3431 Discussion Papers

• 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

• 01-011/1 - Optimal Provision of Infrastructure using Public-Private Partnership Contracts

  Authors: Gerard van der Laan, Vrije Universiteit Amsterdam; Pieter Ruys; Dolf Talman, Tilburg University

  Date: January 26, 2001

• 01-010/3 - The Shadow Price of Aircraft Noise Nuisance

  Authors: Bernard M.S. van Praag, University of Amsterdam; B.E. Baarsma, SEO, University of Amsterdam

  Date: January 26, 2001

• 01-009/4 - Stock Selection Strategies in Emerging Markets

  Authors: Jaap van der Hart; Erica Slagter, Robeco Groep; Dick van Dijk, Erasmus University Rotterdam

  Date: January 26, 2001

• 01-008/3 - The Pre-commitment Advantage of Having a Slow Legislative System

  Authors: Paul Frijters, Vrije Universiteit Amsterdam; Alexander F. Tieman, Vrije Universiteit Amsterdam

  Date: January 17, 2001

• 01-007/4 - Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

  Author: Maurice J.G. Bun, University of Amsterdam

  Date: January 17, 2001

• 01-006/4 - The Accuracy of Inference in Small Samples of Dynamic Panel Data Models

  Authors: Maurice J.G. Bun; Jan F. Kiviet, University of Amsterdam

  Date: January 17, 2001

• 01-005/3 - A Multicriteria Decision Support Methodology for Evaluating Airport Expansion Plans

  Authors: Ron Vreeker; Peter Nijkamp; Chris Ter Welle, Vrije Universiteit Amsterdam

  Date: January 17, 2001

• 01-004/1 - The Harsanyi Set for Cooperative TU-Games

  Authors: Valeri Vasil'ev, Sobolev Institute of Mathematics, Russia; Gerard van der Laan, Vrije Universiteit Amsterdam

  Date: January 17, 2001