3439 Discussion Papers

• 01-031/4 - Why is it so difficult to beat the Random Walk Forecast of Exchange Rates?

  Authors: Lutz Kilian, University of Michigan and CEPR; Mark P. Taylor, University of Warwick and CEPR

  Date: March 14, 2001

• 01-030/3 - An Eclectic Theory of Entrepreneurship: Policies, Institutions and Culture

  Authors: Ingrid Verheul, Erasmus University Rotterdam and EIM; Sander Wennekers, EIM; David Audretsch, Indiana University; Roy Thurik, Erasmus University Rotterdam and EIM

  Date: March 14, 2001

• 01-029/4 - Inflation, Forecast Intervals and Long Memory Regression Models

  Authors: Charles S. Bos, Erasmus University Rotterdam; Philip Hans Franses, Erasmus University Rotterdam; Marius Ooms, Vrije Universiteit Amsterdam

  Date: March 14, 2001

• 01-028/3 - Effects of Ethnic Geographical Clustering on Educational Attainment in the Netherlands

  Authors: Thomas de Graaff, Vrije Universiteit Amsterdam; Cees Gorter, Vrije Universiteit Amsterdam; Peter Nijkamp, Vrije Universiteit Amsterdam

  Date: March 05, 2001

• 01-027/3 - Risk Perception of Traffic Participants

  Authors: Arianne de Blaeij, Vrije Universiteit Amsterdam; Daniel van Vuuren, Vrije Universiteit Amsterdam

  Date: March 05, 2001

• 01-026/3 - A Structural Model of Traffic Congestion

  Authors: Erik T. Verhoef, Vrije Universiteit Amsterdam; Jan Rouwendal, Vrije Universiteit Amsterdam

  Date: March 05, 2001

• 01-025/3 - An Environmental-Economic Assessment of Genetic Modification of Agricultural Crops

  Authors: Jeroen C.J.M. van den Bergh, Vrije Universiteit Amsterdam & Autonomous University Barcelona; Justin M. Holley, Vrije Universiteit Amsterdam

  Date: February 26, 2001

• 01-024/3 - Harvesting and Conversation in a Predator-Prey System

  Authors: Jeljer Hoekstra, Vrije Universiteit Amsterdam; Jeroen C.J.M. van den Bergh, Vrije Universiteit Amsterdam & Autonomous University Barcelona

  Date: February 26, 2001

• 01-023/2 - Tail Behavior of Credit Loss Distributions for General Latent Factor Models

  Authors: André Lucas, Vrije Universiteit Amsterdam; Pieter Klaassen, ABN AMRO Bank NV; Peter Spreij, University of Amsterdam; Stefan Straetmans, Maastricht University

  Date: February 26, 2001

• 01-022/1 - Attention and the Art of Scientific Publishing

  Authors: Arjo Klamer, Erasmus University Rotterdam; Hendrik P. van Dalen, Erasmus University Rotterdam, and Scientific Council for Government Policy

  Date: February 26, 2001

• 01-021/2 - Stock Selection, Style Rotation, and Risk

  Authors: André Lucas, Vrije Universiteit Amsterdam; Ronald van Dijk, ING Investment Management, and Tilburg University; Teun Kloek, Erasmus University Rotterdam, and ING Investment Management

  Date: February 26, 2001

• 01-020/3 - Insurance and Information: Firms as a Commitment Device

  Authors: A.L. Bovenberg, Tilburg University; Coen N. Teulings, University of Amsterdam

  Date: February 08, 2001

• 01-019/2 - Outside Finance, Dominant Investors and Strategic Transparancy

  Authors: Enrico C. Perotti, University of Amsterdam, and CEPR; Ernst-Ludwig von Thadden, University of Lausanne, and CEPR

  Date: February 08, 2001

• 01-018/4 - On the Variation of Hedging Decisions in Daily Currency Risk Management

  Authors: Charles S. Bos, Erasmus University Rotterdam; Ronald J. Mahieu, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam

  Date: February 08, 2001

• 01-017/4 - Daily Exchange Rate Behaviour and Hedging of Currency Risk

  Authors: Charles S. Bos, Erasmus University Rotterdam; Ronald J. Mahieu, Erasmus University Rotterdam; Herman K. van Dijk, Erasmus University Rotterdam

  Date: February 08, 2001

• 01-016/1 - Success and Failure of Technical Trading Strategies in the Cocoa Futures Market

  Authors: Peter Boswijk, University of Amsterdam; Gerwin Griffioen, University of Amsterdam; Cars Hommes, University of Amsterdam

  Date: February 06, 2001

• 01-015/1 - Bifurcation Routes to Volatility Clustering

  Authors: Andrea Gaunersdorfer, University of Vienna; Cars Hommes; Florian O.O. Wagener, University of Amsterdam

  Date: February 06, 2001

• 01-014/1 - Financial Markets as Nonlinear Adaptive Evolutionary Systems

  Author: Cars H. Hommes, University of Amsterdam

  Date: February 06, 2001

• 01-013/1 - Consistent Expectations Equilibria and Complex Dynamics in Renewable Resource Markets

  Authors: Cars H. Hommes, University of Amsterdam; J. Barkley Rosser, Jr., James Madison University

  Date: February 06, 2001

• 01-012/4 - Simulating Tail Probabilities in GI/GI.1 Queues and Insurance Risk Processes with Subexponentail Distributions

  Authors: Nam Kyoo Boots, Vrije Universiteit Amsterdam; Perwez Shahabuddin, Columbia University

  Date: February 06, 2001