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2010 Working Papers

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Title

Author

Paper Number

Last Updated

{Title} {Author} {Paper_Number} {Last_Updated}




Title
Author
Paper Number
Last Updated
-"Backtesting Portfolio Value-at-Risk with Estimated Portfolio Weights." Pei Pei
2010-010  
-"Inequality and Education Funding: Theory and Evidence from the U.S. School Districts." Ioana Schiopu, Calin Arcalean
2010-009  
-"Modelling Overnight and Daytime Returns Using a Multivariate Garch-Copula Model." Long Kang, Simon H. Babbs
2010-008  
-"Sovereign Default Risk Premia, Fiscal Limits and Fiscal Policy." Huixin Bi 2010-007  
-"When Does Government Debt Crowd Out Investment?" Nora Traum, Shu-Chung Yang 2010-006  
-"Cross Market Effects of Stocks Short-Selling Restrictions: Evidence from the September 2008 Natural Experiment." Cristina Danciulescu 2010-005  
-"Backtesting Value-at-Risk Models: A Multivariate Approach." Cristina Danciulescu 2010-004  
-"External Matching Funds and the Provision of Public Goods: An Experimental Study." Ronald J. Baker II, James M. Walker, and Arlington Williams 2010-003  
-"Estimating the Effects of Dormitory Living on Student Performance." Pedro de Araujo, and James Murray 2010-002  
-"The Integrated Instrumental Variables Estimator: Exploiting Nonlinearities for Identification of Linear Models" Escanciano, Juan Carlos 2010-001