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Content
2016, Volume 53, Issue C
- 144-155 Competition and petrol pricing in the smartphone era: Evidence from Singapore
by Liu, Ming-Hua & Margaritis, Dimitris & Zhang, Yang
- 156-165 The impact of earnings management on the performance of ASEAN banks
by Wu, Yueh-Cheng & Wei Kiong Ting, Irene & Lu, Wen-Min & Nourani, Mohammad & Kweh, Qian Long
- 166-178 Time-varying saving–investment relationship and the Feldstein–Horioka puzzle
by Ma, Wei & Li, Haiqi
- 179-186 On business cycle fluctuations in USA macroeconomic time series
by Kiani, Khurshid M.
- 187-194 A real option analysis for stochastic disease control and vaccine stockpile policy: An application to H1N1 in Korea
by Park, Hojeong
- 195-207 Austerity and recovery: Exchange rate regime choice, economic growth, and financial crises
by Bohl, Martin T. & Michaelis, Philip & Siklos, Pierre L.
- 208-215 The Long-run and Short-run Impacts of Urbanization on Carbon Dioxide Emissions
by Sheng, Pengfei & Guo, Xiaohui
- 216-223 Forecasting VaR and ES using dynamic conditional score models and skew Student distribution
by Gao, Chun-Ting & Zhou, Xiao-Hua
- 224-230 The effects of probabilistic innovations on Schumpeterian economic growth in a creative region
by Batabyal, Amitrajeet A. & Beladi, Hamid
- 231-244 Durable consumption and asset returns: Cointegration analysis
by Chen, Guojin & Hong, Zhiwu & Ren, Yu
- 245-253 Modeling technological bias and factor input behavior in China's wheat production sector
by Zhu, Shu & Xu, Xin & Ren, Xiaojing & Sun, Tianhua & Oxley, Les & Rae, Allan & Ma, Hengyun
- 254-265 (Un-)Sustainability of Public Finances in German Laender: A Panel Time Series Approach
by Burret, Heiko T. & Feld, Lars P. & Köhler, Ekkehard A.
- 266-277 General equilibrium models with Morishima elasticities of substitution in production
by Karney, Daniel H.
- 278-288 A discussion on the innovation distribution of the Markov regime-switching GARCH model
by Shi, Yanlin & Feng, Lingbing
- 289-301 Is tied aid bad for the recipient countries?
by Kim, Sang-Kee & Kim, Young-Han
- 302-313 An econometric evaluation of the management of large-scale transport infrastructure in Spain during the great recession: Lessons for infrastructure bubbles
by Castillo-Manzano, José I. & Pedregal, Diego J. & Pozo-Barajas, Rafael
- 314-333 Offshoring and labour market reforms in Germany: Assessment and policy implications
by Beissinger, Thomas & Chusseau, Nathalie & Hellier, Joël
- 334-344 Do rating grades convey important information: German evidence?
by Kenjegaliev, Amangeldi & Duygun, Meryem & Mamedshakhova, Djamila
- 345-353 Financial integration: The role of tradable and non-tradable goods
by Guven, Cahit
- 354-374 Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
by Charfeddine, Lanouar
- 375-387 Flexible and welfare-consistent tariff aggregation over exporter regions
by Himics, Mihály & Britz, Wolfgang
- 388-397 Economic growth and carbon emissions
by Narayan, Paresh Kumar & Saboori, Behnaz & Soleymani, Abdorreza
- 398-408 Assessing global competitiveness under multi-criteria perspective
by Pérez-Moreno, Salvador & Rodríguez, Beatriz & Luque, Mariano
- 409-418 Heterogeneous expectation, beliefs evolution and house price volatility
by Zhang, Hao & Huang, Yuyuan & Yao, Haixiang
- 419-435 When Behavioral Portfolio Theory meets Markowitz theory
by Pfiffelmann, Marie & Roger, Tristan & Bourachnikova, Olga
- 436-444 A middle income trap in a small open economy: Modeling the Argentinean case
by Dabús, Carlos & Tohmé, Fernando & Caraballo, M. Ángeles
- 445-469 Increase in home bias in the Eurozone debt crisis: The role of domestic shocks
by Cornand, Camille & Gandré, Pauline & Gimet, Céline
- 470-476 Aggregation and long-memory: An analysis based on the discrete Fourier transform
by Shi, Wendong & Sun, Jingwei
- 477-486 Government capital injection, credit risk transfer, and bank performance during a financial crisis
by Chang, Chuen-Ping & Chen, Shi
- 487-493 A rational choice model of the biased recall of information
by Lightle, John P.
