3373 Discussion Papers

• 16-006/III - Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?

  Authors: Massimiliano Caporin, University of Padova, Italy; 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.

  Date: February 01, 2016

• 16-005/III - Parallelization Experience with Four Canonical Econometric Models using ParMitISEM

  Authors: Nalan Basturk, Maastricht University, the Netherlands; Stefano Grassi, University of Kent, United Kingdom; Lennart Hoogerheide, VU University Amsterdam, the Netherlands; Herman K. van Dijk, VU University Amsterdam, Erasmus University Rotterdam, the Netherlands

  Date: January 22, 2016

• 16-004/V - Gradual Collective Wage Bargaining

  Authors: Sabien Dobbelaere, VU University Amsterdam, the Netherlands; Roland Iwan Luttens, VU University Amsterdam, and Amsterdam University College, the Netherlands

  Date: January 22, 2016

• 16-003/III - A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises

  Authors: Xu Guo, Nanjing University of Aeronautics and Astronautics; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Wing-Keung Wong, Hong Kong Baptist University, Hong Kong, PR China; Lixing Zhu, Hong Kong Baptist University, Hong Kong, PR China

  Date: January 15, 2016

• 16-002/VII - Measuring the Effectiveness of Anti-Cartel Interventions: A Conceptual Framework

  Authors: Yannis Katsoulacos, Athens University of Economics and Business, Athens, Greece; Evgenia Motchenkova, VU University Amsterdam, the Netherlands; David Ulph, University of St Andrews, St Andrews, Fife, Great Britain

  Date: January 07, 2016

• 16-001/V - Making Disability Work? The Effect of Financial Incentives on Partially Disabled Workers

  Authors: Pierre Koning, VU University Amsterdam, Leiden University, the Netherlands; Jan-Maarten van Sonsbeek, VU University Amsterdam, the Netherlands

  Date: January 11, 2016

• 15-140/III - Forecasting Value-at-Risk under Temporal and Portfolio Aggregation

  Authors: Erik Kole, Erasmus University Rotterdam, the Netherlands; Thijs Markwat, Robeco Asset Management, the Netherlands; Anne Opschoor, VU University Amsterdam, the Netherlands; Dick van Dijk, Erasmus University Rotterdam, the Netherlands

  Date: January 04, 2015

• 15-139/VIII - Does improving Public Transport decrease Car Ownership? Evidence from the Copenhagen Metropolitan Area

  Authors: Ismir Mulalic, Technical University Denmark, Denmark; Ninette Pilegaard, Technical University Denmark, Denmark; Jan Rouwendal, VU University Amsterdam, the Netherlands

  Date: December 24, 2015

• 15-138/III - Generalized Autoregressive Method of Moments

  Authors: Drew Creal, The University of Chicago Booth School of Business, United States; Siem Jan Koopman, VU University Amsterdam, the Netherlands; ; Marcin Zamojski, VU University Amsterdam, the Netherlands

  Date: December 24, 2015

• 15-137/VI - Untangling Fixed Effects and Constant Regressors

  Authors: Franc Klaassen, University of Amsterdam; Rutger Teulings, University of Amsterdam, the Netherlands

  Date: December 24, 2015

• 15-136/VIII - Double Limit Pricing

  Authors: Gerard van der Meijden, VU University Amsterdam, the Netherlands; Karolina Ryszka, VU University Amsterdam, the Netherlands; Cees Withagen, VU University Amsterdam, the Netherlands

  Date: December 18, 2015

• 15-135/V - Business Networks and Crisis Performance: Professional, Political, and Family Ties

  Authors: Richard W. Carney, Australian National University, Australia; Travers Barclay Child, VU University Amsterdam, the Netherlands

  Date: December 18, 2015

• 15-134/VIII - Complementary Alliances with Endogenous Fleets and Load Factors

  Authors: Achim I. Czerny, Hong Kong Polytechnic University, Hong Kong, PR China; Vincent A.C. van den Berg, VU University Amsterdam, the Netherlands; Erik T. Verhoef, VU University Amsterdam, the Netherlands

  Date: December 18, 2015

• 15-133/III - Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance

  Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Juan-Ángel Jiménez-Martín, Complutense University of Madrid, Spain; Esfandiar Maasoumi, Emory University, USA; Michel McAleer, National TsingHua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, and Tinbergen Institute, the Netherlands; Complutense University of Madrid, Spain; Teodosio Pérez-Amaral, Complutense University of Madrid, Spain

  Date: December 15, 2015

• 15-132/III - Tail Distribution of the Maximum of Correlated Gaussian Random Variables

  Authors: Zdravko Botev, The University of New South Wales, Sydney, Australia; Michel Mandjes, University of Amsterdam, the Netherlands; Ad Ridder, VU University Amsterdam, the Netherlands

  Date: December 15, 2015

• 15-131/III - A Note on “Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model”

  Authors: Francisco Blasques, VU University Amsterdam, the Netherlands; Paolo Gorgi, VU University Amsterdam, the Netherlands, University of Padua, Italy; Siem Jan Koopman, VU University Amsterdam, the Netherlands, Aarhus University, Denmark; Olivier Wintenberger, University of Copenhagen, Denmark, Sorbonne Universités, UPMC University Paris, Sorbonne Universities, France

  Date: December 11, 2015

• 15-130/V - Health Disparities by Income in Spain before and after the Economic Crisis

  Authors: Max Coveney, Erasmus University Rotterdam; Pilar Garcia Gomez, Erasmus University Rotterdam; Eddy Van Doorslaer, Erasmus University Rotterdam; Tom Van Ourti, Erasmus University Rotterdam, the Netherlands

  Date: December 03, 2015

• 15-129/III - The Fundamental Equation in Tourism Finance

  Author: Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: November 23, 2015

• 15-128/VII - Voluntary Disclosure Programs for Tax Evaders

  Author: Heiner Schmittdiel, Erasmus University Rotterdam, the Netherlands

  Date: November 17, 2015

• 15-127/V - Job Loss, Firm-Level Heterogeneity and Mortality: Evidence from Administrative Data

  Authors: Hans Bloemen, VU University Amsterdam; Stefan Hochguertel, VU University Amsterdam, the Netherlands; Jochem Zweerink, Utrecht University, the Netherlands

  Date: November 16, 2015