SSRN Penn Institute for Economic Research (PIER) Working Paper Series

1.

Role of Islamic Banks in Economic Development

MPRA Paper No. 6449

Number of pages: 77 Posted: 25 May 2007 Last Revised: 23 Dec 2008

Accepted Paper Series

Shahid Saleem

Judge Business School, University of Cambridge

Downloads 4,475

2.

Financial Markets of the Middle East and North Africa: The Past and Present

PIER Working Paper No. 03-017

Number of pages: 37 Posted: 25 Jun 2003

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 3,279

3.

Economic Development in the Middle East

PIER Working Paper No. 04-022

Number of pages: 38 Posted: 20 May 2004

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 3,072

4.

What One Can Learn from the Initial Public Offering of Google? A Twenty-Year Excursion to the Venture Capital Industry

PIER Working Paper No. 04-041

Number of pages: 24 Posted: 25 Oct 2004

Working Paper Series

Yochanan Shachmurove and Emanuel Shachmurove

City University of New York, CUNY City College of New York - Department of Economics and Independent

Downloads 2,493

5.

The Reality of IPO Performance: An Empirical Study of Venture-Backed Public Companies

PIER Working Paper No. 04-030

Number of pages: 24 Posted: 26 Jul 2004

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 2,350

6.

Volatility Forecasting

PIER Working Paper No. 05-011; CFS Working Paper No. 2005/08

Number of pages: 114 Posted: 28 Feb 2005

Working Paper Series

Torben G. Andersen, Tim Bollerslev, Peter Christoffersen and Francis X. Diebold

Northwestern University - Kellogg School of Management, Duke University - Finance, University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics

There are 2 versions of this paper

Downloads 2,214

7.

South Africa's International Competitiveness: A Product Level Analysis

PIER Working Paper No. 03-020

Number of pages: 32 Posted: 04 Aug 2003

Working Paper Series

Mitchell H. Kellman, Trevor Roxo and Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics, University of Transkei - Department of Business Management and City University of New York, CUNY City College of New York - Department of Economics

Downloads 2,123

8.

Modeling and Forecasting Realized Volatility

PIER Working Paper No. 01-002

Number of pages: 47 Posted: 02 May 2001

Working Paper Series

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Paul Labys

Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office

There are 2 versions of this paper

Downloads 1,996

9.

How the Dragon Captured the World Export Markets: Outsourcing and Foreign Investment Lead the Way

PIER Working Paper No. 04-042

Number of pages: 44 Posted: 03 Dec 2004

Working Paper Series

F. Gerard Adams, Byron Gangnes and Yochanan Shachmurove

Northeastern University - D’Amore-McKim School of Business, University of Hawaii - Department of Economics and City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,938

10.

How Good is the Exponential Function Discounting Formula?: An Experimental Study

PIER Working Paper No. 03-015

Number of pages: 44 Posted: 27 Jun 2003

Working Paper Series

Uri Ben-Zion, Yochanan Shachmurove and Joseph Yagil

Technion-Israel Institute of Technology - The William Davidson Faculty of Industrial Engineering & Management, City University of New York, CUNY City College of New York - Department of Economics and University of Haifa - Graduate School of Business

Downloads 1,864

11.

Sharing of Control as a Corporate Governance Mechanism

PIER Working Paper No. 01-029; U of Penn, Inst for Law & Econ Research Paper 01-12

Number of pages: 44 Posted: 18 Jul 2001

Working Paper Series

Armando R. Gomes and Walter Novaes

Washington University in Saint Louis - John M. Olin Business School and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics

Downloads 1,852

12.

Size Does Matter: International Trade and Population Size

PIER Working Paper No. 04-035

Number of pages: 22 Posted: 13 Sep 2004

Working Paper Series

Yochanan Shachmurove and Uriel Spiegel

City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management

Downloads 1,734

13.

