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Economic Research Initiatives at Duke (ERID) Working Papers Series

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Viewing: 1 - 50 of 519 papers

1.

Expected Stock Returns and Variance Risk Premia

AFA 2008 New Orleans Meetings Paper, Review of Financial Studies, Forthcoming, Duke Department of Economics Research Paper No. 5, CREATES Research Paper No. 2008-48
Number of pages: 41 Posted: 21 Sep 2006 Last Revised: 14 Dec 2008
Working Paper Series
Duke University - Finance, Duke University - Economics Group and Tsinghua University - PBC School of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 2,763
2.

A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation

Number of pages: 37 Posted: 07 Nov 1999
Working Paper Series
UCLA Anderson, Duke University - Fuqua School of Business, Economics Group, University of North Carolina Kenan-Flagler Business School and Duke University - Economics Group
Downloads 2,298
3.

Dynamic Trading Strategies and Portfolio Choice

Number of pages: 27 Posted: 24 Sep 2004
Working Paper Series
Duke University and NBER, Duke University - Fuqua School of Business and Stockholm School of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 1,431
4.

The Methodology of Econometrics

Number of pages: 49 Posted: 25 May 2005
Working Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 1,400
5.

Stabilization Policy and the Costs of Dollarization

Number of pages: 28 Posted: 09 Aug 2000
Working Paper Series
Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 1,342
6.

Closing Small Open Economy Models

Number of pages: 15 Posted: 11 Nov 2001
Working Paper Series
Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,153
7.

Optimal Fiscal And Monetary Policy Under Sticky Prices

Number of pages: 31 Posted: 16 Jul 2001
Working Paper Series
Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 1,143
8.

Vanguard Versus DFA & Wisdomtree, and the Value Added by Dan Wiener’s Independent Adviser for Vanguard Investors

Number of pages: 20 Posted: 14 Nov 2009 Last Revised: 14 Jan 2010
Working Paper Series
Duke University - Department of Economics and Duke University
Downloads 1,110
9.

Merger Mechanisms

FEEM Working Paper No. 07.2004
Number of pages: 38 Posted: 19 Feb 2004
Working Paper Series
SUNY at Stony Brook University, College of Arts and Science, Department of Economics, Duke University - Fuqua School of Business and Fuqua School - Duke University
Downloads 1,096
10.

Individual Behavior and Group Membership

Number of pages: 40 Posted: 05 Apr 2006
Working Paper Series
University of California, Santa Barbara - Department of Economics, University of Pittsburgh - Department of Economics and University of Minnesota - Twin Cities - Department of Economics
Downloads 1,080
11.

Longer Patents for Increased Generic Competition: the Waxman-Hatch Act after One Decade

Duke Economics Working Paper #95-11
Number of pages: 34 Posted: 26 Nov 1997
Working Paper Series
Duke University - Department of Economics and Duke University - Department of Economics
Downloads 1,026
12.

Which Moments to Match?

Number of pages: 33 Posted: 13 Mar 1998
Working Paper Series
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 1,006
13.

Optimal Fiscal and Monetary Policy Under Imperfect Competition

Number of pages: 28 Posted: 29 Jan 2001
Working Paper Series
Columbia University - Graduate School of Arts and Sciences - Department of Economics and Centre for Economic Policy Research (CEPR)

Multiple version iconThere are 3 versions of this paper

Downloads 982
14.

Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function

Number of pages: 25 Posted: 03 Aug 2001
Working Paper Series
Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics

Multiple version iconThere are 3 versions of this paper

Downloads 957
15.

Can Exchange Rates Forecast Commodity Prices?

Economic Research Initiatives at Duke (ERID) Working Paper No. 1
Number of pages: 49 Posted: 28 Jul 2008 Last Revised: 06 May 2010
Working Paper Series
University of Washington - Department of Economics, Harvard University - Department of Economics and Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI)
Downloads 944
16.

Causality in Economics and Econometrics

Number of pages: 29 Posted: 18 Sep 2006
Working Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 935
17.

Volume, Volatility, and Leverage: A Dynamic Analysis

Number of pages: 46 Posted: 12 May 1997
Working Paper Series
Duke University - Economics Group, Duke University and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 931
18.

The Effectiveness of Juvenile Correctional Facilities: Public versus Private Management

Journal of Law and Economics, Vol. 48, pp. 549-89, 2005
Number of pages: 41 Posted: 04 Jan 2006
Accepted Paper Series
Duke University - Department of Economics and Columbia Law School
Downloads 911
19.

Trust and Efficiency

Number of pages: 44 Posted: 15 Mar 2000
Working Paper Series
International Monetary Fund (IMF) and Duke University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 890
20.

Soviet and Russian Statistics on Alcohol Consumption and Abuse

Number of pages: 38 Posted: 29 Apr 1997
Working Paper Series
Duke University
Downloads 889
21.

