Working Papers

From Queen Mary University of London, School of Economics and Finance
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737: Trust and Racial Income Inequality: Evidence from the U.S

Andrea Tesei

736: The Effects of Margin Changes on Commodity Futures Markets

Charoula Daskalaki and George Skiadopoulos

735: The Changing Transmission of Uncertainty shocks in the US: An Empirical Analysis

Haroon Mumtaz and Konstantinos Theodoridis

734: Auction Mechanisms and Bidder Collusion: Bribes, Signals and Selection

Aniol Llorente-Saguer and Ro'i Zultan

733: Understanding the Role of Immigrants’ Legal Status: Evidence from Policy Experiments

Francesco Fasani

732: How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns

Eirini Konstantinidi and George Skiadopoulos

731: Capital Structure and Financial Flexibility: Expectations of Future Shocks

Costas Lambrinoudakis, Michael Neumann and George Skiadopoulos

730: Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market

George Kapetanios, Michael Neumann and George Skiadopoulos

729: Financial Regimes and Uncertainty Shocks

Piergiorgio Alessandri and Haroon Mumtaz

728: Individual Characteristics and Behavior in Repeated Games: An Experimental Study

Douglas Davis, Asen Ivanov and Oleg Korenok

727: Aspects of Behavior in Repeated Games: An Experimental Study

Douglas Davis, Asen Ivanov and Oleg Korenok

726: On the Nonemptiness of Approximate Cores of Large Games

Nizar Allouch and Myrna Wooders

725: Satisficing Behavior with a Secondary Criterion

Christopher Tyson

724: Gender and the Labor Market: What Have We Learned from Field and Lab Experiments?

Ghazala Azmat and Barbara Petrongolo

723: Gender Gaps across Countries and Skills: Demand, Supply and the Industry Structure

Claudia Olivetti and Barbara Petrongolo

722: Get Rid of Unanimity: The Superiority of Majority Rule with Veto Power

Laurent Bouto, Aniol Llorente-Saguer and Frederic Malherbe

721: Motivate and Select: Relational Contracts with Persistent Types

Radoslawa Nikolowa

720: Adaptive Models and Heavy Tails

Davide Delle Monache and Ivan Petrella

719: Categorization and Coordination

Vessela Daskalova and Nicolaas Vriend

718: Disasters and the Networked Economy. A Book Summary

J.M. Albala-Bertrand

717: Equilibrium Selection in Sequential Games with Imperfect Information

Jon Eguia, Aniol Llorente-Saguer, Rebecca Morton and Antonio Nicolo'

716: What do VARs Tell Us about the Impact of a Credit Supply Shock? An Empirical Analysis

Haroon Mumtaz, Gabor Pinter and Konstantinos Theodoridis

715: Financial Conditions and Density Forecasts for US Output and Inflation

Piergiorgio Alessandri and Haroon Mumtaz

714: Fat-tails in VAR Models

Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter

713: DSGE Priors for BVAR Models

Thomai Filippeli and Konstantinos Theodoridis

712: The Effect of Local Area Crime on Mental Health

Christian Dustmann and Francesco Fasani

711: Consumer Default with Complete Markets: Default-based Pricing and Finite Punishment

Xavier Mateos-Planas and Giulio Seccia

710: Political Motivations and Electoral Competition: Equilibrium Analysis and Experimental Evidence

Michalis Drouvelis, Alejandro Saporiti and Nicolaas Vriend

709: Worktime Regulations and Spousal Labor Supply

Dominique Goux, Eric Maurin and Barbara Petrongolo

708: Policy Uncertainty and Aggregate Fluctuations

Haroon Mumtaz and Paolo Surico

707: The Impact of Uncertainty Shocks under Measurement Error. A Proxy SVAR Approach

Andrea Carriero, Haroon Mumtaz, Konstantinos Theodoridis and Angeliki Theophilopoulou

706: Migrant Networks and Job Search Outcomes: Evidence from Displaced Workers

Tommaso Colussi

705: Social Democracy and Distributive Conflict in the UK, 1950-2010

Carlo Fiorio, Simon Mohun and Roberto Veneziani

704: The Measurement of Labour Content: A General Approach

Naoki Yoshihara and Roberto Veneziani

703: The Cost of Segregation in Social Networks

Nizar Allouch

702: Preference Symmetries, Partial Differential Equations, and Functional Forms for Utility

Christopher Tyson

701: Evolution of Structural Indicators. China and Regions: 1981-2010

J.M. Albala-Bertrand

700: The Effect of Educational Mismatch on Wages Using European Panel Data

Iñaki Iriondo and Teodosio Pérez-Amaral

699: Eurozone: The Untold Economics

John Hatgioannides, Marika Karanassou and Hector Sala

698: Matching, Wage Rigidities and Efficient Severance Pay

Giulio Fella

697: Behavioral Implications of Shortlisting Procedures

Christopher Tyson

696: The Financial Market Impact of UK Quantitative Easing

Francis Breedon, Jagjit Chadha and Alex Water

695: Distributional Consequences of Capital Accumulation, Globalisation and Financialisation in the US

Marika Karanassou and Hector Sala

694: Intraday Patterns in FX Returns and Order Flow

Francis Breedon and Angelo Ranaldo

693: Job Search Costs and Incentives

Andriy Zapechelnyuk and Ro'i Zultan

692: Eliciting Information from a Committee

Andriy Zapechelnyuk

691: Adaptive Forecasting in the Presence of Recent and Ongoing Structural Change

Liudas Giraitis, George Kapetanios and Simon Price

690: Fuzzy Rejective Core of Satiated Economies with Unbounded Consumption Sets

Nizar Allouch and Monique Florenzano

689: On the Private Provision of Public Goods on Networks

Nizar Allouch

688: A Variance Decomposition of Index-Linked Bond Returns

Francis Breedon