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Publications

by members of

Business School
University of Technology Sydney
Sydney, Australia

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. Find also a compilation of publications from alumni here.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters | Software components |

Working papers

Undated material is listed at the end

2024

  1. Kettlewell, Nathan & Walker, Matthew J. & Yoo, Hong Il, 2024. "Alternative Models of Preference Heterogeneity for Elicited Choice Probabilities," IZA Discussion Papers 16821, Institute of Labor Economics (IZA).

2023

  1. Chan, M. K. & Liu, K., 2023. "Changing Families: Family Relationships, Parental Decisions and Child Development," Cambridge Working Papers in Economics 2315, Faculty of Economics, University of Cambridge.
  2. Chan, M. & Dalla-Zuanna, A. & Liu, K., 2023. "Understanding Program Complementarities: Estimating the Dynamic Effects of Head Start with Multiple Alternatives," Cambridge Working Papers in Economics 2330, Faculty of Economics, University of Cambridge.
  3. Isa Hafalir & Onur Kesten & Katerina Sherstyuk & Cong Tao, 2023. "When Speed is of Essence: Perishable Goods Auctions," Working Papers 202310, University of Hawaii at Manoa, Department of Economics.
  4. Nathan Kettlewell & Yuting Zhang, 2023. "Financial incentives and private health insurance demand on the extensive and intensive margins," Melbourne Institute Working Paper Series wp2023n09, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  5. Kettlewell, Nathan & Levy, Jonathan & Tymula, Agnieszka & Wang, Xueting, 2023. "The Gender Reference Point Gap," IZA Discussion Papers 16138, Institute of Labor Economics (IZA).
  6. Kettlewell, Nathan & Tymula, Agnieszka & Yoo, Hong Il, 2023. "The Heritability of Economic Preferences," IZA Discussion Papers 16633, Institute of Labor Economics (IZA).
  7. Bowen Fu & Mengheng Li & Qazi Haque, 2023. "Exchange rates, uncovered interest parity, and time-varying Fama regressions," School of Economics and Public Policy Working Papers 2023-06 Classification-C1, University of Adelaide, School of Economics and Public Policy.

2022

  1. Corrado Di Guilmi & Giorgos Galanis & Christian Proaño, 2022. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Working Papers 106, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
  2. Nathan Kettlewell & Peter Siminski, 2022. "Optimal Model Selection in RDD and Related Settings Using Placebo Zones," Papers 2212.04043, arXiv.org.
  3. Girsberger, E. M. & Hassani-Nezhad, L. & Karunanethy, K. & Lalive, R., 2022. "Mothers at Work: How Mandating a Short Maternity Leave Affects Work and Fertility," Working Papers 22/06, Department of Economics, City University London.
  4. Girsberger, Esther Mirjam & Meango, Romuald, 2022. "The Puzzle of Educated Unemployment in West Africa," IZA Discussion Papers 15721, Institute of Labor Economics (IZA).
  5. Sarah C. Dahmann & Nathan Kettlewell & Jack Lam, 2022. "Parental Separation and the Formation of Economic Preferences," SOEPpapers on Multidisciplinary Panel Data Research 1161, DIW Berlin, The German Socio-Economic Panel (SOEP).

2021

  1. Michelle Baddeley & Geoff Harcourt, 2021. "A Behavioural Model of Investment Appraisal and its Implications for the Macroeconomy," Working Paper Series 2021/05, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Díaz & Menachem Abudy & To, 2021. "Non-Standard Errors," Working Paper Series, Social and Economic Sciences 2021-11, Faculty of Social and Economic Sciences, Karl-Franzens-University Graz.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian Brownlees & Javier Gil-Bazo, 2021. "Non-Standard Errors," Working Papers 1303, Barcelona School of Economics.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," IWH Discussion Papers 11/2021, Halle Institute for Economic Research (IWH).
    • Albert J. et al. Menkveld, 2021. "Non-Standard Errors," CESifo Working Paper Series 9453, CESifo.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Post-Print halshs-03500882, HAL.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Cambridge Working Papers in Economics 2182, Faculty of Economics, University of Cambridge.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023. "Non-Standard Errors," LIDAM Reprints LFIN 2023002, Université catholique de Louvain, Louvain Finance (LFIN).
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-standard errors," SAFE Working Paper Series 327, Leibniz Institute for Financial Research SAFE.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021. "Non-Standard Errors," Working Papers 2021-31, Faculty of Economics and Statistics, Universität Innsbruck.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021. "Non-Standard Errors," CEPR Discussion Papers 16751, C.E.P.R. Discussion Papers.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021. "Non-standard errors," Economics Working Papers 1807, Department of Economics and Business, Universitat Pompeu Fabra.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021. "Non-Standard Errors," Working Papers 2021:17, Lund University, Department of Economics.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Frömmel & et al, 2021. "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 21/1032, Ghent University, Faculty of Economics and Business Administration.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022. "Non-Standard Errors," Swiss Finance Institute Research Paper Series 22-09, Swiss Finance Institute.
    • Moinas, Sophie & Declerck, Fany & Menkveld, Albert J. & Dreber, Anna, 2023. "Non-Standard Errors," TSE Working Papers 23-1451, Toulouse School of Economics (TSE).
    • Ferrara, Gerardo & Jurkatis, Simon, 2021. "Non-standard errors," Bank of England working papers 955, Bank of England.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021. "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03500882, HAL.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023. "Non-Standard Errors," Rationality and Competition Discussion Paper Series 385, CRC TRR 190 Rationality and Competition.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021. "Non-Standard Errors," Janeway Institute Working Papers 2112, Faculty of Economics, University of Cambridge.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021. "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne 21033, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  3. Karol Gellert & Erik Schlogl, 2021. "Short Rate Dynamics: A Fed Funds and SOFR perspective," Papers 2101.04308, arXiv.org.
  4. Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2021. "Calibration to FX Triangles of the 4/2 Model Under the Benchmark Approach," Working Papers 06/2021, University of Verona, Department of Economics.
  5. Joshua A. Gurwitz & David M. Smith & Gerhard Van de Venter, 2021. "Municipal Bond Mutual Fund Performance and Active Share," Published Paper Series 2021-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Gerhard Hambusch & David Michayluk & Kevin Terhaar & Gerhard Van de Venter, 2021. "Differences in Ethical Perceptions of Insider Trading," Published Paper Series 2021-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  7. Mikhail Anufriev & Kirill Borissov & Mikhail Pakhnin, 2021. "Dissonance Minimization and Conversation in Social Networks," CESifo Working Paper Series 9433, CESifo.
  8. Hideaki Aoyama & Corrado Di Guilmi & Yoshi Fujiwara & Hiroshi Yoshikawa, 2021. "Dual Labor Market and the "Phillips Curve Puzzle"," Papers 2103.06482, arXiv.org.
  9. Cassandra Castle & Corrado Di Guilmi & Olena Stavrunova, 2021. "Individualism and Collectivism as predictors of compliance with COVID-19 public health safety expectations," Working Paper Series 2021/03, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Shiko Maruyama & Sayaka Nakamura, 2021. "Wholesome Lunch to the Whole Classroom: Short- and Longer-Term Effects on Early Teenagers' Weight," Working Papers e160, Tokyo Center for Economic Research.
  11. Eamon McGinn & Shiko Maruyama, 2021. "Why Waste Your Vote? Informal Voting in Compulsory Elections in Australia," Working Paper Series 2021/02, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  12. Fiorini, Mario & Stevens, Katrien, 2021. "Scrutinizing the Monotonicity Assumption in IV and fuzzy RD designs," Working Papers 2021-01, University of Sydney, School of Economics.
  13. Toru Suzuki, 2021. "Pragmatic Ambiguity and Rational Miscommunication," Working Paper Series 2021/04, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Johnston, David W. & Knott, Rachel & Mendolia, Silvia & Siminski, Peter, 2021. "Upside-Down Down-Under: Cold Temperatures Reduce Learning in Australia," IZA Discussion Papers 14214, Institute of Labor Economics (IZA).
  15. Kennedy, Tomas & Siminski, Peter, 2021. "Are We Richer Than Our Parents Were? Absolute Income Mobility in Australia," IZA Discussion Papers 14417, Institute of Labor Economics (IZA).
  16. Siminski, Peter & Yu, Sin Hung, 2021. "The Correlation of Wealth between Parents and Children in Australia," IZA Discussion Papers 14784, Institute of Labor Economics (IZA).
  17. Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren, 2021. "Gendered Prices," Published Paper Series 2021-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Girsberger, Esther Mirjam & Hassani Nezhad, Lena & Karunanethy, Kalaivani & Lalive, Rafael, 2021. "Mothers at Work: How Mandating Paid Maternity Leave Affects Employment, Earnings and Fertility," IZA Discussion Papers 14605, Institute of Labor Economics (IZA).
  19. Marc Bohmann & Vinay Patel, 2021. "Practical Applications of Information Leakage in Energy Derivatives around News Announcements," Published Paper Series 2021-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Nathan Kettlewell & Yuting Zhang, 2021. "Age penalties and take-up of private health insurance," Melbourne Institute Working Paper Series wp2021n28, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  21. Kettlewell, Nathan & Tymula, Agnieszka, 2021. "The Australian Twins Economic Preferences Survey," IZA Discussion Papers 14702, Institute of Labor Economics (IZA).
  22. Kettlewell, Nathan & Tymula, Agnieszka, 2021. "The Heritability of Trust and Trustworthiness Depends on the Measure of Trust," IZA Discussion Papers 14734, Institute of Labor Economics (IZA).

2020

  1. Christina Sklibosios Nikitopoulos & Alice Thomas & Jianxin Wang, 2020. "The Economic Impact of Volatility Persistence on Energy Markets," Research Paper Series 417, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Muthe Mathias Mwampashi & Christina Sklibosios Nikitopoulos & Otto Konstandatos & Alan Rai, 2020. "Wind Generation and the Dynamics of Electricity Prices in Australia," Research Paper Series 416, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Mesias Alfeus & Christina Sklibosios Nikitopoulos, 2020. "Forecasting Commodity Markets Volatility: HAR or Rough?," Research Paper Series 415, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Giovanni Barone-Adesi & Eckhard Platen & Carlo Sala, 2020. "On the Use of Equities in Target Date Funds," Swiss Finance Institute Research Paper Series 20-24, Swiss Finance Institute.
  5. Eckhard Platen & Stefan Tappe, 2020. "No arbitrage and multiplicative special semimartingales," Papers 2005.05575, arXiv.org, revised Sep 2022.
  6. Eckhard Platen & Stefan Tappe, 2020. "No-arbitrage concepts in topological vector lattices," Papers 2005.04923, arXiv.org, revised Apr 2021.
  7. Eckhard Platen & Stefan Tappe, 2020. "Existence of equivalent local martingale deflators in semimartingale market models," Papers 2006.01572, arXiv.org.
  8. Ralph Rudd & Thomas A. McWalter & Joerg Kienitz & Eckhard Platen, 2020. "Robust Product Markovian Quantization," Papers 2006.15823, arXiv.org.
  9. Eckhard Platen & Stefan Tappe, 2020. "The Fundamental Theorem of Asset Pricing for Self-Financing Portfolios," Research Paper Series 411, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Eckhard Platen, 2020. "Stochastic Modelling of the COVID-19 Epidemic," Research Paper Series 409, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Eckhard Platen & Stefan Tappe, 2020. "Exploiting arbitrage requires short selling," Papers 2011.12523, arXiv.org, revised Sep 2022.
  12. Giovanni Barone Adesi & Eckhard Platen & Carlo Sala, 2020. "On Using Equities to Produce Pension Payouts," Research Paper Series 413, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020. "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers 20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
  14. Corrado Di Guilmi & Yoshi Fujiwara, 2020. "Dual labor market, inflation, and aggregate demand in an agent-based model of the Japanese macroeconomy," CAMA Working Papers 2020-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Giorgos Baskozos & Giorgos Galanis & Corrado Di Guilmi, 2020. "Social distancing and contagion in a discrete choice model of COVID-19," CAMA Working Papers 2020-35, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  16. Corrado Di Guilmi & Yoshi Fujiwara, 2020. "Does the supply network shape the firm size distribution? The Japanese case," CAMA Working Papers 2020-66, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Baskozos, Giorgos & Galanis, Giorgos & Di Guilmi, Corrado, 2020. "A Behavioural SIR Model and its Implications for Physical Distancing," CRETA Online Discussion Paper Series 58, Centre for Research in Economic Theory and its Applications CRETA.
  18. Michael Keane & Elena Capatina & Shiko Maruyama, 2020. "Health Shocks and the Evolution of Earnings over the Life-Cycle," Discussion Papers 2018-14b, School of Economics, The University of New South Wales.
  19. Otto Konstandatos, 2020. "Fair-value Analytical Valuation of Reset Executive Stock Options Consistent with IFRS9 Requirements," Research Paper Series 418, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Toru Suzuki, 2020. "Efficiently Imprecise Contracts," Working Paper Series 2020/07, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  21. Siminski, Peter & Yetsenga, Rhiannon, 2020. "Rethinking Specialisation and the Sexual Division of Labour in the 21st Century," IZA Discussion Papers 12977, Institute of Labor Economics (IZA).
  22. Evans, Sally & Siminski, Peter, 2020. "The Effect of Outside Temperature on Criminal Court Sentencing Decisions," IZA Discussion Papers 13010, Institute of Labor Economics (IZA).
  23. Johar, Meliyanni & Johnston, David W. & Shields, Michael A. & Siminski, Peter & Stavrunova, Olena, 2020. "The Economic Impacts of Direct Natural Disaster Exposure," IZA Discussion Papers 13616, Institute of Labor Economics (IZA).
  24. Cain Polidano & Andrew Carter & Marc Chan & Abraham Chigavazira & Hang To & Justin Holland & Son Nguyen & Ha Vu & Roger Wilkins, 2020. "The ATO Longitudinal Information Files (ALife): A New Resource for Retirement Policy Research," Melbourne Institute Working Paper Series wp2020n04, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  25. Marc Chan & Cain Polidano & Ha Vu & Roger Wilkins & Andrew Carter & Hang To, 2020. "How effective are Matching Schemes in enticing low-income earners to save more for retirement? Evidence from a national scheme," Melbourne Institute Working Paper Series wp2020n27, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
  26. Chan, Mark K. & Kwok, Simon, 2020. "The PCDID Approach: Difference-in-Differences when Trends are Potentially Unparallel and Stochastic," Working Papers 2020-03, University of Sydney, School of Economics.
  27. Iftekhar Hasan & Marco Navone & Thomas To & Eliza Wu, 2020. "Tournament Incentives and Acquisition Performance," Published Paper Series 2020-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  28. Talis Putnins & Arnis Sauka, 2020. "Why does entrepreneurial orientation affect company performance?," Published Paper Series 2020-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  29. Harald Scheule & Stephan Jortzik, 2020. "Benchmarking loss given default discount rates," Published Paper Series 2020-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  30. Marc Bohmann & Vinay Patel, 2020. "Information Leakage in Energy Derivatives around News Announcements," Published Paper Series 2020-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  31. Ersin K�rpeoglu & C. Gizem Korpeoglu & Isa Hafalir, 2020. "Parallel Innovation Contests," Working Paper Series 2020/06, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Melissa Edwards & Paul Brown & Suzanne Benn & Christopher Bajada & Robert Perry & Deborah Cotton & Walter Jarvis & Gordon Menzies & Ian McGregor & Katrina Waite, 2020. "Developing sustainability learning in business school curricula – productive boundary objects and participatory processes," Published Paper Series 2020-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  33. Deborah Cotton, 2020. "Transition Finance and Markets," Published Paper Series 2020-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  34. Kettlewell, Nathan & Lam, Jack, 2020. "Retirement, Social Support and Mental Wellbeing: A Couple-level Analysis," IZA Discussion Papers 13403, Institute of Labor Economics (IZA).
  35. Kettlewell, Nathan, 2020. "Subjective Expectations for Health Service Use and Consequences for Health Insurance Behavior," IZA Discussion Papers 13445, Institute of Labor Economics (IZA).
  36. Mengheng Li & Bowen Fu, 2020. "US shocks and the uncovered interest rate parity," CAMA Working Papers 2020-87, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2019

  1. Li, Jin & Mukherjee, Arijit & Vasconcelos, Luis, 2019. "Managing performance evaluation systems: Relational incentives in the presence of learning-by-shirking," Working Papers 2018-12, Michigan State University, Department of Economics.
  2. Li, Jin & Mukherjee, Arijit & Vasconcelos, Luis, 2019. "Rulebooks in Relational Contracts," Working Papers 2019-7, Michigan State University, Department of Economics.
  3. Michelle Baddeley, 2019. "Behavioural Macroeconomic Policy: New perspectives on time inconsistency," Papers 1907.07858, arXiv.org.
  4. Amisano, Gianni & Tristani, Oreste, 2019. "Uncertainty shocks, monetary policy and long-term interest rates," Working Paper Series 2279, European Central Bank.
  5. Boda Kang & Christina Nikitopoulos Sklibosios & Erik Schlogl & Blessing Taruvinga, 2019. "The Impact of Jumps on American Option Pricing: The S&P 100 Options Case," Research Paper Series 397, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Alex Backwell & Andrea Macrina & Erik Schlogl & David Skovmand, 2019. "Term Rates, Multicurve Term Structures and Overnight Rate Benchmarks: A Roll-Over Risk Approach," Research Paper Series 400, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Boda Kang & Christina Sklibosios Nikitopoulos & Marcel Prokopczuk, 2019. "Economic Determinants of Oil Futures Volatility: A Term Structure Perspective," Research Paper Series 401, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Jin Sun & Kevin Fergusson & Eckhard Platen & Pavel V. Shevchenko, 2019. "Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach," Papers 1906.01320, arXiv.org.
  9. Jin Sun & Eckhard Platen, 2019. "Benchmarked Risk Minimizing Hedging Strategies for Life Insurance Policies," Research Paper Series 399, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Eckhard Platen & Renata Rendek, 2019. "Dynamics of a Well-Diversified Equity Index," Research Paper Series 398, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Nawaf Almaskati & Ron Bird & Susanna Lu, 2019. "Corporate Governance, Institutions, Markets and Social Factors," Working Papers in Economics 19/09, University of Waikato.
  12. Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "The Role of Corporate Governance and Estimation Methods in Predicting Bankruptcy," Working Papers in Economics 19/16, University of Waikato.
  13. Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics 19/15, University of Waikato.
  14. Laura Carvalho & Corrado Di Guilmi, 2019. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Working Papers, Department of Economics 2019_04, University of São Paulo (FEA-USP).
  15. Kristoffer Glover & Hardy Hulley, 2019. "Short Selling with Margin Risk and Recall Risk," Papers 1903.11804, arXiv.org.
  16. Kristoffer Glover, 2019. "With or without replacement? Sampling uncertainty in Shepp's urn scheme," Papers 1911.11971, arXiv.org, revised Mar 2022.
  17. Filippo Pavesi & Massimo Scotti, 2019. "Good Lies," Working Paper Series 39, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Hirata, Daisuke & 平田, 大祐 & Kasuya, Yusuke & 糟谷, 祐介 & Tomoeda, Kentaro & 友枝, 健太郎, 2019. "Stability against Robust Deviations in the Roommate Problem," Discussion Papers 2019-03, Graduate School of Economics, Hitotsubashi University.
  19. Talis Putnins & Arnis Sauka & Adriana Ana Maria Davidesc, 2019. "Shadow Economy Index for Moldova and Romania," Published Paper Series 2019-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Johann, Thomas & Putnins, Talis & Sagade, Satchit & Westheide, Christian, 2019. "Quasi-dark trading: The effects of banning dark pools in a world of many alternatives," SAFE Working Paper Series 253, Leibniz Institute for Financial Research SAFE.
  21. Esther Mirjam GIRSBERGER & Romuald MÉANGO & Hillel RAPOPORT, 2019. "Regional Migration and Wage Inequality in the West African Economic and Monetary Union," Working Paper 862b3861-d8f4-4f5f-bf73-c, Agence française de développement.
  22. Jorge Lemus & Emil Temnyalov, 2019. "Pay-for-delay with Follow-on Products," Working Paper Series 2019/09, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Jorge Lemus & Emil Temnyalov & John L. Turner, 2019. "Liability Insurance: Equilibrium Contracts under Monopoly and Competition," Working Paper Series 2019/11, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  24. Jorge Lemus & Emil Temnyalov, 2019. "Diversification and Information in Contests," Working Paper Series 2019/12, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  25. Deborah A. Cobb-Clark & Sarah Dahmann & Nathan Kettlewell, 2019. "Depression, Risk Preferences and Risk-Taking Behavior," SOEPpapers on Multidisciplinary Panel Data Research 1038, DIW Berlin, The German Socio-Economic Panel (SOEP).
  26. Mengheng Li & Ivan Mendieta-Muñoz, 2019. "Are long-run output growth rates falling?," Working Papers 2019.07, International Network for Economic Research - INFER.
  27. Mengheng Li & Ivan Mendieta-Munoz, 2019. "The multivariate simultaneous unobserved components model and identification via heteroskedasticity," Working Paper Series 2019/08, Economics Discipline Group, UTS Business School, University of Technology, Sydney.

