3395 Discussion Papers

• 14-106/III - Volatility Spillovers from Australia's Major Trading Partners across the GFC

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

  Date: August 14, 2014

• 14-105/III - Low Frequency and Weighted Likelihood Solutions for Mixed Frequency Dynamic Factor Models

  Authors: Francisco Blasques; Siem Jan Koopman; Max Mallee, VU University Amsterdam, the Netherlands

  Date: August 11, 2014

• 14-104/IV/78 - The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

  Authors: Jan Dhaene, KU Leuven, Leuven, Belgium; University of the Freestate, Bloemfontein, South Africa; and Duisenberg school of finance, Amsterdam, the Netherlands; Ben Stassen, KU Leuven, Leuven, Belgium; Pierre Devolder, UC de Louvain, Louvain-La-Neuve, Belgium; Michel Vellekoop, University of Amsterdam, Amsterdam, the Netherlands

  Date: August 12, 2014

• 14-103/III - Optimal Formulations for Nonlinear Autoregressive Processes

  Authors: Francisco Blasques; Siem Jan Koopman; André Lucas, VU University Amsterdam, the Netherlands

  Date: August 11, 2014

• 14-102/V - Mortality Effects of Containing Moral Hazard: Evidence from Disability Insurance Reform

  Authors: Pilar Garcia-Gomez; Anne C. Gielen, Erasmus University Rotterdam, the Netherlands

  Date: August 07, 2014

• 14-101/VI - Welfare Benefits of Agglomeration and Worker Heterogeneity

  Authors: Coen Teulings, University of Cambridge, United Kingdom, University of Amsterdam, the Netherlands; Ioulia Ossokina, CPB Netherlands Bureau for Economic Policy Analysis, the Netherlands; Henri L.F. de Groot, VU University Amsterdam, the Netherlands

  Date: August 05, 2014

• 14-100/VIII - Carbon Lock-In: The Role of Expectations

  Authors: Gerard van der Meijden, VU University Amsterdam; Sjak Smulders, Tilburg University, the Netherlands

  Date: August 01, 2014

• 14-099/VIII - Price Differentiation and Discrimination in Transport Networks

  Author: Adriaan Hendrik van der Weijde, VU University Amsterdam

  Date: August 01, 2014

• 14-098/II - The Formation of a Core Periphery Structure in Heterogeneous Financial Networks

  Authors: Daan in 't Veld, University of Amsterdam, the Netherlands; Marco van der Leij, University of Amsterdam, De Nederlandsche Bank, the Netherlands; Cars Hommes, University of Amsterdam, the Netherlands

  Date: July 28, 2014

• 14-097/IV - Need for Speed? Exchange Latency and Liquidity

  Authors: Albert J. Menkveld, VU University Amsterdam; Marius A. Zoican, VU University Amsterdam

  Date: July 28, 2014

• 14-096/III - On the Invertibility of EGARCH

  Authors: Guillaume Gaetan Martinet, Paris Tech, France; Columbia University, United States; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: July 25, 2014

• 14-095/VI - The Industrial Organisation of the Dance Industry in the Netherlands: a Transaction Cost Perspective on Hybrid Forms of Organisation

  Authors: Frank A.G. den Butter, VU University Amsterdam; Jelle Joustra, VU University Amsterdam, the Netherlands

  Date: July 24, 2014

• 14-094/VIII - Former Foreign Affiliates: Cast Out and Outperformed?

  Authors: Beata Javorcik, University of Oxford, United Kingdom; Steven Poelhekke, VU University Amsterdam, the Netherlands

  Date: July 24, 2014

• 14-093/VIII - Location Choices of highly Educated Foreign Workers: the Importance of Urban Amenities

  Authors: Or Levkovich; Jan Rouwendal, VU University Amsterdam

  Date: July 22, 2014

• 14-092/IV - Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting

  Authors: André Lucas, VU University Amsterdam, the Netherlands; Xin Zhang, Sveriges Riksbank, Sweden

  Date: July 22, 2014

• 14-091/III - Crime, Employment and Social Welfare: an Individual-level Study on Disadvantaged Males

  Authors: Geert Mesters; Victor van der Geest; Catrien Bijleveld, VU University Amsterdam

  Date: July 22, 2014

• 14-090/III - Improving Density Forecasts and Value-at-Risk Estimates by Combining Densities

  Authors: Anne Opschoor, VU University Amsterdam; Dick van Dijk, Erasmus University Rotterdam; Michel van der Wel, Erasmus University Rotterdam

  Date: July 21, 2014

• 14-089/I - Regularized Regression Incorporating Network Information: Simultaneous Estimation of Covariate Coefficients and Connection Signs

  Authors: Matthias Weber, University of Amsterdam, the Netherlands; Martin Schumacher, University Medical Center, Freiburg; Harald Binder, University Medical Center, Mainz, Germany

  Date: July 16, 2014

• 14-088/VIII - Estimating the Skill Bias in Agglomeration Externalities and Social Returns to Education: Evidence from Dutch Matched Worker-Firm Micro-data

  Authors: Stefan P.T. Groot, Centraal Planbureau, The Hague, the Netherlands; Henri L.F. de Groot, VU University Amsterdam, the Netherlands

  Date: July 11, 2014

• 14-087/III - A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process

  Authors: Christian M. Hafner, Université Catholique de Louvain, Belgium; Michael McAleer, National Tsing Hua University, Taiwan, Erasmus University Rotterdam, the Netherlands; and Complutense University of Madrd, Spain

  Date: July 11, 2014