| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns |
0 |
0 |
0 |
119 |
0 |
2 |
5 |
211 |
| A Monte-Carlo Method for Optimal Portfolios |
0 |
0 |
0 |
1,524 |
1 |
2 |
2 |
3,739 |
| A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models |
0 |
0 |
0 |
698 |
0 |
1 |
1 |
3,346 |
| AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
826 |
| Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management |
0 |
0 |
0 |
28 |
0 |
0 |
1 |
120 |
| An Analysis of the Real Interest Rate Under Regime Shifts |
0 |
1 |
2 |
859 |
0 |
4 |
9 |
3,446 |
| An Analysis of the Real Interest rate Under Regime Shifts |
0 |
0 |
0 |
103 |
0 |
1 |
2 |
509 |
| An Analysis of the Real Interest rate Under Regime Shifts |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
939 |
| An analysis of Real Interest Rate Under Regime Shifts |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
98 |
| An analysis of Real Interest Rate Under Regime Shifts |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
223 |
| Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
12 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
1 |
457 |
0 |
1 |
5 |
1,767 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
1 |
2 |
649 |
2 |
5 |
8 |
1,731 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
0 |
1 |
0 |
1 |
5 |
284 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
1 |
54 |
0 |
0 |
4 |
198 |
| Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns |
0 |
0 |
0 |
175 |
0 |
0 |
1 |
519 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
171 |
0 |
0 |
2 |
777 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
589 |
0 |
0 |
5 |
2,594 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
395 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
398 |
| Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
130 |
| Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
58 |
| Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
1 |
1 |
865 |
2 |
4 |
7 |
4,373 |
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
320 |
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
312 |
0 |
0 |
2 |
1,202 |
| Bond Liquidity Premia |
1 |
1 |
4 |
97 |
1 |
2 |
8 |
301 |
| Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
100 |
| Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
229 |
| Can a well-fitted equilibrium asset pricing model produce mean reversion? |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
106 |
| Consumption and Equilibrium Asset Pricing: an Empirical Assessment |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
211 |
| Consumption and Equilibrium Asset Pricing: an Empirical Assessment |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
136 |
| Consumption and equilibrium asset pricing: An empirical assessment |
0 |
0 |
0 |
24 |
1 |
1 |
1 |
125 |
| Dependence Structure and Extreme Comovements in International Equity and Bond Markets |
0 |
0 |
0 |
170 |
4 |
4 |
5 |
509 |
| Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles |
0 |
0 |
0 |
1 |
0 |
0 |
4 |
583 |
| Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles |
0 |
0 |
1 |
630 |
0 |
1 |
3 |
3,316 |
| Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
212 |
| Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level |
0 |
0 |
0 |
189 |
1 |
1 |
3 |
944 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
291 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) |
0 |
0 |
0 |
442 |
0 |
0 |
2 |
2,274 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables |
0 |
0 |
0 |
84 |
0 |
3 |
3 |
354 |
| Empirical Assessment of an Intertemporal option Pricing Model with Latent variables |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
244 |
| Estimation of stable distributions by indirect inference |
0 |
0 |
0 |
74 |
0 |
0 |
1 |
255 |
| Estimation of stable distributions with indirect inference |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
50 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
157 |
0 |
0 |
1 |
1,096 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
181 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
136 |
| Extracting Tail Risk from High-Frequency S&P 500 Returns |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
23 |
| Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns |
0 |
0 |
1 |
31 |
0 |
1 |
6 |
134 |
| Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
52 |
| Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
107 |
| Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices |
0 |
0 |
0 |
88 |
0 |
0 |
1 |
253 |
| Incorporating Second-Order Functional Knowledge for Better Option Pricing |
0 |
1 |
1 |
58 |
0 |
1 |
13 |
353 |
| Indexation, Staggering and Disinflation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
101 |
| Indexation, Staggering and Disinflation |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
141 |
| Indexation, staggering and disinflation |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
60 |
| Infrequent information, optimal time and state dependent rules, and aggregate effects |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
69 |
| Latent Variable Models for Stochastic Discount |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
230 |
| Latent Variable Models for Stochastic Discount Factors |
0 |
0 |
0 |
528 |
0 |
0 |
1 |
2,722 |
| Latent Variable Models for Stochastic Discount Factors |
0 |
0 |
0 |
128 |
0 |
0 |
0 |
525 |
| Les modèles de prévisions économiques |
0 |