2018

  1. Karol Gellert & Erik Schlogl, 2018. "Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation," Papers 1806.05387, arXiv.org.
  2. Erik Schlogl, 2018. "Arbitrage-Free Interpolation in Models of Market Observable Interest Rates," Papers 1806.08107, arXiv.org.
  3. Yu Feng & Erik Schlogl, 2018. "Model Risk Measurement under Wasserstein Distance," Papers 1809.03641, arXiv.org, revised Mar 2019.
  4. Mesias Alfeus & Martino Grasselli & Erik Schlogl, 2018. "A Consistent Stochastic Model of the Term Structure of Interest Rates for Multiple Tenors," Papers 1809.06643, arXiv.org.
  5. Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlogl, 2018. "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Papers 1810.09112, arXiv.org.
  6. Mesias Alfeus & Erik Schlögl, 2018. "On Numerical Methods for Spread Options," Research Paper Series 388, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Gordon Menzies & Thomas Simpson & Donald Hay & David Vines, 2018. "Restoring Trust in Finance: From Principal-Agent to Principled Agent," Working Paper Series 48, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  8. Gordon Menzies, 2018. "A Synthesis of the Lewis Development Model and Neoclassical Trade Models," Working Paper Series 46, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  9. Timo Henckel & Gordon D. Menzies & Peter G. Moffatt & Daniel J. Zizzo, 2018. "Belief adjustment: A double hurdle model and experimental evidence," CAMA Working Papers 2018-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  10. Blessing Taruvinga & Boda Kang & Christina Sklibosios Nikitopoulos, 2018. "Pricing American Options with Jumps in Asset and Volatility," Research Paper Series 394, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Ralph Rudd & Thomas A. McWalter & Joerg Kienitz & Eckhard Platen, 2018. "Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts," Papers 1801.07044, arXiv.org, revised Jan 2018.
  12. Tiffany Hutcheson & Graeme Newell, 2018. "Decision-making in property Investment by Property Fund Managers," ERES eres2018_295, European Real Estate Society (ERES).
  13. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2018. "Fee Structure and Mutual Fund Choice: An Experiment," Working Paper Series 45, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Elena Capatina & Michael P. Keane & Shiko Maruyama, 2018. "Socio-economic Disparities in U.S. Healthcare Spending: The Role of Public vs. Private Insurance," Discussion Papers 2018-03, School of Economics, The University of New South Wales.
  15. Michael Keane & Elena Capatina & Shiko Maruyama, 2018. "Health Shocks and the Evolution of Consumption and Income over the Life-Cycle," Discussion Papers 2018-14, School of Economics, The University of New South Wales.
  16. Otto Konstandatos, 2018. "Methods for Analytical Barrier Option Pricing with Multiple Exponential Time-Varying Boundaries," Research Paper Series 396, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Tiziano De Angelis & Erik Ekstrom & Kristoffer Glover, 2018. "Dynkin games with incomplete and asymmetric information," Papers 1810.07674, arXiv.org, revised Jul 2020.
  18. Marc K. Chan & Robert A. Moffitt, 2018. "Welfare Reform and the Labor Market," NBER Working Papers 24385, National Bureau of Economic Research, Inc.
  19. Kentaro Tomoeda, 2018. "Efficient Investments in the Implementation Problem," Working Paper Series 54, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Adams, Renée & Kräussl, Roman & Navone, Marco & Verwijmeren, Patrick, 2018. "Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices," CFS Working Paper Series 595, Center for Financial Studies (CFS).
  21. Girsberger, Esther Mirjam & Rinawi, Miriam & Krapf, Matthias, 2018. "Wages and employment: The role of occupational skills," Working papers 2018/16, Faculty of Business and Economics - University of Basel.
  22. Isa E. Hafalir & Fuhito Kojima & M. Bumin Yenmez, 2018. "Interdistrict School Choice: A Theory of Student Assignment," Papers 1812.11297, arXiv.org, revised Jan 2019.
  23. Xin Zhao, 2018. "Heterogeneity and Unanimity: Optimal Committees with Information Acquisition," Working Paper Series 52, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  24. Xin Zhao, 2018. "Auction Design by an Informed Seller: The Optimality of Reserve Price Signaling," Working Paper Series 53, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  25. Benjamin Balzer & Antonio Rosato, 2018. "Expectations-Based Loss Aversion in Common-Value Auctions: Extensive vs. Intensive Risk," Working Paper Series 50, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  26. Cobb-Clark, Deborah A. & Kettlewell, Nathan & Schurer, Stefanie & Silburn, Sven, 2018. "The Effect of Quarantining Welfare on School Attendance in Indigenous Communities," IZA Discussion Papers 11514, Institute of Labor Economics (IZA).
  27. Kettlewell, Nathan & Rijsdijk, Fruhling & Siribaddana, Sisira & Sumathipala, Athula & Tymula, Agnieszka & Zavos, Helena & Glozier, Nicholas, 2018. "Civil War, Natural Disaster and Risk Preferences: Evidence from Sri Lankan Twins," IZA Discussion Papers 11901, Institute of Labor Economics (IZA).
  28. Kettlewell, Nathan, 2018. "Risk preference dynamics around life events," Working Papers 2018-07, University of Sydney, School of Economics.
  29. Doiron, Denise & Kettlewell, Nathan, 2018. "Family formation and demand for health insurance," Working Papers 2018-08, University of Sydney, School of Economics.
  30. Paolo Gorgi & Siem Jan (S.J.) Koopman & Mengheng Li, 2018. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," Tinbergen Institute Discussion Papers 18-026/III, Tinbergen Institute.
  31. Mengheng Li & Siem Jan (S.J.) Koopman, 2018. "Unobserved Components with Stochastic Volatility in U.S. Inflation: Estimation and Signal Extraction," Tinbergen Institute Discussion Papers 18-027/III, Tinbergen Institute.
  32. Mengheng Li & Marcel Scharth, 2018. "Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model," Working Paper Series 49, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  33. Mengheng Li & Irma Hindrayanto, 2018. "Looking for the stars: Estimating the natural rate of interest," Working Paper Series 51, Economics Discipline Group, UTS Business School, University of Technology, Sydney.

2017

  1. Timo Henckel & Gordon Menzies & Peter Moffat & Daniel J. Zizzo, 2017. "Sticky Belief Adjustment: A Double Hurdle Model and Experimental Evidence," Working Paper Series 40, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  2. T. A. McWalter & R. Rudd & J. Kienitz & E. Platen, 2017. "Recursive Marginal Quantization of Higher-Order Schemes," Papers 1701.02681, arXiv.org.
  3. Eckhard Platen & Renata Rendek, 2017. "Market Efficiency and Growth Optimal Portfolio," Papers 1706.06832, arXiv.org.
  4. Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "On the existence of sure profits via flash strategies," Papers 1708.03099, arXiv.org, revised Jul 2019.
  5. Claudio Fontana & Markus Pelger & Eckhard Platen, 2017. "Sure Profits via Flash Strategies and the Impossibility of Predictable Jumps," Research Paper Series 385, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Ralph Rudd & Thomas A. McWalter & Joerg Kienitz & Eckhard Platen, 2017. "Fast Quantization of Stochastic Volatility Models," Papers 1704.06388, arXiv.org.
  7. Kevin Fergusson & Eckhard Platen, 2017. "Less-Expensive Valuation of Long Term Annuities Linked to Mortality, Cash and Equity," Papers 1711.02808, arXiv.org.
  8. Dietmar P.J. Leisen & Eckhard Platen, 2017. "Investing for the Long Run," Research Paper Series 381, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Marta Leniec & Kristoffer Glover & Erik Ekström, 2017. "Dynkin games with heterogeneous beliefs," Published Paper Series 2017-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Murray, Chelsea & Clark, Robert & Mendolia, Silvia & Siminski, Peter, 2017. "Direct Measures of Intergenerational Income Mobility for Australia," IZA Discussion Papers 11020, Institute of Labor Economics (IZA).
  11. Sean A. Anthonisz & Talis Putnins, 2017. "Asset Pricing with Downside Liquidity Risks," Published Paper Series 2017-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  12. Girsberger, Esther Mirjam, 2017. "Migration, Education and Work Opportunities," IZA Discussion Papers 11028, Institute of Labor Economics (IZA).
  13. Joshua C C Chan & Angelia L Grant, 2017. "Measuring the output gap using stochastic model specification search," CAMA Working Papers 2017-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  14. Syed Mansoob Murshed & Muhammad Badiuzzaman & Mohammad Habibullah Pulok, 2017. "Fiscal capacity and social protection expenditure in developing nations," WIDER Working Paper Series wp-2017-60, World Institute for Development Economic Research (UNU-WIDER).

2016

  1. Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016. "Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter?," Research Paper Series 367, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl & Hongang Yang, 2016. "Pricing American Options under Regime Switching Using Method of Lines," Research Paper Series 368, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Patrik Karlsson & Kay F Pilz & Erik Schlogl, 2016. "Calibrating Market Model to Commodity and Interest Rate Risk," Research Paper Series 372, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016. "Hedging Futures Options with Stochastic Interest Rates," Research Paper Series 375, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2016. "Empirical Hedging Performance on Long-Dated Crude Oil Derivatives," Research Paper Series 376, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  7. David Goldbaum, 2016. "Conformity and Influence," Working Paper Series 35, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  8. AJ Bostian & David Goldbaum, 2016. "Emergent Coordination among Competitors," Working Paper Series 36, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  9. David Goldbaum, 2016. "Networks formation to assist decision making," Working Paper Series 37, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Gordon Menzies & Peter Dixon & Maureen Rimmer, 2016. "In Praise of (Some) Red Tape: A New Approach to Regulation," Working Paper Series 33, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  11. Peter Docherty & Ron Bird & Timo Henckel & Gordon Menzies, 2016. "Australian prudential regulation before and after the global financial crisis," CAMA Working Papers 2016-49, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2016. "A Penny Saved is a Penny Earned: Less Expensive Zero Coupon Bonds," Papers 1608.04683, arXiv.org, revised Mar 2018.
  13. Jan Baldeaux & Katja Ignatieva & Eckhard Platen, 2016. "Detecting Money Market Bubbles," Research Paper Series 378, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Eckhard Platen & David Taylor, 2016. "Loading Pricing of Catastrophe Bonds and Other Long-Dated, Insurance-Type Contracts," Research Paper Series 379, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Leunglung Chan & Eckhard Platen, 2016. "Pricing of long dated equity-linked life insurance contracts," Published Paper Series 2016-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  16. Ron Bird & Hamza Ajmal, 2016. "Mispricing of Australian IPOs," Published Paper Series 2016-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Ruoyun (Lucy) Zhao & C Schmidt & C Terry, 2016. "Index effects: Evidence from Australia," Published Paper Series 2016-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Ruoyun (Lucy) Zhao, 2016. "Dividend Signaling: What Can We Learn from Corporate Bond Responses?," Published Paper Series 2016-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  19. Corrado Di Guilmi & Laura Carvalho, 2016. "The Dynamics Of Leverage In A Demand-Driven Model With Heterogeneous Firms," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 141, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
  20. Michele Catalano & Corrado Di Guilmi, 2016. "Uncertainty, rationality and complexity in a multi sectoral dynamic model: the Dynamic Stochastic Generalized Aggregation approach," CAMA Working Papers 2016-16, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  21. Georgia Perks & Shiko Maruyama, 2016. "The "Flock" Phenomenon of the Sydney Lockout Laws: Dual Effects on Rental Prices," Working Paper Series 38, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  22. Paloyo, Alfredo R. & Rogan, Sally & Siminski, Peter, 2016. "The Effect of Supplemental Instruction on Academic Performance: An Encouragement Design Experiment," IZA Discussion Papers 9696, Institute of Labor Economics (IZA).
  23. Lindo, Jason M. & Siminski, Peter & Swensen, Isaac D., 2016. "College Party Culture and Sexual Assault," IZA Discussion Papers 9700, Institute of Labor Economics (IZA).
  24. Cousley, Alex & Siminski, Peter & Ville, Simon, 2016. "The Causal Effects of World War II Military Service," IZA Discussion Papers 9725, Institute of Labor Economics (IZA).
  25. Mendolia, Silvia & Siminski, Peter, 2016. "Does Family Background Affect Earnings through Education? A Generalised Approach to Mediation Analysis," IZA Discussion Papers 9917, Institute of Labor Economics (IZA).
  26. Chan, Mark K. & Kwok, Simon, 2016. "Policy Evaluation with Interactive Fixed Effects," Working Papers 2016-11, University of Sydney, School of Economics.
  27. Jin, Muzhao & Li, Youwei & Wang, Jianxin & Yang, Yung Chiang, 2016. "Price Discovery in the Chinese Gold Market," MPRA Paper 71135, University Library of Munich, Germany.
  28. Marco Navone & Giacomo Nocera, 2016. "Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets," Post-Print hal-01366161, HAL.
  29. Girsberger, Esther Mirjam & Meango, Romuald, 2016. "Educated unemployment in urban West Africa: Why do educated workers not grade down?," VfS Annual Conference 2016 (Augsburg): Demographic Change 145553, Verein für Socialpolitik / German Economic Association.
  30. Joshua C.C. Chan & Angelia L. Grant, 2016. "Reconciling output gaps: unobserved components model and Hodrick-Prescott filter," CAMA Working Papers 2016-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  31. Angelia Grant & Wilma Gillies & Ray Harris & Melissa Ljubic, 2016. "An Australian Labour Market Conditions Index," Treasury Working Papers 2016-04, The Treasury, Australian Government, revised Dec 2016.
  32. Schneider, Johannes & Balzer, Benjamin, 2016. "Managing a Conflict," VfS Annual Conference 2016 (Augsburg): Demographic Change 145686, Verein für Socialpolitik / German Economic Association.
  33. Nathan Kettlewell, 2016. "Policy Choice and Product Bundling in a Complicated Health Insurance Market: Do People get it Right?," Discussion Papers 2016-16, School of Economics, The University of New South Wales.
  34. Nathan Kettlewell, 2016. "Utilisation and Selection in an Ancillaries Health Insurance Market," Discussion Papers 2016-17, School of Economics, The University of New South Wales.

2015

  1. C. Bram Cadsby & Ninghua Du & Ruqu Wang & Jun Zhang, 2015. "Goodwill Can Hurt: a Theoretical and Experimental Investigation of Return Policies in Auctions," Working Papers 1501, University of Guelph, Department of Economics and Finance.
  2. David Byrne & Masayuki Hirukawa & Susumu Imai & Vasilis Sarafidis, 2015. "Instrument-free Identification And Estimation Of Differentiated Products Models," Working Paper 1336, Economics Department, Queen's University.
  3. Benjamin Cheng & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2015. "Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates," Research Paper Series 366, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Kevin Fergusson & Eckhard Platen, 2015. "Less Expensive Pricing and Hedging of Long-Dated Equity Index Options When Interest Rates are Stochastic," Research Paper Series 357, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Kevin Fergusson & Eckhard Platen, 2015. "Application of Maximum Likelihood Estimation to Stochastic Short Rate Models," Research Paper Series 361, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Leunglung Chan & Eckhard Platen, 2015. "Pricing Volatility Derivatives Under the Modified Constant Elasticity of Variance Model," Research Paper Series 360, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen, 2015. "Recovering the Real-World Density and Liquidity Premia From Option Data," Research Paper Series 363, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Eckhard Platen & Steffan Tappe, 2015. "Real-World Forward Rate Dynamics With Affine Realizations," Published Paper Series 2015-7, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  9. Leunglung Chan & Eckhard Platen, 2015. "Pricing and hedging of long dated variance swaps under a 3/2 volatility model," Published Paper Series 2015-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Pascal Nguyen & Nahid Rahman & Alex Tong & Ruoyun Zhao, 2015. "Board Size and Firm Value: Evidence from Australia," Working Paper Series 182, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  11. Guojie Ma & David Michayluk, 2015. "Takeovers and the Market for Corporate Control in Japanese REITs," Published Paper Series 2015-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  12. Carolin Plewa & Jillian C. Sweeney & David Michayluk, 2015. "Determining value in a complex service setting," Published Paper Series 2015-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  13. Anufriev, M. & Bao, Te & Sutin, Angelina R. & Tuinstra, Jan, 2015. "Fee structure, return chasing and mutual fund choice," Research Report 15006-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
  14. Anufriev, M. & Bao, T. & Tuinstra, J., 2015. "Microfoundations for Switching Behavior in Heterogeneous Agent Models: An Experiment," CeNDEF Working Papers 15-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  15. Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2015. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Working Paper Series 29, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  16. Mikhail Anufriev & Te Bao & Angela Sutan & Jan Tuinstra, 2015. "Fee structure, return chasing and mutual fund choice: an experiment," Working Paper Series 30, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Fiebig, D.G. & Viney, R. & Haas, M. & Knox, S. & Street, D. & Weisberg, E. & Bateson, D., 2015. "Complexity and doctor choices when discussing contraceptives," Health, Econometrics and Data Group (HEDG) Working Papers 15/14, HEDG, c/o Department of Economics, University of York.
  18. Corrado Di Guilmi & Laura Carvalho, 2015. "The dynamics of leverage in a Minskyan model with heterogeneous firms," Working Papers, Department of Economics 2015_15, University of São Paulo (FEA-USP).
  19. Carl Chiarella & Corrado Di Guilmi & Tianhao Zhi, 2015. "Modelling the "Animal Spirits" of Bank's Lending Behaviour," Working Paper Series 183, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Heinesen, E. & Imai, S. & Maruyama, S., 2015. "In-utero social interaction of twins," Health, Econometrics and Data Group (HEDG) Working Papers 15/18, HEDG, c/o Department of Economics, University of York.
  21. Otto Konstandatos & Timothy Kyng & Tobias Bienek, 2015. "Valuation of Employee Stock Options using the Exercise Multiple Approach and Life Tables," Research Paper Series 355, Quantitative Finance Research Centre, University of Technology, Sydney.
  22. Otto Konstandatos, 2015. "Third Order Compound Option Valuation Of Flexible Commodity Based Mining Enterprises," Published Paper Series 2015-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Mei Dong & Ling Sun & Randall Wright, 2015. "Macroeconomic Policy and Household Economics," Economic Policy Paper 15-3, Federal Reserve Bank of Minneapolis.
  24. Johnston, David W. & Shields, Michael A. & Siminski, Peter, 2015. "Long-Term Health Effects of Vietnam-Era Military Service: A Quasi-Experiment Using Australian Conscription Lotteries," IZA Discussion Papers 8852, Institute of Labor Economics (IZA).
  25. Mendolia, Silvia & Siminski, Peter, 2015. "New Estimates of Intergenerational Mobility in Australia," IZA Discussion Papers 9394, Institute of Labor Economics (IZA).
  26. Chan, Marc K. & Liu, Kai, 2015. "Life-Cycle and Intergenerational Effects of Child Care Reforms," IZA Discussion Papers 9377, Institute of Labor Economics (IZA).
  27. Chan, Marc K & Kwok, Simon, 2015. "The Effect of Risk Sharing on Asset Prices: Natural Experiment from the Chinese Stock Market Liberalization," Working Papers 2015-19, University of Sydney, School of Economics.
  28. Talis Putnins, 2015. "Economics of State-Owned Enterprises," Published Paper Series 2015-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  29. Gerhard Hambusch & KiHoon Jimmy Hong & Ellenora Webster, 2015. "Enhancing Risk-Adjusted Return Using Time Series Momentum in Sovereign Bonds," Published Paper Series 2015-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  30. Joshua C.C. Chan & Angelia L. Grant, 2015. "Pitfalls of Estimating the Marginal Likelihood Using the Modified Harmonic Mean," CAMA Working Papers 2015-08, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  31. Joshua C.C. Chan & Angelia L. Grant, 2015. "Modeling energy price dynamics: GARCH versus stochastic volatility," CAMA Working Papers 2015-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  32. Joshua C.C. Chan & Angelia L. Grant, 2015. "A Bayesian model comparison for trend-cycle decompositions of output," CAMA Working Papers 2015-31, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  33. Pulok, Mohammad Habibullah & Sabah, Md Nasim-Us Sabah & Uddin, Jalal & Enemark, Ulrika, 2015. "Progress in utilization of antenatal and delivery care services in Bangladesh: Where does the equity gap lie?," MPRA Paper 63496, University Library of Munich, Germany.
  34. Murshed, S.M. & Badiuzzaman, M. & Pulok, M.H., 2015. "Revisiting the role of the resource curse in shaping institutions and growth," ISS Working Papers - General Series 605, International Institute of Social Studies of Erasmus University Rotterdam (ISS), The Hague.
  35. Uddin, Jalal & Pulok, Mohammad Habibullah & Sabah, Md. Nasim-Us, 2015. "Couple’s reports of household decision-making, unmet need for contraception, and unintended pregnancy in Bangladesh," MPRA Paper 63757, University Library of Munich, Germany.
  36. Kathleen Walsh, 2015. "Renminbi trade invoicing: Benefits, impediments and tipping points," Published Paper Series 2015-9, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  37. Kevin Clarke & Kathleen Walsh & Jack Flanagan, 2015. "How prevalent are post-completion audits in Australia," Published Paper Series 2015-8, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2014

  1. Susumu Imai & Derek Stacey & Casey Warman, 2014. "From Engineer to Taxi Driver? Language Proficiency and the Occupational Skills of Immigrants," Working Paper Series 18, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Fallesen, Peter & Geerdsen, Lars Pico & Imai, Susumu & Tranæs, Torben, 2014. "The Effect of Workfare on Crime: Incapacitation and Program Effects," IZA Discussion Papers 8716, Institute of Labor Economics (IZA).
  3. Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014. "A money-based indicator for deflation risk," Macroeconomics and Finance Series 201403, University of Hamburg, Department of Socioeconomics.
  4. Alexeev, Vitali & Tapon, Francis, 2014. "How many stocks are enough for diversifying Canadian institutional portfolios?," Working Papers 2014-08, University of Tasmania, Tasmanian School of Business and Economics, revised 2014.
  5. Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert, 2014. "Concurrent momentum and contrarian strategies in the Australian stock market," Working Papers 2014-02, University of Tasmania, Tasmanian School of Business and Economics, revised 13 May 2014.
  6. Vitali Alexeev & Francis Tapon, 2014. "Diversification, Canadian Style: How many stocks are enough for diversifying Canadian institutional portfolios?," Published Paper Series 2014-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  7. Vitali Alexeev & Francis Tapon, 2014. "The number of stocks in your portfolio should be larger than you think: diversification evidence from five developed markets," Published Paper Series 2014-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  8. Yang Chang & Erik Schlogl, 2014. "A Consistent Framework for Modelling Basis Spreads in Tenor Swaps," Research Paper Series 348, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Geoffrey Brennan & Gordon Menzies & Michael Munger, 2014. "A Brief History of Equality," Working Paper Series 17, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Gordon Menzies, 2014. "Regulatory Independence � It�s not Just about Institutionss," Working Paper Series 25, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  11. Jan Baldeaux & Man Chung Fung & Katja Ignatieva & Eckhard Platen, 2014. "A Hybrid Model for Pricing and Hedging of Long Dated Bonds," Research Paper Series 343, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. David Heath & Eckhard Platen, 2014. "A Monte Carlo Method using PDE Expansions for a Diversifed Equity Index Model," Research Paper Series 350, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Kevin Fergusson & Eckhard Platen, 2014. "Stylised Properties of the Interest Rate Term Structure Under The Benchmark Approach," Research Paper Series 351, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Jason West & Eckhard Platen, 2014. "Natural Disasters, Insurance Stocks and the Numeraire Portfolio," Published Paper Series 2014-8, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  15. Kevin Fergusson & Eckhard Platen, 2014. "Hedging long-dated interest rate derivatives for Australian pension funds and life insurers," Published Paper Series 2014-7, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  16. Deborah Cotton & David Michayluk, 2014. "Ambiguity in markets: A test in an Australian emissions market," Published Paper Series 2014-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Laura Carvalho & Corrado Di Guilmi, 2014. "Income inequality and macroeconomic instability: a stock-flow consistent approach with heterogeneous agents," CAMA Working Papers 2014-60, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  18. Fiorini, Mario & Katrien Stevens, 2014. "Assessing the Monotonicity Assumption in IV and fuzzy RD designs," Working Papers 2014-13, University of Sydney, School of Economics.
  19. Timothy J Kyng & Otto Konstandatos, 2014. "Multivariate Monte-Carlo Simulation and Economic Valuation of Complex Financial Contracts: An Excel Based Implementation," Published Paper Series 2014-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2014. "A Behavioural Model of Investor Sentiment in Limit Order Markets," Research Paper Series 342, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Lijian Wei & Wei Zhang & Xiong Xiong & Lei Shi, 2014. "Position-Limit Design for the CSI 300 Futures Markets," Research Paper Series 349, Quantitative Finance Research Centre, University of Technology, Sydney.
  22. Kristoffer Glover & Hardy Hulley, 2014. "Optimal prediction of the last-passage time of a transient diffusion," Published Paper Series 2014-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Lindo, Jason M. & Siminski, Peter & Yerokhin, Oleg, 2014. "Breaking the Link Between Legal Access to Alcohol and Motor Vehicle Accidents: Evidence from New South Wales," IZA Discussion Papers 7930, Institute of Labor Economics (IZA).
  24. Kai Liu & Marc Chan, 2014. "Maternal Employment, Fertility, Child Care Use, and Cognitive Outcomes of Children: Evidence from a Norwegian Reform," 2014 Meeting Papers 593, Society for Economic Dynamics.
  25. Chan, Mark K. & Kwok, Simon, 2014. "Capital Account Liberalization and Dynamic Price Discovery: Evidence from Chinese Cross-Listed Stocks," Working Papers 2014-08, University of Sydney, School of Economics.
  26. Chan, Mark K. & Kwok, Simon, 2014. "Connecting the Markets? Recent Evidence on China's Capital Account Liberalization," Working Papers 2014-11, University of Sydney, School of Economics.
  27. Marc K Chan, 2014. "Welfare Dependence and Self-Control: An Empirical Analysis," Working Paper Series 19, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  28. Marc K Chan, 2014. "How Well Do Prices Converge in Anticipation of Capital Control Liberalization? Evidence from a Chinese Reform," Working Paper Series 22, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  29. Marc K Chan, 2014. "Measuring the Dynamic Effects of Welfare Time Limits," Working Paper Series 23, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  30. Marco Navone & Fernando Zapatero, 2014. "Why Do Financial Analysts Strive to Be Irrelevant? Career Concerns and Endogenous Coverage Termination," BAFFI CAREFIN Working Papers 1507, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  31. Mirko Cardinale & Marco Navone & Andrzej Pioch, 2014. "The Power of Dynamic Asset Allocation," Published Paper Series 2014-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," Working Paper Series 181, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  33. Adeline Delavande & Basit Zafar, 2014. "University choice: the role of expected earnings, non-pecuniary outcomes, and financial constraints," Staff Reports 683, Federal Reserve Bank of New York.
  34. Pascal Nguyen & Nahid Rahman, 2014. "Which Governance Characteristics Affect the Incidence of Divestitures in Australia?," Working Paper Series 180, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  35. Joshua C.C. Chan & Angelia L. Grant, 2014. "Issues in Comparing Stochastic Volatility Models Using the Deviance Information Criterion," CAMA Working Papers 2014-51, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  36. Joshua C.C. Chan & Angelia L. Grant, 2014. "Fast Computation of the Deviance Information Criterion for Latent Variable Models," CAMA Working Papers 2014-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

