MPRA Paper

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80641: Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component

Bill Huajian Yang

80637: Emigrant’s remittances, Dutch Disease and capital accumulation in Mekong countries

Hiroyuki Taguchi and Ni Lar

80636: Technology and Business Cycles: A Schumpeterian Investigation for the USA

Konstantinos Konstantakis and Panayotis Michaelides

80632: Bayesian analysis of chaos: The joint return-volatility dynamical system

Mike Tsionas and Panayotis Michaelides

80630: Spatially Heterogeneous Effects of a Public Works Program

Joshua D Merfeld

80627: Private Debt is the Problem!

Savvakis C. Savvides

80622: Youth Inclusion Policies and NEETs’ Targeting Requirements in Arab Countries

Ahmed Driouchi and Tahar Harkat

80616: The Effect of Education Expansion on Intergenerational Mobility of Education: Evidence from China

Ling Liu and Qian Wan

80610: The Firm as Transaction Cost Economics Concept

Plamen Tchipev

80608: How Borda voting rule can respect Arrow IIA and avoid Cloning manipulation

Dany R. Dombou T.

80607: Disentangling the channels from birthdate to educational attainment

Luís Martins and Manuel Pereira

80603: نموذج النفقة والإعتدال حسب كتابات الشيباني (Spending and Fairness Model Based on the Writing of Shibani)

Hassan Ghassan

80602: Immigrant Children’s Access to Public Health Insurance after CHIPRA-2009

Mir Mahmud

80601: The silk handloom industry in Nadia district of West Bengal: a study on its history, performance & current problems

Chandan Roy

80594: Behavior of business investment in the USA under variable and proportional rates of replacement

George Bitros and M. Ishaq Nadiri

80586: Contours of Internal Migration in India: Certain Experiences from Kerala

Dr.B.Pradeep Kumar

80582: Directed Technological Change & Cross Country Income Differences: A Quantitative Analysis

Michal Jerzmanowski and Robert Tamura

80581: The Contingent Valuation Method in assessing the value of sport’s stadium in developing nations. The case of Poland

Ruszkowski Robert

80580: Dividend taxation in an infinite-horizon general equilibrium model

Ngoc-Sang Pham

80579: On a strictly convex and strictly sub-additive cost function with positive fixed cost

Yasuhito Tanaka and Masahiko Hattori

80578: Does Soft Corruption Make Grease or Sand for Development? Evidence from Road's Special Allocation Fund for Indonesian Districts

Rus'an Nasrudin

80576: Revisiting the causal effects of exporting on productivity: Does price heterogeneity matter?

Tewodros Wassie

80575: Do Speculative Bubbles Migrate in the Chinese Stock Market?

Qing He, Zongxin Qian, Zhe Fei and Terence Tai Leung Chong

80574: The Sources of Country and Industry Variations in ASEAN Stock Returns

Chee-Wooi Hooy, Meng-Horng Lee and Terence Tai Leung Chong

80572: Le Pouvoir de Vote dans les Etablissements Publics de Coopération Intercommunale de la Martinique et de la Guadeloupe (The Voting Power in the Inter-communal Council of Martinique and Guadeloupe)

Ibrahima Dia and Eric Kamwa

80564: The Roadmap of Interest Rate Liberalization in China

Terence Tai Leung Chong and Wenqi Liu

80563: Profitability of CAPM Momentum Strategies in the US Stock Market

Terence Tai Leung Chong, Qing He, Hugo Tak Sang Ip and Jonathan T. Siu

80562: Government Size, Political Institutions and Output Growth in Nigeria

Modupe Mary Fasoranti and Rasaq Santos Alimi

80561: The Debt-Equity Choice of Japanese Firms

Terence Tai Leung Chong, Daniel Tak Yan Law and Feng Yao

80559: An Empirical Comparison of Fast and Slow Stochastics

Terence Tai Leung Chong, Alan Tsz Chung Tang and Kwun Ho Chan

80558: Economic Ideas of Ibn ‘Ābidīn: A Legal Analysis

Abdul Azim Islahi

80556: Extreme Risk Value and Dependence Structure of the China Securities Index 300

