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School of Finance and Economics, University of Technology, Sydney

Working Paper Series

Contact information of School of Finance and Economics, University of Technology, Sydney:
Postal: PO Box 123, Broadway, NSW 2007, Australia
Phone: +61 2 9514 7777
Fax: +61 2 9514 7711
Web page: http://www.business.uts.edu.au/finance/
More information through EDIRC

For technical questions regarding this series, please contact (Duncan Ford)
Series handle: repec:uts:wpaper

2009

158 Follow the Leader: Steady State Analysis of a Dynamic Social Network
by David Goldbaum [Downloadable!]

2008

157 Fostering Educational Enrolment Through Subsidies: The Issue of Timing
by Mario Fiorini [Downloadable!]
156 Stochastic Monotonicity in Intergenerational Mobility Tables
by Valentino Dardanoni & Mario Fiorini & Antonio Forcina [Downloadable!]
155 Follow the Leader: Simulations on a Dynamic Social Network
by David Goldbaum [Downloadable!]
154 Piloting a Peer Feedback Program in the Faculty of Business at UTS
by Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty [Downloadable!]
153 Money and Monetary Policy in a Kaldor-Pasinetti-Sraffa-Keynes Framework
by Peter Docherty [Downloadable!]
152 Improving Student Skills in Essay Writing and Oral Presentations
by Tiffany Hutcheson [Downloadable!]

2007

151 Keynesian AD-AS, Quo Vadis?
by Toichiro Asada & Carl Chiarella & Peter Flaschel & Christian R. Proaño [Downloadable!]

2006

150 Reducing the Expectations Gap: Facilitating Improved Student Writing in an Intermediate Macroeconomics Course
by Peter Docherty & Harry Tse & Ross Forman & Jo McKenzie [Downloadable!]
149 Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System
by Peter Docherty & G Wang [Downloadable!]
148 Endogenous Money, Non-neutrality and Interest-sensitivity in the Theory of Long Period Unemployment
by Peter Docherty [Downloadable!]
147 Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy
by Pu Chen & Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
146 Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations
by Pu Chen & Carl Chiarella & Peter Flaschel & Hing Hung [Downloadable!]
145 Tutorial Attendance and Grade Achievement
by Tiffany Hutcheson & Harry Tse [Downloadable!]

2005

144 An Empirical Test of a New Theory of Economic Growth ? The Relationship Between External Debt and Economic Development
by Carolyn Currie [Downloadable!]
143 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks
by Carolyn Currie [Downloadable!]
142 Towards a General Theory of Financial Regulation: Predicting, Measuring and Preventing Financial Crises
by Carolyn Currie [Downloadable!]
141 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks
by Carolyn Currie [Downloadable!]
140 An Empirical Test of a New Theory of Economic Growth ? the Relationship Between External Debt and Economic Development
by Carolyn Currie [Downloadable!]

2004

139 Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model
by Toichiro Asada & Pu Chen & Carl Chiarella & Peter Flaschel [Downloadable!]
138 Continuous Time Model Estimation
by Carl Chiarella & Shenhuai Gao [Downloadable!]
137 The Potential Effect of the New Basel Operational Risk Capital Requirements
by Carolyn Currie [Downloadable!]
136 Learning by Students at University
by Tiffany Hutcheson & Harry Tse [Downloadable!]
135 Regulatory Failure in Emerging Markets
by Carolyn Currie [Downloadable!]
134 Basel II and Operational Risk - Overview of Key Concerns
by Carolyn Currie [Downloadable!]
133 Partnering with the Private Sector to Introduce New Physical, Human, and Social Capital - Isolating Criteria for Success
by S. Burd & Carolyn Currie [Downloadable!]

2003

132 Towards a General Theory of Financial Regulation: Predicting, Measuring and Preventing Financial Crises
by Carolyn Currie [Downloadable!]
131 The Need for a New Theory of Economic Reform
by Carolyn Currie [Downloadable!]
130 Factors Affecting the Probability of Bankruptcy
by Maurice Peat [Downloadable!]
129 The Structure of Keynesian Macrodynamics: A Framework for Future Research
by Carl Chiarella & Peter Flaschel & Peiyuan Zhu [Downloadable!]
128 Interacting Two-Country Business Fluctuations
by T. Asada & Carl Chiarella & Peter Flaschel & Reiner Franke [Downloadable!]
127 Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation
by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
126 International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature
by Pat Wilson & Ralf Zurbruegg [Downloadable!]
125 Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
124 Keynes-Metzler-Goodwin Model Building: The Closed Economy
by T. Asada & Carl Chiarella & Peter Flaschel [Downloadable!]
122 The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets
by R. M. Eldridge & Maurice Peat & Max Stevenson [Downloadable!]
97 Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation
by Carl Chiarella & Peter Flaschel [Downloadable!]
96 Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model
by Carl Chiarella & Peter Flaschel & Peiyuan Zhu [Downloadable!]

