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Penn Institute for Economic Research (PIER) Working Paper Series

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1.

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 3,344
2.

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 3,193
3.

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 2,566
4.

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 2,452
5.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,304
6.

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 2,197
7.

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

Multiple version iconThere are 2 versions of this paper

Downloads 2,059
8.

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 2,004
9.

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 1,918
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 1,909
11.

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 1,808
12.

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 1,605
13.

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 1,590
14.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,585
15.

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 1,513
16.

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 1,469
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 1,390
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 1,373
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 1,352
20.

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 1,337
21.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,307
22.

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 1,220
23.

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

Multiple version iconThere are 2 versions of this paper

Downloads 1,173
24.

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

Multiple version iconThere are 3 versions of this paper

Downloads 1,132
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 1,129
26.

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 1,114
27.

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 1,096
28.

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 1,094
29.

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 1,085
30.

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 1,080
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 1,076
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, University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department

Multiple version iconThere are 3 versions of this paper

Downloads 977
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 907
34.

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 863
35.

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 854
36.

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 851
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

Multiple version iconThere are 2 versions of this paper

Downloads 803
38.

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 796
39.

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 792
40.

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 788
41.

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 783
42.

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 755
43.

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 740
44.

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

Multiple version iconThere are 2 versions of this paper

Downloads 729
45.

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 715
47.

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 713
48.

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 712
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 711
50.

Adam Smith Meets an Index of Specialization in International Trade

PIER Working Paper No. 10-029
Number of pages: 24 Posted: 07 Aug 2010
Working Paper Series
Mitchell H. Kellman and Yochanan Shachmurove
City University of New York, CUNY City College of New York - Department of Economics and City University of New York, CUNY City College of New York - Department of Economics
Downloads 696