3395 Discussion Papers

• 13-037/VII - Product and Labor Market Imperfections and Scale Economies: Micro-Evidence on France, Japan and the Netherlands

  Authors: Sabien Dobbelaere, VU University Amsterdam, IZA Bonn; Kozo Kiyota, Yokohama National University, RIETI; Jacques Mairesse, CREST (ParisTech-ENSAE), UNU-MERIT (Maastricht University), NBER

  Date: March 04, 2013

• 13-036/III - Robust Estimation and Forecasting of the Capital Asset Pricing Model

  Authors: Guorui Bian, East China Normal University; Michael McAleer, Erasmus University Rotterdam, Kyoto University, Complutense University of Madrid; Wing-Keung Wong, Hong Kong Baptist University

  Date: March 04, 2013

• 13-035/V - Why the Rich drink more but smoke less: The Impact of Wealth on Health Behaviors

  Authors: Hans van Kippersluis, Erasmus University Rotterdam; Titus J. Galama, University of Southern California, Dornsife College Center for Economic and Social Research & RAND Corporation, USA

  Date: March 05, 2013

• 13-034/IV - The Political Economy of Finance

  Author: Enrico Perotti, University of Amsterdam

  Date: February 25, 2013

• 13-033/VIII - Over- and Under-Bidding in Tendering

  Author: Vincent van den Berg, VU University Amsterdam

  Date: February 22, 2013

• 13-032/IV - Proprietary Trading and the Real Economy

  Author: Stefan Arping, University of Amsterdam

  Date: March 04, 2013

• 13-031/VIII - On Revenue Recycling and the Welfare Effects of Second-Best Congestion Pricing in a Monocentric City

  Authors: Ioannis Tikoudis, VU University Amsterdam; Erik T. Verhoef, VU University Amsterdam; Jos N. van Ommeren, VU University Amsterdam

  Date: February 21, 2013

• 13-030/I - The Non-Equivalence of Labor Market Taxes: A Real-Effort Experiment

  Authors: Matthias Weber, CREED, University of Amsterdam; Arthur Schram, CREED, University of Amsterdam

  Date: February 19, 2013

• 13-029/III - What do Experts know about Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance

  Authors: Chia-Lin Chang, National Chung Hsing University; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Kyoto University

  Date: February 18, 2013

• 13-028/VIII - Equilibrium at a Bottleneck when Long-Run and Short-Run Scheduling Preferences diverge

  Authors: Stefanie Peer, VU University Amsterdam; Erik T. Verhoef, VU University Amsterdam

  Date: February 14, 2013

• 13-027/VII - Gaming in Combinatorial Clock Auctions

  Authors: Maarten Janssen, University of Vienna; Vladimir Karamychev, Erasmus University Rotterdam

  Date: February 11, 2013

• 13-026/IV - Efficiency Gains of a European Banking Union

  Authors: Dirk Schoenmaker, Duisenberg School of Finance; Arjen Siegmann, VU University Amsterdam

  Date: February 11, 2013

• 13-025/III - A Fractionally Integrated Wishart Stochastic Volatility Model

  Authors: Manabu Asai, Soka University, Japan, and University of Pennsylvania; Michael McAleer, Erasmus School of Economics, Kyoto University, Japan, and Complutense University of Madrid, Spain

  Date: January 31, 2013

• 13-024/III - Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility

  Authors: Ping-Yu Chen, National Chung Hsing University, Taiwan; Chia-Lin Chang, National Chung Hsing University, Taiwan; Chi-Chung Chen, National Chung Hsing University, Taiwan; Michael McAleer, Erasmus University Rotterdam, Kyoto University, Japan, and Complutense University of Madrid, Spain

  Date: January 25, 2013

• 13-023/II - The Average Tree Permission Value for Games with a Permission Tree

  Authors: Rene van den Brink, VU University Amsterdam; Jean-Jacques Herings, Maastricht University; Gerard van der Laan, VU University Amsterdam; Dolf Talman, Tilburg University

  Date: January 24, 2012

• 13-022/III - Financial Dependence Analysis: Applications of Vine Copulae

  Authors: David E. Allen, Edith Cowan University, Australia; Mohammad A. Ashraf, Indian Institute of Technology, Kharagpur, India; Michael McAleer, Erasmus University Rotterdam, the Netherlands, Complutense University of Madrid, Spain, and Kyoto University, Japan; Robert J. Powell, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia

  Date: January 22, 2013

• 13-021/III - Recent Developments in Financial Economics and Econometrics: An Overview

  Authors: Chia-Lin Chang, National Chung Hsing University, Taiwan; David Allen, Edith Cowan University, Australia; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Spain; Kyoto University, Japan

  Date: January 21, 2013

• 13-020/III - Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

  Authors: David E. Allen, Edith Cowan University, Australia; Abhay K. Singh, Edith Cowan University, Australia; Robert J. Powell, Edith Cowan University, Australia; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Spain, and Kyoto University, Japan; James Taylor, University of Oxford, Oxford; Lyn Thomas, University of Southampton, Southampton

  Date: January 18, 2013

• 13-019/VIII - Regulation of Road Accident Externalities when Insurance Companies have Market Power

  Authors: Maria Dementyeva, VU University Amsterdam; Paul R. Koster, VU University Amsterdam; Erik T. Verhoef, VU University Amsterdam

  Date: January 18, 2013

• 13-018/III - A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500

  Authors: David E. Allen, Edith Cowan University; Michael McAleer, Erasmus University Rotterdam, Complutense University of Madrid, Spain, and Kyoto University, Japan; Robert Powell, Edith Cowan University; Abhay K. Singh, Edith Cowan University

  Date: January 17, 2013