- 494-508 The effects of UNESCO World Heritage List inscription on tourism destinations performance in Italian regions
by Cuccia, Tiziana & Guccio, Calogero & Rizzo, Ilde
- 509-514 Licensing a quality-enhancing innovation to an upstream firm
by Tian, Xiaoli
- 515-526 The allocation of time and puzzling profiles of the elderly
by Aydilek, Asiye
2016, Volume 52, Issue PB
- 301-309 Geopolitics and the oil price
by Noguera-Santaella, José
- 310-321 Reassessing the effects of environmental taxation when pollution affects health over the life-cycle
by Mathieu-Bolh, Nathalie & Pautrel, Xavier
- 322-331 Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis
by Aloui, Chaker & Hkiri, Besma & Nguyen, Duc Khuong
- 332-351 Reexamining the relationship between inflation and growth: Do institutions matter in developing countries?
by Ibarra, Raul & Trupkin, Danilo R.
- 352-365 Economic growth, volatility, and cross-country spillovers: New evidence for the G7 countries
by Antonakakis, N. & Badinger, H.
- 366-374 RED versus REDD: Biofuel policy versus forest conservation
by Dixon, Peter & van Meijl, Hans & Rimmer, Maureen & Shutes, Lindsay & Tabeau, Andrzej
- 375-389 The equity price channel in a New-Keynesian DSGE model with financial frictions and banking
by Hollander, Hylton & Liu, Guangling
- 390-399 Regional burden sharing of GHG mitigation policies in a decentralized federation
by Arif, Faisal & Dissou, Yazid
- 400-407 Corporate social responsibility and financial performance: A non-linear and disaggregated approach
by Nollet, Joscha & Filis, George & Mitrokostas, Evangelos
- 408-426 Low-skill offshoring and welfare compensation policies
by Agnese, Pablo & Hromcová, Jana
- 427-434 Can firm entry explain news-driven fluctuations?
by Pavlov, Oscar
- 435-441 Japan's tourism-led foreign direct investment inflows: An empirical study
by Tomohara, Akinori
- 442-451 Are there periodically collapsing bubbles in the stock markets? New international evidence
by Chen, Shyh-Wei & Hsu, Chi-Sheng & Xie, Zixong
- 452-466 Yen internationalization and Japan's international reserves
by Zhang, Zhiwen & Makin, Anthony J. & Bai, Qinxian
- 467-476 Asymmetric evidence of gasoline price responses in France: A Markov-switching approach
by Boroumand, Raphaël Homayoun & Goutte, Stéphane & Porcher, Simon & Porcher, Thomas
- 477-484 A typology of European countries based on innovation efficiency and technology gaps: The role of early-stage entrepreneurship
by Kontolaimou, Alexandra & Giotopoulos, Ioannis & Tsakanikas, Aggelos
- 485-498 Labor protection and government control: Evidence from privatized firms
by Ben-Nasr, Hamdi
- 499-506 Vertical price transmission in the US beef sector: Evidence from the nonlinear ARDL model
by Fousekis, Panos & Katrakilidis, Constantinos & Trachanas, Emmanouil
- 507-518 Identification and estimation of endogenous selection models in the presence of misclassification errors
by Shiu, Ji-Liang
- 519-530 Optimal contract theory with time-inconsistent preferences
by li, Hong & Mu, Congming & Yang, Jinqiang
- 531-539 Endogenous growth and welfare effects of education subsidies and intergenerational transfers
by Del Rey, Elena & Lopez-Garcia, Miguel-Angel
- 540-550 How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?
