3372 Discussion Papers

• 14-083/I - The Impact of Losing in a Competition on the Willingness to seek Further Challenges

  Author: Thomas Buser, University of Amsterdam

  Date: July 07, 2014

• 14-082/VII - Financial Distress and Happiness of Employees in Times of Economic Crisis

  Authors: Efstratia Arampatzi, EURAC b.v.; Martijn J. Burger, Erasmus University Rotterdam; Ruut Veenhoven, Erasmus University Rotterdam, the Netherlands

  Date: July 04, 2014

• 14-081/VIII - How Diverse can Spatial Measures of Cultural Diversity be? Results from Monte Carlo Simulations on an Agent-Based Model

  Authors: Daniel Arribas-Bel, VU University Amsterdam; Peter Nijkamp, VU University Amsterdam; Jacques Poot, The University of Waikato, New Zealand

  Date: July 03, 2014

• 14-080/VII - Prices, Product Differentiation, and Heterogeneous Search Costs

  Authors: José L. Moraga-González, VU University Amsterdam, the Netherlands; Zsolt Sándor, Sapientia University, Rumania; Matthijs R. Wildenbeest, Indiana University, United States

  Date: July 03, 2014

• 14-079/IV - Mutual Funds and Information Diffusion: The Role of Country-Level Governance

  Authors: Chunmei Lin, Erasmus University Rotterdam, the Netherlands; Massimo Massa, INSEAD, France; Hong Zhang, INSEAD, France, Tsinghua University, Singapore

  Date: July 01, 2014

• 14-078/VIII - Probabilistic Choice and Congestion Pricing with Heterogeneous Travellers and Price-Sensitive Demand

  Authors: Paul Koster; Erik T. Verhoef, VU University Amsterdam, the Netherlands; Simon Shepherd; David Watling, University of Leeds, United Kingdom

  Date: June 27, 2014

• 14-077/VIII - On the Existence and Uniqueness of Equilibrium in the Bottleneck Model with Atomic Users

  Authors: Hugo Emilio Silva, VU University Amsterdam; Robin Lindsey, University of British Columbia; André de Palma, University of British Columbia, Canada; Vincent A.C. van den Berg, VU University Amsterdam, the Netherlands

  Date: June 27, 2014

• 14-076/III - Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview

  Authors: Shawkat Hammoudeh, Drexel University, Philadelphia, United States; Michael McAleer, National Tsing Hua University, Taiwan; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Italy

  Date: June 23, 2014

• 14-075/III - Asymmetric Realized Volatility Risk

  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 Madrid, Spain; Marcel Scharth, University of New South Wales, Australia

  Date: June 23, 2014

• 14-074/III - Maximum Likelihood Estimation for correctly Specified Generalized Autoregressive Score Models: Feedback Effects, Contraction Conditions and Asymptotic Properties

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

  Date: June 20, 2014

• 14-073/IV - New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels

  Authors: Pawel Janus, UBS Global Asset Management, the Netherlands; André Lucas, VU University Amsterdam; Anne Opschoor, VU University Amsterdam, the Netherlands; Dick J.C. van Dijk, Erasmus University Rotterdam, the Netherlands

  Date: June 19, 2014

• 14-072/III - Time Varying Transition Probabilities for Markov Regime Switching Models

  Authors: Marco Bazzi, University of Padova, Italy; Francisco Blasques, VU University Amsterdam; Siem Jan Koopman, VU University Amsterdam; Andre Lucas, VU University Amsterdam, the Netherlands

  Date: June 17, 2014

• 14-071/III - A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area

  Authors: Geert Mesters, VU University Amsterdam, the Netherlands; Bernd Schwaab, European Central Bank; Siem Jan Koopman, VU University Amsterdam, the Netherlands

  Date: June 17, 2014

• 14-070/IV - Common Risk Factors in Equity Markets

  Author: Victoria Atanasov, VU University Amsterdam, the Netherlands

  Date: June 17, 2014

• 14-069/III - A One Line Derivation of EGARCH

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

  Date: June 16, 2014

• 14-068/III - Survival Analysis of very Low Birth Weight Infant Mortality in Taiwan

  Authors: Chialin Chang, National Chung Hsing University, Taiwan; Wei-Chen Chen, National Chung Hsing University, Taiwan; Michael McAleer, National Tsing Hua University, China; Erasmus University Rotterdam, the Netherlands; Complutense University of Madrid, Spain

  Date: June 10, 2014

• 14-067/III - Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes

  Authors: Francine Gresnigt; Erik Kole; Philip Hans Franses, Erasmus University Rotterdam, the Netherlands

  Date: June 03, 2014

• 14-066/VIII - Cultural Diversity and Cultural Distance as Choice Determinants of Migration Destination

  Authors: Zhiling Wang; Thomas de Graaff; Peter Nijkamp, VU University Amsterdam

  Date: June 02, 2014

• 14-065/IV - Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties

  Author: Albert J. Menkveld, VU University Amsterdam, the Netherlands

  Date: June 02, 2014

• 14-064/VIII - Welfare Effects of Distortionary Tax Incentives under Preference Heterogeneity: An Application to Employer-provided Electric Cars

  Authors: Alexandros Dimitropoulos; Jos N. van Ommeren; Paul Koster; Piet Rietveld†, VU University Amsterdam

  Date: June 02, 2014