2013

  1. Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2013. "Non-Exclusive Financial Advice," CSEF Working Papers 347, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 13 Oct 2015.
  2. Marta Rocha & Michelle Baddeley & Michael G. Pollitt, 2013. "Addressing self-disconnection among prepayment energy consumers: A behavioural approach," Cambridge Working Papers in Economics 1353, Faculty of Economics, University of Cambridge.
  3. Amisano, Gianni & Geweke, John, 2013. "Prediction using several macroeconomic models," Working Paper Series 1537, European Central Bank.
  4. Gianni Amisano & Roberta Colavecchio, 2013. "Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR," Macroeconomics and Finance Series 201304, University of Hamburg, Department of Socioeconomics.
  5. Alexeev, Vitali & Tapon, Francis, 2013. "Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets," Working Papers 2013-16, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
  6. Alexeev, Vitali & Tapon, Francis, 2013. "What Australian investors need to know to diversity their portfolios," Working Papers 2013-17, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2013.
  7. Alexeev, Vitali & Dungey, Mardi, 2013. "Equity portfolio diversification with high frequency data," Working Papers 2013-18, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Nov 2013.
  8. David Goldbaum, 2013. "Learning and Adaptation as a Source of Market Failure," Working Paper Series 14, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  9. David Goldbaum, 2013. "Follow the Leader: Simulations on a Dynamic Social Network," Working Paper Series 15, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  10. Timo Henckel & Gordon Menzies & Daniel J. Zizzo, 2013. "The Great Recession and the Two Dimensions of European Central Bank Credibility," Working Paper Series 13, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  11. Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy-Duong To, 2013. "The Return-Volatility Relation in Commodity Futures Markets," Research Paper Series 336, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Jan Baldeaux & Eckhard Platen, 2013. "Liability Driven Investments under a Benchmark Based Approach," Research Paper Series 325, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Jan Baldeaux & Eckhard Platen, 2013. "Credit Derivative Evaluation and CVA under the Benchmark Approach," Research Paper Series 324, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Kevin Fergusson & Eckhard Platen, 2013. "Real World Pricing of Long Term Cash-Linked Annuities and Equity-Linked Annuities with Cash-Linked Guarantees," Research Paper Series 338, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Jeff Dewynne & Nadima El-Hassan, 2013. "Self-funding Instalment Warrants," Research Paper Series 339, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Abidin Kusno & Ron Bird & Danny Yeung, 2013. "Forecasting extreme performance: The experience with Australian equities," Published Paper Series 2013-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Ryan Gibson & David Michayluk & Gerhard Van de Venter, 2013. "Financial risk tolerance: An analysis of unexplored factors," Published Paper Series 2013-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. David Michayluk & Ralf Zurbruegg, 2013. "Do Lead Articles Signal Higher Quality in the Digital Age? Evidence from Finance Journals," Working Paper Series 177, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  19. Mikhail Anufriev & Jan Tuinstra, 2013. "The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model," Working Paper Series 3, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Mikhail Anufriev & D?�vid Kop?�nyiz & Jan Tuinstra, 2013. "Learning Cycles in Bertrand Competition with Differentiated Commodities and Competing Learning Rules," Working Paper Series 8, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  21. Anufriev, M. & Tuinstra, J. & Bao, T., 2013. "Fund Choice Behavior and Estimation of Switching Models: An Experiment," CeNDEF Working Papers 13-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  22. Meliyanni Johar & Glenn Jones & Michael P. Keane & Elizabeth Savage & Olena Stavrunova, 2013. "The Demand for Private Health Insurance: Do Waiting Lists Matter?” – Revisited," Economics Papers 2013-W09, Economics Group, Nuffield College, University of Oxford.
  23. Jane Hall & Patricia Kenny & Prue Power, 2013. "Can we get there from here? Implementing health reform in Australia. CHERE Working Paper 2013/02," Working Papers 2013/02, CHERE, University of Technology, Sydney.
  24. Carl Chiarella & Corrado Di Guilmi, 2013. "Monetary Policy and Debt Deflation: Some Computational Experiments," CAMA Working Papers 2013-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  25. Corrado Di Guilmi & Xue-Zhong He & Kai Li, 2013. "Herding, Trend Chasing and Market Volatility," Research Paper Series 337, Quantitative Finance Research Centre, University of Technology, Sydney.
  26. Chunzhou Mu & Shiko Maruyama, 2013. "Salient Gender Difference in the Wage Elasticity of General Practitioners' Labour Supply," Discussion Papers 2013-16, School of Economics, The University of New South Wales.
  27. Shiko Maruyama & Meliyanni Johar, 2013. "Do Siblings Free-Ride in "Being There" for Parents?," Discussion Papers 2013-06, School of Economics, The University of New South Wales.
  28. Maruyama, S. & Nakamura, S., 2013. "The Decline in BMI among Japanese Women after WWII," Health, Econometrics and Data Group (HEDG) Working Papers 13/35, HEDG, c/o Department of Economics, University of York.
  29. Rebecca Reeve & Marion Haas, 2013. "Estimating the cost of Emergency Department presentations in NSW. CHERE Working Paper 2014/01," Working Papers 2014/01, CHERE, University of Technology, Sydney.
  30. Mario Fiorini & Michael P. Keane, 2013. "How the Allocation of Children�s Time Affects Cognitive and Non-Cognitive Development," Working Paper Series 4, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  31. Ben Edwards & Mario Fiorini & Katrien Stevens & Matthew Taylor, 2013. "Is Monotonicity in an IV and RD Design Testable? No, But You Can Still Check on it," Working Paper Series 7, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Kristoffer Glover & Gerhard Hambusch, 2013. "The Trade-off Theory Revisited: On the Effect of Operating Leverage," Research Paper Series 329, Quantitative Finance Research Centre, University of Technology, Sydney.
  33. Garland Durham & John Geweke, 2013. "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series 9, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  34. Siminski, Peter & Ville, Simon & Paull, Alexander, 2013. "Does the Military Train Men to Be Violent Criminals? New Evidence from Australia's Conscription Lotteries," IZA Discussion Papers 7152, Institute of Labor Economics (IZA).
  35. Wang, Jianxin & Gochoco-Bautista, Maria Socorro & Sotocinal, Noli, 2013. "Corporate Investments in Asian Emerging Markets: Financial Conditions, Financial Development, and Financial Constraints," ADB Economics Working Paper Series 346, Asian Development Bank.
  36. Jianxin Wang, 2013. "The impact of foreign ownership on stock volatility in Indonesia," Published Paper Series 2013-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  37. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2013. "How Portfolios Evolve After Retirement: Evidence From Australia," Working Paper Series 11, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  38. Olena Stavrunova & Oleg Yerokhin, 2013. "Tax Incentives and the Demand for Private Health Insurance," Working Paper Series 16, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  39. Talis Putnins, 2013. "What do price discovery metrics really measure?," Published Paper Series 2013-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  40. Maryam Ebrahimpour & Talis Putnins & Matthew J. Berryman & Andrew Allison & Brian W.-H. Ng & Derek Abbott, 2013. "Automated Authorship Attribution Using Advanced Signal Classification Techniques," Published Paper Series 2013-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  41. Lijian Wei & Wei Zhang & Xue-Zhong He & Yongjie Zhang, 2013. "Learning and Information Dissemination in Limit Order Markets," Research Paper Series 333, Quantitative Finance Research Centre, University of Technology, Sydney.
  42. Carl Chiarella & Xue-Zhong He & Lijian Wei, 2013. "Learning and Evolution of Trading Strategies in Limit Order Markets," Research Paper Series 335, Quantitative Finance Research Centre, University of Technology, Sydney.
  43. Adeline Delavande & Basit Zafar, 2013. "Gender discrimination and social identity: experimental evidence from urban Pakistan," Staff Reports 593, Federal Reserve Bank of New York.
  44. Justin R Lal & Pascal Nguyen & Nahid Rahman, 2013. "What explains the market reaction to divestiture announcements?," Post-Print halshs-01391551, HAL.
  45. Richard A Iles & John M Rose, 2013. "Stated Choice design comparison in a developing country: Attribute Nonattendance and choice task dominance," Discussion Papers in Economics economics:201305, Griffith University, Department of Accounting, Finance and Economics.
  46. Deborah Cotton & Stefan Trück, 2013. "Emissions Mitigation Schemes in Australia—The Past, Present and Future," Published Paper Series 2013-8, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  47. Alexey Chernulich, 2013. "A Study of Pension System Efficiency in the Presence of Natural Resource Economy," EUSP Department of Economics Working Paper Series 2013/09, European University at St. Petersburg, Department of Economics.

2012

  1. Baddeley, M. & Burke, C. & Schultz, W. & Tobler, P., 2012. "Herding in Financial Behaviour: A Behavioural and Neuroeconomic Analysis of Individual Differences," Cambridge Working Papers in Economics 1225, Faculty of Economics, University of Cambridge.
  2. Parlapiano, Fabio & Alexeev, Vitali, 2012. "Exchange Rate Risk Exposure and the Value of European Firms," Working Papers 2012-09, University of Tasmania, Tasmanian School of Business and Economics, revised 20 Nov 2012.
  3. Erik Schlogl & Yang Chang, 2012. "Carry Trade and Liquidity Risk: Evidence from Forward and Cross-Currency Swap Markets," Research Paper Series 310, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Gordon Menzies & Xiaolin Xiao, 2012. "Non-traded Factor Appreciation in China," Working Paper Series 2, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2012. "Alternative Term Structure Models for Reviewing Expectations Puzzles," Research Paper Series 305, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Carl Chiarella & Boda Kang & Christina Nikitopoulos-Sklibosios & Thuy-Duong To, 2012. "Humps in the Volatility Structure of the Crude Oil Futures Market," Research Paper Series 308, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Jan Baldeaux & Eckhard Platen, 2012. "Computing Functionals of Multidimensional Diffusions via Monte Carlo Methods," Papers 1204.1126, arXiv.org.
  8. Constantinos Kardaras & Jan Obloj & Eckhard Platen, 2012. "The numeraire property and long-term growth optimality for drawdown-constrained investments," Papers 1206.2305, arXiv.org, revised Nov 2012.
  9. Francesca Biagini & Alessandra Cretarola & Eckhard Platen, 2012. "Local Risk-Minimization under the Benchmark Approach," Papers 1210.2337, arXiv.org.
  10. Jan Baldeaux & Katja Ignatieva & Eckhard Platen, 2012. "A Tractable Model for Indices Approximating the Growth Optimal Portfolio," Research Paper Series 318, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Ke Du & Eckhard Platen & Renata Rendek, 2012. "Modeling of Oil Prices," Research Paper Series 321, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Eckhard Platen & Renata Rendek, 2012. "The Affine Nature of Aggregate Wealth Dynamics," Research Paper Series 322, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Patrick Cheridito & Ashkan Nikeghbali & Eckhard Platen, 2012. "Processes of Class Sigma, Last Passage Times, and Drawdowns," Published Paper Series 2012-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Danny Yeung & Paolo Pellizzari & Ron Bird & Sazali Abidin, 2012. "Diversification Versus Concentration ......... and the Winner Is?," Working Paper Series 18, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  15. Ron Bird & Paolo Pellizzari & Danny Yeung & Paul Woolley, 2012. "The Strategic Implementation of an Investment Process in a Funds Management Firm," Working Paper Series 17, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  16. Ron Bird & Harry Liem & Susan Thorp, 2012. "The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios," Working Paper Series 16, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  17. Camille Schmidt & Ruoyun (Lucy) Zhao & Chris Terry, 2012. "S&P/ASX 200: Does change in membership matter?," Published Paper Series 2012-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Randall P. Ellis & Denzil G. Fiebig & Meliyanni Johar & Glenn Jones & Elizabeth Savage, 2012. "Explaining Health Care Expenditure Variation: Large-sample Evidence Using Linked Survey and Health Administrative Data," Working Paper Series 1, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  19. Richard Norman & Paula Cronin & Rosalie Viney, 2012. "Deriving utility weights for the EQ-5D-5L using a discrete choice experiment. CHERE Working Paper 2012/01," Working Papers 2012/01, CHERE, University of Technology, Sydney.
  20. Patricia Kenny & Denise Doiron & Jane Hall & Deborah J Street & Kathleen Milton-Wildey & Glenda Parmenter, 2012. "The training and job decisions of nurses: the first year of a longitudinal study investigating nurse recruitment and retention. CHERE Working Paper 2012/02," Working Papers 2012/02, CHERE, University of Technology, Sydney.
  21. Shiko Maruyama, 2012. "Inter Vivos Health Transfers: Final Days of Japanese Elderly Parents," Discussion Papers 2012-20, School of Economics, The University of New South Wales.
  22. Meliyanni Johar & Shiko Maruyama, 2012. "Externality and Strategic Interaction in the Location Choice of Siblings under Altruism toward Parents," Discussion Papers 2012-15, School of Economics, The University of New South Wales.
  23. Bonny Parkinson & Stephen Goodall & Richard Norman, 2012. "Measuring the loss of consumer choice in mandatory health programs using Discrete Choice Experiments. CHERE Working Paper 2012/04," Working Papers 2012/04, CHERE, University of Technology, Sydney.
  24. Otto Konstandatos & Timothy J Kyng, 2012. "Real Options Analysis for Commodity Based Mining Enterprises with Compound and Barrier Features," Published Paper Series 2012-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  25. Xue-Zhong He & Lei Shi, 2012. "Heterogeneous Beliefs and the Performances of Optimal Portfolios," Research Paper Series 301, Quantitative Finance Research Centre, University of Technology, Sydney.
  26. Xue-Zhong He & Lei Shi & Min Zheng, 2012. "Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs," Research Paper Series 302, Quantitative Finance Research Centre, University of Technology, Sydney.
  27. Xue-Zhong He & Lei Shi, 2012. "Heterogeneous Beliefs and the Cross-Section of Asset Returns," Research Paper Series 303, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Toru Suzuki, 2012. "Persuasive Silence," Jena Economics Research Papers 2012-014, Friedrich-Schiller-University Jena.
  29. Moretti, Laura & Suzuki, Toru, 2012. "Strategic transparency and electoral pressure," CFS Working Paper Series 2012/19, Center for Financial Studies (CFS).
  30. Kristoffer Glover & Gerhard Hambusch, 2012. "Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting," Research Paper Series 314, Quantitative Finance Research Centre, University of Technology, Sydney.
  31. Dirk G Baur & Kristoffer Glover, 2012. "The Destruction of a Safe Haven Asset?," Working Paper Series 174, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Dirk G Baur & Kristoffer Glover, 2012. "A Gold Bubble?," Working Paper Series 175, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  33. Jonathan Chiu & Mei Dong & Enchuan Shao, 2012. "On the Welfare Effects of Credit Arrangements," Staff Working Papers 12-43, Bank of Canada.
  34. Peter Siminski & Simon Ville, 2012. "I Was Only Nineteen, 45 Years Ago: What Can we Learn from Australia’s Conscription Lotteries?," Economics Working Papers wp12-06, School of Economics, University of Wollongong, NSW, Australia.
  35. Jianxin Wang & Minxian Yang, 2012. "On the Risk Return Relationship," Discussion Papers 2012-31, School of Economics, The University of New South Wales.
  36. Richard Fu & Marco Navone & Marco Pagani & Themis D. Pantos, 2012. "The Determinants of the Convexity in the Flow-Performance Relationship," Published Paper Series 2012-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  37. Jan Baldeaux & Dale Roberts, 2012. "Quasi-Monte Carlo methods for the Heston model," Papers 1202.3217, arXiv.org, revised May 2012.
  38. Jan Baldeaux & Alexander Badran, 2012. "Consistent Modeling of VIX and Equity Derivatives Using a 3/2 Plus Jumps Model," Research Paper Series 306, Quantitative Finance Research Centre, University of Technology, Sydney.
  39. Michael Gnewuch & Jan Baldeaux, 2012. "Optimal Randomized Multilevel Algorithms for Infinite-Dimensional Integration on Function Spaces with ANOVA-Type Decomposition," Research Paper Series 313, Quantitative Finance Research Centre, University of Technology, Sydney.
  40. Gerhard Hambusch & Sherrill Shaffer, 2012. "Forecasting Bank Leverage," Working Paper Series 176, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  41. Esther Mirjam Girsberger & Michael J. Lamla & Martin Straub, 2012. "On the Economic Impact of International Sport Events," KOF Working papers 12-317, KOF Swiss Economic Institute, ETH Zurich.
  42. Adeline Delavande & Basit Zafar, 2012. "Information and anti-American attitudes," Staff Reports 558, Federal Reserve Bank of New York.
  43. Adeline Delavande, 2012. "HIV/AIDS-related Expectations and Risky Sexual Behavior in Malawi," 2012 Meeting Papers 90, Society for Economic Dynamics.
  44. Andrea Giovannetti, 2012. "Financial Contagion in Industrial Clusters: A Dynamical Analysis and Network Simulation," Department of Economics University of Siena 654, Department of Economics, University of Siena.
  45. Pulok, Mohammad Habibullah, 2012. "Revisiting Health and Income Inequality Relationship:Evidence from Developing Countries," MPRA Paper 39766, University Library of Munich, Germany.

2011

  1. Baddeley, M., 2011. "Social Influence and Household Decision-Making: A Behavioural Analysis of Housing Demand," Cambridge Working Papers in Economics 1120, Faculty of Economics, University of Cambridge.
  2. Baddeley, M., 2011. "Civil War and Human Development: Impacts of Finance and Financial Infrastructure," Cambridge Working Papers in Economics 1127, Faculty of Economics, University of Cambridge.
  3. Parkinson, S. & Baddeley, M., 2011. "Group Decision-Making: An Economic Analysis of Social Influence and Individual Difference in Experimental Juries," Cambridge Working Papers in Economics 1128, Faculty of Economics, University of Cambridge.
  4. Baddeley, M., 2011. "A Behavioural Analysis of Online Privacy and Security," Cambridge Working Papers in Economics 1147, Faculty of Economics, University of Cambridge.
  5. Baddeley, M., 2011. "Energy, the Environment and Behaviour Change: A survey of insights from behavioural economics," Cambridge Working Papers in Economics 1162, Faculty of Economics, University of Cambridge.
  6. Susumu Imai & Derek G. Stacey & Casey Warman, 2011. "From Engineer To Taxi Driver? Occupational Skills And The Economic Outcomes Of Immigrants," Working Paper 1275, Economics Department, Queen's University.
  7. Tristani, Oreste & Amisano, Gianni, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Working Paper Series 1341, European Central Bank.
  8. Amisano, Gianni & Geweke, John, 2011. "Analysis of variance for bayesian inference," Working Paper Series 1409, European Central Bank.
  9. Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2011. "Credit Derivative Pricing with Stochastic Volatility Models," Research Paper Series 293, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Eckhard Platen & Stefan Tappe, 2011. "Affine Realizations for Levy Driven Interest Rate Models with Real-World Forward Rate Dynamics," Research Paper Series 289, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Zhi Guo & Eckhard Platen, 2011. "The Small and Large Time Implied Volatilities in the Minimal Market Model," Papers 1109.6154, arXiv.org, revised Oct 2011.
  12. Ke Du & Eckhard Platen, 2011. "Three-Benchmarked Risk Minimization for Jump Diffusion Markets," Research Paper Series 296, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Ron Bird & Harry Liem & Susan Thorp, 2011. "Private Equity: Strategies for Improving Performance," Working Paper Series 12, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  14. Ron Bird & Harry Liem & Susan Thorp, 2011. "Infrastructure: Real Assets and Real Returns," Working Paper Series 11, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  15. Ron Bird & Daniel Choi & Danny Yeung, 2011. "Market Uncertainty and Sentiment, and the Post-Earnings Announcement Drift," Working Paper Series 15, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  16. Ron Bird & Paolo Pellizzari & Danny Yeung, 2011. "Performance Implications of Active Management of Institutional Mutual Funds," Working Paper Series 13, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  17. Ron Bird & Krishna Reddy & Danny Yeung, 2011. "The Relationship Between Uncertainty and the Market Reaction to Information: How is it Influenced by Market and Stock-Specific Characteristics?," Working Paper Series 14, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  18. Jack Gray & Ron Bird, 2011. "A Brief Critical Review of Australia's Retirement Savings System," Published Paper Series 2011-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  19. David Lam & Bing-Xuan Lin & David Michayluk, 2011. "Demand and Supply and Their Relationship to Liquidity: Evidence from the S&P 500 Change to Free Float," Published Paper Series 2011-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Anufriev, M. & Hommes, C.H., 2011. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," CeNDEF Working Papers 11-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  21. Anufriev, M. & Bottazzi, G. & Marsili, M. & Pin, P., 2011. "Excess Covariance and Dynamic Instability in a Multi-Asset Model," CeNDEF Working Papers 11-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  22. Meliyanni Johar & Glenn Jones & Michael Keane & Elizabeth Savage & Olena Stavrunova, 2011. "Discrimination in a Universal Health System: Explaining Socioeconomic Waiting Time Gaps," Working Paper Series 165, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Meliyanni Johar & Glenn Jones & Michael Keane & Elizabeth Savage & Olena Stavrunova, 2011. "Geographic Differences in Hospital Waiting Times," Working Paper Series 166, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  24. Kees Van Gool & Richard Norman & Martin B Delatycki & Jane Hall & John Massie, 2011. "Understanding the costs of care for cystic fibrosis: an analysis by age and severity. CHERE Working Paper 2011/1," Working Papers 2011/1, CHERE, University of Technology, Sydney.
  25. Jane Hall, 2011. "National clinical standards and cost-effectiveness. CHERE Working Paper 2012/03," Working Papers 2012/03, CHERE, University of Technology, Sydney.
  26. Kristoffer Glover & Hardy Hulley & Goran Peskir, 2011. "Three-Dimensional Brownian Motion and the Golden Ratio Rule," Research Paper Series 295, Quantitative Finance Research Centre, University of Technology, Sydney.
  27. Carl Chiarella & Corrado Di Guilmi, 2011. "Limit Distribution of Evolving Strategies in Financial Markets," Research Paper Series 294, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Meliyanni Johar & Shiko Maruyama, 2011. "Does Coresidence Improve an Elderly Parent’s Health?," Discussion Papers 2011-08, School of Economics, The University of New South Wales.
  29. Toru Suzuki, 2011. "A Strategic Selection Procedure," Jena Economics Research Papers 2011-013, Friedrich-Schiller-University Jena.
  30. Mei Dong, 2011. "Money and Costly Credit," Staff Working Papers 11-7, Bank of Canada.
  31. Mei Dong & Janet Hua Jiang, 2011. "Money and Price Posting under Private Information," Staff Working Papers 11-22, Bank of Canada.
  32. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011. "Financial Competence, Risk Presentation and Retirement Portfolio Preferences," Working Papers 201120, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  33. Hazel Bateman & Christine Ebling & John Geweke & Jordan Louviere & Stephen Satchell & Susan Thorp, 2011. "Economic Rationality, Risk Presentation, and Retirement Portfolio Choice," Working Papers 201121, ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales.
  34. Simon Ville & Peter Siminski, 2011. "A Fair and Equitable Method of Recruitment? Conscription by Ballot into the Australian Army during the Vietnam War," Economics Working Papers wp11-05, School of Economics, University of Wollongong, NSW, Australia.
  35. Peter Siminski, 2011. "Are Low Skill Public Sector Workers Really Overpaid? A Quasi-Differenced Panel Data Analysis," Economics Working Papers wp11-10, School of Economics, University of Wollongong, NSW, Australia.
  36. Jan Baldeaux, 2011. "Exact Simulation of the 3/2 Model," Papers 1105.3297, arXiv.org, revised May 2011.
  37. Xiao, Junji & Ju, Heng, 2011. "The impacts of air-pollution motivated automobile consumption tax adjustments of China," MPRA Paper 27743, University Library of Munich, Germany.
  38. Daniel Roesch & Harald Scheule, 2011. "Securitization Rating Performance and Agency Incentives," Working Papers 182011, Hong Kong Institute for Monetary Research.
  39. Benjamin Bade & Daniel Roesch & Harald Scheule, 2011. "Empirical performance of loss given default prediction models," Published Paper Series 2011-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  40. Adeline Delavande & Basit Zafar, 2011. "Stereotypes and madrassas: experimental evidence from Pakistan," Staff Reports 501, Federal Reserve Bank of New York.
  41. Lorenzo Masiero & John M. Rose, 2011. "The role of the reference alternative in the specification of asymmetric discrete choice models," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 1104, USI Università della Svizzera italiana.
  42. Lars Ehlers & Isa Hafalir & Bumin Yenmez & Muhammed Yildirim, 2011. "School Choice with Controlled Choice Constraints: Hard Bounds versus Soft Bounds," GSIA Working Papers 2012-E20, Carnegie Mellon University, Tepper School of Business.
  43. Deborah Cotton & Stefan Trück, 2011. "Interaction between Australian carbon prices and energy prices," Published Paper Series 2011-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2010