Expanding 'Choice' in School Choice

Economic Research Initiatives at Duke (ERID) Research Paper No. 20
Number of pages: 54 Posted: 29 Nov 2008 Last Revised: 13 Apr 2009
Working Paper Series
Duke University - Department of Economics, Columbia University and Osaka University - Graduate School of Economics
Downloads 883
22.

Move to Markets? An Empirical Analysis of Privatization in Developing Countries

FEEM Working Paper No. 107.2002
Number of pages: 39 Posted: 16 Dec 2002
Working Paper Series
World Bank - Europe and Central Asia Region and Duke University - Department of Political Science
Downloads 882
23.

The Financial Power of the Powerless: Socio-Economic Status and Interest Rates under Partial Rule of Law

Economic Research Initiatives at Duke (ERID) Working Paper No. 175
Number of pages: 67 Posted: 23 Oct 2014 Last Revised: 25 Mar 2016
Working Paper Series
Duke University - Department of Economics and Chapman University - The George L. Argyros School of Business & Economics
Downloads 881
24.

Alternative Models of Stock Prices Dynamics

Number of pages: 38 Posted: 31 Jan 2001
Working Paper Series
UCLA Anderson, Duke University - Fuqua School of Business, Economics Group, University of North Carolina Kenan-Flagler Business School and Duke University - Economics Group
Downloads 874
25.

Realized Jumps on Financial Markets and Predicting Credit Spreads

FEDS Working Paper No. 2006-35, Journal of Econometrics, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper No. 7, AFA 2008 New Orleans Meetings Paper
Number of pages: 44 Posted: 23 Mar 2007 Last Revised: 25 Sep 2008
Working Paper Series
Duke University - Economics Group and Tsinghua University - PBC School of Finance
Downloads 854
26.

MIT’s Openness to Jewish Economists

Center for the History of Political Economy CHOPE Working Paper No. 2013-05, Economic Research Initiatives at Duke (ERID) Working Paper
Number of pages: 16 Posted: 30 Jun 2013
Working Paper Series
Duke University - Department of Economics
Downloads 843
27.

Dollarization and Seignorage: How Much is at Stake?

Number of pages: 3 Posted: 15 Nov 1999
Working Paper Series
Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics
Downloads 802
28.

Can Oil Prices Forecast Exchange Rates?

Economic Research Initiatives at Duke Working Paper No. 95
Number of pages: 54 Posted: 12 May 2011
Accepted Paper Series
affiliation not provided to SSRN, Universitat Pompeu Fabra - Centre de Recerca en Economia Internacional (CREI) and Harvard University - Department of Economics
Downloads 770
29.

The Crisis in Economic Theory: A Review Essay

The Center for the History of Political Economy Working Paper Series
Number of pages: 27 Posted: 11 Nov 2015 Last Revised: 03 Jun 2016
Working Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 717
30.

The Scale of Entrepreneurship in Middle Eastern History: Inhibitive Roles of Islamic Institutions

Economic Research Initiatives at Duke (ERID) Working Paper No. 10
Number of pages: 56 Posted: 11 Sep 2008 Last Revised: 30 Sep 2009
Working Paper Series
Duke University - Department of Economics
Downloads 712
31.

Leverage and Volatility Feedback Effects in High-Frequency Data

Number of pages: 34 Posted: 18 Aug 2005
Working Paper Series
Duke University - Finance, Brattle Group and Duke University - Economics Group

Multiple version iconThere are 2 versions of this paper

Downloads 699
32.

Estimation of Continuous Time Models for Stock Returns and Interest Rates

Number of pages: 43 Posted: 12 May 1997
Working Paper Series
Duke University - Fuqua School of Business, Economics Group and Duke University - Economics Group
Downloads 640
33.

Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility

Economic Research Initiatives at Duke (ERID) Working Paper No. 168
Number of pages: 63 Posted: 15 Oct 2011 Last Revised: 18 Nov 2013
Accepted Paper Series
Duke University - Department of Economics and University of Oxford - Department of Economics
Downloads 640
34.

Tails, Fears and Risk Premia

Journal of Finance, Forthcoming, Economic Research Initiatives at Duke (ERID) Working Paper Paper No. 34
Number of pages: 49 Posted: 14 Apr 2010 Last Revised: 26 Jan 2011
Accepted Paper Series
Duke University - Finance and Northwestern University

Multiple version iconThere are 2 versions of this paper

Downloads 615
35.

John Maynard Keynes of Bloomsbury: Four Short Talks

Economic Research Initiatives at Duke (ERID) Research Paper No. 23
Number of pages: 26 Posted: 25 Feb 2009 Last Revised: 13 Apr 2009
Working Paper Series
Duke University - Department of Economics, Duke University - Departments of Economics and Philosophy, Duke University - Department of Economics and Duke University - Department of Economics
Downloads 600
36.