2002

123 Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
121 Structural Breaks and Diversification: The ImpactThe Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets
by Pat Wilson & Ralf Zurbruegg & Richard Gerlach [Downloadable!]
120 Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model
by Carl Chiarella & Peter Flaschel & G. Gong & Willi Semmler [Downloadable!]
119 Behavioural Finance and the Decision to Invest in High Tech Stocks
by Sian Owen [Downloadable!]
118 Regulatory Failure in Emerging Markets
by Carolyn Currie [Downloadable!]
117 Integrity and Security in the E-Century
by Carolyn Currie [Downloadable!]
116 Solving the Price-Earnings Puzzle
by Carl Chiarella & S. Gao [Downloadable!]
115 Modelling the Value of the S&P 500 - A System Dynamics Perspective
by Carl Chiarella & S. Gao [Downloadable!]
114 Type I Spurious Regression in Econometrics
by Carl Chiarella & S. Gao [Downloadable!]

2001

113 Failures in B2C Companies; Two Examples and Lessons for New Players
by Sian Owen [Downloadable!]
112 Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
111 Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient
by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
110 The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data
by Chris Bajada [Downloadable!]

2000

109 Price Flexibility and Debt Dynamics in a High Order AS-AD Model
by Carl Chiarella & Peter Flaschel & Willi Semmler [Downloadable!]
108 Output, Financial Markets and Growth
by Carl Chiarella & Peter Flaschel & Reiner Franke & Willi Semmler [Downloadable!]
107 Trading in the Australian Foreign Exchange Market
by Tiffany Hutcheson [Downloadable!]
106 A Decomposition of the Labour Market Participation of Married Women in Three Countries: Australia, Canada and the United States of America
by Vera Brusentsev [Downloadable!]
105 The Game Academics Play: Editors Versus Authors
by Joao Ricardo Faria [Downloadable!]
104 Integrating Tobin's Q with Goodwin's Nonlinear Accelerator
by Joao Ricardo Faria [Downloadable!]
103 An Examination of the Statistical Discrepancy and Private Investment Expenditure
by Chris Bajada [Downloadable!]
102 Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics
by Carl Chiarella & Alexander Khomin [Downloadable!]
101 An Economic Analysis of the Peter and Dilbert Principles
by Joao Ricardo Faria [Downloadable!]
100 The Research Output of Academic Economists in Brazil
by Joao Ricardo Faria [Downloadable!]
76 Approximating Heath-Jarrow-Morton Non-Markovian Term Structure of Interest Rate Models with Markovian Systems
by Ram Bhar & Carl Chiarella [Downloadable!]

1999

99 Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution
by Carl Chiarella & Peter Flaschel & G. Groh & C. Köper & Willi Semmler [Downloadable!]
98 Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions
by Carl Chiarella & Peter Flaschel & G. Groh & C. Köper & Willi Semmler [Downloadable!]
95 Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues
by Carl Chiarella & Peter Flaschel
94 Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model
by Carl Chiarella & Peter Flaschel [Downloadable!]
93 Towards Applied Disequilibrium Growth Theory: I The Starting Model
by Carl Chiarella & Peter Flaschel [Downloadable!]
92 Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks
by VT Alaganar & Graham Partington & Max Stevenson [Downloadable!]
91 Confidence Intervals for the Underground Economy in Australia
by Chris Bajada [Downloadable!]
90 The Dynamics of the Cobweb when Producers are Risk Averse Learners
by Carl Chiarella & Xue-Zhong He [Downloadable!]
89 Is There a General Criterion for Dynamic Efficiency?
by M. A. C. Martins & Joao Ricardo Faria
88 Consumer Behaviour, Labour Supply and Diabetes: The Complex Case
by Joao Ricardo Faria [Downloadable!]
87 The Birth of Limit Cycles in Nonlinear Oligipolies with Continuously Distributed Information Lags
by Carl Chiarella & Ferenz Szidarovszky
86 The Price of Risk
by Craig Ellis [Downloadable!]
85 Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives
by Carl Chiarella & Peter Flaschel [Downloadable!]
84 An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Parts II and III)
by Lori Semaan [Downloadable!]
83 An International Comparison of Regulatory Regimes and Trading Structures: Seven Stock Markets, (Part I)
by Lori Semaan [Downloadable!]