by Kortelainen, Mika & Paloviita, Maritta & Viren, Matti
- 551-563 Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?
by Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra
- 564-573 Natural resource revenue, spending strategies and economic growth in Niger
by Go, Delfin S. & Robinson, Sherman & Thierfelder, Karen
- 574-582 The nexus of economic and institutional evolution
by Neyapti, Bilin & Arasil, Yavuz
- 583-591 Revisiting asymmetric price transmission in the U.S. oil-gasoline markets: A multiple threshold error-correction analysis
by Qin, Xiao & Zhou, Chunyang & Wu, Chongfeng
- 592-608 Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange
by Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je
- 609-617 Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model
by Kagraoka, Yusho
- 618-629 Effects of government capital injection on bank and bank-dependent borrower
by Chen, Shi & Lin, Ku-Jun
- 630-649 Debt sustainability, public investment, and natural resources in developing countries: The DIGNAR model
by Melina, Giovanni & Yang, Shu-Chun S. & Zanna, Luis-Felipe
- 650-660 An analysis of China's climate policy using the China-in-Global Energy Model
by Qi, Tianyu & Winchester, Niven & Karplus, Valerie J. & Zhang, Da & Zhang, Xiliang
- 661-671 Generalized cross-spectral test for nonlinear Granger causality with applications to money–output and price–volume relations
by Li, Haiqi & Zhong, Wanling & Park, Sung Y.
- 672-680 Carbon dioxide emissions and interregional economic convergence in China
by Yang, Jun & Zhang, Tengfei & Sheng, Pengfei & Shackman, Joshua D.
- 681-689 Climate change and economic growth: An intertemporal general equilibrium analysis for Egypt
by Elshennawy, Abeer & Robinson, Sherman & Willenbockel, Dirk
- 690-698 Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods
by Zhou, Jian
- 699-713 Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data: the Stock and Watson data re-examined
by Sandberg, Rickard
- 714-724 Has the attitude of US citizens towards redistribution changed over time?
by Pittau, Maria Grazia & Farcomeni, Alessio & Zelli, Roberto
- 725-732 Stochastic unit root processes: Maximum likelihood estimation, and new Lagrange multiplier and likelihood ratio tests
by Yoon, Gawon
- 733-741 Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market
by Chou, Kuo-Wei & Tseng, Yi-Heng
- 742-748 Public stimulus for private investment: An extended real options model
by Barbosa, Diogo & Carvalho, Vitor M. & Pereira, Paulo J.
- 749-763 Retirement planning in the light of changing demographics
by Wang, Hong & Koo, Bonsoo & O'Hare, Colin
- 764-771 Chinese liquidity increases and the U.S. economy
by Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin L.
- 772-789 Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory
by Kuo, Chen-Yin
- 790-811 Estimating parameters and structural change in CGE models using a Bayesian cross-entropy estimation approach
by Go, Delfin S. & Lofgren, Hans & Ramos, Fabian Mendez & Robinson, Sherman
- 812-821 Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model
by Huang, Zhuo & Liu, Hao & Wang, Tianyi
- 822-837 Not all international monetary shocks are alike for the Japanese economy
by Vespignani, Joaquin L. & Ratti, Ronald A.
- 838-850 Universal social insurance for Mexico: Modeling of a financing scheme
by Antón, Arturo & Boyd, Roy & Elizondo, Alejandra & Ibarrarán, María Eugenia
- 851-858 Institutional path dependence and international research intensity
by Goel, Rajeev K. & Saunoris, James W.
- 859-866 Fiscal rules as a response to commodity shocks: A welfare analysis of the Colombian scenario
by Ojeda-Joya, Jair N. & Parra-Polanía, Julián A. & Vargas, Carmiña O.
- 867-883 Long-term economic modeling for climate change assessment
by Chen, Y.-H. Henry & Paltsev, Sergey & Reilly, John M. & Morris, Jennifer F. & Babiker, Mustafa H.
