3420 Discussion Papers

• 14-151/III - Hedge Fund Portfolio Diversification Strategies across the GFC

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

  Date: December 08, 2014

• 14-150/VIII - Social Network Effects and Green Consumerism

  Authors: Dominic Hauck, VU University Amsterdam; Erik Ansink, VU University Amsterdam; Jetske Bouma, PBL Netherlands Environmental Assessment Agency; Daan van Soest, Tilburg University

  Date: December 04, 2014

• 14-149/VI - Decision Making in Incomplete Markets with Ambiguity -- A Case Study of a Gas Field Acquisition

  Authors: Lin Zhao, University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam

  Date: December 01, 2014

• 14-148/V - Language Proficiency of Migrants: The Relation with Job Satisfaction and Skill Matching

  Author: Hans G. Bloemen, VU University Amsterdam

  Date: November 13, 2014

• 14-147/III - Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice

  Authors: Laurent Callot, VU University Amsterdam, the Netherlands; Anders B. Kock, Aarhus University, Denmark; Marcelo C. Medeiros, Pontifical Catholic University of Rio de Janeiro, Brasil

  Date: November 13, 2014

• 14-146/II - The Effects of Leniency on Cartel Pricing

  Authors: Harold Houba, VU University Amsterdam; Evgenia Motchenkova, VU University Amsterdam; Quan Wen, University of Chicago, United States

  Date: November 10, 2014

• 14-145/III - Vector Autoregressions with parsimoniously Time Varying Parameters and an Application to Monetary Policy

  Authors: Laurent Callot, VU University Amsterdam, the Netherlands; Johannes Tang Kristensen, University of Southern Denmark, Denmark

  Date: November 07, 2014

• 14-144/II - Pareto Efficiency in the Jungle

  Authors: Harold Houba, VU University Amsterdam, the Netherlands; Roland Iwan Luttens, Amsterdam University College, the Netherlands; Hans-Peter Weikard, Wageningen University, the Netherlands

  Date: October 30, 2014

• 14-143/II - Capacity Choice of Dams under Rivalry Use and Externalities

  Authors: Harold Houba, VU University Amsterdam, the Netherlands; Kim Hang Pham Do, Massey University, New Zealand; Xueqin Zhu, Wageningen University, the Netherlands

  Date: October 30, 2014

• 14-142/VIII - Market Structure and the Pricing of New Products: A Nested Logit Approach with Asymmetric Firms

  Authors: Sylvia Bleker, VU University Amsterdam, the Netherlands; Christiaan Behrens, VU University Amsterdam, the Netherlands; Paul Koster, VU University Amsterdam, the Netherlands; Erik T. Verhoef, VU University Amsterdam, the Netherlands

  Date: October 28, 2014

• 14-141/VIII - Border Effects in House Prices

  Authors: Martin Micheli, RWI Essen, Germany; Jan Rouwendal, VU University Amsterdam, the Netherlands; Jasper Dekkers, VU University Amsterdam, the Netherlands

  Date: October 23, 2014

• 14-140/VIII - Third-degree Price Discrimination in the Presence of Congestion Externality

  Authors: Achim I. Czerny, VU University Amsterdam, the Netherlands; Anming Zhang, The University of British Columbia, Canada

  Date: October 23, 2014

• 14-139/I - Sequential Auctions, Price Trends, and Risk Preferences

  Authors: Audrey Hu, University of Amsterdam, the Netherlands; Liang Zou, University of Amsterdam, the Netherlands

  Date: October 20, 2014

• 14-138/IV/ DSF82 - The Determinants of CDS Bid-ask Spreads

  Author: Marcin Wojtowicz, VU University Amsterdam, the Netherlands

  Date: October 20, 2014

• 14-137/IV - Capital Structure Arbitrage revisited

  Author: Marcin Wojtowicz, VU University Amsterdam, the Netherlands

  Date: October 20, 2014

• 14-136/VII - Risk, Uncertainty and Entrepreneurship: Evidence From a Lab-in-the-Field Experiment

  Authors: Martin Koudstaal, University of Amsterdam; Randolph Sloof, University of Amsterdam, the Netherlands; Mirjam van Praag, Copenhagen Business School, Denmark

  Date: October 17, 2014

• 14-135/III - Temporal, Spatial, Economic and Crime Factors in Illicit Drug Usage across European Cities

  Authors: Jacques J.F. Commandeur, VU University Amsterdam, the Netherlands; Suncica Vujic, University of Antwerp, Belgium; Siem Jan Koopman, VU University Amsterdam, the Netherlands; Barbara Kasprzyk-Hordern, University of Bath, United Kingdom

  Date: October 16, 2014

• 14-134/III - European Market Portfolio Diversification Strategies across the GFC

  Authors: David E. Allen, University of Sydney, University of South Australia, Australia; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia

  Date: October 16, 2014

• 14-133/III - Expected Utility and Catastrophic Risk

  Authors: Masako Ikefuji, University of Southern Denmark, Denmark; Roger Laeven, University of Amsterdam, the Netherlands; Jan Magnus, VU University Amsterdam, the Netherlands; Chris Muris, Simon Fraser University, Canada

  Date: October 14, 2014

• 14-132/VIII - The Economics of Transboundary River Management

  Authors: Erik Ansink, VU University Amsterdam; Harold Houba, VU University Amsterdam

  Date: October 06, 2014