122 Discussion Papers

• 17-022/III - Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

  Authors: Jinghui Chen, Yokohama National University, Japan; Masahito Kobayashi, Yokohama National University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands;Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: February 13, 2017

• 17-021/V - Impact of Mobile Phones on Staple Food Markets in Mozambique: Improved Arbitrage or Increased Rent Extraction?

  Author: Wouter Zant, VU University, The Netherlands

  Date: February 10, 2017

• 17-020/VII - R&D Cooperatives and Market Collusion: A Global Dynamic Approach

  Authors: Jeroen Hinloopen, University of Amsterdam, The Netherlands; Grega Smrkolj, Newcastle University, United Kingdom; Florian Wagener, University of Amsterdam, The Netherlands

  Date: February 10, 2017

• 17-019/V - Comparing Econometric Methods to Empirically Evaluate Job-Search Assistance

  Authors: Paul Muller, University of Gothenburg, Sweden; Bas van der Klaauw, VU Amsterdam, The Netherlands; Arjan Heyma, SEO Economic Research, The Netherlands

  Date: February 10, 2017

• 17-018/II - From self-fulfilling mistakes to behavioral learning equilibria

  Author: Cars Hommes, University of Amsterdam, The Netherlands

  Date: January 30, 2017

• 17-017/III - Forecasting the Volatility of Nikkei 225 Futures

  Authors: Manabu Asai, Soko University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Compultense University of Madrid, Spain

  Date: January 30, 2017

• 17-016/II - Games with a Permission Structure: a survey on generalizations and applications

  Author: René van den Brink, VU University Amsterdam, The Netherlands

  Date: January 30, 2017

• 17-015/III - The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, National Tsing Hua University, Erasmus University Rotterdam, Complutense University of Madrid, Yokohama National University

  Date: March 07, 2018

• 17-014/III - Theravada Buddhism and Thai Luxury Fashion Consumption

  Authors: Mao Ning, Dhurakij Pundit University Bangkok, Thailand; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Complutense University of Madrid, Spain; Yokohama National University, Japan

  Date: January 23, 2017

• 17-013/III - A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies

  Authors: David E. Allen, University of South Australia, University of Sydney, and Edith Cowan University, Australia; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, The Netherlands; Compultense University of Madrid, Spain; Yokohama National University, Japan; Abhay K. Singh, Edith Cowan University, Australia

  Date: January 23, 2017

• 17-012/VI - Market Knowledge: Evidence from Importers

  Author: Aksel Erbahar, Erasmus University Rotterdam, The Netherlands

  Date: January 23, 2017

• 17-011/VI - Why is the Long-Run Tax on Capital Income Zero? Explaining the Chamley-Judd Result

  Authors: Bas Jacobs, Erasmus University Rotterdam, The Netherlands; Alexandra Victoria Rusu, Erasmus University Rotterdam, The Netherlands

  Date: January 23, 2017

• 17-010/VI - Welfare Effects of Short-Time Compensation

  Authors: Helge Braun, Ruhr Graduate School in Economics, Germany; Björn Brügemann, VU Amsterdam, The Netherlands

  Date: January 16, 2017

• 17-009/VIII - Domestic Market Power in the International Airline Industry

  Authors: G. de Jong, VU Amsterdam, The Netherlands; C.L. Behrens, VU Amsterdam, The Netherlands; H. van Herk, VU Amsterdam, The Netherlands; E.T. Verhoef, VU Amsterdam, The Netherlands

  Date: January 13, 2017

• 17-008/VIII - Place-based policies and the housing market

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

  Date: January 13, 2017

• 17-007/VII - Salience of Law Enforcement: A Field Experiment

  Authors: Robert Dur, Erasmus University Rotterdam, The Netherlands; Ben Vollaard, Tilburg University, The Netherlands

  Date: January 13, 2013

• 17-006/VII - The Origins and Extent of Entrepreneurial Action-Orientedness: An Experimental Study

  Authors: Ahmad Barirani, Copenhagen Business School, Denmark; Randolph Sloof, University of Amsterdam, The Netherlands; Mirjam van Praag, Copenhagen Business School, Denmark

  Date: January 13, 2017

• 17-005/VI - Debt Overhang, Exchange Rates and the Macroeconomics of Carry Trade

  Authors: Sweder J.G. van Wijnbergen, University of Amsterdam, The Netherlands; Egle Jakucionyte, University of Amsterdam, The Netherlands

  Date: January 13, 2017

• 17-004/V - Early Cannabis Use and School to Work Transition of Young Men

  Authors: Jenny Williams, University of Melbourne, Australia; Jan C. van Ours, Erasmus Rotterdam University, The Netherlands

  Date: January 13, 2017

• 17-003/VI - Micro Moments Database for Cross-Country Analysis of ICT, Innovation, and Economic Outcomes

  Authors: Eric Bartelsman, VU Amsterdam, The Netherlands; Eva Hagsten, University of Iceland, Iceland; Michael Polder, Statistics Netherlands, The Netherlands

  Date: January 13, 2017