1. Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003701.

   Full description at Econpapers || Download paper

2. Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

   Full description at Econpapers || Download paper

1. Abadie, A. (2002). Bootstrap tests for distributional treatment effects in instrumental variable models. Journal of the American Statistical Association 97 (457), 284-292.

2. Acharya, V., C. Brownlees, R. Engle, F. Farazmand, and M. Richardson (2010). Measuring systemic risk. John Wiley and Sons.

3. Acharya, V., R. Engle, and M. Richardson (2012). Capital shortfall: a new approach to rankings and regulating systemic risks. American Economic Review Papers and Proceedings 102, 59-64.

4. Adrian, T. and M. K. Brunnermeier (2016, July). Covar. American Economic Review 106 (7), 1705-1741.

5. Algieri, B. (2014a). The influence of biofuels, economic and financial factors on daily returns of commodity futures prices. Energy Policy 69, 227-247.

6. Algieri, B. (2014b). A roller coaster ride: an empirical investigation of the main drivers of the international wheat price. Agricultural Economics 45, 459-475.

7. Annual Review of Financial Economics 4, 255-296. Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics 31, 307-327.

8. Antoniou, A. and A. Foster. (1992). The effect of futures trading on spot price volatility: Evidence for Brent crude oil using GARCH. Journal of Business Finance and Accounting 19 (4), 473-484.
   Paper not yet in RePEc: Add citation now
   

9. Bae, K. H., G. A. Karolyi, and R. M. Stulz (2003). A new approach to measuring financial contagion. Review of Financial Studies 16, 717-763.

10. Bernal, O., J.-Y. Gnabo, and G. Guilmin (2014). Assessing the contribution of banks, insurance and other financial services to systemic risk. Journal of Banking & Finance 47, 270-287.

11. Bessembinder, H. and K. Chan (1992). Time-varying risk premia and forecastable returns in futures markets. Journal of Financial Economics 32, 169-193.

12. Bisias, D., M. Flood, A. W. Lo, and S. Valavanis (2012). A survey of systemic risk analytics.

13. Brownlees, C. T. and R. F. Engle (2012). Volatility, correlation and tails for systemic risk measurement. Working paper, New York University.
    Paper not yet in RePEc: Add citation now
    

14. Brunner, A. D. (2002). El Niño and world primary commodity prices: Warm water or n hot air? The Review of Economics and Statistics 84, 176-183.

15. Cambridge University Press. Sadorsky, P. (2002). Time-varying risk premiums in petroleum futures prices. Energy Economics 24, 539-556.

16. Chevallier, J. (2009). Carbon futures and macroeconomic risk factors: a view from the eu ets.

17. Energy Economics 31, 614-625. Drehmann, M. and N. Tarashev (2013). Measuring the systemic importance of interconnected banks. Journal of Financial Intermediation 22, 586-607.

18. Erb, C. and C. Harvey (2013). The strategic and tactical value of commodity futures. Financial Analysts Journal 62, 67-97.
    Paper not yet in RePEc: Add citation now
    

19. Fama, E. and K. French (1989). Business conditions and expected returns on stocks and bonds. Journal of Financial Economics 25, 23-49.

20. Ferson, W. and C. Harvey (1994). Sources of risk and expected returns in global equity markets. Journal of Banking and Finance 18, 1625-1665.

21. Financial Analysts Journal 68, 54-74. Tarashev, N., C. Borio, and K. Tsatsaronis (2010). Attributing systemic risk to individual institutions. Working Paper Series 308, Bank for International Settlements.

22. Kilian, L. (2013). Not all oil price shocks are alike: disentangling demand and supply shocks in the crude oil market. American Economic Review 99, 1053-1069.
    Paper not yet in RePEc: Add citation now
    

23. Koch, N. (2014). Tail events: A new approach to understanding extreme energy commodity prices. Energy Economics 43, 195-205.

24. Manera, M., M. Nicolini, and I. Vignati (2013). Financial speculation in energy and agriculture futures markets: A multivariate GARCH approach. The Energy Journal 34, 55-81.

