MPRA Paper

From University Library of Munich, Germany
Ludwigstraße 33, D-80539 Munich, Germany.
Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

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

80423: Are You the Right Partner ? R&D Agreement as a Screening Device

Chiara Conti and Marco Marini

80418: Backtesting VaR Models: A Τwo-Stage Procedure

Timotheos Angelidis and Stavros Degiannakis

80417: Spatial non-price competition in port infrastructure services

Soraya Hidalgo-Gallego, Ramón Núñez-Sánchez and Pablo Coto-Millán

80415: Measuring Welfare Changes from Commodity Price Stabilization: Case Study of Import Tariff in Indonesia’s Rice Market in 2001-2005

Rus'an Nasrudin

80408: On The “Scientificity” Of Microeconomics: Individual Demand, And Exchange-value Determination

C-Rene Dominique

80402: The role of human assets in economic growth: theory and empirics

Ibrahima Diallo

80401: The dynamic relationship between financial development and economic growth: New evidence from Zimbabwe

Musharavati Ephraim Munyanyi

80399: Trade Openness and Carbon Emissions: Evidence from Central and Eastern Europe

Bernard Njindan Iyke and Sin-Yu Ho

80393: Inflation Convergence In East African Countries

Jemma Dridi and Anh Nguyen

80391: Time devoted by elderly people to physical activities: micro-econometric evidence from Spain

Juan Campaña

80388: How Large Should the “Bullets” be? Dissecting the Role of Unilateral and Tie Punishment in the Provision of Public Goods

Jia Liu, Yohanes Riyanto and Ruike Zhang

80384: Normalization of citation impact in economics

Klaus Wohlrabe and Lutz Bornmann

80382: Effects of Licensing Reform on Firm Innovation: Evidence from India

Murat Seker and Mehmet Ulu

80381: Persistence of Informal Credit in Rural India: Evidence from ‘All-India Debt and Investment Survey’ and Beyond

Narayan Pradhan

80378: Reality of Food Losses: A New Measurement Methodology

Luciana Delgado, Monica Schuster and Maximo Torero

80376: Транзиција у Русији: либерализам у изведби „породице“ (Transition in Russia: Liberalism at the Manner of „Family”)

Rajko Bukvić

80369: Cost efficiency and economies of diversification of biogas-fuelled cogeneration plants in Austria: a nonparametric approach

Andreas Eder

80367: Търговски отношения на България с основните партньори от Субсахарска Африка – тенденции и перспективи (Bulgaria’s Trade Relations with the Main Partners in Sub-Saharan Africa – Trends and Prospects)

Eduard Marinov

80366: Bulgaria’s Trade Relations with the Main Partners in Sub-Saharan Africa – Trends and Prospects

Eduard Marinov

80365: Географска структура на търговията на България със Субсахарска Африка (Direction of Bulgarian Trade with Sub-Saharan Africa)

Eduard Marinov

80364: Външнотърговски отношения на България с държавите от Субсахарска Африка: нагласи на българските фирми (Bulgaria’s Trade Relations with Sub-Saharan Africa Countries: Bulgarian enterprises attitudes)

Eduard Marinov

80362: Стокова структура на външната търговия на България с държавите от Субсахарска Африка (Commodity structure of Bulgarian international trade with Sub-Saharan Africa)

Eduard Marinov

80360: A Decomposition of the Herfindahl Index of Concentration

Giacomo de Gioia

80359: Stagnation and minimum wage: Optimal minimum wage policy in macroeconomics

Masao Yamaguchi

80358: Central Counterparties Help, But Do Not Assure Financial Stability

Claude Lopez and Elham Saeidinezhad