140 Discussion Papers

• 15-040/III - Testing for Stock Market Contagion: A Quantile Regression Approach

  Authors: Sungyong Park, Chung-Ang University, Seoul, Korea; Wendun Wang, Erasmus University Rotterdam, the Netherlands; Naijing Huang, Boston College, United States

  Date: March 26, 2015

• 15-039/VIII - Measuring the Rebound Effect with Micro Data

  Authors: Bruno de Borger, University of Antwerp, Belgium; Ismir Mulalic, Technical University of Denmark, Denmark; Jan Rouwendal, VU University Amsterdam, the Netherlands

  Date: March 23, 2015

• 15-038/VIII - Natural Gas Extraction, Earthquakes and House Prices

  Authors: Hans R.A. Koster, VU University Amsterdam, the Netherlands; Jos N. van Ommeren, VU University Amsterdam, the Netherlands

  Date: March 23, 2015

• 15-037/III - Intraday Stock Price Dependence using Dynamic Discrete Copula Distributions

  Authors: Siem Jan Koopman, VU University Amsterdam, the Netherlands; Rutger Lit, VU University Amsterdam, the Netherlands; André Lucas, VU University Amsterdam, the Netherlands

  Date: March 19, 2015

• 15-036/IV - Cheap but Flighty: How Global Imbalances create Financial Fragility

  Authors: Enrico Perotti, University of Amsterdam, the Netherlands; Toni Ahnert, Bank of Canada, Canada

  Date: March 19, 2015

• 15-035/IV - Insecure Debt

  Authors: Enrico Perotti, University of Amsterdam, the Netherlands; Rafael Matta, University of Amsterdam, the Netherlands

  Date: March 16, 2015

• 15-034/V - Thought for Food: Understanding Educational Disparities in Food Consumption

  Authors: Hale Koç, Erasmus University Rotterdam, the Netherlands; Hans van Kippersluis, Erasmus University Rotterdam, the Netherlands

  Date: March 13, 2015

• 15-033/VII - Consumer Search and Prices in the Automobile Market

  Authors: José Luis Moraga-González, VU University Amsterdam; Zsolt Sándor, Sapientia Hungarian University of Transylvania, Romania; Matthijs R. Wildenbeest, Indiana University, United States

  Date: March 06, 2015

• 15-032/III - How Informative are the Unpredictable Components of Earnings Forecasts?

  Authors: Bert de Bruijn, Erasmus University Rotterdam, the Netherlands; Philip Hans Franses, Erasmus University Rotterdam, the Netherlands

  Date: March 06, 2015

• 15-031/V - A Theory of Education and Health

  Authors: Titus J. Galama, University of Southern California, RAND Corporation, United States; Hans van Kippersluis, Erasmus University Rotterdam, the Netherlands

  Date: March 05, 2015

• 15-030/VIII - Sorting based on Urban Heritage and Income: Evidence from the Amsterdam Metropolitan Area

  Authors: Mark van Duijn, VU University Amsterdam, University of Groningen, the Netherlands; Jan Rouwendal, VU University Amsterdam, the Netherlands

  Date: March 02, 2015

• 15-029/III - Global Credit Risk: World, Country and Industry Factors

  Authors: Bernd Schwaab, European Central Bank, Financial Research, Germany; Siem Jan Koopman, VU University Amsterdam, the Netherlands; André Lucas, VU University Amsterdam, the Netherlands

  Date: February 26, 2015

• 15-028/V - Joint Retirement of Couples: Evidence from a Natural Experiment

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

  Date: February 24, 2015

• 15-027/III - In-Sample Bounds for Time-Varying Parameters of Observation Driven Models

  Authors: Francisco Blasques, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; Katarzyna Lasak, VU University Amsterdam; André Lucas, VU University Amsterdam

  Date: February 23, 2015

• 15-026/III - Frontiers in Time Series and Financial Econometrics: An Overview

  Authors: Shiqing Ling, Hong Kong University of Science and Technology, Hong Kong, China; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus School of Economics, Erasmus University Rotterdam, the Netherlands; and Complutense University of Madrid, Spain; Howell Tong, London School of Economics, United Kingdom

  Date: February 20, 2015

• 15-025/VIII - Miles, Speed and Technology: Traffic Safety under Oligopolistic Insurance

  Authors: Maria Dementyeva, VU University Amsterdam, the Netherlands; Erik T. Verhoef, VU University Amsterdam, the Netherlands

  Date: February 16, 2015

• 15-024/IV - Tail Mutual Exclusivity and Tail-Var Lower Bounds

  Authors: Ka Chun Cheung, The University of Hong Kong, Hong Kong, PR of China; Michel Denuit, Université Catholique de Louvain, Belgium; Jan Dhaene, Katholieke Universiteit Leuven, Belgium, University of the Free State, Bloemfontein, South Africa

  Date: February 12, 2015

• 15-023/VIII - Historic Amenities and Housing Externalities: Evidence from The Netherlands

  Authors: Hans R.A. Koster, VU University Amsterdam, the Netherlands; Jan Rouwendal, VU University Amsterdam, the Netherlands

  Date: February 12, 2015

• 15-022/III - On the Invertibility of EGARCH(p,q)

  Authors: Guillaume Gaetan Martinet, Paris Tech, France, Columbia University, USA; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain.

  Date: February 12, 2015

• 15-021/II - Comparable Characterizations of Four Solutions for Permission Tree Games

  Authors: René van den Brink, VU University Amsterdam; Chris Dietz, VU University Amsterdam; Gerard van der Laan, VU University Amsterdam, the Netherlands; Genjiu Xu, Northwestern Polytechnical University, Xi'an, Shaanxi, P.R. China

  Date: February 10, 2015