  1. Guillaume Roger & Luis I. Vasconcelos, 2010. "Platform Pricing Structure and Moral Hazard," Discussion Papers 2010-28, School of Economics, The University of New South Wales.
  2. Luis Vasconcelos & Arijit Mukherjee, 2010. "Optimal job design in the presence of implicit contracts," Nova SBE Working Paper Series wp551, Universidade Nova de Lisboa, Nova School of Business and Economics.
  3. Baddeley, M. & Burke, C. & Schultz, W. & Tobler, T., 2010. "Impacts of Personality on Herding in Financial Decision-Making," Cambridge Working Papers in Economics 1006, Faculty of Economics, University of Cambridge.
  4. Ruqu Wang & Jun Zhang, 2010. "Common Value Auctions With Return Policies," Working Paper 1235, Economics Department, Queen's University.
  5. Susumu Imai & Peter Fallesen & Lars Pico Geerdsen & Torben Tranaes, 2010. "The Effect Of Workfare Policy On Crime," Working Paper 1236, Economics Department, Queen's University.
  6. Amisano, Gianni & Fagan, Gabriel, 2010. "Money growth and inflation: a regime switching approach," Working Paper Series 1207, European Central Bank.
  7. Oreste Tristani & Gianni Amisano, 2010. "A nonlinear DSGE model of the term structure with regime shifts," 2010 Meeting Papers 234, Society for Economic Dynamics.
  8. Vitali Alexeev & Alex Maynard, 2010. "Localized Level Crossing Random Walk Test Robust to the Presence of Structural Breaks," Working Papers 1001, University of Guelph, Department of Economics and Finance.
  9. Vitali Alexeev & Francis Tapon, 2010. "Testing Weak Form Efficiency on the Toronto Stock Exchange," Working Papers 1002, University of Guelph, Department of Economics and Finance.
  10. J. Aase Nielsen & Klaus Sandmann & Erik Schlogl, 2010. "Equity-Linked Pension Schemes with Guarantees," Research Paper Series 270, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Kay Pilz & Erik Schlogl, 2010. "Calibration of Multicurrency LIBOR Market Models," Research Paper Series 286, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Ron Bird & Gordon Menzies & Peter Dixon & Maureen Rimmer, 2010. "Asset Price Regulators Unite: You Have Macroeconomic Stability to Win and the Microeconomic Losses are Second-order," Working Paper Series 5, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  13. Timo Henckel & Gordon Menzies & Daniel Zizzo, 2010. "Inferential Expectations and the Missing Middle of Price Changes," University of East Anglia Applied and Financial Economics Working Paper Series 008, School of Economics, University of East Anglia, Norwich, UK..
  14. G. Menzies & R. Bird & P. Dixon & M. Rimmer, 2010. "The Economic Costs of US Stock Mispricing," Centre of Policy Studies/IMPACT Centre Working Papers g-204, Victoria University, Centre of Policy Studies/IMPACT Centre.
  15. Timo Henckel & Gordon Menzies & Nicholas Prokhovnik & Daniel Zizzo, 2010. "Barro-Gordon Revisited: Reputational Equilibria with Inferential Expectations," University of East Anglia Applied and Financial Economics Working Paper Series 018, School of Economics, University of East Anglia, Norwich, UK..
  16. Timo Henckel & Gordon D. Menzies & Daniel J. Zizzo, 2010. "Threshold Pricing in a Noisy World," CAMA Working Papers 2010-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  17. Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos-Sklibosios, 2010. "Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility," Research Paper Series 283, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Leunglung Chan & Eckhard Platen, 2010. "Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model," Papers 1007.2968, arXiv.org, revised Jan 2011.
  19. Eckhard Platen & Renata Rendek, 2010. "Approximating the Numeraire Portfolio by Naive Diversification," Research Paper Series 281, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Katja Ignatieva & Eckhard Platen & Renata Rendek, 2010. "Using Dynamic Copulae for Modeling Dependency in Currency Denominations of a Diversifed World Stock Index," Research Paper Series 284, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Ron Bird & Matthew Grosse & Danny Yeung, 2010. "The Market Response to Exploration, Resource and Reserve Announcements by Mining Companies: Australian Data," Working Paper Series 7, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  22. Ron Bird & Danny Yeung, 2010. "How Do Investors React Under Uncertainty?," Working Paper Series 8, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  23. Ron Bird & Danny Yeung, 2010. "Institutional Ownership and IPO Performance: Australian Evidence," Working Paper Series 6, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  24. Ron Bird & Susan Thorp, 2010. "Hedge Fund Excess Returns Under Time-Varying Beta," Working Paper Series 9, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  25. Emanuel Bagna & Mauro Bini & Ron Bird & Francesco Momentè & Francesco Reggiani, 2010. "Accounting for employee stock options: What can we learn from the market's perceptions?," Published Paper Series 2010-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  26. Carl Chiarella & Chih-Ying Hsiao, 2010. "Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications," Research Paper Series 276, Quantitative Finance Research Centre, University of Technology, Sydney.
  27. Carl Chiarella & Chih-Ying Hsiao & Ming Xi Huang, 2010. "A Survey of Non-linear Methods for No-arbitrage Bond Pricing," Research Paper Series 277, Quantitative Finance Research Centre, University of Technology, Sydney.
  28. Austin Gerig & David Michayluk, 2010. "Automated Liquidity Provision and the Demise of Traditional Market Making," Papers 1007.2352, arXiv.org.
  29. Gregory Rosston & Scott Savage & Donald Waldman, 2010. "Household Demand for Broadband Internet Service," Discussion Papers 09-008, Stanford Institute for Economic Policy Research, revised Feb 2010.
  30. Anufriev, M. & Hommes, C.H. & Philipse, R., 2010. "Evolutionary Selection of Expectations in Positive and Negative Feedback Markets," CeNDEF Working Papers 10-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  31. Anufriev, M. & Arifovic, J. & Ledyard, D. & Panchenko, V., 2010. "Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information," CeNDEF Working Papers 10-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  32. Anufriev, M. & Tuinstra, J., 2010. "The impact of short-selling constraints on financial market stability in a model with heterogeneous agents," CeNDEF Working Papers 10-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  33. Rod O'Donnell, 2010. "Opportunities Lost and Regained in the Land of Opportunity Cost," Working Paper Series 163, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  34. Rod O'Donnell, 2010. "A Critique of the Threshold Concept Hypothesis and an Application in Economics," Working Paper Series 164, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  35. Stephanie Knox & Elizabeth Savage & Denzil Fiebig & Vineta Salale, 2010. "Joiners and leavers stayers and abstainers: Private health insurance choices in Australia," Working Papers 2010/4, CHERE, University of Technology, Sydney.
  36. Meliyanni Johar & Glenn Jones & Michael Keane & Elizabeth Savage & Olena Stavrunova, 2010. "Waiting times and the decision to buy private health insurance. CHERE Working Paper 2010/9," Working Papers 2010/9, CHERE, University of Technology, Sydney.
  37. Meliyanni Johar & Glenn Jones & Michael Keane & Elizabeth Savage & Olena Stavrunova, 2010. "The demand for private health insurance: do waiting lists or waiting times matter? CHERE Working Paper 2010/8," Working Papers 2010/8, CHERE, University of Technology, Sydney.
  38. Meliyanni Johar & Glenn Jones & Michael Keane & Elizabeth Savage & Olena Stavrunova, 2010. "Differences in waiting times for elective admissions in NSW public hospitals: A decomposition analysis by non-clinical factors. CHERE Working Paper 2010/7," Working Papers 2010/7, CHERE, University of Technology, Sydney.
  39. Gisselle Gallego & Marion Haas & Jane Hall & Rosalie Viney, 2010. "Reducing the use of ineffective health care interventions. CHERE Working Paper 2010/5," Working Papers 2010/5, CHERE, University of Technology, Sydney.
  40. Katherine Owen & Marion Haas & TL Pettman & Rosalie Viney, 2010. "Evaluation of participants' experiences with a non-restrictive minimally-structured lifestyle intervention. CHERE Working Paper 2010/11," Working Papers 2010/11, CHERE, University of Technology, Sydney.
  41. Stephen Goodall & Marion Haas & Rosalie Viney, 2010. "General Practitioners knowledge, views and practices regarding cervical cancer screening in Australia. CHERE Working Paper 2010/6," Working Papers 2010/6, CHERE, University of Technology, Sydney.
  42. Hardy Hulley & Martin Schweizer, 2010. "M6 - On Minimal Market Models and Minimal Martingale Measures," Research Paper Series 280, Quantitative Finance Research Centre, University of Technology, Sydney.
  43. Hardy Hulley, 2010. "The Economic Plausibility of Strict Local Martingales in Financial Modelling," Research Paper Series 279, Quantitative Finance Research Centre, University of Technology, Sydney.
  44. Carl Chiarella & Corrado Di Guilmi, 2010. "The Financial Instability Hypothesis: A Stochastic Microfoundation Framework," Research Paper Series 273, Quantitative Finance Research Centre, University of Technology, Sydney.
  45. Meliyanni Johar & Shiko Maruyama & Sayaka Nakamura, 2010. "Transition to Parent-Child Coresidence: Parental Needs and the Strategic Bequest Motive," Discussion Papers 2010-05, School of Economics, The University of New South Wales.
  46. Meliyanni Johar & Shiko Maruyama, 2010. "Intergenerational Cohabitation in Modern Indonesia: Filial Support and Dependence," Discussion Papers 2010-07, School of Economics, The University of New South Wales.
  47. Shiko Maruyama, 2010. "Estimation of Finite Sequential Games," Discussion Papers 2010-22, School of Economics, The University of New South Wales.
  48. Xue-Zhong He & Lei Shi, 2010. "Differences in Opinion and Risk Premium," Research Paper Series 271, Quantitative Finance Research Centre, University of Technology, Sydney.
  49. Toru Suzuki, 2010. "Competitive Problem Solving and the Optimal Prize Schemes," Jena Economics Research Papers 2010-083, Friedrich-Schiller-University Jena.
  50. Toru Suzuki, 2010. "Signaling with Performance and the Effect of Competition," Jena Economics Research Papers 2010-084, Friedrich-Schiller-University Jena.
  51. Toru Suzuki, 2010. "Negative and Positive Effects of Competition in a Preemption Game," Jena Economics Research Papers 2010-085, Friedrich-Schiller-University Jena.
  52. Kristoffer Glover & Peter W Duck & David P Newton, 2010. "On nonlinear models of markets with finite liquidity: Some cautionary notes," Published Paper Series 2010-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  53. Kristoffer Glover & Goran Peskir & Farman Samee, 2010. "The British Russian Option," Research Paper Series 269, Quantitative Finance Research Centre, University of Technology, Sydney.
  54. Mei Dong, 2010. "Inflation and Unemployment in Competitive Search Equilibrium," Staff Working Papers 10-15, Bank of Canada.
  55. Siminski, Peter & Yerokhin, Oleg, 2010. "Is the Age Gradient in Self-Reported Material Hardship Explained by Resources, Needs, Behaviours or Reporting Bias?," Economics Working Papers wp10-02, School of Economics, University of Wollongong, NSW, Australia.
  56. Siminski, Peter & Ville, Simon, 2010. "Long-Run Mortality Effects of Vietnam-Era Army Service: Evidence from Australia’s Conscription Lotteries," Economics Working Papers wp10-06, School of Economics, University of Wollongong, NSW, Australia.
  57. Livermore, Tanya & Siminski, Peter & Rodgers, Joan, 2010. "The Effect of Motherhood on Wages and Wage Growth: Evidence for Australia," Economics Working Papers wp10-12, School of Economics, University of Wollongong, NSW, Australia.
  58. Siminski, Peter, 2010. "Employment Effects of Army Service and Veterans’ Compensation: Evidence from the Australian Vietnam-Era Conscription Lotteries," Economics Working Papers wp10-13, School of Economics, University of Wollongong, NSW, Australia.
  59. Filippo Pavesi & Massimo Scotti, 2010. "Experts, Conflicts of Interest, and the Controversial Role of Reputation," Working Papers 185, University of Milano-Bicocca, Department of Economics, revised Apr 2010.
  60. Keane, M. & Stavrunova, O., 2010. "Adverse Selection, Moral Hazard and the Demand for Medigap Insurance," Health, Econometrics and Data Group (HEDG) Working Papers 10/14, HEDG, c/o Department of Economics, University of York.
  61. Gianfranco Forte & Giuliano Iannotta & Marco Navone, 2010. "The Banking Relationship's Role in the Choice of the Target's Advisor in Mergers and Acquisitions," Published Paper Series 2010-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  62. Talis Putnins, 2010. "Naked short sales and fails-to-deliver: An overview of clearing and settlement procedures for stock trades in the USA," Published Paper Series 2010-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  63. Daniel Roesch & Harald Scheule, 2010. "Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives," Published Paper Series 2010-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  64. Delavande, Adeline & Gine, Xavier & McKenzie, David, 2010. "Eliciting probabilistic expectations with visual aids in developing countries : how sensitive are answers to variations in elicitation design ?," Policy Research Working Paper Series 5458, The World Bank.
  65. John M. Rose & Lorenzo Masiero, 2010. "A comparison of prospect theory in WTP and preference space," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 1006, USI Università della Svizzera italiana.
  66. Isa E. Hafalir & Hadi Yektas, 2010. "Selling Goods of Unknown Quality: Forward versus Spot Auctions," Department of Economics - Working Papers Series 1091, The University of Melbourne.
  67. Pulok, Mohammad Habibullah, 2010. "The Impact of Corruption on Economic Development of Bangladesh:Evidence on the Basis of an Extended Solow Model," MPRA Paper 28755, University Library of Munich, Germany.
  68. Emma L. Schultz & David T. Tan & Kathleen Walsh, 2010. "Endogeneity and the corporate governance - performance relation," Published Paper Series 2010-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2009

  1. Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2009. "A Practitioner's Guide To Bayesian Estimation Of Discrete Choice Dynamic Programming Models," Working Paper 1201, Economics Department, Queen's University.
  2. Amisano, Gianni & Geweke, John, 2009. "Optimal Prediction Pools," Working Paper Series 1017, European Central Bank.
  3. Amisano, Gianni & Giammarioli, Nicola & Stracca, Livio, 2009. "EMU and the adjustment to asymmetric shocks: the case of Italy," Working Paper Series 1128, European Central Bank.
  4. Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlogl, 2009. "Alternative Defaultable Term Structure Models," Research Paper Series 242, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Kay Pilz & Erik Schlogl, 2009. "A Hybrid Commodity and Interest Rate," Research Paper Series 261, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. David Goldbaum, 2009. "Follow the Leader: Steady State Analysis of a Dynamic Social Network," Working Paper Series 158, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  7. Scott Walker & Graham Partington, 2009. "A market valuation for Optus pre-listing: A case note," Published Paper Series 2009-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  8. Ron Bird & Gordon Menzies & Peter Dixon & Maureen Rimmer, 2009. "The Aggregate Economic Costs of US Stock Mispricing," Working Paper Series 4, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  9. Bruce Lyons & Gordon Douglas Menzies & Daniel John Zizzo, 2009. "Professional interpretation of the standard of proof: An experimental test on merger regulation," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS) 09-16, School of Economics, University of East Anglia, Norwich, UK..
  10. Mark Craddock & Eckhard Platen, 2009. "On Explicit Probability Laws for Classes of Scalar Diffusions," Research Paper Series 246, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Eckhard Platen & Willi Semmler, 2009. "Asset Markets and Monetary Policy," Research Paper Series 247, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Constantinos Kardaras & Eckhard Platen, 2009. "On the Dybvig-Ingersoll-Ross Theorem," Papers 0901.2080, arXiv.org, revised Mar 2010.
  13. Wolfgang Breymann & David Lüthi & Eckhard Platen, 2009. "Empirical Behavior of a World Stock Index from Intra-Day to Monthly Time Scales," Research Paper Series 250, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Eckhard Platen & Renata Rendek, 2009. "Exact Scenario Simulation for Selected Multi-dimensional Stochastic Processes," Research Paper Series 259, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Eckhard Platen & Renata Rendek, 2009. "Quasi-exact Approximation of Hidden Markov Chain Filters," Research Paper Series 258, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Eckhard Platen, 2009. "A Benchmark Approach to Investing and Pricing," Research Paper Series 253, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Hardy Hulley & Eckhard Platen, 2009. "A Visual Criterion for Identifying Ito Diffusions as Martingales or Strict Local Martingales," Research Paper Series 263, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Eckhard Platen, 2009. "Real World Pricing of Long Term Contracts," Research Paper Series 262, Quantitative Finance Research Centre, University of Technology, Sydney.
  19. Katja Ignatieva & Eckhard Platen, 2009. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Research Paper Series 265, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Eckhard Platen & Renata Rendek, 2009. "Simulation of Diversified Portfolios in a Continuous Financial Market," Research Paper Series 264, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Stefan Mittnik & Edward Nell & Eckhard Platen & Willi Semmler & Raphaele Chappe, 2009. "Financial market meltdown and a need for new financial regulations," Published Paper Series 2009-8, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  22. Teresa Ghilarducci & Edward Nell & Stefan Mittnik & Eckhard Platen & Willi Semmler & Raphaele Chappe, 2009. "Memorandum on a new financial architecture and new regulations," Published Paper Series 2009-7, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Peter Docherty & Gehong Wang, 2009. "A Revided Exposition of the Methodology for Testing Payments Systems Risk," Working Paper Series 159, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  24. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2009. "The Impact on the Pricing Process of Costly Active Management and Performance Chasing Clients," Working Paper Series 3, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  25. Ron Bird & Jack Gray, 2009. "Improving pension management and delivery: An (im)modest and likely (un)popular proposal," Published Paper Series 2009-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  26. David Michayluk & Laurie Prather & Li-Anne E. Woo & Henry Y. K. Yip, 2009. "What Do Options Have to Do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition," Published Paper Series 2009-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  27. Anufriev, M. & Bottazzi, G., 2009. "Market Equilibria under Procedural Rationality," CeNDEF Working Papers 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  28. Anufriev, M. & Branch, W.A., 2009. "Introduction to the Journal of Economic Dynamics and Control special issue on Complexity in Economics and Finance," CeNDEF Working Papers 09-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  29. Anufriev, M. & Hommes, C.H., 2009. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes," CeNDEF Working Papers 09-09, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  30. Paula Cronin & Marion Haas & Elizabeth Savage & Minh Vu, 2009. "Misperceptions of Body Mass: Analysis of NSW Health Survey 2003," Working Papers 2009/7, CHERE, University of Technology, Sydney.
  31. Meliyanni Johar & Denzil Fiebig & Marion Haas & Rosalie Viney, 2009. "Evaluating changes in women's attitudes towards cervical screening following a screening promotion campaign and a free vaccination program. CHERE Working Paper 2009/3," Working Papers 2009/3, CHERE, University of Technology, Sydney.
  32. Marion Haas & Jane Hall & Gisselle Gallego, 2009. "Evidence for funding, organising and delivering health care services targeting secondary prevention and management of chronic conditions. CHERE Working Paper 2009/6," Working Papers 2009/6, CHERE, University of Technology, Sydney.
  33. Shiko Maruyama, 2009. "Estimating Sequential-move Games by a Recursive Conditioning Simulator," Discussion Papers 2009-01, School of Economics, The University of New South Wales.
  34. Marion Haas & Richard Norman & Jeff Walkley & Leah Brennan, 2009. "Issues in evaluating the costs and cost-effectiveness of Cognitive Behavioural Therapy for overweight/obese adolescents, CHERE Working Paper 2009/1," Working Papers 2009/1, CHERE, University of Technology, Sydney.
  35. Marion Haas, 2009. "Social network theory and analysis: a preliminary exploration. CHERE Working Paper 2009/5," Working Papers 2009/5, CHERE, University of Technology, Sydney.
  36. Kees van Gool & Marion Haas & Gisselle Gallego & Kathy Tannous & Ilan Katz, 2009. "Framework for the cost benefit analysis of the NSW Department of Community Services Brighter Futures Program. CHERE Working Paper 2009/4," Working Papers 2009/4, CHERE, University of Technology, Sydney.
  37. Xue-Zhong He & Lei Shi, 2009. "Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs," Research Paper Series 244, Quantitative Finance Research Centre, University of Technology, Sydney.
  38. Kristoffer Glover & Goran Peskir & Farman Samee, 2009. "The British Asian Option," Research Paper Series 249, Quantitative Finance Research Centre, University of Technology, Sydney.
  39. Daniel Rosch & Harald Scheule, 2009. "The Empirical Relation between Credit Quality, Recovery, and Correlation," Working Papers 222009, Hong Kong Institute for Monetary Research.
  40. Daniel Roesch & Harald Scheule, 2009. "Credit Portfolio Loss Forecasts for Economic Downturns," Published Paper Series 2009-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2008

