3373 Discussion Papers

• 17-056/III - The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain and Yokohama National University, Japan

  Date: June 23, 2017

• 17-055/III - Theory and Application of an Economic Performance Measure of Risk

  Authors: Cuizhen Niu, Beijing Normal University, China; Xu Guo, Beijing Normal University, China; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan; Wing-Keung Wong, Beijing Normal University, China

  Date: June 23, 2017

• 17-054/III - Grade Expectations: Rationality and Overconfidence

  Authors: Jan R. Magnus, Vrije Universiteit Amsterdam and Tinbergen Institute, The Netherlands; Anatoly A. Peresetsky, National Research University Higher School of Economics, Moscow, Russia

  Date: June 23, 2017

• 17-053/VII - Signaling in Auctions: Experimental Evidence

  Authors: Olivier Bos; Francisco Gomez-Martinez, Universidad Carlos III de Madrid, Spain; Sander Onderstal, University of Amsterdam and Tinbergen Institute, The Netherlands; Tom Truyts, Saint-Louis University Brussels and University of Leuven, Belgium

  Date: June 20, 2017

• 17-052/III - Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors

  Authors: Anastasios Zopiatis, Cyprus University of Technology, Cyprus; Christos S. Savva, Cyprus University of Technology, Cyprus; Neophytos Lambertides, Cyprus University of Technology, Cyprus; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain and Yokohama National University, Japan

  Date: June 09, 2017

• 17-051/III - Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA

  Authors: Chia-Lin Chang, National Tsing Hua University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School; Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain and Yokohama National University, Japan.; Guangdong Zuo, National Tsing Hua University, Taiwan

  Date: May 31, 2017

• 17-050/III - Smooth Transition Spatial Autoregressive Models

  Authors: Bo Pieter Johannes Andree, VU Amsterdam and Tinbergen Institute, The Netherlands; Francisco Blasques, VU Amsterdam and Tinbergen Institute, The Netherlands; Eric Koomen, VU Amsterdam, The Netherlands

  Date: May 31, 2017

• 17-049/VI - Real-Estate Agent Commission Structure and Sales Performance

  Authors: Pieter Gautier, VU Amsterdam and Tinbergen Institute, The Netherlands; Arjen Siegmann, VU Amsterdam, The Netherlands; Aico van Vuuren, University of Gothenburg

  Date: May 31, 2017

• 17-048/III - You've Got Email: A Workflow Management Extraction System

  Authors: Piyanuch Chaipornkaew, Dhurakij Pundit University, Thailand; Takorn Prexawanprasut, Dhurakij Pundit University, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: May 23, 2017

• 17-047/III - Re-Opening the Silk Road to Transform Chinese Trade

  Authors: Ning Mao, Dhurakij Pundit University, Bangkok, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, The Netherlands; Complutense University of Madrid, Spain and Yokohama National Univ

  Date: May 22, 2017

• 17-046/III - Recent Topical Research on Global, Energy, Health & Medical, and Tourism Economics, and Global Software

  Authors: Chia-Lin Chang, Department of Applied Economics, Department of Finance, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; University of Sydney Business School, Australia; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, The Netherlands; Complutense University of Madrid, Spain and Yokohama National Univ

  Date: May 22, 2017

• 17-045/VII - The Impact of Process Innovation on Prices: Evidence from Automated Fuel Retailing in The Netherlands

  Authors: Adriaan R. Soetevent, University of Groningen; Tadas Bruzikas, University of Groningen

  Date: May 10, 2017

• 17-044/V - Interactions Between Financial Incentives and Health in the Early Retirement Decision

  Authors: Pilar Garcia-Gomez, Erasmus University Rotterdam, the Netherlands; Titus J. Galama, University of Southern California, US; Eddy van Doorslaer, Erasmus University Rotterdam, the Netherlands; Angel Lopez-Nicolas, Universidad Politecnica de Cartagena, Spain

  Date: April 27, 2017

• 17-043/V - U.S. Immigration Reform and the Dynamics of Mexican Migration

  Authors: Khulan Altangerel, Tilburg university; Jan van Ours, Erasmus School of Economics and Tinbergen Institute

  Date: December 02, 2016

• 17-042/VII - Intermediation Services and Search Frictions

  Authors: Christian Holzner, University of Munich, Germany; Makoto Watanabe, VU Amsterdam, The Netherlands

  Date: April 25, 2017

• 17-041/IV - Do Negative Interest Rates Make Banks Less Safe?

  Authors: Federico Nucera, LUISS Guido Carli University, Rome; Andre Lucas, Vrije Universiteit Amsterdam and Tinbergen Institute; Julia Schaumburg, Vrije Universiteit Amsterdam and Tinbergen Institute; Bernd Schwaab, European Central Bank, Financial Research

  Date: April 25, 2017

• 17-040/I - Homo Reciprocans Revisited

  Author: Jin Di Zheng, University of Amsterdam

  Date: April 19, 2017

• 17-039/III - A near optimal test for structural breaks when forecasting under square error loss

  Authors: Tom Boot, University of Groningen; Andreas Pick, Erasmus University Rotterdam, De Nederlandsche Bank and CESifo Institute

  Date: April 18, 2017

• 17-038/III - Realized Stochastic Volatility with General Asymmetry and Long Memory

  Authors: Manabu Asai, Soka University, Japan; Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: April 10, 2017

• 17-037/VIII - The Impact of Parking Policy on House Prices

  Authors: Jesper de Groote, VU Amsterdam, The Netherlands; Jos van Ommeren, VU Amsterdam, The Netherlands; Hans R.A. Koster, VU Amsterdam, The Netherlands

  Date: April 10, 2017