- 884-897 Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach
by Hou, Yang & Li, Steven
- 898-912 Animal spirits and optimal monetary policy design in the presence of labour market frictions
by Sheen, Jeffrey & Wang, Ben Zhe
- 913-925 Market integration dynamics and asymptotic price convergence in distribution
by García-Hiernaux, Alfredo & Guerrero, David E. & McAleer, Michael
- 926-938 The short-term persistence of international mutual fund performance
by Vidal-García, Javier & Vidal, Marta & Boubaker, Sabri & Uddin, Gazi Salah
- 939-944 Revisit causal nexus between military spending and debt: A panel causality test
by Zhang, Xiaoyan & Chang, Tsangyao & Su, Chi-Wei & Wolde-Rufael, Yemane
- 945-959 What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy
by Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul
- 960-966 Bank fundamentals, economic conditions, and bank failures in East Asian countries
by Lin, Ching-Chung & Yang, Shou-Lin
- 967-980 Generalized asset pricing: Expected Downside Risk-based equilibrium modeling
by Ormos, Mihály & Timotity, Dusán
- 981-996 What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets
by Dewandaru, Ginanjar & Masih, Rumi & Masih, A. Mansur M.
- 997-1016 Fiscal policy during the crisis: A look on Germany and the Euro area with GEAR
by Gadatsch, Niklas & Hauzenberger, Klemens & Stähler, Nikolai
- 1017-1025 The role of savings rate in exchange rate and trade imbalance nexus: Cross-countries evidence
by Chiu, Yi-Bin & Sun, Chia-Hung D.
- 1026-1033 International trade and tourism flows: An extension of the gravity model
by Santana-Gallego, María & Ledesma-Rodríguez, Francisco J. & Pérez-Rodríguez, Jorge V.
2016, Volume 52, Issue PA
- 1-2 Advances and challenges in decision-making, monetary policy and financial markets
by Dufrénot, Gilles & Jawadi, Fredj
- 3-12 Solving intertemporal CGE models in parallel using a singly bordered block diagonal ordering technique
by Van Ha, Pham & Kompas, Tom
- 13-25 Counterfeit quality and verification in a monetary exchange
by Shao, Enchuan & Fung, Ben S.C.
- 26-34 The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model
by Brana, Sophie & Prat, Stéphanie
- 35-49 Investment hysteresis and potential output: A post-Keynesian–Kaleckian agent-based approach
by Bassi, Federico & Lang, Dany
- 50-57 The effect of ageing on the European economies in a life-cycle model
by Kolasa, Aleksandra & Rubaszek, Michał
- 58-70 Fiscal devaluation in the euro area: A model-based analysis
by Gomes, S. & Jacquinot, P. & Pisani, M.
- 71-77 The safer, the riskier: A model of financial instability and bank leverage
by Kato, Ryo & Tsuruga, Takayuki
- 78-100 A multi-country DSGE model with incomplete exchange rate pass-through: An application for the Euro-area
by Razafindrabe, Tovonony M.
- 101-107 Central bank independence in a historical perspective. Myth, lessons and a new model
by Blancheton, Bertrand
- 108-114 Inflation targeting and public deficit in emerging countries: A time varying treatment effect approach
by Kadria, Mohamed & Ben Aissa, Mohamed Safouane
- 115-124 Optimal positioning in financial derivatives under mixture distributions
by Hentati-Kaffel, R. & Prigent, J.-L.
- 125-143 Decreasing fertility vs increasing longevity: Raising the retirement age in the context of ageing processes
by Bielecki, Marcin & Goraus, Karolina & Hagemejer, Jan & Tyrowicz, Joanna
- 144-154 Employee stock option-implied risk attitude under Rank-Dependent Expected Utility
by Bahaji, Hamza & Casta, Jean-François
- 155-161 How bank competition influences liquidity creation
by Horvath, Roman & Seidler, Jakub & Weill, Laurent
- 162-172 Financialisation and crisis in an agent based macroeconomic model
by Riccetti, Luca & Russo, Alberto & Gallegati, Mauro
- 173-185 Spatial price transmission on agricultural commodity markets under different volatility regimes
by Ganneval, S.
