3410 Discussion Papers

• 14-041/VII - Functional and Sectoral Division of Labour within Central and Eastern European Countries: Evidence from Greenfield FDI

  Authors: Teodora Dogaru, A Coruna University, Spain; Martijn Burger, Erasmus University Rotterdam, the Netherlands; Bas Karreman, Erasmus University Rotterdam, the Netherlands; Frank van Oort, Utrecht University, the Netherlands

  Date: March 28, 2014

• 14-040/V - Insurance, Entrepreneurial Start-Up, and Performance

  Authors: Mette Ejrnæs, University of Copenhagen, Denmark; Stefan Hochguertel, VU University Amsterdam

  Date: March 27, 2014

• 14-039/III - Return and Risk of Pairs Trading using a Simulation-based Bayesian Procedure for Predicting Stable Ratios of Stock Prices

  Authors: Lukasz Gatarek, Erasmus University Rotterdam; Lennart Hoogerheide, VU University Amsterdam; Herman K. van Dijk, VU University Amsterdam, Erasmus University Rotterdam

  Date: March 20, 2014

• 14-038/V - Audit Rates and Compliance: A Field Experiment in Long-term Care

  Authors: Maarten Lindeboom, VU University Amsterdam; Bas van der Klaauw, VU University Amsterdam; Sandra Vriend, VU University Amsterdam

  Date: March 18, 2014

• 14-037/III - Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance

  Authors: Manabu Asai, Soka University, Japan; Michael McAleer, National Tsing Hua University, Taiwan, Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Complutense University of Madrid, Spain

  Date: March 17, 2014

• 14-036/I - The Impact of Matching Mission Preferences on Well-being at Work

  Author: Robin Zoutenbier, Erasmus University Rotterdam

  Date: March 17, 2014

• 14-035/VI - Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees

  Author: Lucyna Gornicka, University of Amsterdam

  Date: March 12, 2014

• 14-034/VII - Task-specific Human Capital and Organizational Inertia

  Authors: Josse Delfgaauw, Erasmus University Rotterdam; Otto H. Swank, Erasmus University Rotterdam

  Date: March 13, 2014

• 14-033/II - The Great Divergence: A Network Approach

  Authors: Ines Lindner, VU University Amsterdam, the Netherlands; Holger Strulik, Georg-August-Universität Göttingen, Germany

  Date: March 10, 2014

• 14-032/IV - The Dynamic Skellam Model with Applications

  Authors: Siem Jan Koopman, VU University Amsterdam; Rutger Lit, VU University Amsterdam; André Lucas, VU University Amsterdam

  Date: March 10, 2014

• 14-031/VII - The Magnitude and Distance Decay of Trade in Goods and Services: New Evidence for European Countries

  Authors: Martijn J. Burger, Erasmus University Rotterdam; Mark Thissen, Netherlands Environmental Assessment Agency (PBL), The Hague, the Netherlands; Frank G. van Oort, Utrecht University; Dario Diodato, Utrecht University, the Netherlands

  Date: March 07, 2014

• 14-030/II - Nontransferable Utility Bankruptcy Games

  Authors: Arantza Estévez-Fernández, VU University Amsterdam; Peter Borm, Tilburg University, the Netherlands; M. Gloria Fiestras-Janeiro, Universidade de Vigo, Spain

  Date: March 04, 2014

• 14-029/III - Maximum Likelihood Estimation for Score-Driven Models

  Authors: Francisco Blasques, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; Andre Lucas, VU University Amsterdam

  Date: March 04, 2014

• 14-028/III - A New Bootstrap Test for the Validity of a Set of Marginal Models for Multiple Dependent Time Series: An Application to Risk Analysis

  Authors: David Ardia, Laval University, Quebec, Canada; Lukasz Gatarek, Erasmus University Rotterdam; Lennart F. Hoogerheide, VU University Amsterdam

  Date: February 28, 2014

• 14-027/III - Intraday Price Discovery in Fragmented Markets

  Authors: Sait Ozturk, Econometric Institute, Erasmus University Rotterdam; Michel van der Wel, Econometric Institute, Erasmus University Rotterdam

  Date: February 27, 2014

• 14-026/III - Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; Michael McAleer, College of Technology Management, National Tsing Hua University, Taiwan; Econometric Institute, Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: February 25, 2014

• 14-025/III - Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay

  Author: Michael McAleer, College of Technology Management, National Tsing Hua University, Taiwan; Econometric Institute, Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: February 25, 2014

• 14-024/III - A Test for the Portion of Bivariate Dependence in Multivariate Tail Risk

  Authors: Carsten Bormann; Melanie Schienle, Leibniz Universität Hannover, Germany; Julia Schaumburg, VU University Amsterdam

  Date: February 25, 2014

• 14-023/III - Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences

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

  Date: February 24, 2014

• 14-022/III - Optimal Hedging with the Vector Autoregressive Model

  Authors: Lukasz Gatarek, Erasmus University Rotterdam; Søren Johansen, University of Copenhagen, CREATES, Denmark

  Date: February 18, 2014