Working Papers

From Department of Economics, City University London
Department of Economics, Social Sciences Building, City University London, Whiskin Street, London, EC1R 0JD, United Kingdom,.
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2016: Market Structure and Exchange Rate Exposure: The Case of Consumable Goods

A. Andrikopoulos and X. Dassiou

2016: The impact of public employment on private sector activity: Evidence from Berlin

Giulia Faggio, T. Schluter and P. vom Berge

2016: Better Health in Times of Hardship?

M. Jofre-Bonet, V. Serra-Sastre and Sotiris Vandoros

2016: Network Centrality and Funding Rates in the e-MID Interbank Market

A. Temizsoy, Giulia Iori and Gabriel Montes-Rojas

2016: Time Varying Quantile Lasso

L. Zbonakova, W.K. Härdle and W. Wang

2016: Inflation Co-movement across Countries in Multi-maturity Term Structure: An Arbitrage-Free Approach

S. Chen, W.K. Härdle and W. Wang

2016: Estimation of NAIRU with In ation Expectation Data

Wei Cui, W.K. Härdle and W. Wang

2016: Does the Elimination of Export Requirements in Special Economic Zones A ect Export Performance? Evidence from the Dominican Republic

Fabrice Defever and J-D. Reyes

2016: Phasing out the U.S. Federal Helium Reserve: Policy insights from a world helium model

Olivier Massol and O. Rifaat

2016: The Blow of Domestic Violence on Children's Health Outcomes

M. Jofre-Bonet, M. Rossello-Roig and V. Serra-Sastre

2016: Structural Estimation of Labor Adjustment Costs

F. Yaman

2016: Equilibrium Investment in High Frequency Trading Technology: A Real Options Approach

L. Delaney

2016: Homeownership and Unemployment Duration

A. A. Taskin and F. Yaman

2015: The Impact of Immigration on the Local Labor Market Outcomes of Blue Collar Workers: Panel Data Evidence

Javier Ortega and Gregory Verdugo

2015: The long-run determination of the real exchange rate. Evidence from an intertemporal modelling framework using the dollar-pound exchange rate

K. Pilbeam and I. Litsions

2015: An Empirical Analysis of the Nexus between Investment, Fiscal Balances and Current Account Balances in Greece, Portugal and Spain

K. Pilbeam and I. Litsios

2015: Schooling, Nation Building, and Industrialization: a Gellnerian Approach (new version)

Javier Ortega and Esther Hauk

2015: An Examination of the Optimal Timing Strategy for a Slow Trader Investing in a High Frequency Trading Technology

L. Delaney

2015: Incentives for early adoption of carbon capture technology: further considerations from a European perspective

A. Banal-Estanol, J. Eckhause and Olivier Massol

2015: Consistent nonparametric specification tests for stochastic volatility models based on the return distribution

Y. Zu

2015: Dynamic Costly State Verification with Repeated Loans: a two-period analysis

N. Jain and S. Imai

2014: Earnings and Caste: An Evaluation of Caste Wage Differentials in the Nepalese Labour Market

S. Jafarey, Gabriel Montes-Rojas and R. M. Mainali

2014: The Anticipation Effect of Marriage on Female Education: Theory and Evidence from Nepal

S. Jafarey, R. M. Mainali and Gabriel Montes-Rojas

2014: Pollution, Mortality and Optimal Environmental Policy

Aditya Goenka, S. Jafarey and William Pouliot

2014: On Deficit Bias and Immigration

Michael Ben-Gad

2013: Coalition Formation in a Legislative Voting Game

N. Christiansen, S. Georganas and J. H. Kagel

2013: Determinants of Sovereign Bond Yield Spreads in the EMU. An Optimal Currency Area Perspective

Mauro Costantini, Matteo Fragetta and Giovanni Melina

2013: Quantifying preferential trading in the e-MID interbank market

V. Hatzopoulos, Giulia Iori, Rosario Mantegna, S. Micciche and M. Tumminello

2013: Imperfection Information, Optimal Monetary Policy and Informational Consistency

Paul Levine, Joseph Pearlman and B. Yang

2013: A Study of the Relationship Between Health and Subjective Well-being in Parkinson’s Disease Patients

P. Cubi-Molla, J. De Vries and N. Devlin

2013: Smile from the Past: A general option pricing framework with multiple volatility and leverage components

A. A. Majewski, G. Bormetti and F. Corsi

2013: Informal Jobs and Trade Liberalisation in Argentina

Gabriel Montes-Rojas and Pablo Acosta

2013: Bayesian Endogeneity Bias Modeling

Gabriel Montes-Rojas and A. F. Galvao

2013: Testing for Cointegration with Nonstationary Volatility

H. P. Boswijk and Y. Zu

2013: Dynamic Contracting under Permanent and Transitory Private Information

S. Ungureanu

2013: Sale of visas: a smuggler's final song?

A. Auriol and A. Mesnard

2013: Guest Workers in the Underground Economy

S. Djajic and A. Mesnard

2013: The Double-Edged Sword of Industry Collaboration: Evidence from Engineering Academics in the UK

A. Banal-Estanol, M. Jofre-Bonet and Cornelia Lawson

2013: Adaptation to Health States: A Micro-Econometric Approach

P. Cubi-Molla, M. Jofre-Bonet and V. Serra-Sastre

2013: Earnings and Social Background: An evaluation of caste/ethnic wage differentials in the Nepalese labor market

R. M. Mainali, S. Jafarey and Gabriel Montes-Rojas

2012: Joining the CCS Club! Insights from a Northwest European CO2 Pipeline Project

Olivier Massol and S. Tchung-Ming

2012: Agent-Based Modelling for Financial Markets

Giulia Iori and J. Porter

2012: Pollution, mortality and optimal environmental policy

Aditya Goenka, S. Jafarey and William Pouliot

2012: Market microstructure, bank's behaviour and interbank spreads

G. Gabbi, Guido Germano, V. Hatzopoulos, Giulia Iori and M. Politi

2012: Optimal Trading Strategies in a Limit Order Market with Imperfect Liquidity

Polina Kovaleva and Giulia Iori

2012: Information theoretic description of the e-Mid interbank market: implications for systemic risk

V. Hatzopoulos and Giulia Iori

2012: The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation

Giulia Iori, B. Kapar and Jose Olmo

2012: Export diversification and resource-based industrialization: the case of natural gas

Olivier Massol and A. Banal-Estanol

2011: The costs of adjusting labor: Evidence from temporally disaggregated data

F. Yaman

2011: Ethnic concentration and language fluency of immigrants in Germany

Alexander Danzer and F. Yaman

2011: Ethnic externalities and 2nd generation immigrants

F. Yaman

2011: A tree formulation for signaling games

X. Dassiou and D. Glycopantis

2011: Valuing voluntary disclosure using a real options approach

L. Delaney and J. Thijssen

2011: Forecasting in the presence of recent structural change

Jana Eklund, George Kapetanios and Simon Price

2011: Security of supply and retail competition in the European gas market: Some model-based insights

I. Abada and Olivier Massol

2011: A cost function for the natural gas transmission industry: further considerations

Olivier Massol

2011: The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk

B. Kapar and Jose Olmo

2011: Perverse cross-subsidization in the credit market

Giuseppe Coco and Giuseppe Pignataro