1998

82 Is Speculative Activity in Asia Pacific Markets Anything New?
by Tiffany Hutcheson [Downloadable!]
81 Zero-Coupon Yield Curve Estimation; A Principal Component, Polynomial Approach
by Ben Hunt & Chris Terry [Downloadable!]
80 Regime Switches in Property Market Risk Premiums: Some International Comparisons
by Pat Wilson & John Okunev & Tiffany Hutcheson [Downloadable!]
79 Modelling the Expected Value of the Classical Rescaled Adjusted Range for Long-Term Dependent Series
by Craig Ellis [Downloadable!]

1997

78 Ownership Structure and Building Society Efficiency
by Tiffany Hutcheson & Ian Sharpe [Downloadable!]
77 The Wallis Inquiry, an Information Brief From the Perspective of a Political Economic Historian
by Carolyn Currie [Downloadable!]
75 A Survey of Models for the Pricing of Interest Rate Derivatives
by Carl Chiarella & Nadima El-Hassan
74 Individual Share Futures Contracts: The Economic Impact of Their Introduction on the Underlying Equity Market
by Maurice Peat & M. McCorry [Downloadable!]
73 Testing for Evidence of Nonlinear Structure in Daily and Weekly United Kingdom Stock and Property Market Indicies
by Graham Newell & Maurice Peat & Max Stevenson [Downloadable!]
72 Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques
by Carl Chiarella & Nadima El-Hassan [Downloadable!]

1996

71 Ethnic Small Business and Employment Creation in Australia in the 1990s
by Jock Collins [Downloadable!]
70 Construction of Zero-Coupon Yield Curve From Coupon Bond Yield Using Australian Data
by Ram Bhar & Carl Chiarella [Downloadable!]
69 Mis-Specification in the Estimation of the Expected Rescaled Adjusted Range Statistic: The Case Versus Peters
by Craig Ellis [Downloadable!]
68 Cosmopolitan Capitalism: Ethnicity, Gender and Small Business in Australia in the 1990s
by Jock Collins [Downloadable!]
67 Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle
by D. Jones & Maurice Peat & Max Stevenson [Downloadable!]
66 Bootstrap Results From the State Space From Representation of the Heath-Jarrow-Morton Model
by Ram Bhar & Carl Chiarella [Downloadable!]
65 Fractional Co-Integration in Domestic and International Real Estate and Stock Markets
by John Okunev & Pat Wilson [Downloadable!]
64 Learning Dynamics in a Nonlinear Stochastic Model of Exchange Rates
by Carl Chiarella & Alexander Khomin [Downloadable!]
63 A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates
by Carl Chiarella & Nadima El-Hassan [Downloadable!]
62 Unit Root Testing with Known and Unknown Structural Breaks in Property and Equity Markets
by Pat Wilson & John Okunev [Downloadable!]
61 Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns
by Graham Newell & Maurice Peat & Max Stevenson [Downloadable!]
60 Some Further Theoretical and Empirical Implications Regarding the Relationship between Earnings, Dividends and Returns
by R. Chiang & Ian Davidson & John Okunev [Downloadable!]
59 Modelling the Equity Risk Premium in the Long Term
by Ian Davidson & John Okunev & M. Tahir [Downloadable!]
58 Stochastic Interest Rates, Transaction Costs and Immunizing Foreign Currency Risk
by R. Chiang & John Okunev & M. Tippett [Downloadable!]
57 Some Further Evidence in Relation to Short Termism of Stock Prices
by Ian Davidson & John Okunev & M. Tippett [Downloadable!]

1995

56 Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach
by Ram Bhar & Carl Chiarella [Downloadable!]
55 Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework
by Ram Bhar & Carl Chiarella [Downloadable!]
54 The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques
by Ram Bhar & Carl Chiarella [Downloadable!]
53 Transformation of Heath-Jarrow-Morton Models to Markovian Systems
by Ram Bhar & Carl Chiarella [Downloadable!]
52 Keynesian Monetary Growth Dynamics: The Missing Prototype
by Carl Chiarella & Peter Flaschel [Downloadable!]
51 Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data
by Ben Hunt [Downloadable!]
50 Modelling the Yields on Australian Coupon Paying Bonds
by Ben Hunt [Downloadable!]
49 Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets
by Pat Wilson & John Okunev & Guy Ta [Downloadable!]
48 Testing for Nonlinearities in Economic and Financial Time Series
by Maurice Peat & Max Stevenson [Downloadable!]
47 Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets
by John Okunev & Pat Wilson [Downloadable!]
46 Comparing and Contrasting Native Property Title Claims in South Africa and Australia
by Pat Wilson & P. DuPlessis [Downloadable!]
45 Immigration and Labor Government in Australia: 1983-95
by Jock Collins [Downloadable!]
44 Chinese in Australia 1945-1994: Changing Patterns of Migration, Racialisation and Opportunity
by Jock Collins & C. Reid [Downloadable!]
43 A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets
by Carl Chiarella & Koji Okuguchi [Downloadable!]

