3420 Discussion Papers

• 16-053/III - Modelling and Testing Volatility Spillovers in Oil and Financial Markets for USA, UK and China

  Authors: 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; Jiarong Tian, National Tsing Hua University, Taiwan

  Date: July 18, 2016

• 16-052/III - An Econometric Analysis of ETF and ETF Futures in Financial and Energy Markets using Generated Regressors

  Authors: 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; Chien-Hsun Wang, National Tsing Hua University, Taiwan

  Date: July 18, 2016

• 16-051/IV - Model-based Business Cycle and Financial Cycle Decomposition for Europe and the U.S.

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

  Date: July 11, 2016

• 16-050/VII - Communication versus (Restricted) Delegation: An Experimental Comparison

  Authors: Silvia Dominguez Martinez, University of Amsterdam, The Netherlands; Randolph Sloof, University of Amsterdam, The Netherlands

  Date: July 05, 2016

• 16-049/VII - Risk and Loss Aversion, Price Uncertainty and the Implications for Consumer Search

  Authors: Adriaan R. Soetevent, University of Groningen, The Netherlands; Tadas Bruzikas, University of Groningen, The Netherlands

  Date: July 04, 2016

• 16-048/II - R&D Cooperatives and Market Collusion: A Global Dynamic Approach

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

  Date: June 28, 2016

• 16-047/III - Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances

  Authors: 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; Yanghuiting Wang, National Tsing Hua University, Taiwan

  Date: June 27, 2016

• 16-046/III - Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Chia-Ping Liu, National Tsing Hua University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: June 27, 2016

• 16-045/VII - The Magic of the Personal Touch: Field Experimental Evidence on Money and Appreciation as Gifts

  Authors: Christiane Bradler, ZEW Centre for European Economic Research, Mannheim, Germany; Susanne Neckermann, Erasmus University Rotterdam, the Netherlands, and ZEW Centre for European Economic Research, Mannheim, Germany

  Date: June 06, 2016

• 16-044/III - Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

  Authors: Shelton Peiris, University of Sydney, Australia; Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: June 06, 2016

• 16-043/I - Measuring Responsiveness to Feedback as a Personal Trait

  Authors: Thomas Buser, University of Amsterdam, the Netherlands; Leonie Gerhards, University of Hamburg, Germany; Joël J. van der Weele, University of Amsterdam, the Netherlands

  Date: June 03, 2016

• 16-042/II - An Axiomatic Analysis of Joint Liability Problems with Rooted -Tree Structure

  Authors: Takayuki Oishi, Aomori Public University, Japan; Gerard van der Laan, VU University Amsterdam, the Netherlands; René van den Brink, VU University Amsterdam, the Netherlands

  Date: May 31, 2016

• 16-041/VII - Understanding the Role of the Public Employment Agency

  Authors: Christian Holzner, Ludwig Maximilian University of Munich, Germany; Makoto Watanabe, VU University Amsterdam, the Netherlands

  Date: May 23, 2016

• 16-040/III - Management Science, Economics and Finance: A Connection

  Authors: 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; Wing-Keung Wong, Hong Kong Baptist University, Hong Kong, PR China; Asia University, Taiwan

  Date: May 23, 2016

• 16-039/VI - A Cost-Effectiveness Analysis for Incineration or Recycling of Dutch Household Plastics

  Authors: Raymond Gradus, VU University Amsterdam, the Netherlands; Rick van Koppen, PricewaterhouseCoopers; Elbert Dijkgraaf, Erasmus University Rotterdam, the Netherlands; Paul Nillesen, PricewaterhouseCoopers

  Date: May 19, 2016

• 16-038/III - A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices

  Authors: David E. Allen, University of Sydney, and University of South Australia, Australia; Chialin Chang, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain; Abhay K. Singh, Edith Cowan University, Australia

  Date: May 17, 2016

• 16-037/II - Unconditional Aid and Green Growth

  Authors: Moutaz Altaghlibi, University of Amsterdam, the Netherlands, and Université Paris 1 Panthéon-Sorbonne, France; Florian Wagener, University of Amsterdam, the Netherlands

  Date: May 17, 2016

• 16-036/VI - Search Frictions, Competing Mechanisms and Optimal Market Segmentation

  Authors: Xiaoming Cai, Tongji University, PR China; Pieter Gautier, VU University Amsterdam, the Netherlands; Ronald Wolthoff, University of Toronto, Canada

  Date: May 17, 2016

• 16-035/VII - Incentivizing Creativity: A Large-Scale Experiment with Tournaments and Gifts

  Authors: Christiane Bradler, ZEW Centre for European Economic Research, Mannheim, Germany; Susanne Neckermann, Erasmus University Rotterdam, the Netherlands, and ZEW Centre for European Economic Research, Mannheim, Germany; Arne Warnke, ZEW Centre for European Economic Research, Mannheim, Germany

  Date: May 03, 2016

• 16-034/VI - Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management

  Authors: Franc Klaassen, University of Amsterdam, the Netherlands; Kostas Mavromatis, University of Amsterdam, the Netherlands

  Date: April 29, 2016