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JEL Code: C36

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1.

Algorithms behind Term Structure Models of Interest Rates II: The Hull-White Trinomial Tree of Interest Rates

Hebrew University Working Paper No. int071899
Number of pages: 17 Posted: 30 Nov 2001
Working Paper Series
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,903
2.

Algorithms behind Term Structure Models of Interest Rates: I. Valuation and Hedging of Interest Rates Derivatives with the Ho-Lee Model

Number of pages: 22 Posted: 30 Nov 2001
Working Paper Series
University of Zurich - Department of Banking and Finance and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 1,335
3.

Determinants of Market Beta: The Impacts of Firm-Specific Accounting Figures and Market Conditions

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 51 Posted: 27 Apr 2011 Last Revised: 10 Feb 2013
Accepted Paper Series
University of Cologne - Department of Banking & Finance and University of Paderborn - Faculty of Business Administration, Economics and Business Computing
Downloads 659
4.

From Correlation to Granger Causality

Crawford School Research Paper No. 13
Number of pages: 37 Posted: 16 Nov 2011 Last Revised: 23 Apr 2012
Working Paper Series
Australian National University (ANU) - Crawford School of Public Policy
Downloads 526
5.

Does Income Inequality Lead to Terrorism? Evidence from the Post-9/11 Era

Discussion Paper Series, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy, University of Freiburg, No. 2015-04
Number of pages: 30 Posted: 13 Jun 2015
Working Paper Series
University of Freiburg - Department of Economics and University of Freiburg
Downloads 302
6.

Political Fundraising Networks

MIT Political Science Department Research Paper No. 2012-28
Number of pages: 28 Posted: 08 Nov 2012 Last Revised: 28 Nov 2012
Working Paper Series
University of California, Berkeley, Students
Downloads 302
7.

Identifying Latent Structures in Panel Data

Number of pages: 75 Posted: 13 Jun 2014 Last Revised: 30 Jun 2016
Working Paper Series
Singapore Management University, Department of Economics, the Chinese University of Hong Kong and Yale University - Cowles Foundation
Downloads 267
8.

Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data

European Stability Mechanism Research Paper No. 15
Number of pages: 41 Posted: 11 Oct 2013 Last Revised: 19 Apr 2017
Working Paper Series
Bank of Slovenia, Goethe University Frankfurt, House of Finance (HoF), Graduate School of Economics, Finance and Management (GSEFM), Students and European Stability Mechanism
Downloads 234
9.

Greenfield Investments, Cross-Border M&As, and Economic Growth in Emerging Countries

Economics and Business Letter, Vol 5, Issue 3, 2016
Number of pages: 10 Posted: 04 Mar 2016 Last Revised: 25 Nov 2016
Accepted Paper Series
University of St. Andrews
Downloads 223
10.

Selecting Instrumental Variables: A Graph-Theoretic Approach

Number of pages: 48 Posted: 01 Sep 2013
Working Paper Series
Sasin of Chulalongkorn University and Duke University - Departments of Economics and Philosophy
Downloads 219
11.

Endogeneity and the Dynamics of Voluntary Disclosure Quality: Is There Really an Effect on the Cost of Equity Capital?

Number of pages: 48 Posted: 16 Jan 2014
Working Paper Series
Stockholm School of Economics
Downloads 218
12.

Does Income Inequality Lead to Terrorism?

CESifo Working Paper Series No. 5821
Number of pages: 36 Posted: 21 Apr 2016
Working Paper Series
University of Freiburg - Department of Economics and University of Freiburg

Multiple version iconThere are 2 versions of this paper

Downloads 185
13.

Government Debt and Economic Growth – Decomposing the Cause and Effect Relationship

Number of pages: 25 Posted: 04 May 2015
Working Paper Series
IBS-Hyderabad
Downloads 172
14.

