110 Discussion Papers

• 16-010/III - Connecting VIX and Stock Index ETF

  Authors: Chia-Lin Chang, National Chung Hsing University, Taichung, Taiwan; Tai-Lin Hsieh, National Chung Hsing University, Taichung, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain.

  Date: February 15, 2016

• 16-009/VII - A Commercial Gift for Charity

  Authors: Adriaan R. Soetevent, University of Groningen, the Netherlands; Te Bao, Nanyang Technological University, Singapore; Anouk L. Schippers, University of Groningen, the Netherlands

  Date: February 09, 2016

• 16-008/IV - What causes the Positive Price-Turnover Correlation in European Housing Markets?

  Authors: Martijn I. Dröes, University of Amsterdam, and Amsterdam School of Real Estate, the Netherlands; Marc K. Francke, Amsterdam School of Real Estate, the Netherlands

  Date: February 04, 2016

• 16-007/VI - Coco Design, Risk Shifting Incentives and Capital Regulation

  Authors: Stephanie Chan, University of Amsterdam, the Netherlands; Sweder van Wijnbergen, University of Amsterdam, the Netherlands

  Date: February 01, 2016

• 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