0 |
0 |
72 |
0 |
0 |
1 |
262 |
| Letent Variable Models for Stochastic Discount Factors |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
252 |
| MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
351 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility |
0 |
0 |
0 |
127 |
0 |
0 |
2 |
339 |
| Measuring causality between volatility and returns with high-frequency data |
0 |
0 |
0 |
96 |
0 |
1 |
1 |
402 |
| Modelling Risk Premiums in Equity and Foreign Exchange Markets |
0 |
0 |
0 |
544 |
0 |
0 |
0 |
1,690 |
| Nonparametric Assessment of Hedge Fund Performance |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
38 |
| Nonparametric Assessment of Hedge Fund Performance |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
16 |
| Nonparametric Tail Risk, Stock Returns and the Macroeconomy |
0 |
0 |
0 |
78 |
1 |
2 |
2 |
133 |
| On the Dynamic Specification of International Asset Pricing Models |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
170 |
| On the Dynamic Specification of International Asset Pricing Models |
0 |
0 |
0 |
547 |
0 |
0 |
0 |
2,212 |
| On the Dynamic Specification of International Asset Pricing Models |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
73 |
| Optimal Rules under Adjustment Cost and Infrequent Information |
0 |
0 |
0 |
40 |
0 |
1 |
1 |
257 |
| Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information |
0 |
0 |
1 |
31 |
1 |
1 |
3 |
108 |
| Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint |
0 |
0 |
2 |
667 |
0 |
2 |
11 |
2,321 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
498 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
1 |
1 |
848 |
0 |
1 |
3 |
4,527 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
0 |
110 |
0 |
0 |
1 |
546 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
1 |
13 |
0 |
0 |
2 |
85 |
| Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
287 |
| Risk Premium and Risk Price in the Equity MarketRisk |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
11 |
| State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle |
0 |
0 |
0 |
111 |
0 |
1 |
3 |
331 |
| State-dependent pricing under infrequent information: a unified framework |
0 |
0 |
0 |
41 |
0 |
0 |
1 |
137 |
| Structural Change and Asset Pricing in Emerging Markets |
0 |
0 |
0 |
564 |
0 |
0 |
1 |
2,335 |
| Tail Risk and Asset Prices in the Short-term |
0 |
0 |
1 |
4 |
0 |
0 |
5 |
12 |
| Tests of Conditional Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
466 |
| Tests of Conditional Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
537 |
1 |
1 |
1 |
2,094 |
| Tests of Conditional Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
353 |
0 |
0 |
2 |
2,128 |
| Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
821 |
| Tests of conditional asset pricing models in the Brazilian stock market |
0 |
0 |
0 |
42 |
0 |
0 |
2 |
212 |
| Tests of conditional asset pricing models in the brazilian stock market |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
401 |
| The Alleviation of Coordination Problems through Financial Risk Management |
0 |
0 |
0 |
40 |
1 |
2 |
3 |
189 |
| The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach |
0 |
0 |
0 |
152 |
0 |
0 |
0 |
590 |
| The Econometrics of Option Pricing |
0 |
1 |
1 |
1,258 |
2 |
4 |
5 |
3,133 |
| The Macroeconomic Effects of Infrequent Information With Adjustment Costs |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
280 |
| The Macroeconomic Effects of Infrequent Information with Adjustment Costs |
0 |
0 |
1 |
29 |
0 |
0 |
1 |
231 |
| The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments |
0 |
0 |
0 |
191 |
3 |
3 |
3 |
764 |
| The Value of Real and Financial Risk Management |
0 |
0 |
0 |
311 |
0 |
0 |
2 |
1,019 |
| The macroeconomic effects of infrequent information with adjustment costs |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
124 |
| Time- and State-Dependent Pricing: A Unified Framework |
0 |
0 |
1 |
24 |
0 |
0 |
4 |
91 |
| Total Working Papers |
1 |
7 |
24 |
16,511 |
22 |
56 |
212 |
74,574 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns |
0 |
0 |
0 |
19 |
0 |
0 |
1 |
79 |
| A Monte Carlo Method for Optimal Portfolios |
2 |
2 |
9 |
281 |
2 |
4 |
18 |
612 |
| A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
63 |
| Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management |
0 |
0 |
0 |
2 |
0 |
2 |
2 |
24 |
| An Analysis of the Real Interest Rate under Regime Shifts |
1 |
3 |
8 |
806 |
4 |
14 |
30 |
2,001 |
| Application of a simulation software to the analysis of a peasant farming system |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
45 |
| Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon |
0 |
0 |
1 |
13 |
0 |
1 |
6 |
41 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
444 |
| Assessing and valuing the nonlinear structure of hedge fund returns |
0 |
0 |
0 |
31 |
0 |
0 |
0 |
95 |
| Assessing misspecified asset pricing models with empirical likelihood estimators |
0 |
0 |
0 |
69 |
0 |
0 |
3 |
230 |
| Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
0 |
0 |
1 |
1 |
3 |
16 |
2,314 |
| Asymptotic Properties of Monte Carlo Estimators of Derivatives |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
48 |
| Asymptotic properties of Monte Carlo estimators of diffusion processes |
1 |
1 |
1 |
41 |
1 |
1 |
1 |
169 |
| Bond Liquidity Premia |
0 |
0 |
0 |
45 |
0 |
2 |
5 |
178 |
| Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? |