The Turkish Phillips Curve Experience and the New Keynesian Phillips Curve: A Conceptualization and Application of a Novel Measure for Marginal Costs

International Research Journal of Finance and Economics, Vol. 63, pp. 8-45, 2011
Number of pages: 38 Posted: 20 May 2011
Accepted Paper Series
University of Vienna - Institute of Business Administration
Downloads 167
15.

Avoiding the Pitfalls of Instrumental Variables Estimation with Few or Many Instruments

Number of pages: 61 Posted: 05 Jul 2011
Working Paper Series
Bates College
Downloads 159
16.

Early Retirement Across Europe. Does Non-Standard Employment Increase Participation of Older Workers?

Netspar Discussion Paper No. 10-2014-044
Number of pages: 40 Posted: 16 Oct 2014
Working Paper Series
Leiden University - Department of Economics and Leiden University - Leiden Law School

Multiple version iconThere are 2 versions of this paper

Downloads 150
17.

Intertemporal Labor Force Participation of Married Women in Germany: A Panel Data Analysis

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 17/WP/2011
Number of pages: 24 Posted: 29 Oct 2011
Accepted Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, affiliation not provided to SSRN and Athens University of Economics and Business - Department of Economics
Downloads 150
18.

Some Challenges in the Empirics of the Effects of Networks

Oxford Handbook on the Economics of Networks, Y. Bramoullé, B. Rogers and A. Galeotti (Eds.), Oxford University Press, 2015, Forthcoming , CIRPÉE Working Paper 15-04,
Number of pages: 37 Posted: 19 Feb 2015
Accepted Paper Series
Laval University and Laval University - Département d'Économique
Downloads 146
19.

Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments

PIER Working Paper No. 12-045
Number of pages: 46 Posted: 27 Nov 2012
Working Paper Series
University of Pennsylvania - Department of Economics and University of California, Los Angeles (UCLA) - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 142
20.

A New Method for Uniform Subset Inference of Linear Instrumental Variables Models

Number of pages: 29 Posted: 19 Jun 2015 Last Revised: 22 Jul 2015
Working Paper Series
University of Oregon
Downloads 137
21.

Auctions Versus Negotiations: Evidence from Public Procurement in the Italian Healthcare Sector

CEIS Working Paper No. 191
Number of pages: 37 Posted: 05 Apr 2011
Working Paper Series
University of Rome II Tor Vergata, Faculty of Economics, Department of Economics and Institutions (DEI)
Downloads 128
22.

The Marginal Income Effect of Education on Happiness: Estimating the Direct and Indirect Effects of Compulsory Schooling on Well-Being in Australia

Melbourne Institute Working Paper No. 16/13
Number of pages: 40 Posted: 03 May 2013 Last Revised: 31 May 2013
Working Paper Series
London School of Economics & Political Science (LSE) - Centre for Economic Performance (CEP), University College London and University of Melbourne - Melbourne Institute of Applied Economic and Social Research
Downloads 125
23.

Brain Gain or Brain Waste? The Performance of Return Labor Migrants in the Ukrainian Labor Market

Economics Education and Research Consortium Working Paper No. 11/06E
Number of pages: 46 Posted: 09 Apr 2011
Working Paper Series
Kyiv School of Economics
Downloads 122
24.

Latent Instrumental Variables: A Critical Review

Institute for New Economic Thinking Working Paper Series No. 46
Number of pages: 43 Posted: 05 Aug 2016
Working Paper Series
Columbia University
Downloads 111
25.

Persistence of Informality in a Developing Country

Number of pages: 19 Posted: 03 May 2012
Working Paper Series
Universidad Icesi - Economics & Management and Universidad de Alcalá
Downloads 107
26.

Risk Attitudes, Investment Behavior and Linguistic Variation

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 34/15
Number of pages: 48 Posted: 27 Dec 2015 Last Revised: 04 Dec 2016
Working Paper Series
Ca Foscari University of Venice - Dipartimento di Economia, Ca Foscari University of Venice - Department of Economics and Università degli Studi di Udine

Multiple version iconThere are 2 versions of this paper

Downloads 104
27.