Should the Equities in the North Carolina State Employees’ Pension Fund Be Indexed or Actively Managed?

Economic Research Initiatives at Duke (ERID) Working Paper No. 210
Number of pages: 20 Posted: 25 Feb 2016 Last Revised: 24 May 2016
Working Paper Series
Duke University - Department of Economics
Downloads 582
37.

Real Exchange Rate Targeting and Macroeconomic Instability

Number of pages: 32 Posted: 07 Sep 2000
Working Paper Series
Columbia University - Graduate School of Arts and Sciences - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 576
38.

Pirates of the Mediterranean: An Empirical Investigation of Bargaining with Asymmetric Information

Economic Research Initiatives at Duke (ERID) Working Paper No. 115
Number of pages: 56 Posted: 04 Nov 2011 Last Revised: 19 Nov 2014
Accepted Paper Series
Duke University - Department of Economics, Harvard University - Department of Economics and Vienna University of Economics and Business
Downloads 564
39.

Market Efficiency, Asset Returns, and the Size of the Risk Premium in Global Equity Markets

Number of pages: 54 Posted: 30 Jan 2002
Working Paper Series
Duke University and NBER and University of North Carolina Kenan-Flagler Business School
Downloads 561
40.

Why and How to Teach the History of Economic Thought: Economics as Historically Produced Knowledge

INTERNATIONAL HANDBOOK ON TEACHING AND LEARNING ECONOMICS, Gail Hoyt and KimMarie McGoldrick, eds., Edward Elgar, 2011, CHOPE Working Paper No. 2011-07 , Economic Research Initiatives at Duke (ERID) Working Paper Series
Number of pages: 27 Posted: 16 Apr 2011
Accepted Paper Series
York University and Michigan State University - James Madison College
Downloads 555
41.

The Sport League's Dilemma: Competitive Balance Versus Incentives To Win

Tilburg University CentER for Economic Research Working Paper No. 2000-109
Number of pages: 36 Posted: 20 Nov 2000
Working Paper Series
Centre for Economic Policy Research (CEPR) and University of Pittsburgh - Department of Economics
Downloads 510
42.

Liquidity Traps with Global Taylor Rules

Number of pages: 25 Posted: 26 Sep 2000
Working Paper Series
Centre for Economic Policy Research (CEPR) and Columbia University - Graduate School of Arts and Sciences - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 488
43.

Supplier Surfing: Competition and Consumer Behavior in Subscription Markets

Number of pages: 42 Posted: 14 Oct 1999
Working Paper Series
Duke University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 484
44.

Economic Modernization in Late British India: Hindu-Muslim Differences

Economic Research Initiatives at Duke (ERID) Working Paper No. 92
Number of pages: 44 Posted: 25 Jan 2011 Last Revised: 23 Mar 2012
Working Paper Series
Duke University - Department of Economics and University of Southern California - Center for Religion and Civic Culture

Multiple version iconThere are 2 versions of this paper

Downloads 469
45.

Tobin’s Q Versus Cape versus Caper: Predicting Stock Market Returns Using Fundamentals and Momentum

Economic Research Initiatives at Duke (ERID) Working Paper
Number of pages: 27 Posted: 24 Jan 2012
Working Paper Series
Duke University - Department of Economics

Multiple version iconThere are 2 versions of this paper

Downloads 467
46.

Estimation of Stochastic Volatility Models with Diagnostics

Number of pages: 42 Posted: 27 Nov 1997
Working Paper Series
Duke University - Fuqua School of Business, Economics Group, Duke University - Fuqua School of Business and Duke University - Economics Group
Downloads 457
47.

Consumption, Dividends, and the Cross-Section of Equity Returns

Twelfth Annual Utah Winter Finance Conference
Number of pages: 46 Posted: 26 Sep 2001
Working Paper Series
Duke University and NBER, University of Michigan, Stephen M. Ross School of Business and University of North Carolina Kenan-Flagler Business School
Downloads 454
48.

A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects

Number of pages: 43 Posted: 24 Aug 2005
Working Paper Series
Duke University - Finance, University of Bonn, Department of Economics, Ludwig Maximilian University of Munich - Department of Statistics and Duke University - Economics Group
Downloads 452
49.

Expropriation Risk and Return in Global Equity Markets

EFA 2002 Berlin Meetings Presented Paper
Number of pages: 35 Posted: 16 Feb 2002
Working Paper Series
Stockholm School of Economics and Duke University and NBER
Downloads 444
50.

Microfoundations and the Ontology of Macroeconomics

Number of pages: 39 Posted: 26 Sep 2006
Working Paper Series
Duke University - Departments of Economics and Philosophy
Downloads 444