- 186-205 Monetary policy regime shifts under the zero lower bound: An application of a stochastic rational expectations equilibrium to a Markov switching DSGE model
by Iiboshi, Hirokuni
- 206-215 On the risk comovements between the crude oil market and U.S. dollar exchange rates
by de Truchis, Gilles & Keddad, Benjamin
- 216-225 The macroeconomic determinants of the US term structure during the Great Moderation
by Paccagnini, Alessia
- 226-232 Did the Fed follow an implicit McCallum rule during the Great Depression?
by Damette, Olivier & Parent, Antoine
- 233-238 Revisiting the role of inflation environment in exchange rate pass-through: A panel threshold approach
by Ben Cheikh, Nidhaleddine & Louhichi, Waël
- 239-250 Does trust contribute to stock market development?
by Ng, Adam & Ibrahim, Mansor H. & Mirakhor, Abbas
- 251-258 Tax evasion, tax corruption and stochastic growth
by Célimène, Fred & Dufrénot, Gilles & Mophou, Gisèle & N'Guérékata, Gaston
- 259-265 The performance of hybrid models in the assessment of default risk
by Bellalah, Mondher & Zouari, Sami & Levyne, Olivier
- 266-277 Reducible diffusions with time-varying transformations with application to short-term interest rates
by Bu, Ruijun & Cheng, Jie & Hadri, Kaddour
- 278-291 Equilibrium of financial derivative markets under portfolio insurance constraints
by Bertrand, Philippe & Prigent, Jean-luc
- 292-299 On the study of contagion in the context of the subprime crisis: A dynamic conditional correlation–multivariate GARCH approach
by Hemche, Omar & Jawadi, Fredj & Maliki, Samir B. & Cheffou, Abdoulkarim Idi
2015, Volume 51, Issue C
- 1-12 The course of realized volatility in the LME non-ferrous metal market
by Todorova, Neda
- 13-20 The effect of strategic technology adoptions by local firms on technology spillover
by Kwon, Chul-Woo & Chun, Bong Geul
- 21-32 Demand and supply effects of bargaining power shocks
by Charpe, Matthieu & Kühn, Stefan
- 33-37 A wavelet analysis of US fiscal sustainability
by Cascio, Iolanda Lo
- 38-52 The sensitivity of climate-economy CGE models to energy-related elasticity parameters: Implications for climate policy design
by Antimiani, Alessandro & Costantini, Valeria & Paglialunga, Elena
- 53-57 A robust estimation of the terms of trade between the United Kingdom and British India, 1858–1947
by Ghoshray, Atanu
- 58-64 Does investment in capacity encourage FDI?
by Dong, Quan & Bárcena-Ruiz, Juan Carlos
- 65-71 Can online markets attract high-quality products?
by Chen, Pu & Chen, Yijuan & Hu, Xiangting & Li, Sanxi
- 72-83 Central bank and asymmetric preferences: An application of sieve estimators to the U.S. and Brazil
by de Sá, Rodrigo & Portugal, Marcelo S.
- 84-98 Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5
by Chien, Mei-Se & Lee, Chien-Chiang & Hu, Te-Chung & Hu, Hui-Ting
- 99-111 Patent infringement, litigation, and settlement
by Jeon, Haejun
- 112-122 The role of financial speculation in the energy future markets: A new time-varying coefficient approach
by Li, Haiqi & Kim, Hyung-Gun & Park, Sung Y.
- 123-135 House prices and credit risk: Evidence from the United States
by Tajik, Mohammad & Aliakbari, Saeideh & Ghalia, Thaana & Kaffash, Sepideh
- 136-152 Emission reduction policy: A regional economic analysis for China
by Chen, Anping & Groenewold, Nicolaas
- 153-158 Production and hedging decisions under regret aversion
by Guo, Xu & Wong, Wing-Keung & Xu, Qunfang & Zhu, Xuehu
- 159-171 Can re-regulation of the financial sector strike back public debt?
by Agnello, Luca & Sousa, Ricardo M.