  1. Luis Almeida Costa e & Luis Vasconcelos, 2008. "Share the fame or share the blame? The reputational implications of partnerships," Nova SBE Working Paper Series wp539, Universidade Nova de Lisboa, Nova School of Business and Economics.
  2. Baddeley, M. & Fingleton, B., 2008. "Globalisation and Wage Differentials: A Spatial Analysis," Cambridge Working Papers in Economics 0845, Faculty of Economics, University of Cambridge.
  3. Baddeley, M.C., 2008. "Poverty, Armed Conflict and Financial Instability," Cambridge Working Papers in Economics 0857, Faculty of Economics, University of Cambridge.
  4. Jun Zhang, 2008. "Simultaneous Signaling In Elimination Contests," Working Paper 1184, Economics Department, Queen's University.
  5. Ivan Cherkashin & Svetlana Demidova & Susumu Imai & Kala Krishna, 2008. "The Inside Scoop: Acceptance and Rejection at the Journal of International Economics," NBER Working Papers 13957, National Bureau of Economic Research, Inc.
  6. Amisano, Gianni & Savona, Roberto, 2008. "Imperfect predictability and mutual fund dynamics. How managers use predictors in changing systematic risk," Working Paper Series 881, European Central Bank.
  7. Amisano, Gianni & Geweke, John, 2008. "Comparing and evaluating Bayesian predictive distributions of assets returns," Working Paper Series 969, European Central Bank.
  8. Massimiliano Serati & Gianni Amisano, 2008. "Building composite leading indexes in a dynamic factor model framework: a new proposal," LIUC Papers in Economics 212, Cattaneo University (LIUC).
  9. Gianni Amisano & Roberto Casarin, 2008. "Particle Filters for Markov-Switching Stochastic-Correlation Models," Working Papers 0814, University of Brescia, Department of Economics.
  10. Allan Brace & Mark Lauer & Milo Rado, 2008. "A Stylised Model for Extreme Shocks: Four Moments of the Apocalypse," Research Paper Series 224, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty, 2008. "Piloting a Peer Feedback Program in the Faculty of Business at UTS," Working Paper Series 154, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  12. Gordon Menzies & Daniel Zizzo, 2008. "News And Expectations In Financial Markets: An Experimental Study," CAMA Working Papers 2008-34, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  13. Constantinos Kardaras & Eckhard Platen, 2008. "On Financial Markets where only Buy-And-Hold Trading is Possible," Research Paper Series 213, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Shane Miller & Eckhard Platen, 2008. "Analytic Pricing of Contingent Claims Under the Real-World Measure," Research Paper Series 216, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Eckhard Platen, 2008. "The Law of Minimal Price," Research Paper Series 215, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Eckhard Platen & Hardy Hulley, 2008. "Hedging for the Long Run," Research Paper Series 214, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. T. Marquardt & Eckhard Platen & S. Jaschke, 2008. "Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach," Research Paper Series 221, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Nicola Bruti-Liberati & Eckhard Platen, 2008. "Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations," Research Paper Series 222, Quantitative Finance Research Centre, University of Technology, Sydney.
  19. Ashkan Nikeghbali & Eckhard Platen, 2008. "On Honest Times in Financial Modeling," Research Paper Series 229, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Eckhard Platen, 2008. "A Unifying Approach to Asset Pricing," Research Paper Series 227, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Sergio Chavez & Eckhard Platen, 2008. "Distributional Deviations in Random Number Generation in Finance," Research Paper Series 228, Quantitative Finance Research Centre, University of Technology, Sydney.
  22. Constantinos Kardaras & Eckhard Platen, 2008. "Minimizing the Expected Market Time to Reach a Certain Wealth Level," Research Paper Series 230, Quantitative Finance Research Centre, University of Technology, Sydney.
  23. Eckhard Platen & Lei Shi, 2008. "On the Numerical Stability of Simulation Methods for SDES," Research Paper Series 234, Quantitative Finance Research Centre, University of Technology, Sydney.
  24. Constantinos Kardaras & Eckhard Platen, 2008. "Multiplicative Approximation of Wealth Processes Involving No-Short-Sale Strategies," Research Paper Series 240, Quantitative Finance Research Centre, University of Technology, Sydney.
  25. Hardy Hulley & Eckhard Platen, 2008. "A Visual Classification of Local Martingales," Research Paper Series 238, Quantitative Finance Research Centre, University of Technology, Sydney.
  26. Shane M Miller & Eckhard Platen, 2008. "Real World Pricing for a Modified Constant Elasticity of Variance Model," Research Paper Series 237, Quantitative Finance Research Centre, University of Technology, Sydney.
  27. Constantinos Kardaras & Eckhard Platen, 2008. "On the semimartingale property of discounted asset-price processes," Papers 0803.1890, arXiv.org, revised Nov 2009.
  28. Peter Docherty, 2008. "Money and Monetary Policy in a Kaldor-Pasinetti-Sraffa-Keynes Framework," Working Paper Series 153, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  29. Ron Bird & Lorenzo Casavecchia, 2008. "Conditional Style Rotation Model on Enhanced Value and Growth Portfolios: The European Experience," Working Paper Series 2, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  30. Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008. "Insights into the Market Impact of Different Investment Styles," Working Paper Series 1, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  31. Tiffany Hutcheson, 2008. "Improving Student Skills in Essay Writing and Oral Presentations," Working Paper Series 152, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  32. Louis R. Mercorelli & David Michayluk & Anthony D. Hall, 2008. "Modelling Adverse Selection on Electronic Order-Driven Markets," Research Paper Series 220, Quantitative Finance Research Centre, University of Technology, Sydney.
  33. William J. Bertin & David Michayluk & Laurie Prather, 2008. "Liquidity issues surrounding neglected firms," Published Paper Series 2008-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  34. Anufriev, M. & Assenza, T. & Hommes, C.H. & Massaro, D., 2008. "Interest Rate Rules with Heterogeneous Expectations," CeNDEF Working Papers 08-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  35. Randall P. Ellis & Elizabeth Savage, 2008. "Run for Cover Now or Later? The impact of premiums, threats and deadlines on supplementary private health insurance in Australia," Boston University - Department of Economics - Working Papers Series wp2008-013, Boston University - Department of Economics.
  36. Minh Vu & Kees van Gool & Elizabeth Savage & Marion Haas & Stephen Birch, 2008. "Breast screening in NSW, Australia: predictors of non-attendance and irregular attendance," Working Papers 2008/6, CHERE, University of Technology, Sydney.
  37. Marion Haas & Jane Hall & Rosalie Viney & Gisselle Gallego & Stephen Goodall & Richard Norman & Kees van Gool, 2008. "A model for best practice HTA," Working Papers 2008/1, CHERE, University of Technology, Sydney.
  38. Richard Norman & Rosalie Viney, 2008. "The effect of discounting on quality of life valuation using the Time Trade-Off, CHERE Working Paper 2008/3," Working Papers 2008/3, CHERE, University of Technology, Sydney.
  39. Hardy Hulley & Thomas A. McWalter, 2008. "Quadratic Hedging of Basis Risk," Research Paper Series 225, Quantitative Finance Research Centre, University of Technology, Sydney.
  40. Corrado DI GUILMI, 2008. "Financial Determinants of Firms Profitability: A Hazard Function Investigation," Working Papers 315, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  41. Edoardo Gaffeo & Corrado di Guilmi & Mauro Gallegati & Alberto Russo, 2008. "On the mean/variance relationship of the firm size distribution: evidence and some theory," Department of Economics Working Papers 0805, Department of Economics, University of Trento, Italia.
  42. Di Guilmi, Corrado & Gallegati, Mauro & Landini, Simone, 2008. "Modeling Maximum Entropy and Mean-Field Interaction in Macroeconomics," Economics Discussion Papers 2008-36, Kiel Institute for the World Economy (IfW Kiel).
  43. Shiko Maruyama, 2008. "Measuring the Welfare Effect of Entry in Differentiated Product Markets: The Case of Medicare HMOs," Discussion Papers 2008-01, School of Economics, The University of New South Wales.
  44. Richard Norman & Marion Haas & Lyn Chenoweth & Yun-Hee Jeon & Madeleine King & Henry Brodaty & Jane Stein-Parbury & Georgina Luscombe, 2008. "Dementia Care Mapping and Patient-Centred Care in Australian residential homes: An economic evaluation of the CARE Study, CHERE Working Paper 2008/4," Working Papers 2008/4, CHERE, University of Technology, Sydney.
  45. Richard Norman & Gisselle Gallego, 2008. "Equity weights for economic evaluation: An Australian Discrete Choice Experiment, CHERE Working Paper 2008/5," Working Papers 2008/5, CHERE, University of Technology, Sydney.
  46. Valentino Dardanoni & Mario Fiorini & Antonio Forcina, 2008. "Stochastic Monotonicity in Intergenerational Mobility Tables," Working Paper Series 156, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  47. Mario Fiorini, 2008. "Fostering Educational Enrolment Through Subsidies: The Issue of Timing," Working Paper Series 157, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  48. Xue-Zhong He & Lei Shi, 2008. "Heterogeneity, Bounded Rationality and Market Dysfunctionality," Research Paper Series 233, Quantitative Finance Research Centre, University of Technology, Sydney.
  49. Janet Hua, Jiang & Mei, Dong, 2008. "One or Two Monies?," MPRA Paper 14846, University Library of Munich, Germany.
  50. Siminski, Peter, 2008. "The Price Elasticity of Demand for Pharmaceuticals amongst High Income Older People in Australia: A Natural Experiment," Economics Working Papers wp08-02, School of Economics, University of Wollongong, NSW, Australia.
  51. Siminski, Peter, 2008. "The Recipient Value and Distributional Impact of the Commonwealth Seniors Health Card in 2007," Economics Working Papers wp08-04, School of Economics, University of Wollongong, NSW, Australia.
  52. Siminski, Peter, 2008. "What Would the Average Public Sector Employee be Paid in the Private Sector?," Economics Working Papers wp08-05, School of Economics, University of Wollongong, NSW, Australia.
  53. Rodgers, Joan & Siminski, Peter & Bishop, James, 2008. "Changes in Poverty Rates During the Howard Era," Economics Working Papers wp08-11, School of Economics, University of Wollongong, NSW, Australia.
  54. Siminski, Peter, 2008. "Do Government Benefits for High Income Retirees Encourage Saving?," Economics Working Papers wp08-15, School of Economics, University of Wollongong, NSW, Australia.
  55. Daniel Rosch & Harald Scheule, 2008. "Credit Losses in Economic Downturns - Empirical Evidence for Hong Kong Mortgage Loans," Working Papers 152008, Hong Kong Institute for Monetary Research.
  56. Daniel Roesch & Harald Scheule, 2008. "Downturn LGD for Hong Kong mortgage loan portfolios," Published Paper Series 2008-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  57. Adeline Delavande & Susann Rohwedder & Robert Willis, 2008. "Preparation for Retirement, Financial Literacy and Cognitive Resources," Working Papers wp190, University of Michigan, Michigan Retirement Research Center.
  58. Adeline Delavande & Susann Rohwedder, 2008. "Individuals’ Responses to Social Security Reform," Working Papers wp182, University of Michigan, Michigan Retirement Research Center.

2007

  1. Baddeley, M. & Pillas, D. & Christopoulos, Y. & Schultz, W. & Tobler, P., 2007. "Herding And Social Pressure In Trading Tasks: A Behavioural Analysis," Cambridge Working Papers in Economics 0730, Faculty of Economics, University of Cambridge.
  2. Hajime Katayama & Susumu Imai & Kala Krishna, 2007. "A Quantile Based Test Of Protection For Sale Model," Working Paper 1132, Economics Department, Queen's University.
  3. Hajime Katayama & Susumu Imai & Kala Krishna, 2007. "Is Protection Really For Sale? A Survey And Directions For Future Research," Working Paper 1151, Economics Department, Queen's University.
  4. Tristani, Oreste & Amisano, Giovanni, 2007. "Euro Area Inflation Persistence in an Estimated Nonlinear DSGE Model," CEPR Discussion Papers 6373, C.E.P.R. Discussion Papers.
  5. Amisano, Gianni & Geweke, John, 2007. "Hierarchical Markov normal mixture models with applications to financial asset returns," Working Paper Series 831, European Central Bank.
  6. Erik Schlögl & Lutz Schlögl, 2007. "Factor Distributions Implied by Quoted CDO Spreads Tranche Pricing," Research Paper Series 190, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Vines, David & Kirsanova, Tatiana & Menzies, Gordon, 2007. "Stiglitz Versus the IMF on the Asian Debt Crisis: An Intertemporal Model with Real Exchange Rate Overshooting," CEPR Discussion Papers 6318, C.E.P.R. Discussion Papers.
  8. Gordon Menzies & Daniel Zizzo, 2007. "Exchange Rate Markets And Conservative Inferential Expectations," CAMA Working Papers 2007-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  9. Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2007. "Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models," Research Paper Series 198, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Damir Filipovic & Eckhard Platen, 2007. "Consistent Market Extensions under the Benchmark Approach," Research Paper Series 189, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Eckhard Platen & Wolfgang Runggaldier, 2007. "A Benchmark Approach to Portfolio Optimization under Partial Information," Research Paper Series 191, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Eckhard Platen & Renata Rendek, 2007. "Empirical Evidence on Student-t Log-Returns of Diversified World Stock Indices," Research Paper Series 194, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Uwe Küchler & Eckhard Platen, 2007. "Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities," Research Paper Series 195, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Hardy Hulley & Eckhard Platen, 2007. "Laplace Transform Identities for Diffusions, with Applications to Rebates and Barrier Options," Research Paper Series 203, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Carl Chiarella & Eckhard Platen, 2007. "The History of the Quantitative Methods in Finance Conference Series. 1992-2007," Research Paper Series 207, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. NicolaBruti-Liberati & Eckhard Platen, 2007. "Strong approximations of stochastic differential equations with jumps," Published Paper Series 2007-7, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. David Michayluk & Gerhard Van de Venter, 2007. "Subjectivity in Judgments: Further Evidence from the Financial Planning Industry," Published Paper Series 2007-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007. "Intertemporal Investment Strategies Under Inflation Risk," Research Paper Series 192, Quantitative Finance Research Centre, University of Technology, Sydney.
  19. Chihying, Hsiao & Chen, Pu, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics Discussion Papers 2007-15, Kiel Institute for the World Economy (IfW Kiel).
  20. Allan Graham & Bing-Xuan Lin & David Michayluk & Pamela Stuerke, 2007. "Sarbannes-Oxley: Some Unintended Consequences," Published Paper Series 2007-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  21. Mikhail Anufriev & Pietro Dindo, 2007. "Wealth-driven Selection in a Financial Market with Heterogeneous Agents," LEM Papers Series 2007/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  22. Anufriev, M. & Panchenko, V., 2007. "Asset Prices, Traders' Behavior, and Market Design," CeNDEF Working Papers 07-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  23. Anufriev, M. & Hommes, C.H., 2007. "Evolution of Market Heuristics," CeNDEF Working Papers 07-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  24. Anufriev, M. & Dindo, P.D.E., 2007. "Wealth Selection in a Financial Market with Heterogeneous Agents," CeNDEF Working Papers 07-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  25. Minh Vu & Kees van Gool & Elizabeth Savage & Marion Haas & Stephen Birch, 2007. "The use of breast screening services in NSW: Are we moving towards greater equity? [Draft - not for quotation or citation], CHERE Working Paper 2007/7," Working Papers 2007/7, CHERE, University of Technology, Sydney.
  26. Stephanie Knox & Elizabeth Savage & Denzil Fiebig & Vineta Salale, 2007. "Joiners, leavers, stayers and abstainers: Private health insurance choices in Australia, CHERE Working Paper 2007/8," Working Papers 2007/8, CHERE, University of Technology, Sydney.
  27. Kees van Gool & Gisselle Gallego & Marion Haas & Rosalie Viney & Jane Hall & Robyn Ward, 2007. "Incorporating economic evidence into cancer care: searching for the missing link," Working Papers 2007/3, CHERE, University of Technology, Sydney.
  28. Marion Haas & Siggi Zapart & Rosalie Viney, 2007. "Patients? perceptions of the value of PET in diagnosis and management of non-small call lung cancer, CHERE Working Paper 2007/5," Working Papers 2007/5, CHERE, University of Technology, Sydney.
  29. Richard Norman & Paula Cronin & Rosalie Viney & Madeleine King & Deborah Street & John Brazier & Julie Ratcliffe, 2007. "Valuing EQ-5D health states: A review and analysis, CHERE Working Paper 2007/9," Working Papers 2007/9, CHERE, University of Technology, Sydney.
  30. Denzil Fiebig & Marion Haas & Ishrat Hossain & Rosalie Viney, 2007. "Decisions about Pap tests: What influences women and providers?," Working Papers 2007/11, CHERE, University of Technology, Sydney.
  31. Madeleine King & Julie Winstanley & Patsy Kenny & Rosalie Viney & Siggi Zapart & Michael Boyer, 2007. "Validity, reliability and responsiveness of the EORTC QLQ-C30 and the EORTC QLQ-LC13 in Australians with early stage non-small cell lung cancer, CHERE Working Paper 2007/13," Working Papers 2007/13, CHERE, University of Technology, Sydney.
  32. Jane Hall & Patricia Kenny & Ishrat Hossain, 2007. "The provision of informal care in terminal illness: An analysis of carers? needs using a discrete choice experiment," Working Papers 2007/12, CHERE, University of Technology, Sydney.
  33. Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2007. "Economic dynamics with financial fragility and mean-field interaction: a model," Papers 0709.2083, arXiv.org.
  34. Alex Bird & Richard Norman & Stephen Goodall, 2007. "Economic Evaluation of Positron Emission Tomography (PET) in Non Small Cell Lung Cancer (NSCLC), CHERE Working Paper 2007/6," Working Papers 2007/6, CHERE, University of Technology, Sydney.
  35. Marion Haas & Marian Shanahan & Rob Anderson, 2007. "Assessing the costs of organised health programs: The case of the National Cervical Screening Program," Working Papers 2007/2, CHERE, University of Technology, Sydney.
  36. Julia Ting & Donald Martin & Marion Haas, 2007. "A Markov model of Diabetic Retinopathy Progression for the Economic Evaluation of a novel DR prognostic device, CHERE Working Paper 2007/14," Working Papers 2007/14, CHERE, University of Technology, Sydney.
  37. Kees van Gool & Marion Haas & Peter Sainsbury & Richard Gilbert, 2007. "When is an ounce of prevention worth a pound of cure: The case of cardiovascular disease?," Working Papers 2007/1, CHERE, University of Technology, Sydney.
  38. James McCulloch & Vladimir Kazakov, 2007. "Optimal VWAP Trading Strategy and Relative Volume," Research Paper Series 201, Quantitative Finance Research Centre, University of Technology, Sydney.
  39. Daniel Roesch & Harald Scheule, 2007. "Multi-Year Dynamics for Forecasting Economic and Regulatory Capital in Banking," Published Paper Series 2007-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  40. Daniel Roesch & Harald Scheule, 2007. "Stress-testing credit risk parameters: An application to retail loan portfolios," Published Paper Series 2007-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  41. Adeline Delavande & Dana Goldman & Neeraj Sood, 2007. "Criminal Prosecution and HIV-related Risky Behavior," NBER Working Papers 12903, National Bureau of Economic Research, Inc.
  42. Adeline Delavande & Robert Willis, 2007. "Managing the Risk of Life," Working Papers wp167, University of Michigan, Michigan Retirement Research Center.
  43. John M. Rose & Riccardo Scarpa, 2007. "Designs Efficiency for Non-market Valuation with Choice Modelling: How to Measure It, What to Report and Why," Working Papers in Economics 07/21, University of Waikato.

2006

  1. Luis Vasconcelos, 2006. "Contractual signalling, relationship-specific investment and exclusive agreements," Nova SBE Working Paper Series wp495, Universidade Nova de Lisboa, Nova School of Business and Economics.
  2. Marianao Selvaggi & Luis Vasconcelos, 2006. "Star Wars: exclusive superstars and collusive outcomes," Nova SBE Working Paper Series wp496, Universidade Nova de Lisboa, Nova School of Business and Economics.
  3. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Crime and Young Men: The Role of Arrest, Criminal Experience, and Heterogeneity," NBER Working Papers 12221, National Bureau of Economic Research, Inc.
  4. Susumu Imai & Hajime Katayama & Kala Krishna, 2006. "Protection for Sale or Surge Protection?," NBER Working Papers 12258, National Bureau of Economic Research, Inc.
  5. Gianni Amisano & Oreste Tristani, 2006. "Euro area inflation persistence in an estimated nonlinear," Computing in Economics and Finance 2006 347, Society for Computational Economics.
  6. Nicola Bruti-Liberati & Eckhard Platen, 2006. "Approximation of Jump Diffusions in Finance and Economics," Research Paper Series 176, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Truc Le & Eckhard Platen, 2006. "Approximating the Growth Optimal Portfolio with a Diversified World Stock Index," Research Paper Series 180, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Nicola Bruti-Liberati & Eckhard Platen, 2006. "On Weak Predictor-Corrector Schemes for Jump-Diffusion Processes in Finance," Research Paper Series 179, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Eckhard Platen, 2006. "On the Pricing and Hedging of Long Dated Zero Coupon Bonds," Research Paper Series 185, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Eckhard Platen, 2006. "A benchmark approach to asset management," Published Paper Series 2006-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  11. Peter Docherty & G Wang, 2006. "Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System," Working Paper Series 149, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  12. Peter Docherty & Harry Tse & Ross Forman & Jo McKenzie, 2006. "Reducing the Expectations Gap: Facilitating Improved Student Writing in an Intermediate Macroeconomics Course," Working Paper Series 150, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  13. Peter Docherty, 2006. "Endogenous Money, Non-neutrality and Interest-sensitivity in the Theory of Long Period Unemployment," Working Paper Series 148, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Ron Bird & Lorenzo Casavecchia, 2006. "Insights into the Momentum Life Cycle for European Stocks," Published Paper Series 2006-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  15. Sarah Azzi & Ron Bird & Paolo Ghiringhelli & Emanuele Rossi, 2006. "Biases and information in analysts'recommendations: The European experience," Published Paper Series 2006-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  16. Tiffany Hutcheson & Harry Tse, 2006. "Tutorial Attendance and Grade Achievement," Working Paper Series 145, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. David Michayluk & Patrick J. Wilson & Ralf Zurbruegg, 2006. "Asymmetric Volatility, Correlation and Returns Dynamics Between the U.S. and U.K. Securitized Real Estate Markets," Published Paper Series 2006-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics.
  19. Anufriev, M. & Bottazzi, G., 2006. "Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders," CeNDEF Working Papers 06-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  20. Anufriev, M. & Dindo, P.D.E., 2006. "Equilibrium Return and Agents' Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," CeNDEF Working Papers 06-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  21. Eddy van Doorslaer & Philip Clarke & Elizabeth Savage & Jane Hall, 2006. "Horizontal inequities in Australia?s mixed public/private health care system, CHERE Working Paper 2006/13," Working Papers 2006/13, CHERE, University of Technology, Sydney.
  22. Glenn Jones & Elizabeth Savage & Kees van Gool, 2006. "Out-of-pocket health expenditures in Australia: A semi-parametric analysis, CHERE Working Paper 2006/15," Working Papers 2006/15, CHERE, University of Technology, Sydney.
  23. Kees van Gool & Elizabeth Savage & Rosalie viney & Marion Haas & Rob Anderson, 2006. "Catastrophic insurance: Impact of the Australian Medicare Safety Net on fees, service use and out-of-pocket costs, CHERE Working Paper 2006/9," Working Papers 2006/9, CHERE, University of Technology, Sydney.
  24. Madeleine King & Rosalie Viney & Ishrat Hossain & David Smith & Sandra Fowler & Elizabeth Savage & Bruce Armstrong, 2006. "Men?s preferences for treatment of early stage prostate cancer: Results from a discrete choice experiment, CHERE Working Paper 2006/14," Working Papers 2006/14, CHERE, University of Technology, Sydney.
  25. Mingshan Lu & Elizabeth Savage, 2006. "Do financial incentives for supplementary private health insurance reduce pressure on the public system? Evidence from Australia, CHERE Working Paper 2006/11," Working Papers 2006/11, CHERE, University of Technology, Sydney.
  26. Denzil Fiebig & Elizabeth Savage & Rosalie Viney, 2006. "Does the reason for buying health insurance influence behaviour? CHERE Working Paper 2006/1," Working Papers 2006/1, CHERE, University of Technology, Sydney.
  27. Kees van Gool & Elizabeth Savage & Rosalie viney & Marion Haas & Rob Anderson, 2006. "Who?s getting caught? An analysis of the Australian Medicare Safety Net, CHERE Working Paper 2006/8," Working Papers 2006/8, CHERE, University of Technology, Sydney.
  28. Denise Doiron & Glenn Jones & Elizabeth Savage, 2006. "Healthy, wealthy and insured? The role of self-assessed health in the demand for private health insurance, CHERE Working Paper 2006/2," Working Papers 2006/2, CHERE, University of Technology, Sydney.
  29. Rosalie Viney & Elizabeth Savage, 2006. "Health care policy evaluation: empirical analysis of the restrictions implied by Quality Adjusted Life Years, CHERE Working Paper 2006/10," Working Papers 2006/10, CHERE, University of Technology, Sydney.
  30. Muralikrishnan Radhakrishnan & Kees van Gool & Jane Hall & Martin Delatycki & John Massie, 2006. "Economic evaluation of cystic fibrosis screening: A Review of the literature, CHERE Working Paper 2006/6," Working Papers 2006/6, CHERE, University of Technology, Sydney.
  31. Shiko Maruyama, 2006. "Welfare Analysis Incorporating a Structural Entry-Exit Model: A Case Study of Medicare HMOs," Hi-Stat Discussion Paper Series d06-166, Institute of Economic Research, Hitotsubashi University.
  32. Marion Haas & Sandy Fowler, 2006. "A synthesis of qualitative research on cervical cancer screening behaviour: Women?s perceptions of the barriers and motivators to screen and the implications for policy and practice, CHERE Working Pap," Working Papers 2006/7, CHERE, University of Technology, Sydney.
  33. Marion Haas, 2006. "Decision making by patients: An application of naturalistic decision making theory to cervical screening and chronic renal failure, Working Paper 2006/5," Working Papers 2006/5, CHERE, University of Technology, Sydney.
  34. Marion Haas, 2006. "Economic analysis of Tai Chi as a means of preventing falls and falls related injuries among older adults, CHERE Working Paper 2006/4," Working Papers 2006/4, CHERE, University of Technology, Sydney.
  35. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
  36. Alfred Hamerle & Thilo Liebig & Harald Scheule, 2006. "Forecasting credit event frequency – empirical evidence for West German firms," Published Paper Series 2006-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  37. Adeline Delavande & Michael Perry & Robert Willis, 2006. "Probabilistic Thinking and Early Social Security Claiming," Working Papers wp129, University of Michigan, Michigan Retirement Research Center.

