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
City University of New York, CUNY City College of New York - Department of Economics
Downloads
3,312
2.
Economic Development in the Middle East
PIER Working Paper No. 04-022
Number of pages: 38
Posted: 20 May 2004
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
3,155
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
City University of New York, CUNY City College of New York - Department of Economics and Independent
Downloads
2,529
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
City University of New York, CUNY City College of New York - Department of Economics
Downloads
2,418
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
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Toronto - Rotman School of Management and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 2 versions of this paper
Volatility Forecasting
PIER Working Paper No. 05-011; CFS Working Paper No. 2005/08
Number of pages: 114
Posted: 28 Feb 2005
Downloads
2,289
Volatility Forecasting
NBER Working Paper No. w11188
Number of pages: 113
Posted: 20 May 2005
Last Revised: 29 Jul 2010
Downloads
198
Downloads
2,289
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
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
2,166
7.
Modeling and Forecasting Realized Volatility
PIER Working Paper No. 01-002
Number of pages: 47
Posted: 02 May 2001
Working Paper Series
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and Charles River Associates (CRA) - Utah Office
There are 2 versions of this paper
Modeling and Forecasting Realized Volatility
PIER Working Paper No. 01-002
Number of pages: 47
Posted: 02 May 2001
Downloads
2,048
Modeling and Forecasting Realized Volatility
NBER Working Paper No. w8160
Number of pages: 47
Posted: 09 Mar 2001
Last Revised: 11 Feb 2002
Downloads
120
Downloads
2,048
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
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
1,974
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
Washington University in Saint Louis - John M. Olin Business School and Pontifical Catholic University of Rio de Janeiro (PUC-Rio) - Department of Economics
Downloads
1,903
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
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
1,883
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
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
1,774
12.
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
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Toronto - Rotman School of Management and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 2 versions of this paper
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
Downloads
1,581
Practical Volatility and Correlation Modeling for Financial Market Risk Management
NBER Working Paper No. w11069
Number of pages: 41
Posted: 16 Feb 2005
Downloads
187
Downloads
1,581
13.
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
City University of New York, CUNY City College of New York - Department of Economics and University of Pennsylvania
Downloads
1,576
14.
Projections of Chinese Energy Demands in 2020
PIER Working Paper No. 07-012
Number of pages: 30
Posted: 26 Feb 2007
Working Paper Series
Northeastern University - D’Amore-McKim School of Business and City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,557
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
Temple University - Department of Economics and City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,485
16.
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
Oliver, Wyman & Company, LLC., University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and Oliver Wyman
Downloads
1,380
17.
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
University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
Downloads
1,348
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
Princeton University, City University of New York, CUNY City College of New York - Department of Economics and Harvard University
Downloads
1,344
19.
Geography and Industry Meets Venture Capital
PIER Working Paper No. 07-015
Number of pages: 34
Posted: 02 Apr 2007
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,321
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
University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and University of California, Riverside (UCR) - A. Gary Anderson Graduate School of Management
There are 2 versions of this paper
Forecasting the Term Structure of Government Bond Yields
PIER Working Paper No. 02-026
Number of pages: 48
Posted: 03 Sep 2002
Downloads
1,303
Forecasting the Term Structure of Government Bond Yields
NBER Working Paper No. w10048
Number of pages: 43
Posted: 28 Oct 2003
Downloads
120
Downloads
1,303
21.
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
University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
Downloads
1,216
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
Princeton University and City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,193
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
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Toronto - Rotman School of Management and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 2 versions of this paper
Financial Risk Measurement for Financial Risk Management
PIER Working Paper No. 11-037
Number of pages: 130
Posted: 07 Nov 2011
Downloads
1,161
Financial Risk Measurement for Financial Risk Management
NBER Working Paper No. w18084
Number of pages: 130
Posted: 19 May 2012
Downloads
84
Downloads
1,161
24.
Weather Forecasting for Weather Derivatives
PIER Working Paper No. 01-031
Number of pages: 118
Posted: 25 Sep 2001
Working Paper Series
U.S. Division of Monetary Affairs and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 3 versions of this paper
Weather Forecasting for Weather Derivatives
PIER Working Paper No. 01-031
Number of pages: 118
Posted: 25 Sep 2001
Downloads
1,126
Weather Forecasting for Weather Derivatives
PIER Working Paper No. 02-046
Number of pages: 45
Posted: 22 Dec 2002
Downloads
486
Weather Forecasting for Weather Derivatives
NBER Working Paper No. w10141
Number of pages: 30
Posted: 10 Dec 2003
Downloads
59
Downloads
1,126
25.
Technological Improvements and Comparative Advantage Reconsidered
PIER Working Paper No. 06-023
Number of pages: 11
Posted: 29 Sep 2006
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
1,101
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
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
1,088
27.
Realized Beta: Persistence and Predictability
PIER Working Paper No. 04-018
Number of pages: 63
Posted: 07 May 2004
Working Paper Series
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and University of Georgia - Department of Banking and Finance
Downloads
1,088
28.
Time Series Analysis
PIER Working Paper No. 06-019
Number of pages: 24
Posted: 21 Jun 2006
Working Paper Series
University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), University of Michigan at Ann Arbor - Department of Economics and University of Maryland
Downloads
1,077
29.