25. Pierret, D. (2013). The systemic risk of energy markets. Mimeo, Universit catholique e de Louvain.

26. Raynaud, F. and D. Lautier (2012). Systemic risk and complex systems: a graph theory analysis. In F. Abergel, B. K. Chakraborti, A. Chakraborti, and A. Ghosh (Eds.), Econophysics of Systemic Risk and Network Dynamics.
    Paper not yet in RePEc: Add citation now
    
27. Roehner, B. M. (2009). Patterns of Speculation: A Study in Observational Econophysics.
    Paper not yet in RePEc: Add citation now
    

28. Serra, T. and J. M. Gil (2012). Biodiesel as a motor fuel price stabilization mechanism. Energy Policy 50, 689-698.

29. Stolbov, M. (2015). Assessing systemic risk and its determinants for advanced and major emerging economies: the case of delta CoVaR. International Economics and Economic Policy, doi:10.1007/s10368-015-0330-2.

30. Tang, K. and W. Xiong (2012). Index investment and the financialization of commodities.
    Paper not yet in RePEc: Add citation now
    

1. The Sloping Land Conversion Program in China: Effect on the Livelihood Diversification of Rural Households. (2015). Liu, Zhen ; Lan, Jing.
   In: World Development.
   RePEc:eee:wdevel:v:70:y:2015:i:c:p:147-161.

   Full description at Econpapers || Download paper

2. Bounded Rationality and Strategic Uncertainty in a Simple Dominance Solvable Game. (2013). Zylbersztejn, Adam ; Jacquemet, Nicolas ; Hanaki, Nobuyuki ; Luchini, Stephane.
   In: Economics Discussion / Working Papers.
   RePEc:uwa:wpaper:13-14.

   Full description at Econpapers || Download paper

3. Heterogeneous Effects of Preschool on Child Health Outcomes: Evidence from India. (2013). Sarkar, Dipanwita.
   In: QuBE Working Papers.
   RePEc:qut:qubewp:wp013.

   Full description at Econpapers || Download paper

4. State-Owned Enterprises, Exporting and Productivity in China: A Stochastic Dominance Approach. (2013). Elliott, Robert ; Zhou, Ying.
   In: Discussion Papers.
   RePEc:bir:birmec:13-03.

   Full description at Econpapers || Download paper

5. Small Farmers and Big Retail: Trade-offs of Supplying Supermarkets in Nicaragua. (2012). Reardon, Thomas ; Michelson, Hope ; Perez, Francisco.
   In: World Development.
   RePEc:eee:wdevel:v:40:y:2012:i:2:p:342-354.

   Full description at Econpapers || Download paper

6. Quantile treatment effects in the regression discontinuity design. (2012). Melly, Blaise ; Frölich, Markus ; Frlich, Markus ; Frandsen, Brigham R..
   In: Journal of Econometrics.
   RePEc:eee:econom:v:168:y:2012:i:2:p:382-395.

   Full description at Econpapers || Download paper

7. The impact of state tax subsidies for private long-term care insurance on coverage and Medicaid expenditures. (2011). Goda, Gopi.
   In: Journal of Public Economics.
   RePEc:eee:pubeco:v:95:y:2011:i:7:p:744-757.

   Full description at Econpapers || Download paper

8. Tests for distributional treatment effects under unconfoundedness. (2011). Maier, Michael .
   In: Economics Letters.
   RePEc:eee:ecolet:v:110:y:2011:i:1:p:49-51.

   Full description at Econpapers || Download paper

9. Auswirkungen des Leasings auf Transaktionskosten. (2010). Anders, Christoph .
   In: Leasing - Wissenschaft & Praxis.
   RePEc:zbw:uoclwp:60313.

   Full description at Econpapers || Download paper

10. The Impact of State Tax Subsidies for Private Long-Term Care Insurance on Coverage and Medicaid Expenditures. (2010). Goda, Gopi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16406.

