MPRA Paper

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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

80356: Evaluations of endogenous efficiency of the norm

Dmytro Sokolovskyi

80355: Informal and formal meaning of the norm and the institution

Dmytro Sokolovskyi

80351: Възможности и перспективи пред външнотърговските отношения на България с държавите от Субсахарска Африка (Opportunities and Prospects for Bulgarian Trade Relations with the Sub-Saharan Africa Countries (in Bulgarian, with an extended resume in English))

Eduard Marinov

80347: L’islamisme Politique: Echec de Gouvernance et Chute Inévitable (Political Islamism: Failure of Governance and Inevitable Fall)

Mohamed Ali Trabelsi

80344: The Effect of Taxpayer Education on Tax Compliance in Kenya.( a case study of SME's in Nairobi Central Business District)

Gitaru Kelvin

80343: The Impact Of System Automation On Revenue Collection in Kenya Revenue Authority. (A Case Study of SIMBA)

Gitaru Kelvin

80342: Endogenous timing in private and mixed duopolies with emission taxes

Sang-Ho Lee and Lili Xu

80340: Strategic Trade and Privatization Policies in Bilateral Mixed Markets

Lili Xu, Sang-Ho Lee and Leonard Wang

80339: Analisis Surplus Padi dan Kaitannya Dengan Ketahanan Pangan Rumah Tangga Petani (Suatu Studi Tentang Marketable Surplus dan Marketed Surplus Komoditas Padi Serta Tingkat Ketahanan Pangan Pada Rumah Tangga Petani Padi di Kabupaten Subang) (Analysis of Surplus of Rice and Its Relation With Farmer Household Food Security (A Study on Marketable Surplus and Marketed Surplus of Rice Commodity As Well As Food Security In Household Level Rice Farmers In Subang Regency))

Kundang Harisman

80337: Is the US stock market getting riskier?

Ronny Suarez

80336: Access to Finance and Human Rights

Dr.B.Pradeep Kumar

80334: Extent and Nature of Banking Exclusion among the Marginalized: A Study of Non-Primitive Tribes in Wayanad District, Kerala, India

Dr.B.Pradeep Kumar

80330: Capital Flows and Capital Account Management in Selected Asian Economies

Abhijit Sen Gupta and Rajeswari Sengupta

80329: Extended Gini-type measures of risk and variability

Mohammed Berkhouch and Ghizlane Lakhnati

80328: Tax Reforms and Domestic Revenue Mobilization in Uganda

Milton Ayoki, Marios Obwona and Moses Ogwapus

80327: Trade Policies and Poverty in Uganda: A Computable General Equilibrium Micro Simulation Analysis

Milton Ayoki

80325: The Mediating Role of Job Satisfaction between Transformational Leadership and Organizational Commitment within the SMEs of Karachi

Rao Shahzaib Khan, Bismah Rao, Khurram Usman and Safia Afzal

80324: The Gift and the Centipede

Henrik Egbert

80319: Some estimations of the minimal magnitudes of forbidden zones in experimental data

Alexander Harin

80317: Le brevet instrument de politique économique pour promouvoir l’innovation au profit de la croissance: discussion théorique (The patent economic policy instrument to promote innovation for growth: theoretical discussion)

Mohamed Mabrouki

80316: Inequality and Production Elasticity

Amir Goren

80311: Revisiting the Exchange Rate Pass-through in Emerging Markets

Lamia Beldi, Mouldi Djelassi and Mohamed Kadria

80310: Islamic approach to human resource development and the condition of Indian Muslims

Abdul Azim Islahi

80308: Immigrant Concentration at School and Natives’ Achievement: Does the Type of Migrants and Natives Matter?

Laurent Bossavie

80302: الحساب الجاري للاقتصاد السعودي عبر نموذج داخلي الزمن دلائل من منهجية نموذج التقهقر الذاتي البنيوي (The Current Account of Saudi Economy through Intertemporal Model: Evidence from SVAR)

Hassan Ghassan and Essam H. Al-Jefri

80301: El rol de los regímenes de precipitaciones sobre la dinámica de precios y actividad del sector agropecuario de la República Dominicana durante el período 2000-2016 (The role of rainfall regimes on agricultural sector price and activity dynamics in the Dominican Republic during the period 2000 - 2016)

Ariadne Checo, Mariam Mejía and Francisco Ramírez de León

80299: Analyzing Wage Differentials by Fields of Study: Evidence from Turkey

Antonio Di Paolo and Aysıt Tansel

80297: Two conditions for the application of Lorenz curve and Gini coefficient to voting and allocated seats

Thomas Colignatus

80295: Productivity Change Analysis of Polish Dairy Farms After Poland’s Accession to the EU – An Output Growth Decomposition Approach

Kamil Makieła, Jerzy Marzec and Andrzej Pisulewski

80293: La promozione turistica durante la Belle Époque: il caso della Riviera ligure (Tourist Promotion during the Belle Époque: the case of the Riviera Ligure)

Andrea Zanini

80290: Why Don’t Highly Skilled Women Want to Return? Turkey’s Brain Drain from a Gender Perspective

Adem Elveren and Gülay Toksöz

80287: Una alternativa en la Marca País para el empleo productivo de excombatientes, construcción de nación y obtención de paz con enfoque constitucional (An alternative in the Country Brand to productively employ former combatants, nation building, and peace obtaining with a constitutional approach)

Diana Santacruz

80284: What Are the Benefit of Living in Urban Compared to Rural Area (Cases in Great Bandung Area of West Java, Indonesia)

Siti Afni Afiyani

80281: Bank Loan Loss Provisions, Investor Protection and the Macroeconomy

Peterson Ozili

80277: War and Conflict in Economics: Theories, Applications, and Recent Trends

Erik Kimbrough, Kevin Laughren and Roman Sheremeta

80275: Trust, Reciprocity and Rules

Thomas Rietz, Eric Schniter, Roman Sheremeta and Timothy Shields

80273: How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?

Hassan Heidari, Mahyar Ebrahimi Torki and Saharnaz Babaei Balderlou

80271: Role of socio-economic variables in adoption of crop insurance: A Discriminant Function Approach

Mrinali Kumari, Krishna Singh, D.K. Sinha, Nasim Ahmad and R.R. Mishra