Practical Volatility and Correlation Modeling for Financial Market Risk Management

PIER Working Paper No. 05-007, CFS Working Paper 2005/02

Number of pages: 41 Posted: 21 Jan 2005

Working Paper Series

Torben G. Andersen, Tim Bollerslev, Peter Christoffersen and Francis X. Diebold

Northwestern University - Kellogg School of Management, Duke University - Finance, University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics

There are 2 versions of this paper

Downloads 1,571

14.

Choosing Between Promising and Crowded Industries: How Does the Venture Capital Industry Fare in Each?

PIER Working Paper No. 04-044

Number of pages: 25 Posted: 17 Dec 2004

Working Paper Series

Yochanan Shachmurove and Amir Shachmurove

City University of New York, CUNY City College of New York - Department of Economics and University of Pennsylvania

Downloads 1,547

15.

Projections of Chinese Energy Demands in 2020

PIER Working Paper No. 07-012

Number of pages: 30 Posted: 26 Feb 2007

Working Paper Series

F. Gerard Adams and Yochanan Shachmurove

Northeastern University - D’Amore-McKim School of Business and City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,522

16.

European Stock Market Dynamics Before and After the Introduction of the Euro

PIER Working Paper No. 05-028

Number of pages: 27 Posted: 11 Nov 2005

Working Paper Series

Joseph Friedman and Yochanan Shachmurove

Temple University - Department of Economics and City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,452

17.

Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing

PIER Working Paper No. 01-004

Number of pages: 46 Posted: 02 May 2001

Working Paper Series

Anil Bangia, Francis X. Diebold and Til Schuermann

Oliver, Wyman & Company, LLC., University of Pennsylvania - Department of Economics and Oliver Wyman

Downloads 1,353

18.

The Role of Turkish Immigrants in Entrepreneurial Activities in Germany

PIER Working Paper No. 05-029

Number of pages: 45 Posted: 11 Nov 2005

Working Paper Series

Amelie F. Constant, Yochanan Shachmurove and Klaus F. Zimmermann

Princeton University, City University of New York, CUNY City College of New York - Department of Economics and Harvard University

Downloads 1,302

19.

Geography and Industry Meets Venture Capital

PIER Working Paper No. 07-015

Number of pages: 34 Posted: 02 Apr 2007

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,293

20.

Forecasting the Term Structure of Government Bond Yields

PIER Working Paper No. 02-026

Number of pages: 48 Posted: 03 Sep 2002

Working Paper Series

Francis X. Diebold and Canlin Li

University of Pennsylvania - Department of Economics and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management

There are 2 versions of this paper

Downloads 1,275

21.

The Comparison of Incomes of Self-Employed and Salaried Workers Among German Nationals and Immigrants

PIER Working Paper No. 05-030

Number of pages: 42 Posted: 28 Nov 2005

Working Paper Series

Amelie F. Constant and Yochanan Shachmurove

Princeton University and City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,167

22.

Financial Risk Measurement for Financial Risk Management

PIER Working Paper No. 11-037

Number of pages: 130 Posted: 07 Nov 2011

Working Paper Series

Torben G. Andersen, Tim Bollerslev, Peter Christoffersen and Francis X. Diebold

Northwestern University - Kellogg School of Management, Duke University - Finance, University of Toronto - Rotman School of Management and University of Pennsylvania - Department of Economics

There are 2 versions of this paper

Downloads 1,125

23.

Weather Forecasting for Weather Derivatives

PIER Working Paper No. 01-031

Number of pages: 118 Posted: 25 Sep 2001

Working Paper Series

Sean D. Campbell and Francis X. Diebold

U.S. Division of Monetary Affairs and University of Pennsylvania - Department of Economics

There are 3 versions of this paper

Downloads 1,109

24.

On the Origin(s) and Development of the Term 'Big Data'

PIER Working Paper No. 12-037

Number of pages: 8 Posted: 26 Sep 2012

Working Paper Series

Francis X. Diebold

University of Pennsylvania - Department of Economics

Downloads 1,108

25.

Technological Improvements and Comparative Advantage Reconsidered

PIER Working Paper No. 06-023

Number of pages: 11 Posted: 29 Sep 2006

Working Paper Series

Yochanan Shachmurove and Uriel Spiegel

City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management

Downloads 1,075

26.