Terence Tai Leung Chong, Yue Ding and Tianxiao Pang

80555: Factor Pricing in Commodity Futures and the Role of Liquidity

Terence Tai Leung Chong, Chun Tsui and Wing Chan

80554: A New Approach to Modelling Sector Stock Returns in China

Terence Tai Leung Chong, Nasha Li and Lin Zou

80553: Long Range Dependence and Structural Breaks in the Gold Markets

Terence Tai Leung Chong, Chenxi Lu and Wing Chan

80551: Oyster Mushroom as Cash-Crop Fungus Cultivated

Ai Suminarti Dewi

80549: Evaluation of the ocean ecosystem: climate change modelling with backstop technology

Tetsuya Tamaki, Wataru Nozawa and Shunsuke Managi

80548: Non-parametric methods applied in the efficiency analysis of European structural funding in Romania

Monica Roman and Gotiu (Lucaciu), Liliana

80542: What do the shadow rates tell us about future inflation?

Annika Kuusela and Jari Hännikäinen

80539: An Elo Ranking for Economic Journals

Robert Lehmann and Klaus Wohlrabe

80535: Marx, maths, and MEGA 2

Alain Alcouffe and Julian Wells

80531: The Nexus between Visitor Arrivals and Residential Property Rents in Hong Kong

Terence Tai Leung Chong and Alex Wing-Ho Yiu

80529: The Impact of Oil Shocks on the Housing Market: Evidence from Canada and U.S

Robert N. Killins, Peter V. Egly and Diego Escobari

80528: Endogenous Mergers in Markets with Vertically Differentiated Products

Jean Gabszewicz, Marco Marini and Ornella Tarola

80527: VYUŽITÍ INDIKÁTORŮ P/E A P/BV PŘI SESTAVENÍ AKCIOVÉHO PORTFOLIA (USING OF P/E AND P/BV INDICATORS BY BUILDING A STOCK PORTFOLIO)

Martin Sirucek

80526: Alternative Evaluation of S&P 500 index in Relation to Quantitative Easing

Martin Sirucek and Ondřej Galečka

80522: Simulating the Mutual Sequential Mate Search Model under Non-homogenous Preferences

Ismail Saglam

80519: Kinked Norms of Behaviour and Cooperation

Sergio Currarini and Marco Marini

80517: Monetary policy decision-making when information search is costly

Alexander Jung and Francesco Mongelli

80515: Entry in Beauty-Contest Games

Miguel Sanchez Villalba and Silvia Martinez Gorricho

80513: Towards a new role of the institution of waqf

Hussein Elasrag

80511: Is It All About the Fundamentals? A Structural Interpretation of Global Crisis

Ibrahim Turhan

80510: Structural change in non-stationary AR(1) models

Terence Tai Leung Chong, Tianxiao Pang, Danna Zhang and Yanling Liang

80509: Duality in land rental problems

Alfredo Valencia-Toledo and Juan Vidal-Puga

80508: New alternative measuring financial stability

Hassan Ghassan

80507: Regional regulators in healthcare service under quality competition: A game theoretical model

Michele Bisceglia, Roberto Cellini and Luca Grilli

80506: Exchange Rate Induced Export Quality Upgrading: A Firm-Level Perspective

Cui Hu, David Parsley and Yong Tan

80505: Une perspective macroprudentielle pour la stabilité financière (A macroprudential perspective on financial stability)

Christian Pinshi

80502: Convexity, concavity, super-additivity, and sub-additivity of cost function without fixed cost

Yasuhito Tanaka and Masahiko Hattori

80496: Forecasting Inflation in Latin America with Core Measures

Pablo Pincheira, Jorge Selaive and Jose Nolazco

80495: Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment

Stavros Degiannakis, George Filis and Christos Floros

80493: Evaluation des Objectifs du Millénaire pour le Développement en RDC: quelles leçons pour les Objectifs du Développement Durable? (Evaluation of the Millennium Development Goals in DRC: which lessons for the Sustainable Development Goals?)