1994

42 Are Real Estate and Securities Markets Integrated? Some Australian Evidence
by Pat Wilson & John Okunev & Guy Ta [Downloadable!]
41 The Changing Political Economy of Australian Racism
by Jock Collins [Downloadable!]
40 A Survey of Expectations of Bankers on the Factors Business Firms Use in Selecting a Bank
by Rowan Trayler & J. Nielsen & B. Brown [Downloadable!]
39 Modelling Yen Futures Return Using Daily Data From IMM and Simex
by Ram Bhar [Downloadable!]
38 Earnings, Dividends and Returns: A Theoretical Model
by Garry Hobbes & Graham Partington & Max Stevenson [Downloadable!]
37 Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets
by Maurice Peat & Max Stevenson [Downloadable!]
36 Takeover Bids, Share Prices, and the Expected Value Hypothesis
by Elaine Hutson [Downloadable!]
35 Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities
by Ram Bhar [Downloadable!]

1993

34 A Limited Stock Arbitrage of the Sydney Futures Exchange SPI Contract
by Ben Hunt [Downloadable!]
33 Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price
by Pat Wilson [Downloadable!]
32 The Sources of Unemployment: A Simple Econometric Analysis
by Tom Valentine [Downloadable!]
31 Bank Share Prices and Profitability
by Daniel Daugaard [Downloadable!]
30 Will We Survive the Debt Crisis?
by Tom Valentine [Downloadable!]
29 Miller Modigliani and Ohlson: A Note on an Old Model in New Clothes
by Graham Partington [Downloadable!]
28 Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia
by Jock Collins [Downloadable!]
27 The Impact of the Closer Economic Relations Agreement on the Cultural Industries in Australia and New Zealand
by Ross Jones [Downloadable!]
26 An Economic Analysis of Genetic Improvement Within a Commercial Livestock Population
by Max Stevenson [Downloadable!]
25 Racism, Ethnicity and Immigration in Canada and Australia
by Jock Collins & F. Henry [Downloadable!]
24 In Shared Information Services is Size Important?
by Pat Wilson & Wayne Dwyer [Downloadable!]
23 Shared Information - Comparing Multilist and Franchise Operations
by Pat Wilson [Downloadable!]

1992

22 Bank Interest Rate Margins
by Tom Valentine [Downloadable!]
21 Lessons From Australia's Lending Experience in the Eighties
by Tom Valentine [Downloadable!]
20 Share Prices: A Comparison of Fundamental Models
by Daniel Daugaard & Tom Valentine [Downloadable!]
19 Performance Differences Within the Market for Housing
by Garry de Jager & Joseph Winsen [Downloadable!]
18 Performance Differences Within the Market for Housing
by Pat Wilson [Downloadable!]
17 Asset Allocation and Diversification by Real Estate Sector Within a Portfolio: Two Australian Case Studies
by Mike Wallace [Downloadable!]
16 Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study
by Keith Chan & D McColough & Michael Skully [Downloadable!]
14 Developments in Nonlinear Economic Dynamics: Past, Present and Future
by Carl Chiarella [Downloadable!]
13 The Dynamics of Speculative Behaviour
by Carl Chiarella [Downloadable!]
12 Immigrant Families in Australia
by Jock Collins [Downloadable!]

1991

15 The Strategic Importance of the Rural Sector
by Carolyn Currie [Downloadable!]
11 The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays
by Carl Chiarella [Downloadable!]
10 A Forecasting Model of Option Pricing Volatility
by Ben Hunt [Downloadable!]
9 The Need for Reform of the Australian Financial Regulatory System
by Carolyn Currie [Downloadable!]
8 Exploiting Volatility Movements in the Sydney Futures Exchange's Bank Bill Contract
by Ben Hunt & Ram Bhar [Downloadable!]
7 Multiculturalism in Australia: The Challenges Ahead
by Jock Collins [Downloadable!]
6 Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics
by Carl Chiarella [Downloadable!]
5 The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context
by Simon Loria & Toan Pham & Ah Boon Sim [Downloadable!]
4 The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context
by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan [Downloadable!]
3 Determinants of Corporate Capital Structure: Australian Evidence
by Carl Chiarella & Toan Pham & Ah Boon Sim & Madeleine Tan [Downloadable!]
2 A Note on Parameters in Binomial Option Pricing
by Garry de Jager [Downloadable!]
1 Costly Information, Informed Investors and the Use of Sophisticated Capital Budgeting Techniques
by Mark Freeman & Garry Hobbes [Downloadable!]

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This page was last updated on 2009-11-12.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.