3443 Discussion Papers

• 13-086/III - Herding, Information Cascades and Volatility Spillovers in Futures Markets

  Authors: Michael McAleer, Erasmus University Rotterdam, The Netherlands, Kyoto University, Japan, Complutense University of Madrid, Spain; Kim Radalj, University of Western Australia

  Date: July 15, 2013

• 13-085/III - Risk Modelling and Management: An Overview

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; David E. Allen, Edith Cowan University, Australia; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Spain, and Kyoto University; Teodosio Perez Amaral, Complutense University of Madrid, Spain

  Date: June 25, 2013

• 13-084/VIII - Towards a General Theory of Mixed Zones: The Role of Congestion

  Authors: Yuval Kantor, VU University; Piet Rietveld, VU University; Jos van Ommeren, VU University

  Date: June 20, 2013

• 13-083/VIII - Congestible Goods and Hoarding: A Test based on Students' Use of University Computers

  Authors: Martijn B.W. Kobus, VU University; Jos N. van Ommeren, VU University; Hans R.A. Koster, VU University; Piet Rietveld, VU University

  Date: June 20, 2013

• 13-082/III - A Measure-Valued Differentiation Approach to Sensitivity Analysis of Quantiles

  Authors: Bernd Heidergott, VU University Amsterdam; Warren Volk-Makarewicz, VU University Amsterdam

  Date: June 29, 2013

• 13-081/III - Robust Ranking of Journal Quality: An Application to Economics

  Authors: Chia-Lin Chang, National Chung Hsing University; Esfandiar Maasoumi, Emory University; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Kyoto University

  Date: June 20, 2013

• 13-080/I - The Structure of Firm-Specific Labour Unions

  Authors: Thorsten Upmann, University Duisburg-Essen; Julia Müller, Erasmus University Rotterdam

  Date: June 13, 2013

• 13-079/I - Other-regarding Preferences, Group Identity and Political Participation: An Experiment

  Authors: Pedro Robalo, CREED, University of Amsterdam; Arthur Schram, CREED, University of Amsterdam; Joep Sonnemans, CREED, University of Amsterdam

  Date: June 11, 2013

• 13-078/III - Ten Things you should know about the Dynamic Conditional Correlation Representation

  Authors: Massimiliano Caporin, University of Padova, Italy; Michael McAleer, Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan

  Date: June 10, 2013

• 13-077/III - Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

  Authors: Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Kyoto University; John Suen, Chinese University of Hong Kong; Wing Keung Wong, Hong Kong Baptist University

  Date: June 03, 2013

• 13-076/V - Health Inequalities through the Lens of Health Capital Theory: Issues, Solutions, and Future Directions

  Authors: Titus J. Galama, University of Southern California, Dornsife College Center for Economic and Social Research, USA, and RAND Corporation, USA; Hans van Kippersluis, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands

  Date: June 03, 2013

• 13-075/VIII - Commuters' Preferences for Fast and Reliable Travel

  Authors: Paul Koster, VU University Amsterdam; Hans Koster, VU University Amsterdam

  Date: May 28, 2013

• 13-074/VIII - Changing with the Tide: Semi-Parametric Estimation of Preference Dynamics

  Authors: Thijs Dekker, Delft University of Technology; Paul Koster, VU University Amsterdam; Roy Brouwer, VU University Amsterdam

  Date: May 27, 2013

• 13-073/III - Forecasting Value-at-Risk using Block Structure Multivariate Stochastic Volatility Models

  Authors: Manabu Asai, Soka University, Japan; Massimiliano Caporin, University of Padova, Italy; Michael McAleer, Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan

  Date: May 27, 2013

• 13-072/III - Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

  Authors: David E. Allen, Edith Cowan University, Australia; Michael McAleer, Erasmus University Rotterdam; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia

  Date: May 27, 2013

• 13-071/I - Taking Punishment into Your Own Hands: An Experiment

  Authors: Peter Duersch, University of Heidelberg; Julia Müller, Erasmus University Rotterdam

  Date: May 27, 2013

• 13-070/III - GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies

  Authors: Juan-Angel Jimenez-Martin, Complutense University of Madrid, Spain; Michael McAleer, Complutense University of Madrid, Spain, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands, and Kyoto University, Japan; Teodosio Perez Amaral, Complutense University of Madrid, Spain; Paulo Araujo Santos, University of Lisbon, Portugal

  Date: May 21, 2013

• 13-069/III - Modelling and Simulation: An Overview

  Authors: Michael McAleer, Erasmus University Rotterdam, The Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan; Felix Chan, Curtin University, Australia; Les Oxley, University of Waikato, New Zealand

  Date: May 21, 2013

• 13-068/III - Forecasting Day-Ahead Electricity Prices: Utilizing Hourly Prices

  Authors: Eran Raviv, Erasmus University Rotterdam; Kees E. Bouwman, Erasmus University Rotterdam; Dick van Dijk, Erasmus University Rotterdam

  Date: May 17, 2013

• 13-067/V - Universal Coverage on a Budget: Impacts on Health Care Utilization and Out-Of-Pocket Expenditures in Thailand

  Authors: Supon Limwattananon, International Health Policy Program, Ministry of Public Health, Thailand; Sven Neelsen, Institute of Health Policy and Management, Erasmus University Rotterdam; Owen O'Donnell, Erasmus University Rotterdam; Phusit Prakongsai, International Health Policy Program, Ministry of Public Health, Thailand; Viroj Tangcharoensathien, International Health Policy Program, Ministry of Public Health, Thailand; Eddy van Doorslaer, Erasmus University Rotterdam

  Date: May 16, 2013