0 |
0 |
0 |
63 |
0 |
0 |
2 |
389 |
| Comment |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
36 |
| Consumption and equilibrium asset pricing: An empirical assessment |
1 |
1 |
1 |
59 |
1 |
1 |
1 |
212 |
| Dependence structure and extreme comovements in international equity and bond markets |
0 |
0 |
0 |
97 |
0 |
0 |
3 |
393 |
| Disentangling risk aversion and intertemporal substitution through a reference level |
1 |
1 |
3 |
54 |
1 |
2 |
6 |
199 |
| Disequilibrium Econometrics for Business Loans |
0 |
0 |
0 |
211 |
0 |
0 |
1 |
500 |
| Econometric methods for derivative securities and risk management |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
214 |
| Economic Implications of Nonlinear Pricing Kernels |
0 |
0 |
0 |
4 |
0 |
1 |
5 |
32 |
| Empirical assessment of an intertemporal option pricing model with latent variables |
0 |
0 |
0 |
89 |
0 |
1 |
3 |
299 |
| Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
| Estimation of objective and risk-neutral distributions based on moments of integrated volatility |
0 |
0 |
0 |
51 |
0 |
0 |
4 |
219 |
| Estimation of stable distributions by indirect inference |
0 |
0 |
1 |
87 |
0 |
0 |
3 |
258 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
515 |
| Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices |
0 |
0 |
0 |
34 |
0 |
1 |
3 |
115 |
| High-Frequency Tail Risk Premium and Stock Return Predictability |
0 |
0 |
1 |
1 |
0 |
0 |
2 |
2 |
| Indexation, staggering and disinflation |
0 |
0 |
0 |
34 |
0 |
0 |
1 |
110 |
| Information asymétrique, contraintes de liquidité et investissement |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
91 |
| Intermediary Leverage Shocks and Funding Conditions |
1 |
3 |
4 |
4 |
1 |
7 |
16 |
16 |
| Intertemporal asset allocation: A comparison of methods |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
181 |
| L'effet redistributif de l'inflation de 1969 a 1975 sur les menages canadiens. (With English summary.) |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
144 |
| La théorie économique de l’information: exposé synthétique de la littérature |
0 |
0 |
0 |
36 |
0 |
0 |
1 |
235 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
57 |
| Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence: identification des facteurs de risque et tests de changement structurel |
0 |
0 |
0 |
18 |
0 |
0 |
3 |
158 |
| Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
33 |
0 |
0 |
4 |
152 |
| Nonparametric assessment of hedge fund performance |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
36 |
| Optimal portfolio strategies in the presence of regimes in asset returns |
0 |
0 |
2 |
20 |
0 |
0 |
5 |
56 |
| Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information |
0 |
1 |
1 |
5 |
1 |
2 |
8 |
25 |
| Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
| Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) |
0 |
0 |
1 |
8 |
0 |
0 |
2 |
22 |
| Pricing and hedging derivative securities with neural networks and a homogeneity hint |
0 |
0 |
7 |
202 |
0 |
4 |
19 |
609 |
| Prime de risque et prix du risque sur les actions |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
15 |
| Proper Conditioning for Coherent VaR in Portfolio Management |
0 |
1 |
1 |
15 |
0 |
1 |
1 |
79 |
| Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
1 |
2 |
1 |
1 |
4 |
30 |
| Representation formulas for Malliavin derivatives of diffusion processes |
0 |
0 |
0 |
54 |
0 |
0 |
2 |
156 |
| Risk aversion, intertemporal substitution, and the term structure of interest rates |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
75 |
| Special Issue on "Multivariate Volatility Models" |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
79 |
| State Dependence Can Explain the Risk Aversion Puzzle |
0 |
0 |
0 |
37 |
0 |
0 |
3 |
115 |
| Structural change and asset pricing in emerging markets |
1 |
2 |
2 |
90 |
1 |
2 |
3 |
320 |
| Tests of conditional asset pricing models in the Brazilian stock market |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
290 |
| The Canadian macroeconomy and the yield curve: an equilibrium-based approach |
0 |
0 |
0 |
21 |
0 |
0 |
0 |
167 |
| The Canadian macroeconomy and the yield curve: an equilibrium‐based approach |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
| The JFEC Invited Lecture at the 2008 SoFiE Conference |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
38 |
| The JFEC Invited Lecture at the 2009 SoFiE Conference |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
67 |
| The long and the short of the risk-return trade-off |
0 |
0 |
0 |
14 |
0 |
2 |
4 |
109 |
| The macroeconomic effects of infrequent information with adjustment costs |
0 |
0 |
1 |
49 |
0 |
0 |
1 |
395 |
| The macroeconomic effects of infrequent information with adjustment costs |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
8 |
| The option CAPM and the performance of hedge funds |
0 |
0 |
0 |
47 |
0 |
0 |
2 |
189 |
| Uses of first line emergency services in Cuba |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
59 |
| Viewpoint: Option prices, preferences, and state variables |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
151 |
| Viewpoint: Option prices, preferences, and state variables |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Total Journal Articles |
8 |
15 |
45 |
3,150 |
15 |
56 |
211 |
13,998 |
LogEc is hosted by the
Örebro University School of Business.