    Full description at Econpapers || Download paper

11. Identification and Estimation of Distributional Impacts of Interventions Using Changes in Inequality Measures. (2010). Firpo, Sergio.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4841.

    Full description at Econpapers || Download paper

12. Nonparametric estimation of distributional policy effects. (2010). Rothe, Christoph.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:155:y:2010:i:1:p:56-70.

    Full description at Econpapers || Download paper

13. Is the Quantity-Quality Trade-off a Trade-off for All, None, or Some?. (2009). Wang, Le ; Millimet, Daniel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp4078.

    Full description at Econpapers || Download paper

14. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality. (2009). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:01/09.

    Full description at Econpapers || Download paper

15. Evaluating Pro-poor Transfers When Targeting is Weak: The Albanian Ndihma Ekonomike Program Revisited. (2009). Verme, Paolo ; Mangiavacchi, Lucia.
    In: Working Papers - Economics.
    RePEc:frz:wpaper:wp2009_08.rdf.

    Full description at Econpapers || Download paper

16. Estimating distributions of potential outcomes using local instrumental variables with an application to changes in college enrollment and wage inequality. (2009). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:149:y:2009:i:2:p:191-208.

    Full description at Econpapers || Download paper

17. The mythical boy crisis?. (2009). Millimet, Daniel ; Husain, Muna .
    In: Economics of Education Review.
    RePEc:eee:ecoedu:v:28:y:2009:i:1:p:38-48.

    Full description at Econpapers || Download paper

18. Misspecified Markov Switching Model. (2009). Shin, Youngki.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08c10012.

    Full description at Econpapers || Download paper

19. Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-006.

    Full description at Econpapers || Download paper

20. The Experimental Approach to Development Economics. (2008). Duflo, Esther ; Banerjee, Abhijit V..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14467.

    Full description at Econpapers || Download paper

21. Recent Developments in the Econometrics of Program Evaluation. (2008). Wooldridge, Jeffrey ; Imbens, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14251.

    Full description at Econpapers || Download paper

22. A Nonparametric Examination of Capital-Skill Complementarity. (2008). Henderson, Daniel.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3865.

    Full description at Econpapers || Download paper

23. Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary. (2008). Whang, Yoon-Jae ; LINTON, OLIVER ; Song, Kyungchul.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:08/08.

    Full description at Econpapers || Download paper

24. The Experimental Approach to Development Economics. (2008). Duflo, Esther ; Banerjee, Abhijit.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7037.

    Full description at Econpapers || Download paper

25. Reassessing the Effects of Bilateral Tax Treaties on US FDI Activity. (2007). Millimet, Daniel ; KUMAS, ABDULLAH ; Jacob, Jeffry ; Osang, Thomas .
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:704.

    Full description at Econpapers || Download paper

26. The Impact of Homework on Student Achievement. (2007). Henderson, Daniel ; Eren, Ozkan.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0518.

    Full description at Econpapers || Download paper

27. Diversification cones, trade costs and factor market linkages. (2007). Xiang, Chong.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:71:y:2007:i:2:p:448-466.

    Full description at Econpapers || Download paper

28. Nonparametric Tests for Treatment Effect Heterogeneity. (2006). Mitnik, Oscar ; Imbens, Guido ; Hotz, V. Joseph ; Crump, Richard.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0324.

    Full description at Econpapers || Download paper

29. Nonparametric Tests for Treatment Effect Heterogeneity. (2006). Mitnik, Oscar ; Imbens, Guido ; Hotz, V. Joseph ; Crump, Richard.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp2091.

    Full description at Econpapers || Download paper

30. Instrumental quantile regression inference for structural and treatment effect models. (2006). Hansen, Christian ; Chernozhukov, Victor.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:2:p:491-525.

    Full description at Econpapers || Download paper

31. Remedying Education: Evidence from Two Randomized Experiments in India. (2006). Linden, Leigh ; Duflo, Esther ; Cole, Shawn ; Banerjee, Abhijit.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5446.