2005

  1. Susumu Imai & Neelam Jain, 2005. "Bayesian Estimation of Dynamic Discrete Choice Models," 2005 Meeting Papers 432, Society for Economic Dynamics.
  2. Gianni Amisano & Raffaella Giacomini, 2005. "Comparing Density Forecsts via Weighted Likelihood Ratio Tests," Working Papers ubs0504, University of Brescia, Department of Economics.
  3. Gianni Amisano & Maria Letizia Giorgetti, 2005. "Entry in Pharmaceutical submarkets: A Bayesian Panel Probit Approach," Working Papers ubs0511, University of Brescia, Department of Economics.
  4. Gianni Amisano & Marco Tronzano, 2005. "Assessing ECB?s Credibility During the First Years of the Eurosystem: A Bayesian Empirical Investigation," Working Papers ubs0512, University of Brescia, Department of Economics.
  5. Carl Chiarella & Christina Nikitopoulos-Sklibosios & Erik Schlogl, 2005. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps," Research Paper Series 167, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Gordon Menzies & Daniel John Zizzo, 2005. "Inferential Expectations," Research Paper Series 159, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Kevin Fergusson & Eckhard Platen, 2005. "On the Distributional Characterization of Log-returns of a World Stock Index," Research Paper Series 153, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Hardy Hulley & Shane Miller & Eckhard Platen, 2005. "Benchmarking and Fair Pricing Applied to Two Market Models," Research Paper Series 155, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Nicola Bruti-Liberati & Filippo Martini & Massimo Piccardi & Eckhard Platen, 2005. "A Hardware Generator of Multi-point Distributed Random Numbers for Monte Carlo Simulation," Research Paper Series 156, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Jump-Diffusion Processes," Research Paper Series 157, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. David Heath & Eckhard Platen, 2005. "Currency Derivatives under a Minimal Market Model with Random Scaling," Research Paper Series 154, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Nicola Bruti-Liberati & Eckhard Platen, 2005. "On the Strong Approximation of Pure Jump Processes," Research Paper Series 164, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Morten Christensen & Eckhard Platen, 2005. "Sharpe Ratio Maximization and Expected Utility when Asset Prices have Jumps," Research Paper Series 170, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Eckhard Platen, 2005. "Investments for the Short and Long Run," Research Paper Series 163, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Eckhard Platen, 2005. "On the Role of the Growth Optimal Portfolio in Finance," Research Paper Series 144, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley, 2005. "The case for market inefficiency: Investment style and market pricing," Published Paper Series 2005-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Ron Bird & Xue-Zhong He & Satish Thosar & Paul Woolley, 2005. "Momentum and index investing: implications for market efficiency," Published Paper Series 2005-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  18. Chen Pu & Hsiao Chihying, 2005. "Testing Cointegration Rank in Large Systems," Econometrics 0504002, University Library of Munich, Germany.
  19. C. Hsiao & P. Chen, 2005. "The Transition Process in China: a Theoretical and Empirical Study," Computing in Economics and Finance 2005 210, Society for Computational Economics.
  20. C. Chiarella & C. Hsiao, 2005. "Intertemporal Asset Allocation with Inflation-Indexed Bonds," Computing in Economics and Finance 2005 168, Society for Computational Economics.
  21. Carl Chiarella & Chih-Ying Hsiao, 2005. "The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method," Research Paper Series 171, Quantitative Finance Research Centre, University of Technology, Sydney.
  22. Chen Pu & Hsiao Chihying, 2005. "Subsampling Cointegration Ranks in Large Systems," Econometrics 0508010, University Library of Munich, Germany.
  23. Chen Pu & Hsiao Chihying, 2005. "What Happens to Japan if China Catches Cold? - A causal analysis of the Chinese growth and the Japanese growth," Econometrics 0510005, University Library of Munich, Germany.
  24. John Paul Broussard & David Michayluk & Walter P. Neely, 2005. "The Role of Growth in Long Term Investment Returns," Published Paper Series 2005-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  25. Mikhail Anufriev, 2005. "Wealth-Driven Competition in a Speculative Financial Market: Examples with Maximizing Agents," LEM Papers Series 2005/27, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  26. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  27. Giulio Bottazzi & Mikhail Anufriev, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Trading Strategies," Computing in Economics and Finance 2005 375, Society for Computational Economics.
  28. Randall P. Ellis & Elizabeth Savage, 2005. "Where do you run after you run for cover? The impact on premium changes on the characteristics of the privately insured in Australia," Boston University - Department of Economics - Working Papers Series WP2005-020, Boston University - Department of Economics.
  29. Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996," MPRA Paper 54281, University Library of Munich, Germany.
  30. Geweke, John & Keane, Michael, 2005. "Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices," MPRA Paper 54286, University Library of Munich, Germany.
  31. James McCulloch, 2005. "Relative Volume as a Doubly Stochastic Binomial Point Process," Research Paper Series 146, Quantitative Finance Research Centre, University of Technology, Sydney.
  32. Denise Doiron & Glenn Jones, 2005. "Trends in the nursing workforce in New South Wales, CHERE Research Report 23," Research Reports 23, CHERE, University of Technology, Sydney.
  33. Robert Rauhmeier & Harald Scheule, 2005. "Rating Properties and their Implication on Basel II-Capital," Published Paper Series 2005-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  34. Daniel Roesch & Harald Scheule, 2005. "A multi-factor approach for systematic default and recovery risk," Published Paper Series 2005-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  35. Adeline Delavande, 2005. "Measuring Revisions to Subjective Expectations," 2005 Meeting Papers 682, Society for Economic Dynamics.
  36. ,, 2005. "Pill, Patch or Shot? Subjective Expectations and Birth Control Choice," CEPR Discussion Papers 4856, C.E.P.R. Discussion Papers.

2004

  1. Carl Chiarella & Erik Schlögl & Christina Nikitopoulos-Sklibosios, 2004. "A Markovian Defaultable Term Structure Model with State Dependent Volatilities," Research Paper Series 135, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. David Goldbaum & Bruce Mizrach, 2004. "Estimating the Intensity of Choice in a Dynamic Mutual Fund Allocation Decision," Departmental Working Papers 200414, Rutgers University, Department of Economics.
  3. David Goldbaum, 2004. "On the Possibility of Informationally Efficient Markets," Computing in Economics and Finance 2004 139, Society for Computational Economics.
  4. Carl Chiarella & Christina Nikitopoulos-Sklibosios, 2004. "A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework," Research Paper Series 132, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Nicola Bruti Liberati & Eckhard Platen, 2004. "On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance," Research Paper Series 114, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Wolfgang Breymann & Leah Kelly & Eckhard Platen, 2004. "Intraday Empirical Analysis and Modeling of Diversified World Stock Indices," Research Paper Series 125, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. David Heath & Eckhard Platen, 2004. "Local Volatility Function Models under a Benchmark Approach," Research Paper Series 124, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Eckhard Platen, 2004. "Diversified Portfolios with Jumps in a Benchmark Framework," Research Paper Series 129, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. David Heath & Eckhard Platen, 2004. "Understanding the Implied Volatility Surface for Options on a Diversified Index," Research Paper Series 128, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Shane Miller & Eckhard Platen, 2004. "Two-Factor Model for Low Interest Rate Regimes," Research Paper Series 130, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Eckhard Platen, 2004. "A Benchmark Approach to Finance," Research Paper Series 138, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Eckhard Platen, 2004. "Capital Asset Pricing for Markets with Intensity Based Jumps," Research Paper Series 143, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Eckhard Platen & Jason West & Wolfgang Breymann, 2004. "An Intraday Empirical Analysis of Electricity Price Behaviour," Research Paper Series 140, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Morten Christensen & Eckhard Platen, 2004. "A General Benchmark Model for Stochastic Jump Sizes," Research Paper Series 139, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Eckhard Platen, 2004. "A class of complete benchmark models with intensity-based jumps," Published Paper Series 2004-5, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  16. David Colwell & Nadima El-Hassan & Oh-Kang Kwon, 2004. "Hedging Diffusion Processes by Local Risk-Minimisation with Applications to Index Tracking," Research Paper Series 119, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2004. "Evaluation of Point Barrier Options in a Path Integral Framework Using Fourier-Hermite Expansions," Research Paper Series 126, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Ron Bird & Jonathan Whitaker, 2004. "The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2," Published Paper Series 2004-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  19. Tiffany Hutcheson & Harry Tse, 2004. "Learning by Students at University," Working Paper Series 136, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Patrick Wilson & John Okunev & Tiffany Hutcheson & Ralf Zurbruegg, 2004. "Regime Switching in the Real Estate Risk Premium," Published Paper Series 2004-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  21. Carl Chiarella & Chih-ying Hsiao, 2004. "Stratetic Asset Allocation with an Arbitrage-Free Bond Market using Dynamic Programming," Computing in Economics and Finance 2004 73, Society for Computational Economics.
  22. Hsiao Chiying & Chen Pu, 2004. "Testing Weak Exogeneity in Cointegrated System," Econometric Society 2004 Far Eastern Meetings 537, Econometric Society.
  23. Patrick Wilson & Ralf Zurbruegg & David Michayluk, 2004. "Real Estate Markets," ERES eres2004_560, European Real Estate Society (ERES).
  24. Arman Kosedag & David Michayluk, 2004. "Repeated LBOs: The Case of Multiple LBO Transactions," Published Paper Series 2004-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  25. Mikhail Anufriev & Giulio Bottazzi, 2004. "Asset Pricing Model with Heterogeneous Investment Horizons," LEM Papers Series 2004/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  26. Mikhail Anufriev & Giulio Bottazzi & Francesca Pancotto, 2004. "Price and Wealth Asymptotic Dynamics with CRRA Technical Trading Strategies," LEM Papers Series 2004/23, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  27. Rod O'Donnell, 2004. "Keynes's Principles of Writing (Innovative) Economics," Research Papers 0413, Macquarie University, Department of Economics.
  28. Rod O'Donnell, 2004. "Introducing Peer-Assisted Learning in First Year Accounting in Australia," Research Papers 0412, Macquarie University, Department of Economics.
  29. Patricia Apps & Ray Rees & Elizabeth Savage, 2004. "The Economics of a Two Tier Health System: A Fairer Medicare?," CEPR Discussion Papers 478, Centre for Economic Policy Research, Research School of Economics, Australian National University.
  30. Emma Warren & Rosalie Viney, 2004. "An economic evaluation of the prison methadone program in New South Wales, CHERE Project Report No 22," Research Reports 22, CHERE, University of Technology, Sydney.
  31. Rosalie Viney & Marion Haas & Rochelle Belkar & Denzil G. Fiebig, 2004. "Why worry about awareness in choice problems? Econometric analysis of screening for cervical cancer," Econometric Society 2004 Australasian Meetings 109, Econometric Society.
  32. Jane Hall, 2004. "Can we design a market for competitive health insurance? CHERE Discussion Paper No 53," Discussion Papers 53, CHERE, University of Technology, Sydney.
  33. Corrado Di Guilmi & Edoardo Gaffeo & Mauro Gallegati & Antonio Palestrini, 2004. "International evidence on business cycle magnitude dependence," Papers cond-mat/0401495, arXiv.org.
  34. Denise Doiron & Glenn Jones, 2004. "Nurses' retention and hospital characteristics in New South Wales, CHERE Discussion Paper No 52," Discussion Papers 52, CHERE, University of Technology, Sydney.
  35. Hamerle, Alfred & Liebig, Thilo & Scheule, Harald, 2004. "Forecasting Credit Portfolio Risk," Discussion Paper Series 2: Banking and Financial Studies 2004,01, Deutsche Bundesbank.
  36. Daniel Roesch & Harald Scheule, 2004. "Forecasting retail portfolio credit risk," Published Paper Series 2004-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2003

  1. Erdem, Tulin & Imai, Susumu & Keane, Michael, 2003. "Brand and Quantity Choice Dynamics Under Price Uncertainty," MPRA Paper 52516, University Library of Munich, Germany.
  2. Gianni Amisano & Massimiliano Serati, 2003. "Unemployment persistence in Italy. An econometric analysis with multivariate time varying parameter models," LIUC Papers in Economics 121, Cattaneo University (LIUC).
  3. Massimiliano Serati & Gianni Amisano, 2003. "Unemployment and labour taxation: an econometric analysis," LIUC Papers in Economics 122, Cattaneo University (LIUC).
  4. Antje Mahayni & Erik Schlögl, 2003. "The Risk Management of Minimum Return Guarantees," Research Paper Series 102, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Bruce Choy & Tim Dun & Erik Schlögl, 2003. "Correlating Market Models," Research Paper Series 105, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. David Goldbaum, 2003. "Coordinated Investing with Feedback and Learning," Computing in Economics and Finance 2003 213, Society for Computational Economics.
  7. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2003. "Australia’s Medium-run Exchange Rate: A Macroeconomic Balance Approach," RBA Research Discussion Papers rdp2003-03, Reserve Bank of Australia.
  8. Christina Nikitopoulos-Sklibosios & Carl Chiarella, 2003. "An Implementation of the Shirakawa Jump-Diffusion Term Structure Model," Computing in Economics and Finance 2003 201, Society for Computational Economics.
  9. Friedrich Schneider & Christopher Bajada, 2003. "The Size and Development of the Shadow Economies in the Asia-Pacific," Economics working papers 2003-01, Department of Economics, Johannes Kepler University Linz, Austria.
  10. Eckhard Platen, 2003. "Pricing and Hedging for Incomplete Jump Diffusion Benchmark Models," Research Paper Series 110, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. David Heath & Eckhard Platen, 2003. "Pricing of Index Options Under a Minimal Market Model with Lognormal Scaling," Research Paper Series 101, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Eckhard Platen, 2003. "A Benchmark Framework for Risk Management," Research Paper Series 113, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Eckhard Platen, 2003. "Modeling the Volatility and Expected Value of a Diversified World Index," Research Paper Series 103, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Eckhard Platen & Jason West, 2003. "Fair Pricing of Weather Derivatives," Research Paper Series 106, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. Eckhard Platen, 2003. "Diversified Portfolios in a Benchmark Framework," Research Paper Series 87, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Mark Craddock & Eckhard Platen, 2003. "Symmetry Group Methods for Fundamental Solutions and Characteristic Functions," Research Paper Series 90, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Eckhard Platen, 2003. "An Alternative Interest Rate Term Structure Model," Research Paper Series 97, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. Eckhard Platen & Gerhard Stahl, 2003. "A Structure for General and Specific Market Risk," Research Paper Series 91, Quantitative Finance Research Centre, University of Technology, Sydney.
  19. Leah Kelly & Eckhard Platen & Michael Sorensen, 2003. "Estimating for Discretely Observed Diffusions Using Transform Functions," Research Paper Series 96, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Nadima El-Hassan & Paul Kofman, 2003. "Tracking Error and Active Portfolio Management," Research Paper Series 98, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Ron Bird & Jonathan Whitaker, 2003. "The performance of value and momentum investment portfolios: Recent experience in the major European markets," Published Paper Series 2003-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  22. Paul Woolley & Ron Bird, 2003. "Economic implications of passive investing," Published Paper Series 2003-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  23. Patrick Wilson & John Okunev & Tiffany Hutcheson, 2003. "Predicting behaviour in Australian securitised property markets," Published Paper Series 2003-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  24. Lazo, Jeffrey K. & Waldman, Donald M. & Ottem, Thomas D. & Wheeler, William J., 2003. "Benefits Of Reducing Domestic Well Nitrate Contamination From Concentrated Animal Feeding Operations: A National Model Of Groundwater Contamination," 2003 Annual meeting, July 27-30, Montreal, Canada 22143, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  25. Rod O'Donnell, 2003. "Keynes as a Writer: Three Case Studies," Research Papers 0307, Macquarie University, Department of Economics.
  26. Patsy Kenny & Ajsa Mahmic & Emily Lancsar & Rob Anderson & Madeleine King & Jane Hall, 2003. "Diaries or questionnaires for collecting self-reported healthcare utilisation and patient cost data? CHERE Project Report No 20," Research Reports 20, CHERE, University of Technology, Sydney.
  27. Yoshi Fujiwara & Corrado Di Guilmi & Hideaki Aoyama & Mauro Gallegati & Wataru Souma, 2003. "Do Pareto-Zipf and Gibrat laws hold true? An analysis with European Firms," Papers cond-mat/0310061, arXiv.org, revised Nov 2003.
  28. Marion Haas & Lorraine Ivancic, 2003. "Evaluation of directional vacuum-assisted breast biopsy: Report for the National Breast Cancer Centre final report, CHERE Project Report No 21," Research Reports 21, CHERE, University of Technology, Sydney.

2002

  1. Gianni Amisano & Massimiliano Serati, 2002. "What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence," LIUC Papers in Economics 111, Cattaneo University (LIUC).
  2. Erik Schlögl, 2002. "Extracting the Joint Volatility Structure of Foreign Exchange and Interest Rates from Option Prices," Research Paper Series 79, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. David Goldbaum, 2002. "Investment and Discovery: Market coordination when investing in projects with endogenous payoffs," Computing in Economics and Finance 2002 118, Society for Computational Economics.
  4. David Vines & Gordon Douglas Menzies & Economic Research Department & Reserve Bank of Australia., 2002. "Debt Overhang and Real Exchange Rate Overshooting in the Asian Crisis," Economics Series Working Papers 122, University of Oxford, Department of Economics.
  5. Hans Buhlmann & Eckhard Platen, 2002. "A Discrete Time Benchmark Approach for Finance and Insurance," Research Paper Series 74, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. David Heath & Eckhard Platen, 2002. "A Variance Reduction Technique Based on Integral Representations," Research Paper Series 75, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Eckhard Platen & Wolfgang Runggaldier, 2002. "A Benchmark Approach to Filtering in Finance," Research Paper Series 77, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. David Heath & Eckhard Platen, 2002. "Consistent Pricing and Hedging for a Modified Constant Elasticity of Variance Model," Research Paper Series 78, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Eckhard Platen, 2002. "Benchmark Model with Intensity Based Jumps," Research Paper Series 81, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Eckhard Platen, 2002. "A Benchmark Framework for Integrated Risk Management," Research Paper Series 82, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2002. "A Short Time Expansion of the Volatility Function For The Calibration of Option Pricing Models," Computing in Economics and Finance 2002 261, Society for Computational Economics.
  12. Carl Chiarella & Nadima El-Hassan & Adam Kucera, 2002. "The Pricing of Multifactor Derivative Securities in a Path-Integral Framework using Multidimensional Fourier-Hermite Series Expansions," Computing in Economics and Finance 2002 292, Society for Computational Economics.
  13. Ron Bird & David Gallagher, 2002. "The evaluation of active manager returns in a non-symmetrical environment," Published Paper Series 2002-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Rod O'Donnell, 2002. "The Thick and the Thin of Controversy: A Critique of Bateman on Keynes," Research Papers 0204, Macquarie University, Department of Economics.
  15. Rod O'Donnell, 2002. "What Kind of Economics Graduates Do We Want? A Constructive Critique of Hansen's Proficiencies Approach," Research Papers 0203, Macquarie University, Department of Economics.
  16. Rosalie viney & Christine Pollicino & Anastasia Lowin & Phil Haywood & Michael Fulham, 2002. "Review of Positron Emission Tomography at Royal Prince Alfred Hospital, CHERE Project Report No 18," Research Reports 18, CHERE, University of Technology, Sydney.
  17. Christine Pollicino & Phil Haywood & Jane Hall, 2002. "Economic evaluation of the proposed surgical scheme at Auburn Hospital: Final report, CHERE Project Report No 19," Research Reports 19, CHERE, University of Technology, Sydney.
  18. Patricia Kenny & Jane Hall & Rosalie Viney & Angela Yeoh & Marion Haas, 2002. "Using qualitative methods to validate a stated preference survey for evaluating health services, CHERE Discussion Paper No 47," Discussion Papers 47, CHERE, University of Technology, Sydney.
  19. Bronwyn Lind & Don Weatherburn & Shuling Chen & Marian Shanahan & Emily Lancsar & Marion Haas, 2002. "New South Wales drug court evaluation: Cost-effectiveness, CHERE Project Report 17a," Research Reports 17a, CHERE, University of Technology, Sydney.
  20. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2002. "Bayesian inference for hospital quality in a selection model," Working Paper Series 2002-18, Federal Reserve Bank of San Francisco.
  21. Leif Boegelein & Alfred Hamerle & Robert Rauhmeier & Harald Scheule, 2002. "Modelling Default Rate Dynamics in the CreditRisk+ Framework," Published Paper Series 2002-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  22. David Allen & Garry MacDonald & Kathleen Walsh & D Walsh, 2002. "Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures," Published Paper Series 2002-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

2001

  1. Susumu Imai & Kala Krishna, 2001. "Employment, Dynamic Deterrence and Crime," NBER Working Papers 8281, National Bureau of Economic Research, Inc.
  2. David Goldbaum, 2001. "Market Efficiency and Learning in an Endogenously Unstable Environment," Computing in Economics and Finance 2001 105, Society for Computational Economics.
  3. Chris Bajada, 2001. "The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data," Working Paper Series 110, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Eckhard Platen, 2001. "A Benchmark Model for Financial Markets," Research Paper Series 59, Quantitative Finance Research Centre, University of Technology, Sydney.
  5. Eckhard Platen, 2001. "Arbitrage in Continuous Complete Markets," Research Paper Series 72, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Mark Craddock & Eckhard Platen, 2001. "Benchmark Pricing of Credit Derivatives Under a Standard Market Model," Research Paper Series 60, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. David Heath & Eckhard Platen, 2001. "Perfect Hedging of Index Derivatives Under a Locally Arbitrage Free Minimal Market Model," Research Paper Series 61, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2001. "Semiparametric Diffusion Estimation and Application to a Stock Market Index," Research Paper Series 51, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Kestutis Kubilius & Eckhard Platen, 2001. "Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps," Research Paper Series 54, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Eckhard Platen, 2001. "A Minimal Financial Market Model," Research Paper Series 48, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Uwe Kuchler & Eckhard Platen, 2001. "Weak Discrete Time Approximation of Stochastic Differential Equations with Time Delay," Research Paper Series 50, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. Gilsing, Hagen & Küchler, Uwe & Platen, Eckhard, 2001. "Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis," SFB 373 Discussion Papers 2001,20, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  13. David Heath & Eckhard Platen & Martin Schweizer, 2001. "Numerical Comparison of Local Risk-Minimisation & Mean-Variance Hedging," Published Paper Series 2001-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Perry, L.J. & Wilson, P.J., 2001. "The Accord and Strikes: An International Perspective," Economics Working Papers wp01-03, School of Economics, University of Wollongong, NSW, Australia.
  15. Ron Bird & John McKinnon, 2001. "Changes in the Behavior of Earnings Surprise: International Evidence & Implications," Published Paper Series 2001-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  16. Ron Bird & Richard Gerlach & Anthony D Hall, 2001. "The prediction of earnings movements using accounting data: An update and extension of Ou and Penman," Published Paper Series 2001-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  17. Geyser, J.M. & van de Venter, T.W.G., 2001. "Hedging Maize Yield With Weather Derivatives," Working Papers 18067, University of Pretoria, Department of Agricultural Economics, Extension and Rural Development.
  18. Chin-Ying Hsiao & Willi Semmler, 2001. "Maximum Likelihood Estimations of SDE Dynamics Based on Discrete Time Data How well does the Euler Method Perform?," CeNDEF Workshop Papers, January 2001 3A.3, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  19. David Michayluk & Paul Kofman, 2001. "Market Structure and Stock Splits," Research Paper Series 62, Quantitative Finance Research Centre, University of Technology, Sydney.
  20. Elizabeth Savage, 2001. "Health insurance and health care utilization: Theory and evidence from Australia 1989-90, CHERE Discussion Paper No 44," Discussion Papers 44, CHERE, University of Technology, Sydney.
  21. Rosalie Viney & Kees van Gool & Marion Haas, 2001. "Hospital in the Home in NSW, CHERE Project Report No 16," Research Reports 16, CHERE, University of Technology, Sydney.
  22. Jane Hall, 2001. "The public view of private health insurance, CHERE Discussion Paper No 45," Discussion Papers 45, CHERE, University of Technology, Sydney.
  23. Marion Haas & Jane Hall & Richard De Abreu Lourenco, 2001. "It's what's expected: genetic testing for inherited conditions, CHERE Discussion Paper No 46," Discussion Papers 46, CHERE, University of Technology, Sydney.
  24. Rob Anderson & Marion Haas, 2001. "Cost-effectiveness of shared care compared with usual hospital-based care for people with Hepatitis C, CHERE Project Report No 17," Research Reports 17, CHERE, University of Technology, Sydney.
  25. Marian Shanahan & Kees van Gool & Marion Haas & Patsy Kenny, 2001. "Economic evaluation of the NSW hospital in the home pilot project, CHERE Project Report No 15," Research Reports 15, CHERE, University of Technology, Sydney.