- 172-182 Dynamic mean–variance portfolio selection with liability and stochastic interest rate
by Chang, Hao
- 183-199 An examination of macroeconomic fluctuations in Korea exploiting a Markov-switching DSGE approach
by Choi, Jinho & Hur, Joonyoung
- 200-213 Foreign direct investment and economic growth: A real relationship or wishful thinking?
by Iamsiraroj, Sasi & Ulubaşoğlu, Mehmet Ali
- 214-226 Institutional infrastructure and economic growth in member countries of the Organization of Islamic Cooperation (OIC)
by Slesman, Ly & Baharumshah, Ahmad Zubaidi & Ra'ees, Wahabuddin
- 227-241 Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach
by Kim, Hyeongwoo & Ryu, Deockhyun
- 242-262 Modeling intermittent renewable electricity technologies in general equilibrium models
by Tapia-Ahumada, Karen & Octaviano, Claudia & Rausch, Sebastian & Pérez-Arriaga, Ignacio
- 263-268 On the stochastic elasticity of variance diffusions
by Kim, Jeong-Hoon & Yoon, Ji-Hun & Lee, Jungwoo & Choi, Sun-Yong
- 269-279 Rural welfare implications of large-scale land acquisitions in Africa: A theoretical framework
by Kleemann, Linda & Thiele, Rainer
- 280-288 Sentiment approach to underestimation and overestimation pricing model
by Yang, Chunpeng & Zhou, Liyun
- 289-298 Structural and managerial cost differences in nonprofit nursing homes
by Di Giorgio, L. & Filippini, M. & Masiero, G.
- 299-307 Imitation: A catalyst for innovation and endogenous growth
by Collins, Tracy
- 308-314 Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas
by Yang, Lu & Cai, Xiao Jing & Li, Mengling & Hamori, Shigeyuki
- 315-327 A penalty function approach to occasionally binding credit constraints
by Brzoza-Brzezina, Michał & Kolasa, Marcin & Makarski, Krzysztof
- 328-339 Long-term growth and persistence with obsolescence
by Barañano, Ilaski & Romero-Ávila, Diego
- 340-358 Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia
by Mensi, Walid & Hammoudeh, Shawkat & Kang, Sang Hoon
- 359-365 Policy risks, technological risks and stock returns: New evidence from the US stock market
by Apergis, Nicholas
- 366-382 Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector
by Tong, Bin & Diao, Xundi & Wu, Chongfeng
- 383-390 A new risk measure and its application in portfolio optimization: The SPP–CVaR approach
by Bin, Liu
- 391-402 Financial policies on firm performance: The U.S. insurance industry before and after the global financial crisis
by Yu, Chih-Ping
- 403-411 The impact of the 2014 platinum mining strike in South Africa: An economy-wide analysis
by Bohlmann, H.R. & Van Heerden, J.H. & Dixon, P.B. & Rimmer, M.T.
- 412-423 Macroeconomic idiosyncrasies and European monetary unification: A sceptical long run view
by Binet, Marie-Estelle & Pentecôte, Jean-Sébastien
- 424-435 Crime victimization, neighborhood safety and happiness in China
by Cheng, Zhiming & Smyth, Russell
- 436-443 Asymmetric impact of crude price on oil product pricing in the United States: An application of multiple threshold nonlinear autoregressive distributed lag model
by Pal, Debdatta & Mitra, Subrata Kumar
- 444-453 Does genetic proximity to high growth countries affect a country's own growth?
