2936 Discussion Papers

• 20-010/IV - Multiple buffer CoCos and their impact on financial stability

  Author: Ioana Neamtu, University of Amsterdam

  Date: February 09, 2020

• 20-009/III - Dynamic clustering of multivariate panel data

  Authors: André Lucas, Vrije Universiteit Amsterdam ; Julia Schaumburg , Vrije Universiteit Amsterdam ; Bernd Schwaab, European Central Bank, Financial Research

  Date: February 04, 2020

• 20-008/III - Financial Linkages and Sectoral Business Cycle Synchronization: Evidence from Europe

  Authors: Hannes Boehm, Halle Institute for Economic Research; Julia Schaumburg, Vrije Universiteit Amsterdam; Lena Tonzer, Halle Institute for Economic Research

  Date: February 04, 2020

• 20-007/II - Crowded trades, market clustering, and price instability

  Authors: Marc van Kralingen, Aegon N.V.; Diego Garlaschelli, Lorentz Institute; Karolina Scholtus, Erasmus University; Iman van Lelyveld, Vrije Universiteit Amsterdam

  Date: February 04, 2020

• 20-006/IV - How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union

  Authors: Mark Mink, De Nederlandsche Bank; Rodney Ramcharan, Marshall School of Business; Iman van Lelyveld, Vrije Universiteit Amsterdam

  Date: February 04, 2020

• 20-005/VII - Event Studies in Merger Analysis: Review and an Application Using U.S. TNIC Data

  Author: Timo Klein, University of Amsterdam

  Date: January 27, 2020

• 20-004/III - Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects

  Authors: Paolo Gorgi, Vrije Universiteit Amsterdam; Siem Jan Koopman, Vrije Universiteit Amsterdam

  Date: January 27, 2020

• 20-003/VIII - Leaving the Tub: the Nature and Dynamics of Hypercongestion in a Bathtub Model with a Restricted Downstream Exit

  Authors: Yue Bao, VU University Amsterdam; Erik T. Verhoef, VU University Amsterdam; Paul Koster, VU University Amsterdam

  Date: January 13, 2020

• 20-002/VIII - Emergent hypercongestion in Vickrey bottleneck networks

  Authors: Dario Frascaria, VU Amsterdam; Neil Olver, London School of Economics and Political Science; Erik T. Verhoef, VU Amsterdam

  Date: January 06, 2020

• 20-001/VIII - OPEC, Unconventional Oil and Climate Change - On the importance of the order of extraction

  Authors: Hassan Benchekroun, McGill University; Gerard van der Meijden , Vrije Universiteit Amsterdam; Cees Withagen, IPAG Business School (Paris)

  Date: January 06, 2020

• 19-088/V - More bottle banks only imply a small increase in recycling of glass in the Netherlands

  Authors: Elbert Dijkgraaf, Erasmus University Rotterdam; Raymond Gradus, Vrije Universiteit Amsterdam

  Date: December 24, 2019

• 19-087/V - RISKY MOMS, RISKY KIDS? FERTILITY AND CRIME AFTER THE FALL OF THE WALL

  Authors: Arnaud Chevalier, Royal Holloway University of London; Olivier Marie, Erasmus University Rotterdam

  Date: December 24, 2019

• 19-086/VII - Public Goods Provision by a Private Cartel

  Authors: Maarten Pieter Schinkel, University of Amsterdam; Lukas Toth, University of Amsterdam

  Date: December 24, 2019

• 19-085/VII - Mergers and Innovation Portfolios

  Authors: José Luis Moraga-González , Vrije Universiteit Amsterdam; Evgenia Motchenkova, Vrije Universiteit Amsterdam; Saish Nevrekar, Universidad Carlos III de Madrid

  Date: December 08, 2019

• 19-084/VIII - No clue about bioplastics

  Authors: Erik Ansink, Vrije Universiteit Amsterdam; Louise Wijk, Amsterdam University College ; Frederiek Zuidmeer, Vrije Universiteit Amsterdam

  Date: December 08, 2019

• 19-083/III - Bootstrapping Non-Stationary Stochastic Volatility

  Authors: Peter Boswijk, University of Amsterdam; Giuseppe Cavaliere, University of Bologna and Exeter Business School; Iliyan Georgiev, University of Bologna; Anders Rahbek, University of Copenhagen

  Date: December 01, 2019

• 19-082/V - Learning from Praise: Evidence from a Field Experiment with Teachers

  Author: Maria Cotofan, Erasmus University Rotterdam

  Date: December 01, 2019

• 19-081/V - The Mental Health Effects of Retirement

  Authors: Jan van Ours, Erasmus University Rotterdam; Matteo Picchio, March Polytechnic University

  Date: November 19, 2019

• 19-080/VI - Made and Created in China: Super Processors and Two-way Heterogeneity

  Authors: Zhiyuan Chen, Pennsylvania State University; Aksel Erbahar , Erasmus University Rotterdam; Yuan Zi , University of Oslo

  Date: November 19, 2019

• 19-079/V - Decomposing Employment Trends of Disabled Workers

  Authors: Pierre Koning, Vrije Universiteit Amsterdam; Heike Vethaak, Leiden University

  Date: November 17, 2019