A Tale of Two Cities: Settlement Disparities in School Achievement in Ouagadougou (Burkina Faso)

Number of pages: 37 Posted: 05 Mar 2014 Last Revised: 12 Nov 2014
Working Paper Series
University of Toronto - Department of Economics and University of Montreal
Downloads 102
28.

Impact of Social Network Structure on Content Propagation – A Study Using YouTube Data

Quantitative Marketing and Economics, Vol. 10, No. 1, 2012
Number of pages: 49 Posted: 19 Nov 2012
Accepted Paper Series
Foster School of Business, University of Washington
Downloads 102
29.

The Long-Run Effects of Attending an Elite School: Evidence from the UK

IZA Discussion Paper No. 8617
Number of pages: 84 Posted: 22 Nov 2014
Working Paper Series
IZA Institute of Labor Economics and Institute for Social and Economic Research
Downloads 101
30.

Government Debt and its Macroeconomic Determinants – An Empirical Investigation

Number of pages: 27 Posted: 04 May 2015
Working Paper Series
IBS-Hyderabad
Downloads 99
31.

Industry Characteristics and Financial Risk Contagion

Journal of Banking and Finance, Forthcoming
Number of pages: 48 Posted: 24 Feb 2013 Last Revised: 01 May 2014
Accepted Paper Series
National Sun Yat-sen University - Department of Finance, Adam Smith Business School, University of Glasgow and Universidad Carlos III de Madrid - Department of Business Administration
Downloads 96
32.

Numerical Solutions of PIDEs for the Prices of Bond Options, Swaps, Caps and Floors for Levy-Based Stochastic Interest Rate Models

Number of pages: 19 Posted: 02 May 2010
Working Paper Series
Mälardalen University and University of Calgary
Downloads 84
33.

Can Live Chats Substitute for Reputation? Evidence from Clickstream Data

Number of pages: 40 Posted: 03 Oct 2016 Last Revised: 10 Dec 2016
Working Paper Series
Indiana University - Kelley School of Business, Fudan University - School of Management and University of Washington - Michael G. Foster School of Business
Downloads 81
34.

Causal Paths and Exogeneity Tests in Generalcorr Package for Air Pollution and Monetary Policy

Number of pages: 39 Posted: 07 Jun 2017
Working Paper Series
Fordham University - Department of Economics
Downloads 80
35.

Tail Probabilities and Partial Moments for Quadratic Forms in Multivariate Generalized Hyperbolic Random Vectors

Tinbergen Institute Discussion Paper 13-001/III
Number of pages: 20 Posted: 11 Jan 2013
Working Paper Series
University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 80
36.

Does Foreign Direct Investment Accelerate Vietnamese Economic Growth? – A Simultaneous Equations Approach

Forthcoming, Journal of Developing Areas
Number of pages: 34 Posted: 28 Nov 2016 Last Revised: 24 May 2017
Accepted Paper Series
University of St. Andrews, Newcastle University (UK) and University of Leicester - Department of Economics
Downloads 77
37.

E-Participation: Social Capital and the Internet

FEEM Working Paper No. 081.2014
Number of pages: 58 Posted: 04 Oct 2014
Working Paper Series
Sapienza University of Rome - Department of Economics and Law and STATEC
Downloads 72
38.

Networks in Conflict: Theory and Evidence from the Great War of Africa

University of Zurich, UBS International Center of Economics in Society, Working Paper No. 14
Number of pages: 72 Posted: 17 Dec 2015
Working Paper Series
University of Zurich - Department of Economics, University of Zurich, University of Lausanne and University of Zurich

Multiple version iconThere are 3 versions of this paper

Downloads 72
39.