2000

  1. Tim Dunn & Erik Schlögl & Geoff Barton, 2000. "Simulated Swaption Delta-Hedging in the Lognormal Forward Libor Model," Research Paper Series 40, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. David Goldbaum, 2000. "Profitability And Market Stability: Fundamentals And Technical Trading Rules," Computing in Economics and Finance 2000 85, Society for Computational Economics.
  3. Douglas Menzies, G., 2000. "Debt Forgiveness: the Case for Hyper-Incentive Contracts," Economics Series Working Papers 9937, University of Oxford, Department of Economics.
  4. Chris Bajada, 2000. "An Examination of the Statistical Discrepancy and Private Investment Expenditure," Working Paper Series 103, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Eckhard Platen, 2000. "Risk Premia and Financial Modelling Without Measure Transformation," Research Paper Series 45, Quantitative Finance Research Centre, University of Technology, Sydney.
  6. Uwe Kuchler & Eckhard Platen, 2000. "Strong Discrete Time Approximation of Stochastic Differential Equations with Time Delay," Research Paper Series 44, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Ram Bhar & Carl Chiarella & Nadima El-Hassan & Xiaosu Zheng, 2000. "The Reduction of Forward Rate Dependent Volatility HJM Models to Markovian Form: Pricing European Bond Option," Research Paper Series 36, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2000. "The Calibration of Stock Option Pricing Models Using Inverse Problem Methodology," Research Paper Series 39, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Carl Chiarella, Nadima El-Hassan & Adam Kucera, 2000. "The Evaluation Of Multiasset European And American Options Via Fourier Hermite Series Expansions," Computing in Economics and Finance 2000 287, Society for Computational Economics.
  10. Richard Gerlach & Ron Bird & Anthony D. Hall, 2000. "A Bayesian Approach to Variable Selection in Logistic Regression with Application to Predicting Earnings Direction from Accounting Information," Research Paper Series 47, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Ron Bird & Brett McElwee & John McKinnon, 2000. "A Global Perspective of Analysts' Earnings Forecasts," Published Paper Series 2000-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  12. Tiffany Hutcheson, 2000. "Trading in the Australian Foreign Exchange Market," Working Paper Series 107, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  13. Gerhard Van de Venter, 2000. "Backtesting historical simulation value-at-risk for a selected portfolio of South African bonds," Published Paper Series 2000-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  14. Marion Haas & Rosalie Viney & Marian Shanahan, 2000. "Service impact analysis of telehealth in NSW, CHERE Project Report No 12," Research Reports 12, CHERE, University of Technology, Sydney.
  15. Rosalie Viney & Richard De Abreu Lourenco & Dianne Kitcher & Karen Gerard, 2000. "NSW breast and cervical screening program review, CHERE Project Report No 14," Research Reports 14, CHERE, University of Technology, Sydney.
  16. Dan Chin & John Geweke & Preston Miller, 2000. "Predicting Turning Points: Technical Paper 2000-3," Working Papers 13337, Congressional Budget Office.
  17. Daniel M. Chin & John Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report 267, Federal Reserve Bank of Minneapolis.

1999

  1. Antje Dudenhausen & Erik Schlögl & Lutz Schlögl, 1999. "Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives," Research Paper Series 19, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. Erik Schlögl, 1999. "A Multicurrency Extension of the Lognormal Interest Rate Market Models," Research Paper Series 20, Quantitative Finance Research Centre, University of Technology, Sydney.
  3. Erik Schlögl & Lutz Schlögl, 1999. "A Square-Root Interest Rate Model Fitting Discrete Initial Term Structure Data," Research Paper Series 24, Quantitative Finance Research Centre, University of Technology, Sydney.
  4. Scott Walker & Graham Partington, 1999. "The value of dividends: Evidence from cum-dividend trading in the ex-dividend period," Published Paper Series 1999-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Chris Bajada, 1999. "Confidence Intervals for the Underground Economy in Australia," Working Paper Series 91, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Eckhard Platen, 1999. "On the Log-Return Distribution of Index Benchmarked Share Prices," Research Paper Series 22, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Eckhard Platen, 1999. "An Introduction to Numerical Methods for Stochastic Differential Equations," Research Paper Series 6, Quantitative Finance Research Centre, University of Technology, Sydney.
  8. Mark Craddock & David Heath & Eckhard Platen, 1999. "Numerical Inversion of Laplace Transforms: A Survey of Techniques with Applications to Derivative Pricing," Research Paper Series 27, Quantitative Finance Research Centre, University of Technology, Sydney.
  9. Eckhard Platen, 1999. "A Financial Market Model with Trading Volume and Stochastic Volatility," Research Paper Series 15, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. Robert Elliott & Eckhard Platen, 1999. "Hidden Markov Chain Filtering for Generalised Bessel Processes," Research Paper Series 23, Quantitative Finance Research Centre, University of Technology, Sydney.
  11. Eckhard Platen, 1999. "A Financial Market Model," Research Paper Series 9, Quantitative Finance Research Centre, University of Technology, Sydney.
  12. David Heath & Simon Hurst & Eckhard Platen, 1999. "Modelling the Stochastic Dynamics of Volatility for Equity Indices," Research Paper Series 7, Quantitative Finance Research Centre, University of Technology, Sydney.
  13. Paul Fischer & Eckhard Platen, 1999. "Applications of the Balanced Method to Stochastic Differential Equations in Filtering," Research Paper Series 16, Quantitative Finance Research Centre, University of Technology, Sydney.
  14. Simon Hurst & Eckhard Platen, 1999. "On the Marginal Distribution of Trade Weighted Currency Indices," Research Paper Series 8, Quantitative Finance Research Centre, University of Technology, Sydney.
  15. John van der Hoek & Eckhard Platen, 1999. "Pricing and Hedging in the Presence of Transaction Costs Under Local Risk Minimisation," Research Paper Series 14, Quantitative Finance Research Centre, University of Technology, Sydney.
  16. Eckhard Platen, 1999. "A Minimal Share Market Model with Stochastic Volatility," Research Paper Series 21, Quantitative Finance Research Centre, University of Technology, Sydney.
  17. Robert Elliott & Paul Fischer & Eckhard Platen, 1999. "Filtering and Parameter Estimation for a Mean Reverting Interest Rate Model," Research Paper Series 17, Quantitative Finance Research Centre, University of Technology, Sydney.
  18. S. R. Hurst & Eckhard Platen & S. T. Rachev, 1999. "Option pricing for a logstable asset price model," Published Paper Series 1999-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  19. Eckhard Platen, 1999. "Axiomatic principles for a market model," Published Paper Series 1999-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  20. Carl Chiarella & Nadima El-Hassan, 1999. "Pricing American Interest Rate Options in a Heath-Jarrow-Morton Framework Using Method of Lines," Research Paper Series 12, Quantitative Finance Research Centre, University of Technology, Sydney.
  21. Marion Haas & Marian Shanahan & Rosalie Viney & Ian Cameron, 1999. "Consultancy to progress hospital in the home care provision: Final report, CHERE Project Report No 13," Research Reports 13, CHERE, University of Technology, Sydney.
  22. Richard De Abreu Lourenco & Kim Foulds & Irenie Smoker & Jane Hall, 1999. "The Australian Health Care System, CHERE Discussion Paper No 38," Discussion Papers 38, CHERE, University of Technology, Sydney.
  23. Jane Hall & Liz Chinchen, 1999. "Australian health services research and its contribution to the international literature, CHERE Discussion Paper No 41," Discussion Papers 41, CHERE, University of Technology, Sydney.
  24. Jane Hall & Sue Caleo & Janine Stevenson, 1999. "Economic analysis of psychotherapy for borderline personality disorder patients, CHERE Project Report No 9," Research Reports 9, CHERE, University of Technology, Sydney.
  25. John Bridges & Marion Haas & Deniza Mazevska, 1999. "A qualitative insight into rural casemix education, CHERE Project Report No 10," Research Reports 10, CHERE, University of Technology, Sydney.
  26. Geweke, John & Houser, Dan & Keane, Michael, 1999. "Simulation Based Inference for Dynamic Multinomial Choice Models," MPRA Paper 54279, University Library of Munich, Germany.
  27. John Geweke, 1999. "Computational Experiments and Reality," Computing in Economics and Finance 1999 401, Society for Computational Economics.
  28. John Geweke, 1999. "Using Simulation Methods for Bayesian Econometric Models," Computing in Economics and Finance 1999 832, Society for Computational Economics.

1998

  1. David Heath & Eckhard Platen & M. Schweizer, 1998. "Comparison of Some Key Approaches to Hedging in Incomplete Markets," Research Paper Series 1, Quantitative Finance Research Centre, University of Technology, Sydney.
  2. G. N. Milstein & Eckhard Platen & H. Schurz, 1998. "Balanced Implicit Methods for Stiff Stochastic Systems," Published Paper Series 1998-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Tiffany Hutcheson, 1998. "Is Speculative Activity in Asia Pacific Markets Anything New?," Working Paper Series 82, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Pat Wilson & John Okunev & Tiffany Hutcheson, 1998. "Regime Switches in Property Market Risk Premiums: Some International Comparisons," Working Paper Series 80, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Sue Caleo & Jane Hall, 1998. "Measles elimination: Costing of a national measles immunisation 'catch up' program, CHERE Project Report No 7," Research Reports 7, CHERE, University of Technology, Sydney.
  6. Jane Hall & Marion Haas & Stephen Leeder, 1998. "Contemporay and emerging issues in public health, CHERE Project Report No 8," Research Reports 8, CHERE, University of Technology, Sydney.
  7. marion Haas, 1998. "An empirical exploration of patient expectations of health care, CHERE Discussion Paper No 35," Discussion Papers 35, CHERE, University of Technology, Sydney.
  8. John Geweke, 1998. "Using simulation methods for Bayesian econometric models: inference, development, and communication," Staff Report 249, Federal Reserve Bank of Minneapolis.
  9. Ben Hunt & Chris Terry, 1998. "Zero-Coupon Yield Curve Estimation: A Principal Component, Polynomial Approach," Working Paper Series 81, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1997

  1. Platen, E. & Schweizer, M., 1997. "On Feedback Effects from Hedging Derivatives," SFB 373 Discussion Papers 1997,83, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
  2. Carl Chiarella & Nadima El-Hassan, 1997. "A Survey of Models for the Pricing of Interest Rate Derivatives," Working Paper Series 75, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Carl Chiarella & Nadima El-Hassan, 1997. "Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques," Working Paper Series 72, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Tiffany Hutcheson & Ian Sharpe, 1997. "Ownership Structure and Building Society Efficiency," Working Paper Series 78, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Paul Brockman & David Michayluk, 1997. "The Holiday Anomaly: An Investigation of Firm Size versus Share Price Effects," Published Paper Series 1997-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Gavin Mooney & Marion Haas & Rosalie Viney & Lyn Cooper, 1997. "Linking health outcomes to priority setting, planning and resource allocation - Report to the NSW Department of Health, CHERE Project Report No 1," Research Reports 1, CHERE, University of Technology, Sydney.
  7. Jane Hall, 1997. ""Unorthodox, troublesome, dangerous and disobedient": a feminist perspective on health economics, CHERE Discussion Paper No 33," Discussion Papers 33, CHERE, University of Technology, Sydney.
  8. Lyn Cooper & Jane Hall, 1997. "Cost of organ and tissue donation in NSW - Report the NSW Department of Health, CHERE Project Report No 3," Research Reports 3, CHERE, University of Technology, Sydney.
  9. John Geweke & Michael P. Keane, 1997. "An empirical analysis of income dynamics among men in the PSID: 1968-1989," Staff Report 233, Federal Reserve Bank of Minneapolis.
  10. John Geweke & Michael P. Keane, 1997. "Mixture of normals probit models," Staff Report 237, Federal Reserve Bank of Minneapolis.

1996

  1. P. E. Kloeden & Eckhard Platen & H. Schurz & M. Sørensen, 1996. "On effects of discretization on estimators of drift parameters for diffusion processes," Published Paper Series 1996-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. David Heath & Eckhard Platen, 1996. "Valuation of FX barrier options under stochastic volatility," Published Paper Series 1996-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Eckhard Platen & Rolando Rebolledo, 1996. "Principles for modelling financial markets," Published Paper Series 1996-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Jock Collins, 1996. "Cosmopolitan Capitalism: Ethnicity, Gender and Small Business in Australia in the 1990s," Working Paper Series 68, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Jock Collins, 1996. "Ethnic Small Business and Employment Creation in Australia in the 1990s," Working Paper Series 71, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Carl Chiarella & Nadima El-Hassan, 1996. "A Preference Free Partial Differential Equation for the Term Structure of Interest Rates," Working Paper Series 63, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  7. Keith Chan & Damien W. Mccolough & Michael T. Skully, 1996. "Australian dividend reinvestment plans: An event study on discount rates," Published Paper Series 1996-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  8. Rosalie Viney & Stephen Jan & Marion Haas, 1996. "Delivery of less urgent ambulatory care in a hospital setting - Report the NSW Department of Health, CHERE Project Report No 2," Research Reports 2, CHERE, University of Technology, Sydney.
  9. Marion Haas & Jane Hall, 1996. "Clinical budgeting for allied health: some options and issues in a hospital setting, CHERE Discussion Paper No 30," Discussion Papers 30, CHERE, University of Technology, Sydney.
  10. John Geweke & Guofu Zhou, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," CEMA Working Papers 276, China Economics and Management Academy, Central University of Finance and Economics.
  11. John Geweke & Michael P. Keane, 1996. "Bayesian inference for dynamic choice models without the need for dynamic programming," Working Papers 564, Federal Reserve Bank of Minneapolis.
  12. John Geweke, 1996. "Simulation-based Bayesian inference for economic time series," Working Papers 570, Federal Reserve Bank of Minneapolis.

1995

  1. P. E. Kloeden & Eckhard Platen & N. Hofmann, 1995. "Extrapolation Methods For The Weak Approximation Of Ito Diffusions," Published Paper Series 1995-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Jock Collins & Carol Reid, 1995. "Chinese in Australia 1945-1994: Changing Patterns of Migration, Racialisation and Opportunity," Working Paper Series 44, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Jock Collins, 1995. "Immigration and Labor Government in Australia: 1983-95," Working Paper Series 45, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Jones, G. & Savage, E., 1995. "Should Income Splitting Replace Australia's Personal Income Tax?," Papers 295, Australian National University - Department of Economics.
  5. Jones, G. & Savage, E., 1995. "Unions and Clerical Rates of Pay," Papers 296, Australian National University - Department of Economics.
  6. John Geweke, 1995. "Monte Carlo simulation and numerical integration," Staff Report 192, Federal Reserve Bank of Minneapolis.
  7. John Geweke, 1995. "Bayesian reduced rank regression in econometrics," Working Papers 540, Federal Reserve Bank of Minneapolis.
  8. John Geweke, 1995. "Bayesian inference for linear models subject to linear inequality constraints," Working Papers 552, Federal Reserve Bank of Minneapolis.
  9. John Geweke & Lea Petrella, 1995. "Prior density ratio class robustness in econometrics," Working Papers 553, Federal Reserve Bank of Minneapolis.
  10. John Geweke, 1995. "Posterior simulators in econometrics," Working Papers 555, Federal Reserve Bank of Minneapolis.

1994

  1. Amisano, Gianni, 1994. "Bayesian Analysis Of Integration At Different Frequencies In Quarterly Data," Economic Research Papers 268623, University of Warwick - Department of Economics.
  2. Eckhard Platen & Rolando Rebolledo, 1994. "Pricing via anticipative stochastic calculus," Published Paper Series 1994-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. N. Hofmann & Eckhard Platen, 1994. "Stability of weak numerical schemes for stochastic differential equations," Published Paper Series 1994-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Jock Collins, 1994. "The Changing Political Economy of Australian Racism," Working Paper Series 41, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Rowan Trayler & J. Nielsen & B. Brown, 1994. "A Survey of Expectations of Bankers on the Factors Business Firms Use in Selecting a Bank," Working Paper Series 40, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Patsy Kenny & P Brodie & Simon Eckermann & Jane Hall, 1994. "Westmead hospital team midwifery project evaluation, CHERE Project Report No 4," Research Reports 4, CHERE, University of Technology, Sydney.
  7. Paul Glasziou & Marion Haas, 1994. "An economic evaluation of the use of tamoxifen in the treatment of early breast cancer," Discussion Papers 25, CHERE, University of Technology, Sydney.
  8. John Geweke & Michael P. Keane & David E. Runkle, 1994. "Alternative computational approaches to inference in the multinomial probit model," Staff Report 170, Federal Reserve Bank of Minneapolis.
  9. John Geweke & Michael P. Keane & David E. Runkle, 1994. "Statistical inference in the multinomial multiperiod probit model," Staff Report 177, Federal Reserve Bank of Minneapolis.
  10. John Geweke, 1994. "Bayesian comparison of econometric models," Working Papers 532, Federal Reserve Bank of Minneapolis.
  11. John Geweke, 1994. "Variable selection and model comparison in regression," Working Papers 539, Federal Reserve Bank of Minneapolis.
  12. Horowitz, Joel & Keane, Michael & Bolduc, Denis & Divakar, Suresh & Geweke, John & Gonul, Fosun & Hajivassiliou, Vassilis & Koppelman, Frank & Matzkin, Rosa & Rossi, Peter & Ruud, Paul, 1994. "Advances in Random Utility Models," MPRA Paper 53026, University Library of Munich, Germany.
  13. Geweke, John & Keane, Michael & Runkle, David, 1994. "Recursively Simulating Multinomial Multiperiod Probit Probabilities," MPRA Paper 55140, University Library of Munich, Germany.

1993

  1. Gordon Menzies & Geoffrey Heenan, 1993. "Explaining the Recent Performance of Australia’s Manufactured Exports," RBA Research Discussion Papers rdp9310, Reserve Bank of Australia.
  2. Jock Collins & F. Henry, 1993. "Racism, Ethnicity and Immigration in Canada and Australia," Working Paper Series 25, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Jock Collins, 1993. "Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia," Working Paper Series 28, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. RD Smith & Jane Hall, 1993. "The cost of operating a national renal/pancreas transplant unit, CHERE Discussion Paper No 13," Discussion Papers 13, CHERE, University of Technology, Sydney.
  5. RD Smith & Jane Hall & P Harnett & H Gurney, 1993. "A preliminary cost utility analysis of adjuvant chemotherapy for resected colonic carcinoma, CHERE Discussion Paper No 15," Discussion Papers 15, CHERE, University of Technology, Sydney.
  6. Jane Hall & Alan Shiell, 1993. "Health outcomes: a health economics perspective, CHERE Discussion Paper No 19," Discussion Papers 19, CHERE, University of Technology, Sydney.
  7. Mike Aristides & Alan Shiell & Jane Hall & Sue Cameron & J Madeline, 1993. "Out of hours: an evaluation of the continuing community cancer care program in western Sydney, CHERE Discussion Paper No 20," Discussion Papers 20, CHERE, University of Technology, Sydney.
  8. Jane Hall, 1993. "The impact of the economic evaluation of health care on policy and practice, CHERE Discussion Paper No 22," Discussion Papers 22, CHERE, University of Technology, Sydney.
  9. Alan Shiell & Jane Hall & Stephen Jan & Janelle Seymour, 1993. "Advancing health in NSW: planning in an economic framework, CHERE Discussion Paper No 23," Discussion Papers 23, CHERE, University of Technology, Sydney.

1992

  1. P. E. Kloeden & Eckhard Platen, 1992. "Higher-order implicit strong numerical schemes for stochastic differential equations," Published Paper Series 1992-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. P. E. Kloeden & Eckhard Platen & I. W. Wright, 1992. "The approximation of multiple stochastic integrals," Published Paper Series 1992-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  3. Jock Collins, 1992. "Immigrant Families in Australia," Working Paper Series 12, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. Keith Chan & D McColough & Michael Skully, 1992. "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Working Paper Series 16, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. Averett, S.L. & Peters, H.E. & Waldman, D.M., 1992. "Tax Credits, Labor Supply, and Child Care," University of Chicago - Economics Research Center 92-9, Chicago - Economics Research Center.
  6. Marion Haas & Jane Hall, 1992. "The Oregon experience in the provision of universal health care, CHERE Discussion Paper No 4," Discussion Papers 4, CHERE, University of Technology, Sydney.
  7. Marion Haas, 1992. "A cost utility analysis of physiotherapy, CHERE Discussion Paper No 6," Discussion Papers 6, CHERE, University of Technology, Sydney.
  8. Alan Shiell & Marion Haas & Madeleine King & Stephen Jan & Janelle Seymour, 1992. "Optimal size and throughput of tertiary services: A Case Study in Renal Transplant and Cardiac Surgery in NSW, CHERE Discussion Paper No 5," Discussion Papers 5, CHERE, University of Technology, Sydney.
  9. John Geweke, 1992. "Priors for macroeconomic time series and their application," Discussion Paper / Institute for Empirical Macroeconomics 64, Federal Reserve Bank of Minneapolis.

1991

  1. Alison Tarditi & Gordon Menzies, 1991. "Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter," RBA Research Discussion Papers rdp9111, Reserve Bank of Australia.
  2. David W.R. Gruen & Gordon D. Menzies, 1991. "The Failure of Uncovered Interest Parity: Is it Near-rationality in the Foreign Exchange Market?," RBA Research Discussion Papers rdp9103, Reserve Bank of Australia.
  3. Remigijus Mikulevicius & Eckhard Platen, 1991. "Rate of Convergence of the Euler Approximation for Diffusion Processes," Published Paper Series 1991-3, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  4. P. E. Kloeden & Eckhard Platen, 1991. "Relations between multiple ito and stratonovich integrals," Published Paper Series 1991-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  5. P. E. Kloeden & Eckhard Platen, 1991. "Stratonovich and Ito Stochastic Taylor Expansions," Published Paper Series 1991-2, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Jock Collins, 1991. "Multiculturalism in Australia: The Challenges Ahead," Working Paper Series 7, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  7. Cam Donaldson & Jane Hall, 1991. "Economic evaluation of health care Guidelines for costing, CHERE Discussion Paper No 1," Discussion Papers 1, CHERE, University of Technology, Sydney.
  8. Jane Hall & Gavin Mooney, 1991. "Estimating benefits for economic evaluation, CHERE Discussion Paper No 2," Discussion Papers 2, CHERE, University of Technology, Sydney.
  9. John Geweke, 1991. "Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments," Staff Report 148, Federal Reserve Bank of Minneapolis.

1990

  1. Ron Bird & Davis Dennis & Mark Tippett, 1990. "A stop loss approach to portfolio insurance," Published Paper Series 1990-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  2. Paul J. Gertler & Donald M. Waldman, 1990. "Quality Adjusted Cost Functions," NBER Working Papers 3567, National Bureau of Economic Research, Inc.