Akhenaton Izu and Benedicte Mulolo

80491: Empirical Examination for Operational and Credit Risk Perspective – A Case of Commercial Banks of Pakistan

Mian Saqib Mehmood, Iram Sheraz, Asif Mehmood and Bahaudin G. Mujtaba

80489: Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process

Stavros Degiannakis and Alexandra Livada

80488: Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model

Stavros Degiannakis

80487: Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review

Stavros Degiannakis and Evdokia Xekalaki

80486: Predictability and Model Selection in the Context of ARCH Models

Stavros Degiannakis and Evdokia Xekalaki

80485: Brevet d’invention et croissance économique: une analyse dans le cadre de l’économie tunisienne durant la période 1970 - 2010 (Patent of invention and economic growth: an analysis within the framework of the Tunisian economy during the period 1970 - 2010)

Mohamed Mabrouki

80484: Analyse empirique de la relation entre les décisions de renouvellement des brevets et les montants d’annuités (Empirical analysis of the relationship between patent renewal decisions and the amounts of annuities)

Mohamed Mabrouki

80482: Analysis of Gender Parity for Pakistan: Ensuring Inclusive and Equitable Quality Education

Maida Umar and Zahid Asghar

80481: Daylight saving time and energy consumption: The case of Argentina

Pedro Hancevic and Diego Margulis

80475: Historical urban growth in Europe (1300–1800)

Rafael González-Val

80474: Exchange Rate Uncertainty and Domestic Investment in Ghana

Bernard Njindan Iyke and Sin-Yu Ho

80472: Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi (The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test)

Durmuş Yıldırım and Emrah Çevik

80471: NEET Policies and Knowledge in Arab & East Central European Economies

Ahmed Driouchi and Tahar Harkat

80470: Effects of Foreign Direct Investment on Intellectual Property, Patents and R&D

Korhan Arun and Durmuş Yıldırım

80468: Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market

Evdokia Xekalaki and Stavros Degiannakis

80467: Modeling Risk for Long and Short Trading Positions

Timotheos Angelidis and Stavros Degiannakis

80466: A Robust VaR Model under Different Time Periods and Weighting Schemes

Timotheos Angelidis, Alexandros Benos and Stavros Degiannakis

80465: ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling

Stavros Degiannakis

80464: Rolling-sampled parameters of ARCH and Levy-stable models

Stavros Degiannakis, Alexandra Livada and Epaminondas Panas

80463: Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence

Stavros Degiannakis, Christos Floros and Alexandra Livada

80457: A Theory of Dichotomous Valuation with Applications to Variable Selection

Xingwei Hu

80452: Organization and Governance in Social Economy Enterprises: an Introduction

Michael Kopel and Marco Marini

80449: Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process

Stavros Degiannakis and Alexandra Livada

80447: Governance of Non-Profit and Non-Governmental Organizations - Within- and Between- Organization Analyses: An Introduction

Gani Aldashev, Marco Marini and Thierry Verdier

80445: Modeling CAC40 Volatility Using Ultra-high Frequency Data

Stavros Degiannakis and Christos Floros

80441: Sur-réaction sur le marché tunisien des actions: une investigation empirique (Overreaction on the Tunisian stock market: an empirical test)

Mohamed Ali Trabelsi

80440: Governance and Performance of Tunisian banks

Mohamed Ali Trabelsi

80439: Are higher wages good for business? An assessment under alternative innovation and investment scenarios

Alessandro Caiani, Alberto Russo and Mauro Gallegati

80438: Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices

Stavros Degiannakis and Apostolos Kiohos

80437: Business Cycle Synchronisation in EU: A time-varying approach

Stavros Degiannakis, David Duffy and George Filis

80436: US stock market regimes and oil price shocks

Timotheos Angelidis, Stavros Degiannakis and George Filis

80435: Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries

Rustam Boldanov, Stavros Degiannakis and George Filis

80434: Volatility forecasting: intra-day vs. inter-day models

Timotheos Angelidis and Stavros Degiannakis

80433: Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence

Stavros Degiannakis, Christos Floros and Pamela Dent

80432: ‘To sell or not to sell’: Licensing versus Selling by an outside innovator

Swapnendu Banerjee (Bandyopadhyay) and Sougata Poddar

80431: A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification

Stavros Degiannakis, Pamela Dent and Christos Floros

80426: Core Existence in Vertically Differentiated Markets

Jean Gabszewicz, Marco Marini and Ornella Tarola

80424: A sequential bargaining protocol for land rental arrangements

Alfredo Valencia-Toledo and Juan Vidal-Puga