmental Agreements with Support
by Erik Ansink & Hans-Peter Weikard & Cees Withagen
- 15-014/VII Data Sparseness and Variance in Accounting Profitability
by Spyridon Stavropoulos & Martijn J. Burger & Dimitris Skuras
- 15-013/VII Start-up Costs, Taxes and Innovative Entrepreneurship
by Pourya Darnihamedani & Joern Hendrich Block & Jolanda Hessels & Aram Simonyan
- 15-012/VII Equilibrium Selection in Experimental Cheap Talk Games
by Adrian de Groot Ruiz & Theo Offerman & Sander Onderstal
- 15-011/VIII Does Public Transit reduce Car Travel Externalities?
by Martin W. Adler & Jos N. van Ommeren
- 15-010/II Costless Delay in Negotiations
by P. Jean-Jacques Herings & Harold Houba
- 15-009/III Penalized Indirect Inference
by Francisco Blasques & Artem Duplinskiy
- 15-007/II Power Measures and Solutions for Games under Precedence Constraints
by Encarnacion Algaba & René van den Brink & Chris Dietz
- 15-006/VIII Second-best Urban Tolls in a Monocentric City with Housing Market Regulations
by Ioannis Tikoudis & Erik T. Verhoef & Jos N. van Ommeren
- 15-005/III Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting
by Chia-Lin Chang & Michael McAleer
- 15-001/VIII River Sharing and Water Trade
by Erik Ansink & Michael Gengenbach & Hans-Peter Weikard
- 15-003/IV/DSF084 Mixed Density based Copula Likelihood
by Kazim Azam & Andre Lucas
2014
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