by Chaudhry, Azam & Ikram, Rabia
- 454-459 Liquidity and conditional market returns: Evidence from German exchange traded funds
by Czauderna, Katrin & Riedel, Christoph & Wagner, Niklas
- 460-472 Modeling longevity risk transfers as Nash bargaining problems: Methodology and insights
by Zhou, Rui & Li, Johnny Siu-Hang & Tan, Ken Seng
- 473-483 Modeling high-frequency volatility with three-state FIGARCH models
by Shi, Yanlin & Ho, Kin-Yip
- 484-490 Import quota allocation between regions under Cournot competition
by Abbassi, Abdessalem & Tamini, Lota D. & Dakhlaoui, Ahlem
- 491-501 Competition and the growth of nations: International evidence from Bayesian model averaging
by Man, Georg
- 502-514 Fiscal policy tracking design in the time–frequency domain using wavelet analysis
by Crowley, Patrick M. & Hudgins, David
- 515-523 The telecommunications industry and economic growth: How the market structure matters
by Jerbashian, Vahagn
- 524-533 Valuing commodity options and futures options with changing economic conditions
by Fan, Kun & Shen, Yang & Siu, Tak Kuen & Wang, Rongming
- 534-543 A financial CGE model analysis: Oil price shocks and monetary policy responses in China
by Liu, Jing-Yu & Lin, Shih-Mo & Xia, Yan & Fan, Ying & Wu, Jie
- 544-550 New non-equilibrium cobweb dynamical evolution model and its application
by Fu, Min & Xia, Jun & Fan, Xinghua & Tian, Lixin & Wang, Minggang
- 551-559 Temptations as Impulsivity: How far are Regret and the Allais Paradox from Shoplifting?
by Khalil, Elias L.
- 560-570 A portfolio-invariant capital allocation scheme penalizing concentration risk
by Kao, Lie-Jane
- 571-582 Financial frictions and the role of investment-specific technology shocks in the business cycle
by Kamber, Günes & Smith, Christie & Thoenissen, Christoph
- 583-595 Internal habits in an endogenous growth model with elastic labor supply
by Gómez, Manuel A. & Monteiro, Goncalo
- 596-603 Fiscal policy under deflationary gap and long-run stagnation: Reinterpretation of Keynesian multipliers
by Murota, Ryu-ichiro & Ono, Yoshiyasu
- 604-616 System estimation of GVAR with two dominants and network theory: Evidence for BRICs
by Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Tsionas, Efthymios G. & Minou, Chrysanthi
- 617-625 Monitoring the world business cycle
by Camacho, Maximo & Martinez-Martin, Jaime
- 626-634 Endogenous markups in the new Keynesian model: Implications for inflation–output trade-off and welfare
by Eksi, Ozan
- 635-645 Policy evaluation via a statistical control: A non-parametric evaluation of the ‘Want2Work’ active labour market policy
by Lindley, Joanne & Mcintosh, Steven & Roberts, Jennifer & Czoski Murray, Carolyn & Edlin, Richard
- 646-652 On the optimal design of insurance contracts with the restriction of equity risk
by Sun, Wujun & Dong, Dandan
- 653-656 Nonlinearities and financial contagion in Latin American stock markets
by Romero-Meza, Rafael & Bonilla, Claudio & Benedetti, Hugo & Serletis, Apostolos
- 657-671 Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets
by Changqing, Luo & Chi, Xie & Cong, Yu & Yan, Xu
- 672-679 Evaluation of realized multi-power variations in minimum variance hedging
by Hung, Jui-Cheng
2015, Volume 50, Issue C
- 1-8 Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation
by Iglesias, Emma M.
- 9-18 Stress-testing for portfolios of commodity futures
by Paraschiv, Florentina & Mudry, Pierre-Antoine & Andries, Alin Marius
- 19-26 A comparison of different contract forms for consumers with switching costs and changed preferences
by Shen, Na & Su, Jun
- 27-39 Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?
by Burns, Kelly & Moosa, Imad A.
- 40-48 Incentives, performance and desirability of socially responsible firms in a Cournot oligopoly
by Lambertini, Luca & Tampieri, Alessandro
- 49-63 Avoiding carbon lock-in: Policy options for advancing structural change
by Mattauch, Linus & Creutzig, Felix & Edenhofer, Ottmar
- 64-71 Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?
by Chen, Wei & Huang, Zhuo & Yi, Yanping
- 72-84 Optimal resource allocation in a representative investor economy
by Gomes, Orlando
- 85-93 Uncertainty and fiscal policy in a monetary union: Why does monetary policy transmission matter?
by Oros, Cornel & Zimmer, Blandine
- 94-104 Limited attention of individual investors and stock performance: Evidence from the ChiNext market
by Zhang, Bing & Wang, Yudong
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