Working Papers

From Department of Economics, University of Venice "Ca' Foscari"
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2015:18: Risk or Regulatory Capital? Bringing distributions back in the foreground

Dominique Gu�gan and Bertrand Hassani

2015:17: The Spectral Stress VaR (SSVaR)

Dominique Gu�gan, Bertrand Hassani and Kehan Li

2015:16: Rational learning for risk-averse investors by conditioning on behavioral choices

Michele Costola and Massimiliano Caporin

2015:15: Q-Learning and SARSA: a comparison between two intelligent stochastic control approaches for financial trading

Marco Corazza and Andrea Sangalli

2015:14: Home Sweet Home? Public Financing and Inequalities in the use of Home Care Services in Europe

Vincenzo Carrieri, Cinzia Di Novi and Cristina Elisa Orso

2015:13: The Econometrics of Networks: A Review

Daniel Felix Ahelegbey

2015:12: A Ricardian Model of Forestry

Silvia Faggian and Giuseppe Freni

2015:11: Verifying the R�nyi dependence axioms for a non-linear bivariate comovement index

Marco Corazza and Elisa Scalco

2015:10: The effect on mental health of retiring during the economic crisis

Liudmila Antonova, Michele Belloni, Elena Meschi and Giacomo Pasini

2015:09: An entropy-based early warning indicator for systemic risk

Monica Billio, Roberto Casarin, Michele Costola and Andrea Pasqualini

2015:08: The statistical combination procedure in measures for risk in financial systems

Francesca Parpinel

2015:07: Entry of Painters in the Amsterdam Market of the Golden Age

Federico Etro and Elena Stepanova

2015:06: Art Collections and Taste in the Spanish Siglo de Oro

Federico Etro and Elena Stepanova

2015:05: Multifractality in Finance: A deep understanding and review of Mandelbrot's MMAR

Federico Maglione

2015:04: Bayesian Nonparametric Calibration and Combination of Predictive Distributions

Roberto Casarin, Federico Bassetti and Francesco Ravazzolo

2015:03: The Effects of Fiscal Policy on Employment: an Analysis of the Aggregate Evidence

Andrea Tafuro

2015:02: On the (Ab)Use of Omega?

Bertrand Maillet, Michele Costola, Massimiliano Caporin and Gregory Jannin

2015:01: A Decomposition and Comparison Analysis of International Water Footprint Time Series

Roberto Roson and Martina Sartori

2014:29: Sparse Graphical Vector Autoregression: A Bayesian Approach

Roberto Casarin, Daniel Felix Ahelegbey and Monica Billio

2014:28: Eligibility and inclusiveness of Long-Term Care Institutional frameworks in Europe: a cross-country comparison

Ludovico Carrino and Cristina Elisa Orso

2014:27: Training and wages of older workers in Europe

Michele Belloni and Claudia Villosio

2014:26: Make-Up and Suspicion in Acquiring-a-Company. An experiment controlling for gender and gender constellations

Daniela Di Cagno, Arianna Galliera, Werner G�th, Noemi Pace and Luca Panaccione

2014:25: European option pricing with constant relative sensitivity probability weighting function

Martina Nardon and Paolo Pianca

2014:24: Measurement error in occupational coding:an analysis on SHARE data

Michele Belloni, Agar Brugiavini, Elena Meschi and Kea Tijdens

2014:23: A Note on Tractable State-Space Model for Symmetric Positive-Definite Matrices

Roberto Casarin

2014:22: A Bayesian Beta Markov Random Field calibration of the term structure of implied risk neutral densities

Roberto Casarin, Fabrizio Leisen, German Molina and Enrique Ter Horst

2014:21: Understanding the dynamics of violent political revolutions in an agent-based framework

Alessandro Moro

2014:20: The opportunity costs of public funds concepts and issues

Jérôme Massiani and Gabriele Picco

2014:19: Growth-cycle phases in China�s provinces: A panel Markov-switching approach

Roberto Casarin, Komla Mawulom Agudze, Monica Billio and Eric Girardin

2014:18: Volatility vs. downside risk: optimally protecting against drawdowns and maintaining portfolio performance

Diana Barro, Elio Canestrelli and Fabio Lanza

2014:17: Fund Ratings: The method reconsidered

Fausto Corradin and Domenico Sartore

2014:16: Why can sectoral shocks lead to sizable macroeconomic fluctuations? Assessing alternative theories by means of stochastic simulation with a general equilibrium model

Roberto Roson and Martina Sartori

2014:15: Q-Learning-based financial trading systems with applications

Marco Corazza and Francesco Bertoluzzo

2014:14: Analyzing Disparities Trends for Health Care Insurance Coverage Among Non-Elderly Adults in the US: Evidence from the Behavioral Risk Factor Surveillance System, 1993-2009

Shireen Assaf, Stefano Campostrini, Cinzia Di Novi, Fang Xu and Carol Gotway Crawford Xu

2014:13: Academic Achievements: Grades versus Duration

Agar Brugiavini, Carlo Carraro and Matija Kovacic

2014:12: Modeling Firm Heterogeneity in International Trade: Do Structural Effects Matter?

Roberto Roson and Kazuhiko Oyamada

2014:11: New-Keynesian Phillips Curve with Bertrand Competition and Endogenous Entry

Federico Etro and Lorenza Rossi

2014:10: Staggered Price Setting, Bertrand Competition and Optimal Monetary Policy

Federico Etro and Lorenza Rossi

2014:09: A General Theory of Endogenous Market Structures

Federico Etro and Paolo Bertoletti

2014:08: The Market for Paintings in Paris between Rococ� and Romanticism

Federico Etro and Elena Stepanova

2014:07: Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets

Roberto Casarin, Monica Billio and Ayokunle Osuntuyi

2014:06: Are Smarter People Better Samaritans? Effect of Cognitive Abilities on Pro-Social Behaviors

Luis Aranda and Martin Siyaranamual

2014:05: The simplicity of optimal trading in order book markets

Paolo Pellizzari and Daniel Ladley

2014:04: Introducing Melitz-Style Firm Heterogeneity in CGE Models: Technical Aspects and Implications

Roberto Roson and Kazuhiko Oyamada

2014:03: College wage premium over time: trends in Europe in the last 15 years

Elena Crivellaro

2014:02: Bargaining Power and Value Sharing in Distribution Networks: a Cooperative Game Theory Approach

Roberto Roson and Franz Hubert

2014:01: Hierarchical Graphical Models, With Application to Systemic Risk

Daniel Felix Ahelegbey and Paolo Giudici

2013:30: The causal effect of parents� schooling on children�s schooling in Europe. A new IV approach

Enkelejda Havari and Marco Savegnago

2013:29: Doubling Up: A Gift or a Shame? Multigenerational Households and Parental Depression of Older Europeans

Luis Aranda

2013:28: On the Mitra--Wan Forest Management Problem in Continuous Time

Silvia Faggian, Giorgio Fabbri and Giuseppe Freni