Realized Beta: Persistence and Predictability

PIER Working Paper No. 04-018

Number of pages: 63 Posted: 07 May 2004

Working Paper Series

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Jin (Ginger) Wu

Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and University of Georgia - Department of Banking and Finance

Downloads 1,062

27.

Time Series Analysis

PIER Working Paper No. 06-019

Number of pages: 24 Posted: 21 Jun 2006

Working Paper Series

Francis X. Diebold, Lutz Kilian and Marc Nerlove

University of Pennsylvania - Department of Economics, University of Michigan at Ann Arbor - Department of Economics and University of Maryland

Downloads 1,061

28.

In the Same Boat: Exchange Rate Interdependence in the Asia-Pacific Region

PIER Working Paper No. 07-019

Number of pages: 24 Posted: 11 Jul 2007

Working Paper Series

Yochanan Shachmurove and Tomer Shachmurove

City University of New York, CUNY City College of New York - Department of Economics and Pennsylvania State University - College of the Liberal Arts - Department of Economic

Downloads 1,056

29.

Entrepreneurship in Qatar

PIER Working Paper No. 09-025

Number of pages: 19 Posted: 22 Jul 2009

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,004

30.

Entrepreneurship in Oman

PIER Working Paper No. 09-026

Number of pages: 21 Posted: 22 Jul 2009

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,002

31.

The Next Financial Crisis

PIER Working Paper No. 10-027

Number of pages: 23 Posted: 08 Aug 2010

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 1,000

32.

The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences

PIER Working Paper No. 10-011

Number of pages: 50 Posted: 15 Mar 2010 Last Revised: 15 Sep 2013

Working Paper Series

Jules H. van Binsbergen, Jesús Fernández-Villaverde, Ralph S. J. Koijen and Juan Francisco Rubio-Ramirez

University of Pennsylvania - The Wharton School, University of Pennsylvania - Department of Economics, New York University (NYU) - Department of Finance and Federal Reserve Bank of Atlanta - Research Department

There are 3 versions of this paper

Downloads 918

33.

Ricardo Meets China, India and U.S. Three Hundred Years Later

PIER Working Paper No. 09-015

Number of pages: 36 Posted: 24 Apr 2009

Working Paper Series

Yochanan Shachmurove and Uriel Spiegel

City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management

Downloads 845

34.

Takeovers, Freezeouts, and Risk Arbitrage

PIER Working Paper No. 01-027; U of Penn, Inst for Law & Econ Research Paper 01-10

Number of pages: 48 Posted: 18 Jul 2001

Working Paper Series

Armando R. Gomes

Washington University in Saint Louis - John M. Olin Business School

Downloads 828

35.

A Personal Perspective on the Origin(s) and Development of 'Big Data': The Phenomenon, the Term, and the Discipline, Second Version

PIER Working Paper No. 13-003

Number of pages: 8 Posted: 18 Jan 2013

Working Paper Series

Francis X. Diebold

University of Pennsylvania - Department of Economics

Downloads 827

36.

Environmental Economics and Venture Capital

PIER Working Paper No. 10-013

Number of pages: 29 Posted: 12 Apr 2010

Working Paper Series

Emanuel Shachmurove and Yochanan Shachmurove

Independent and City University of New York, CUNY City College of New York - Department of Economics

Downloads 805

37.

Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets

PIER Working Paper No. 04-028; Simon School Working Paper No. FR 04-13

Number of pages: 51 Posted: 30 Jun 2004

Working Paper Series

Torben G. Andersen, Clara Vega, Tim Bollerslev and Francis X. Diebold

Northwestern University - Kellogg School of Management, Board of Governors of the Federal Reserve System, Duke University - Finance and University of Pennsylvania - Department of Economics

There are 2 versions of this paper

Downloads 789

38.

Boom and Bust of the Spanish Economy

PIER Working Paper No. 11-011

Number of pages: 30 Posted: 06 May 2011

Working Paper Series

Tomer Shachmurove and Yochanan Shachmurove

Pennsylvania State University - College of the Liberal Arts - Department of Economic and City University of New York, CUNY City College of New York - Department of Economics

Downloads 787

39.

Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence

PIER Working Paper No. 06-016

Number of pages: 32 Posted: 12 Jun 2006

Working Paper Series

Peter Christoffersen, Francis X. Diebold, Roberto S. Mariano, Anthony S. Tay and Yiu Kuen Tse

University of Toronto - Rotman School of Management, University of Pennsylvania - Department of Economics, Singapore Management University, Singapore Management University - School of Economics and Singapore Management University - School of Social Sciences

Downloads 741

40.

Economic Geography, Venture Capital and Focal Points of Entrepreneurial Activity

PIER Working Paper No. 09-032

Number of pages: 20 Posted: 24 Aug 2009

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 728

41.

Democratization, Decentralization and the Distribution of Local Public Goods in a Poor Rural Economy

PIER Working Paper No. 01-056

Number of pages: 56 Posted: 13 Feb 2002

Working Paper Series

Andrew D. Foster and Mark R. Rosenzweig

Brown University - Department of Economics and Yale University - Economic Growth Center

Downloads 727

42.

Reoccurring Financial Crises in the United States

PIER Working Paper No. 11-006

Number of pages: 27 Posted: 07 Mar 2011

Working Paper Series

Yochanan Shachmurove

City University of New York, CUNY City College of New York - Department of Economics

Downloads 726

43.

Parametric and Nonparametric Volatility Measurement

PIER Working Paper No. 02-019

Number of pages: 69 Posted: 31 Jul 2002

Working Paper Series

Torben G. Andersen, Tim Bollerslev and Francis X. Diebold

Northwestern University - Kellogg School of Management, Duke University - Finance and University of Pennsylvania - Department of Economics

There are 2 versions of this paper

Downloads 720

44.

The Distribution of Realized Exchange Rate Volatility

PIER Working Paper No. 01-003

Number of pages: 32 Posted: 02 May 2001

Working Paper Series

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold and Paul Labys

Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - Department of Economics and Charles River Associates (CRA) - Utah Office

Downloads 718

45.

Crime, Inequality, and Unemployment

PIER Working Paper No. 02-038

Number of pages: 38 Posted: 04 Nov 2002

Working Paper Series

Ken Burdett, Ricardo Lagos and Randall Wright

University of Pennsylvania - Department of Economics, New York University (NYU) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking

Downloads 681

46.

Was Malthus Right? Economic Growth and Population Dynamics

PIER Working Paper No. 01-046

Number of pages: 45 Posted: 16 Dec 2001

Working Paper Series

Jesús Fernández-Villaverde

University of Pennsylvania - Department of Economics

Downloads 681

47.

Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility

PIER Working Paper No. 03-025

Number of pages: 41 Posted: 06 Nov 2003

Working Paper Series

Torben G. Andersen, Tim Bollerslev and Francis X. Diebold

Northwestern University - Kellogg School of Management, Duke University - Finance and University of Pennsylvania - Department of Economics

There are 2 versions of this paper

Downloads 677

48.

U.S. Venture Capital Meets Clean-Technology

PIER Working Paper No. 09-043

Number of pages: 10 Posted: 03 Dec 2009

Working Paper Series

Emanuel Shachmurove and Yochanan Shachmurove

Independent and City University of New York, CUNY City College of New York - Department of Economics

Downloads 657

49.

Venture Capital Meets Industrial Sector and Location

PIER Working Paper No. 09-042

Number of pages: 12 Posted: 03 Dec 2009

Working Paper Series

Emanuel Shachmurove and Yochanan Shachmurove

Independent and City University of New York, CUNY City College of New York - Department of Economics

Downloads 653

50.

An Historical Walk Through Recent Financial Crises

PIER Working Paper No. 11-019

Number of pages: 26 Posted: 08 Jul 2011

Working Paper Series

Tad Kowalski and Yochanan Shachmurove

MBA Poznan-Atlanta and City University of New York, CUNY City College of New York - Department of Economics

Downloads 649


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