Entrepreneurship in Qatar
PIER Working Paper No. 09-025
Number of pages: 19
Posted: 22 Jul 2009
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,049
30.
Entrepreneurship in Oman
PIER Working Paper No. 09-026
Number of pages: 21
Posted: 22 Jul 2009
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,042
31.
The Next Financial Crisis
PIER Working Paper No. 10-027
Number of pages: 23
Posted: 08 Aug 2010
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
1,040
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
University of Pennsylvania - The Wharton School, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), University of Chicago - Booth School of Business and Federal Reserve Bank of Atlanta - Research Department
There are 3 versions of this paper
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
Downloads
962
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
NBER Working Paper No. w15890
Number of pages: 49
Posted: 12 Apr 2010
Downloads
47
The Term Structure of Interest Rates in a DSGE Model with Recursive Preferences
CEPR Discussion Paper No. DP7781
Number of pages: 51
Posted: 19 May 2010
Downloads
4
Downloads
962
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
City University of New York, CUNY City College of New York - Department of Economics and Bar-Ilan University - Department of Management
Downloads
875
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
Washington University in Saint Louis - John M. Olin Business School
Downloads
850
35.
Environmental Economics and Venture Capital
PIER Working Paper No. 10-013
Number of pages: 29
Posted: 12 Apr 2010
Working Paper Series
Independent and City University of New York, CUNY City College of New York - Department of Economics
Downloads
835
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
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
821
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
Northwestern University - Kellogg School of Management, Board of Governors of the Federal Reserve System, Duke University - Finance and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 2 versions of this paper
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
Downloads
799
Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets
NBER Working Paper No. w11312
Number of pages: 56
Posted: 09 Jun 2005
Last Revised: 17 Jul 2009
Downloads
57
Downloads
799
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
Brown University - Department of Economics and Yale University - Economic Growth Center
Downloads
781
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
University of Toronto - Rotman School of Management, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), Singapore Management University, Singapore Management University - School of Economics and Singapore Management University - School of Social Sciences
Downloads
776
40.
Reoccurring Financial Crises in the United States
PIER Working Paper No. 11-006
Number of pages: 27
Posted: 07 Mar 2011
Working Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads
760
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
City University of New York, CUNY City College of New York - Department of Economics
Downloads
755
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
University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
Downloads
737
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
Northwestern University - Kellogg School of Management, Duke University - Finance, University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE) and Charles River Associates (CRA) - Utah Office
Downloads
731
44.
Parametric and Nonparametric Volatility Measurement
PIER Working Paper No. 02-019
Number of pages: 69
Posted: 31 Jul 2002
Working Paper Series
Northwestern University - Kellogg School of Management, Duke University - Finance and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 2 versions of this paper
Parametric and Nonparametric Volatility Measurement
PIER Working Paper No. 02-019
Number of pages: 69
Posted: 31 Jul 2002
Downloads
728
Parametric and Nonparametric Volatility Measurement
NBER Working Paper No. t0279
Number of pages: 68
Posted: 18 Aug 2002
Downloads
53
Downloads
728
45.
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
Northwestern University - Kellogg School of Management, Duke University - Finance and University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE)
There are 2 versions of this paper
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
Downloads
707
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility
CFS Working Paper No. 2003/35
Number of pages: 42
Posted: 01 Dec 2003
Downloads
346
Downloads
707
46.
Crime, Inequality, and Unemployment
PIER Working Paper No. 02-038
Number of pages: 38
Posted: 04 Nov 2002
Working Paper Series
University of Pennsylvania - The Ronald O. Perelman Center for Political Science and Economics (PCPSE), New York University (NYU) - Department of Economics and University of Wisconsin - Madison - Department of Finance, Investment and Banking
Downloads
704
47.
U.S. Venture Capital Meets Clean-Technology
PIER Working Paper No. 09-043
Number of pages: 10
Posted: 03 Dec 2009
Working Paper Series
Independent and City University of New York, CUNY City College of New York - Department of Economics
Downloads
688
48.
An Historical Walk Through Recent Financial Crises
PIER Working Paper No. 11-019
Number of pages: 26
Posted: 08 Jul 2011
Working Paper Series
MBA Poznan-Atlanta and City University of New York, CUNY City College of New York - Department of Economics
Downloads
685
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
Independent and City University of New York, CUNY City College of New York - Department of Economics
Downloads
682
50.
Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
Working Paper Series
London Business School, London Business School, University of Pennsylvania, School of Arts & Sciences, Department of Economics (deceased) and University of Pennsylvania - Department of Economics
There are 3 versions of this paper
Multiplicity in General Financial Equilibrium with Portfolio Constraints
PIER Working Paper No. 06-012
Number of pages: 35
Posted: 27 Mar 2006
Downloads
669
Multiplicity in General Financial Equilibrium with Portfolio Constraints
CEPR Discussion Paper No. 5804
Number of pages: 38
Posted: 11 Oct 2006
Downloads
14
Multiplicity in General Financial Equilibrium with Portfolio Constraints
Journal of Economic Theory, Forthcoming
Posted: 21 Aug 2006
Downloads
669
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