    Full description at Econpapers || Download paper

32. Time to Learn? The Organizational Structure of Schools and Student Achievement. (2005). Millimet, Daniel ; Eren, Ozkan.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0506.

    Full description at Econpapers || Download paper

33. The Distribution of Returns to Marriage. (2005). Sarkar, Dipanwita ; Millimet, Daniel ; Maasoumi, Esfandiar.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0503.

    Full description at Econpapers || Download paper

34. Is the Quantity-Quality Trade-off Really a Trade-off for All?. (2005). Wang, Le ; Millimet, Daniel.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0502.

    Full description at Econpapers || Download paper

35. Remedying Education: Evidence from Two Randomized Experiments in India. (2005). Linden, Leigh ; Duflo, Esther ; Cole, Shawn ; Banerjee, Abhijit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11904.

    Full description at Econpapers || Download paper

36. Distributional Impacts of the Self-Sufficiency Project. (2005). Hoynes, Hilary ; Gelbach, Jonah ; Bitler, Marianne.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11626.

    Full description at Econpapers || Download paper

37. Robust inference concerning recent trends in US environmental quality. (2005). Millimet, Daniel ; Maasoumi, Esfandiar.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:20:y:2005:i:1:p:55-77.

    Full description at Econpapers || Download paper

38. Evaluating Dominance Ranking of PSID Incomes by Various Household Attributes. (2005). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1727.

    Full description at Econpapers || Download paper

39. Social experiments and instrumental variables with duration outcomes. (2005). van den Berg, Gerard ; Abbring, Jaap.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/19.

    Full description at Econpapers || Download paper

40. Ability, sorting and wage inequality. (2005). Lee, Sokbae (Simon) ; Carneiro, Pedro.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:16/05.

    Full description at Econpapers || Download paper

41. Unified approach to testing functional hypotheses in semiparametric contexts. (2005). Yatchew, Adonis ; Hall, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:127:y:2005:i:2:p:225-252.

    Full description at Econpapers || Download paper

42. What Mean Impacts Miss:Distributional Effects of Welfare Reform Experiments. (2005). Hoynes, Hilary ; Gelbach, Jonah ; Bitler, Marianne.
    In: Working Papers.
    RePEc:cda:wpaper:05-31.

    Full description at Econpapers || Download paper

43. Distributional Impacts of the Self-Sufficiency Project. (2005). Hoynes, Hilary ; Gelbach, Jonah ; Bitler, Marianne.
    In: Working Papers.
    RePEc:cda:wpaper:05-30.

    Full description at Econpapers || Download paper

44. Efficient Semiparametric Estimation of Quantile Treatment Effects. (2004). Firpo, Sergio.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:605.

    Full description at Econpapers || Download paper

45. Evaluating Dominance Ranking of PSID Incomes by various Household Attributes. (2003). Maasoumi, Esfandiar ; Heshmati, Almas.
    In: Departmental Working Papers.
    RePEc:smu:ecowpa:0509.

    Full description at Econpapers || Download paper

46. Treatment Effect Heterogeneity in Theory and Practice. (2003). Angrist, Joshua.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9708.

    Full description at Econpapers || Download paper

47. Treatment Effect Heterogeneity in Theory and Practice. (2003). Angrist, Joshua.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp851.

    Full description at Econpapers || Download paper

48. Semiparametric instrumental variable estimation of treatment response models. (2003). Abadie, Alberto.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:113:y:2003:i:2:p:231-263.

    Full description at Econpapers || Download paper

49. Consistent testing for stochastic dominance: a subsampling approach. (2002). Maasoumi, Esfandiar ; LINTON, OLIVER ; Wang, Yoon-Jae.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:03/02.

    Full description at Econpapers || Download paper

50. Consistent Testing for Stochastic Dominance: A Subsampling Approach. (2002). Whang, Yoon-Jae ; Maasoumi, Esfandiar ; LINTON, OLIVER.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1356.

    Full description at Econpapers || Download paper

Report date: 2024-07-23 14:10:53 || Create a citation alert || Missing content? Let us know