Adaptive GMM Shrinkage Estimation with Consistent Moment Selection

Number of pages: 61 Posted: 15 Oct 2012 Last Revised: 05 Dec 2012
Working Paper Series
University of California, Los Angeles (UCLA) - Department of Economics
Downloads 70
40.

Trade, Integration, and Interregional Inequality

CESifo Working Paper Series No. 4799
Number of pages: 53 Posted: 24 Jun 2014
Working Paper Series
Technische Universität Dresden Institute of Transport & Economics and Technology University of Braunschweig
Downloads 70
41.

Judicial Errors, Crime Deterrence and Appeals: Evidence from U.S. Federal Courts

Number of pages: 52 Posted: 02 Mar 2016 Last Revised: 03 Oct 2016
Working Paper Series
Frankfurt School of Finance & Management gemeinnützige GmbH
Downloads 68
42.

Do Corporate Cash Holdings Decrease the Impact of Tail Risk Spillovers from the Financial Sector? Evidence from Europe

Number of pages: 54 Posted: 01 Apr 2014 Last Revised: 22 Dec 2014
Working Paper Series
Adam Smith Business School, University of Glasgow, Universidad Carlos III de Madrid - Department of Business Administration and National Sun Yat-sen University - Department of Finance
Downloads 66
43.

The Effect of ISO 14001 on Environmental Performance: Resolving Equivocal Findings

Journal of Environmental Management, Forthcoming
Number of pages: 41 Posted: 19 Oct 2015 Last Revised: 06 Nov 2015
Accepted Paper Series
Waseda University - School of Political Science and Economics, Arizona State University - School of Public Affairs & School of Sustainability, Australian Energy Specialist and Waseda University - School of Commerce
Downloads 63
44.

The Pursuit of Happiness? Subjective Wellbeing and Internal Migration in Great Britain

Number of pages: 31 Posted: 19 Mar 2013
Working Paper Series
University of Manchester
Downloads 63
45.

A Class of Adaptive EM-Based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

Tinbergen Institute Discussion Paper No. 2011-004/4
Number of pages: 53 Posted: 10 Jan 2011
Working Paper Series
Vrije Universiteit Amsterdam - Dept. of Econometrics, Vrije Universiteit Amsterdam and Tinbergen Institute
Downloads 62
46.

Does Gender Matter for Public Spending? Empirical Evidence from Italian Municipalities

Bank of Italy Temi di Discussione (Working Paper) No. 862
Number of pages: 52 Posted: 15 May 2012
Working Paper Series
Bank of Italy and Bank of Italy
Downloads 62
47.

Pca2: Implementing a Strategy to Reduce the Instrument Count in Panel GMM

Quaderni - Working Paper DSE N° 960,
Number of pages: 25 Posted: 02 Sep 2014
Working Paper Series
University of Bologna - Department of Economics and University of Bologna - School of Economics, Management, and Statistics
Downloads 59
48.

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo

Tinbergen Institute Discussion Paper 12-098/III
Number of pages: 35 Posted: 27 Sep 2012
Working Paper Series
University of Chicago, Booth School of Business (Deceased), Melbourne Business School, Maastricht University - Department of Quantitative Economics, Vrije Universiteit Amsterdam - Dept. of Econometrics and Tinbergen Institute
Downloads 58
49.

Causal Effects of Maternal Time-Investment on Children's Cognitive Outcomes

Center for Applied Economics, Working Paper 285
Number of pages: 45 Posted: 23 Apr 2013
Working Paper Series
University of Chile - Center of Applied Economics (CEA) and Claremont Colleges - Claremont Graduate University
Downloads 58
50.

Why Do Banks Default When Asset Quality is High?

The International Journal of Business and Finance Research, Vol. 6, No.1, pp. 83-96, 2012
Number of pages: 14 Posted: 05 Jan 2012
Accepted Paper Series
Kainan University, Kainan University and Kainan University - Department of Banking and Finance
Downloads 58