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The Economic Research Institute, Stockholm School of Economics SSE/EFI Working Paper Series in Economics and Finance

1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2017

No. 620: On finite dimensional realizations for the term structure of futures prices Full Text
Tomas Björk, Magnus Blix and Camilla Landen

No. 619: On the Timing Option in a Futures Contract Full Text
Tomas Björk and Francesca Biagini

No. 618: Producers bargaining over a quality standard Full Text
Cédric Argenton

No. 617: The market for melons: Cournot competition with unobservable qualities Full Text
Cédric Argenton

No. 616: Quadratic Portfolio Credit Risk models with Shot-noise Effects Full Text
Raquel M. Gaspar and Thorsten Schmidt

No. 615: Truncation and Endogenous Stratification in Various Count Data Models for Recreation Demand Analysis Published
Tomoaki Nakatani and Kazuo Sato

No. 614: Correlation Between Intensity and Recovery in Credit Risk Models Full Text
Raquel M. Gaspar and Irina Slinko

No. 613: The Provision of Liquidity in the Swedish Note-Banking System Full Text
Per Hortlund

No. 612: Do Inflation and High Taxes Increase Bank Leverage? Full Text
Per Hortlund

No. 611: The Long-Term Relationship between Capital and Earnings in Banking Full Text
Per Hortlund

No. 610: Crime, punishment and social norms Full Text
Jörgen Weibull and Edgar Villa

No. 609: The Decline and Fall of the Scandinavian Currency Union 1914 – 1924: Events in the Aftermath of World War I
Krim Talia

No. 608: The Integration and Efficiency of the Scandinavian Foreign Exchange Market 1873-1914: A Quantitative Analysis
Krim Talia

No. 607: Scandinavian Monetary Cooperation 1873-1914: A trade off between efficiency and vulnerability
Krim Talia

No. 606: Scandinavian Monetary Integration During the 19th Century: A Study of the Establishment of the Scandinavian Currency Union,1865-1875.
Krim Talia

No. 605: Strategic equivalence and bounded rationality in extensive form games Full Text
Mark Voorneveld and Helena Fagraeus Lundström

No. 604: Panel Smooth Transition Regression Models Full Text
Andrés González, Timo Teräsvirta, Dick van Dijk and Yukai Yang

No. 603: Simulation-based finite-sample linearity test against smooth transition models Published
Andrés González and Timo Teräsvirta

No. 602: Top Incomes in Sweden over the Twentieth Century Full Text
Jesper Roine and Daniel Waldenström

No. 601: A necessary and sufficient condition for the strict stationarity of a family of GARCH processes Full Text
Mika Meitz

No. 600: Clearing vs. Leakage: Does Note monopoly Increase Money and Credit Cycles? Full Text
Per Hortlund

No. 599: Is the Law of Reflux Valid? Full Text
Per Hortlund

No. 598: Forecasting economic variables with nonlinear models Full Text Published
Timo Teräsvirta

No. 597: Labor Supply and Saving under Uncertainty Full Text Published
Martin Floden

No. 596: A Note on Wick Products and the Fractional Black-Scholes Model Full Text Published
Tomas Björk and Henrik Hult

No. 595: Towards a General Theory of Good Deal Bounds Full Text
Tomas Björk and Irina Slinko

No. 594: Costs and Quality of Life in Multiple Sclerosis A Cross-Sectional Study in the USA Full Text
Gisela Kobelt, Jenny Berg, Debbie Atherley, Olympia Hadjimichael and Bengt Jönsson

No. 593: Univariate nonlinear time series models Published
Timo Teräsvirta

No. 592: Reciprocal dumping with Bertrand competition Full Text
Richard Friberg and Mattias Ganslandt

No. 591: Aggregate Savings When Individual Income Varies Full Text
Martin Floden

No. 590: Learning to be prepared Full Text
Willemien Kets and Mark Voorneveld

No. 589: An axiomatization of minimal curb sets Full Text Forthcoming
Mark Voorneveld, Willemien Kets and Henk Norde

No. 588: Natural selection and social preferences Published
Jörgen Weibull and Marcus Salomonsson

No. 587: Demand and Distance: Evidence on Cross-Border Shopping Full Text Forthcoming
Richard Friberg, Marcus Asplund and Fredrik Wilander

No. 586: Do hedonic price indexes change history? The case of electrification Full Text
Harald Edquist

No. 585: Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets Full Text
Daniel Waldenström

No. 584: Is Neoclassical Economics still Entrepreneurless? Full Text Published
Milo Bianchi and Magnus Henrekson

No. 583: The cutting power of preparation Full Text
Olivier Tercieux and Mark Voorneveld

No. 582: Testing for Unit Roots in Nonlinear Dynamic Heterogeneous Panels Full Text
Changli He and Rickard Sandberg

No. 581: Inference for Unit Roots in a Panel Smooth Transition Autoregressive Model where the Time Dimension is Fixed Full Text
Changli He and Rickard Sandberg

No. 580: Dickey-Fuller Type of Tests against Nonlinear Dynamic Models Full Text
Changli He and Rickard Sandberg

No. 579: Testing Parameter Constancy in Unit Root Autoregressive Models Against Continuous Change Full Text
Changli He and Rickard Sandberg

No. 578: Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions Full Text Published
Birgit Strikholm and Timo Teräsvirta

No. 577: Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations Published
Annastiina Silvennoinen and Timo Teräsvirta

1994 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2017
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