1989

  1. P. E. Kloeden & Eckhard Platen, 1989. "A survey of numerical methods for stochastic differential equations," Published Paper Series 1989-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1988

  1. Remigijus Mikulevicius & Eckhard Platen, 1988. "Time Discrete Taylor Approximations for Ito Processes with Jump Component," Published Paper Series 1988-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1987

  1. Malcolm L. Edey & Elaine J. Kerrison & Gordon D. Menzies, 1987. "Transmission of External Shocks in the RBII Model," RBA Research Discussion Papers rdp8710, Reserve Bank of Australia.

1981

  1. Ron Bird & Stuart M Locke, 1981. "Financial Accounting Reports: A Market Model of Disclosure: Financial Accounting Reports," Published Paper Series 1981-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1977

  1. Ron Bird & A J McHugh, 1977. "Financial Ratios - An Empirical Study," Published Paper Series 1977-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

1974

  1. Ron Bird, 1974. "A Reappraisal of the Share Price Maximisation Criterion," Published Paper Series 1974-1, Finance Discipline Group, UTS Business School, University of Technology, Sydney.

Undated

  1. Ran Abramitzky & Adeline Delavande & Luis Vasconcelos, "undated". "Marrying Up: The Role of Sex Ratio in Assortative Matching," Discussion Papers 09-030, Stanford Institute for Economic Policy Research.
  2. Gianni Amisano & Maria Letizia Giorgetti, "undated". "The Dynamics of Firms' Entry and Diversification: A Bayesian Panel Probit Approach. A Cross-country analysis," Working Papers ubs0408, University of Brescia, Department of Economics.
  3. David Goldbaum, "undated". "A Dynamic Model of Information Selection in Asset Markets," Computing in Economics and Finance 1997 56, Society for Computational Economics.
  4. Carl Chiarella, Nadima El-Hassan, & Adam Kucera, "undated". "Option Pricing in a Path Integral Framework Using Fourier-Hermite Series Expansions," Computing in Economics and Finance 1997 132, Society for Computational Economics.
  5. Mikhail Anufriev & Tiziana Assenza & Cars Hommes & Domenico Massaro, 0000. "Interest Rate Rules and Macroeconomic Stability under Heterogeneous Expectations," Tinbergen Institute Discussion Papers 09-040/1, Tinbergen Institute.
  6. Mikhail Anufriev & John Duffy & Valentyn Panchenko, "undated". "Planar Beauty Contests," Discussion Papers 2019-06, School of Economics, The University of New South Wales.
  7. Isa Hafalir & Antonio Miralles, "undated". "Welfare-Maximizing Assignment of Agents to Hierarchical Positions," GSIA Working Papers 2015-E6, Carnegie Mellon University, Tepper School of Business.
  8. Stylianos Despotakis & Isa Hafalir & R Ravi & Amin Sayedi, "undated". "Expertise in Online Markets," GSIA Working Papers 2015-E8, Carnegie Mellon University, Tepper School of Business.
  9. Isa Hafalir & Fisher James, "undated". "Matching with Aggregate Externalities," GSIA Working Papers 2015-E5, Carnegie Mellon University, Tepper School of Business.
  10. Isa Hafalir & Rustamdjan Hakimov & Dorothea Kubler & Morimitsu Kurino, "undated". "College Admissions with Entrance Exams: Centralized versus Decentralized," GSIA Working Papers 2015-E7, Carnegie Mellon University, Tepper School of Business.
  11. Isa Hafalir & Hadi Yektas, "undated". "Core Deviation Minimizing Auctions," GSIA Working Papers 2012-E23, Carnegie Mellon University, Tepper School of Business.
  12. Hafalir Isa & Kurnaz Musab, "undated". "Discriminatory Auctions with Resale," GSIA Working Papers 2015-E12, Carnegie Mellon University, Tepper School of Business.
  13. YuenLeng Chow & Isa Hafalir & Abdullah Yavas, "undated". "Auctions versus Negotiated Sale: Evidence from Real Estate Sales," GSIA Working Papers 2012-E22, Carnegie Mellon University, Tepper School of Business.
  14. Isa E. Hafalir & Sayedi Amin & R. Ravi, "undated". "Sort-Cut: A Pareto Optimal and Semi-Truthful Mechanism for Multi-Unit Auctions with Budget-Constrained Bidders," GSIA Working Papers 2009-E17, Carnegie Mellon University, Tepper School of Business.

Journal articles

2024

  1. Patricia Kenny & Dan Liu & Denzil Fiebig & Jane Hall & Jared Millican & Sanchia Aranda & Kees Gool & Philip Haywood, 2024. "Specialist Palliative Care and Health Care Costs at the End of Life," PharmacoEconomics - Open, Springer, vol. 8(1), pages 31-47, January.
  2. Nathan Kettlewell & Fruhling Rijsdijk & Sisira Siribaddana & Athula Sumathipala & Agnieszka Tymula & Helena Zavos & Nicholas Glozier, 2024. "Natural disaster and risk preferences: evidence from Sri Lankan twins," Applied Economics, Taylor & Francis Journals, vol. 56(5), pages 558-581, January.
  3. Nathan Kettlewell & Yuting Zhang, 2024. "Age penalties and take‐up of private health insurance," Health Economics, John Wiley & Sons, Ltd., vol. 33(4), pages 636-651, April.

2023

  1. Gianni Amisano & Oreste Tristani, 2023. "Monetary policy and long‐term interest rates," Quantitative Economics, Econometric Society, vol. 14(2), pages 689-716, May.
  2. Thomas A. McWalter & Erik Schlögl & Jacques van Appel, 2023. "Analysing Quantiles in Models of Forward Term Rates," Risks, MDPI, vol. 11(2), pages 1-18, January.
  3. Krisztina Katona & Christina Sklibosios Nikitopoulos & Erik Schlögl, 2023. "A Hyperbolic Bid Stack Approach to Electricity Price Modelling," Risks, MDPI, vol. 11(8), pages 1-39, August.
  4. Chunzhou Mu & Jane Hall, 2023. "Marital status and hospital use in older adults," Australian Economic Papers, Wiley Blackwell, vol. 62(2), pages 185-213, June.
  5. Di Guilmi, Corrado & Galanis, Giorgos & Proaño, Christian R., 2023. "A Baseline Model of Behavioral Political Cycles and Macroeconomic Fluctuations," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 50-67.
  6. Suzuki, Toru, 2023. "Endogenous ambiguity and rational miscommunication," Journal of Economic Theory, Elsevier, vol. 211(C).
  7. Hirata, Daisuke & Kasuya, Yusuke & Tomoeda, Kentaro, 2023. "Weak stability against robust deviations and the bargaining set in the roommate problem," Journal of Mathematical Economics, Elsevier, vol. 105(C).
  8. Girsberger, Esther Mirjam & Hassani-Nezhad, Lena & Karunanethy, Kalaivani & Lalive, Rafael, 2023. "Mothers at work: How mandating a short maternity leave affects work and fertility," Labour Economics, Elsevier, vol. 84(C).
  9. Deborah A. Cobb-Clark & Nathan Kettlewell & Stefanie Schurer & Sven Silburn, 2023. "The Effect of Quarantining Welfare on School Attendance in Indigenous Communities," Journal of Human Resources, University of Wisconsin Press, vol. 58(6), pages 2072-2110.
  10. Zhang, Ruining & Ai, Xianneng & Li, Hui, 2023. "How to design subsidy policies for clean energy projects? A study on “coal-to-gas” project in China," Resources Policy, Elsevier, vol. 85(PB).

2022

  1. Alfeus, Mesias & Nikitopoulos, Christina Sklibosios, 2022. "Forecasting volatility in commodity markets with long-memory models," Journal of Commodity Markets, Elsevier, vol. 28(C).
  2. Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan & Konstandatos, Otto, 2022. "Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies," Energy Economics, Elsevier, vol. 115(C).
  3. Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2022. "Calibration to FX triangles of the 4/2 model under the benchmark approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 1-34, June.
  4. Vijay Kumar & Ron Bird, 2022. "Factors influencing the profitability of banks in India and China," Applied Economics Letters, Taylor & Francis Journals, vol. 29(5), pages 371-375, March.
  5. Mostafa Monzur Hasan & Ahsan Habib & Ruoyun Zhao, 2022. "Corporate reputation risk and cash holdings," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(1), pages 667-707, March.
  6. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022. "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 19-48.
  7. Anufriev, Mikhail & Duffy, John & Panchenko, Valentyn, 2022. "Learning in two-dimensional beauty contest games: Theory and experimental evidence," Journal of Economic Theory, Elsevier, vol. 201(C).
  8. Anufriev, Mikhail & Arifovic, Jasmina & Ledyard, John & Panchenko, Valentyn, 2022. "The role of information in a continuous double auction: An experiment and learning model," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
  9. Cate Bailey & Kim Dalziel & Paula Cronin & Nancy Devlin & Rosalie Viney, 2022. "How are Child-Specific Utility Instruments Used in Decision Making in Australia? A Review of Pharmaceutical Benefits Advisory Committee Public Summary Documents," PharmacoEconomics, Springer, vol. 40(2), pages 157-182, February.
  10. Corrado Di Guilmi & Giorgos Galanis & Giorgos Baskozos, 2022. "A Behavioural SIR Model: Implications for Physical Distancing Decisions," Review of Behavioral Economics, now publishers, vol. 9(1), pages 45-63, April.
  11. Lorenzo Casavecchia & Gerhard Hambusch & Justin Hitchen, 2022. "The impact of analyst forecast errors on fundamental indexation: the Australian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 400-418, September.
  12. Glover, Kristoffer, 2022. "Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach," Stochastic Processes and their Applications, Elsevier, vol. 150(C), pages 919-937.
  13. Kristoffer Glover & Hardy Hulley, 2022. "Financially constrained index futures arbitrage," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1688-1703, September.
  14. Kristoffer Glover & Hardy Hulley, 2022. "Short Selling With Margin Risk And Recall Risk," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(02), pages 1-33, March.
  15. Peter Siminski & Sin Hung (Timothy) Yu, 2022. "The Correlation of Wealth Between Parents and Children in Australia," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(2), pages 195-214, June.
  16. Tomas Kennedy & Peter Siminski, 2022. "Are We Richer than Our Parents Were? Absolute Income Mobility in Australia," The Economic Record, The Economic Society of Australia, vol. 98(320), pages 22-41, March.
  17. Johar, Meliyanni & Johnston, David W. & Shields, Michael A. & Siminski, Peter & Stavrunova, Olena, 2022. "The economic impacts of direct natural disaster exposure," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 26-39.
  18. Peter Siminski & Rhiannon Yetsenga, 2022. "Specialization, Comparative Advantage, and the Sexual Division of Labor," Journal of Labor Economics, University of Chicago Press, vol. 40(4), pages 851-887.
  19. Chan, Marc K. & Morris, Todd & Polidano, Cain & Vu, Ha, 2022. "Income and saving responses to tax incentives for private retirement savings," Journal of Public Economics, Elsevier, vol. 206(C).
  20. Marc K. Chan & Simon S. Kwok, 2022. "The PCDID Approach: Difference-in-Differences When Trends Are Potentially Unparallel and Stochastic," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1216-1233, June.
  21. Wang, Jianxin, 2022. "Market distraction and near-zero daily volatility persistence," International Review of Financial Analysis, Elsevier, vol. 80(C).
  22. Marie J. dela Rama & Michael E. Lester & Warren Staples, 2022. "The Challenges of Political Corruption in Australia, the Proposed Commonwealth Integrity Commission Bill (2020) and the Application of the APUNCAC," Laws, MDPI, vol. 11(1), pages 1-27, January.
  23. Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu, 2022. "What Moves Stock Prices? The Roles of News, Noise, and Information," The Review of Financial Studies, Society for Financial Studies, vol. 35(9), pages 4341-4386.
  24. Girsberger, Esther Mirjam & Koomen, Miriam & Krapf, Matthias, 2022. "Interpersonal, cognitive, and manual skills: How do they shape employment and wages?," Labour Economics, Elsevier, vol. 78(C).
  25. Marc J. M. Bohmann & Vinay Patel, 2022. "Informed options trading prior to FDA announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(7-8), pages 1211-1236, July.
  26. Hafalir, Isa E. & Kojima, Fuhito & Yenmez, M. Bumin, 2022. "Interdistrict school choice: A theory of student assignment," Journal of Economic Theory, Elsevier, vol. 201(C).
  27. Isa E. Hafalir & Serkan Imisiker, 2022. "Call Auctions with Contingent Orders," Games, MDPI, vol. 13(5), pages 1-8, September.
  28. Nathan Kettlewell & Jack Lam, 2022. "Retirement, social support and mental well-being: a couple-level analysis," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 23(3), pages 511-535, April.
  29. Deborah A. Cobb-Clark & Sarah C. Dahmann & Nathan Kettlewell, 2022. "Depression, Risk Preferences, and Risk-Taking Behavior," Journal of Human Resources, University of Wisconsin Press, vol. 57(5), pages 1566-1604.
  30. Li Mengheng & Mendieta-Muñoz Ivan, 2022. "Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 26(3), pages 337-359, June.
  31. Mengheng Li & Marcel Scharth, 2022. "Leverage, Asymmetry, and Heavy Tails in the High-Dimensional Factor Stochastic Volatility Model," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 285-301, January.
  32. Li, Hui & Zhang, Ruining & Ai, Xianneng, 2022. "Cost estimation of “coal-to-gas” project: Government and residents’ perspectives," Energy Policy, Elsevier, vol. 167(C).
  33. Banjo Roxas, 2022. "Eco‐innovations of firms: A longitudinal analysis of the roles of industry norms and proactive environmental strategy," Business Strategy and the Environment, Wiley Blackwell, vol. 31(1), pages 515-531, January.

2021

  1. Jin Li & Arijit Mukherjee & Luis Vasconcelos, 2021. "Learning to game the system [Toward a Theory of Discounted Repeated Games with Imperfect Monitoring]," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 88(4), pages 2014-2041.
  2. Michelle Baddeley, 2021. "A Community of Advantage: A Behavioural Economist’s Defence of the Market," The Economic Record, The Economic Society of Australia, vol. 97(316), pages 123-125, March.
  3. Alexeev Vitali & Ignatieva Katja & Liyanage Thusitha, 2021. "Dependence Modelling in Insurance via Copulas with Skewed Generalised Hyperbolic Marginals," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 25(2), pages 1-20, April.
  4. Vitali Alexeev & Katja Ignatieva, 2021. "Biases in variance of decomposed portfolio returns," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1152-1178, December.
  5. Karol Gellert & Erik Schlögl, 2021. "Parameter Learning and Change Detection Using a Particle Filter with Accelerated Adaptation," Risks, MDPI, vol. 9(12), pages 1-18, December.
  6. Yu Feng & Ralph Rudd & Christopher Baker & Qaphela Mashalaba & Melusi Mavuso & Erik Schlögl, 2021. "Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models," Risks, MDPI, vol. 9(1), pages 1-20, January.
  7. Goldbaum, David, 2021. "The origins of influence," Economic Modelling, Elsevier, vol. 97(C), pages 380-396.
  8. Walker, Scott, 2021. "Post-split underreaction: The importance of prior split history," International Review of Financial Analysis, Elsevier, vol. 78(C).
  9. Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Konstandatos, Otto & Rai, Alan, 2021. "Wind generation and the dynamics of electricity prices in Australia," Energy Economics, Elsevier, vol. 103(C).
  10. Sun, Jin & Zhu, Dan & Platen, Eckhard, 2021. "Dynamic Asset Allocation For Target Date Funds Under The Benchmark Approach," ASTIN Bulletin, Cambridge University Press, vol. 51(2), pages 449-474, May.
  11. Almaskati, Nawaf & Bird, Ron & Yeung, Danny & Lu, Yue, 2021. "A horse race of models and estimation methods for predicting bankruptcy," Advances in accounting, Elsevier, vol. 52(C).
  12. Susan Thorp & Ron Bird & F Douglas Foster & Jack Gray & Adrian Raftery & Danny CS Yeung, 2021. "Experiences of current and former members of self-managed superannuation funds," Australian Journal of Management, Australian School of Business, vol. 46(2), pages 304-325, May.
  13. Taghikhah, Firouzeh & Voinov, Alexey & Shukla, Nagesh & Filatova, Tatiana & Anufriev, Mikhail, 2021. "Integrated modeling of extended agro-food supply chains: A systems approach," European Journal of Operational Research, Elsevier, vol. 288(3), pages 852-868.
  14. Jackie Yim & Joanne Shaw & Rosalie Viney & Sheena Arora & Nicole Ezendam & Alison Pearce, 2021. "Investigating the Association Between Self-Reported Comorbid Anxiety and Depression and Health Service Use in Cancer Survivors," PharmacoEconomics, Springer, vol. 39(6), pages 681-690, June.
  15. Dennis A. Revicki & Madeleine T. King & Rosalie Viney & A. Simon Pickard & Rebecca Mercieca-Bebber & James W. Shaw & Fabiola Müller & Richard Norman, 2021. "United States Utility Algorithm for the EORTC QLU-C10D, a Multiattribute Utility Instrument Based on a Cancer-Specific Quality-of-Life Instrument," Medical Decision Making, , vol. 41(4), pages 485-501, May.
  16. Kathleen Manipis & Stephen Goodall & Paul Hanly & Rosalie Viney & Alison Pearce, 2021. "Employer survey to estimate the productivity friction period," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 22(2), pages 255-266, March.
  17. Virginie Nerich & Eva Maria Gamper & Richard Norman & Madeleine King & Bernhard Holzner & Rosalie Viney & Georg Kemmler, 2021. "French Value-Set of the QLU-C10D, a Cancer-Specific Utility Measure Derived from the QLQ-C30," Applied Health Economics and Health Policy, Springer, vol. 19(2), pages 191-202, March.
  18. Kathleen Manipis & Deborah Street & Paula Cronin & Rosalie Viney & Stephen Goodall, 2021. "Exploring the Trade-Off Between Economic and Health Outcomes During a Pandemic: A Discrete Choice Experiment of Lockdown Policies in Australia," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 14(3), pages 359-371, May.
  19. Aureliano Paolo Finch & Eva Gamper & Richard Norman & Rosalie Viney & Bernhard Holzner & Madeleine King & Georg Kemmler, 2021. "Estimation of an EORTC QLU-C10 Value Set for Spain Using a Discrete Choice Experiment," PharmacoEconomics, Springer, vol. 39(9), pages 1085-1098, September.
  20. van Gool, Kees & Mu, Chunzhou & Hall, Jane, 2021. "Does more investment in primary care improve health system performance?," Health Policy, Elsevier, vol. 125(6), pages 717-724.
  21. Patricia Kenny & Deborah J. Street & Jane Hall & Meera Agar & Jane Phillips, 2021. "Valuing End-of-Life Care for Older People with Advanced Cancer: Is Dying at Home Important?," The Patient: Patient-Centered Outcomes Research, Springer;International Academy of Health Preference Research, vol. 14(6), pages 803-813, November.
  22. Denzil G. Fiebig & Kees van Gool & Jane Hall & Chunzhou Mu, 2021. "Health care use in response to health shocks: Does socio‐economic status matter?," Health Economics, John Wiley & Sons, Ltd., vol. 30(12), pages 3032-3050, December.
  23. Di Guilmi, Corrado & Galanis, Giorgos, 2021. "Convergence and divergence in dynamic voting with inequality," Journal of Economic Behavior & Organization, Elsevier, vol. 187(C), pages 137-158.
  24. Mario Fiorini & Katrien Stevens, 2021. "Scrutinizing the Monotonicity Assumption in IV and fuzzy RD designs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(6), pages 1475-1526, December.
  25. Johnston, David W. & Knott, Rachel & Mendolia, Silvia & Siminski, Peter, 2021. "Upside-Down Down-Under: Cold Temperatures Reduce Learning in Australia," Economics of Education Review, Elsevier, vol. 85(C).
  26. Hirata, Daisuke & Kasuya, Yusuke & Tomoeda, Kentaro, 2021. "Stability against robust deviations in the roommate problem," Games and Economic Behavior, Elsevier, vol. 130(C), pages 474-498.
  27. Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren & Stijn Van Nieuwerburgh, 2021. "Gendered Prices [Can culture affect prices? A cross-cultural study of shopping and retail prices]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3789-3839.
    • Renée B Adams & Roman Kräussl & Marco Navone & Patrick Verwijmeren, 2021. "Gendered Prices," Published Paper Series 2021-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
  28. Khomyn, Marta & Putniņš, Tālis J., 2021. "Algos gone wild: What drives the extreme order cancellation rates in modern markets?," Journal of Banking & Finance, Elsevier, vol. 129(C).
  29. Min Qi & Harald Scheule & Yan Zhang, 2021. "Positive Payment Shocks, Liquidity and Refinance Constraints and Default Risk of Home Equity Lines of Credit at End of Draw," The Journal of Real Estate Finance and Economics, Springer, vol. 62(3), pages 423-454, April.
  30. Lee, Yongwoong & Rösch, Daniel & Scheule, Harald, 2021. "Systematic credit risk in securitised mortgage portfolios," Journal of Banking & Finance, Elsevier, vol. 122(C).
  31. Jorge Lemus & Emil Temnyalov & John L. Turner, 2021. "Liability Insurance: Equilibrium Contracts under Monopoly and Competition," American Economic Journal: Microeconomics, American Economic Association, vol. 13(1), pages 83-115, February.
  32. Giovannetti, Andrea, 2021. "The anatomy of buyer–seller dynamics in decentralized markets," International Review of Financial Analysis, Elsevier, vol. 77(C).
  33. Andrea Giovannetti, 2021. "How does bank credit affect the shape of business groups' internal capital markets?," Quantitative Finance, Taylor & Francis Journals, vol. 21(10), pages 1621-1645, October.
  34. Deborah A Cobb-Clark & Nathan Kettlewell, 2021. "Psychological, social and cognitive resources and the mental wellbeing of the poor," PLOS ONE, Public Library of Science, vol. 16(10), pages 1-13, October.
  35. Enayatollah Homaie Rad & Mohammad Habibullah Pulok & Satar Rezaei & Anita Reihanian, 2021. "Quality and quantity of price elasticity of cigarette in Iran," International Journal of Health Planning and Management, Wiley Blackwell, vol. 36(1), pages 60-70, January.
  36. Mengheng Li & Siem Jan Koopman, 2021. "Unobserved components with stochastic volatility: Simulation‐based estimation and signal extraction," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 36(5), pages 614-627, August.
  37. Hou, Bingdong & Zhang, Lingyue & Ai, Xianneng & Li, Hui, 2021. "Impact of city gas on mortality in China: National and regional estimates," Energy Policy, Elsevier, vol. 156(C).
  38. Ai, Xian-Neng & Du, Yun-Fei & Li, Wei-Ming & Li, Hui & Liao, Hua, 2021. "The pattern of household energy transition," Energy, Elsevier, vol. 234(C).
  39. Robert Faff & Tim Kastelle & Micheal Axelsen & Mark Brosnan & Rebecca Michalak & Kathleen Walsh, 2021. "Pitching research for engagement and impact: a simple tool and illustrative examples," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3329-3383, June.
  40. Banjo Roxas, 2021. "Environmental sustainability engagement of firms: The roles of social capital, resources, and managerial entrepreneurial orientation of small and medium enterprises in Vietnam," Business Strategy and the Environment, Wiley Blackwell, vol. 30(4), pages 2194-2208, May.
  41. Doren Chadee & Banjo Roxas & Alexandre Kouznetsov, 2021. "Corruption, Bribery and Innovation in CEE: Where is the Link?," Journal of Business Ethics, Springer, vol. 174(4), pages 747-762, December.

2020

  1. Michelle Baddeley, 2020. "COVID-19 2020: A year of living dangerously," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 4(S3), pages 5-9, December.
  2. Michelle Baddeley, 2020. "Hoarding in the age of COVID-19," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 4(S), pages 69-75, June.
  3. Yanlin Chen & Jun Zhang, 2020. "Signalling by Bayesian Persuasion and Pricing Strategy," The Economic Journal, Royal Economic Society, vol. 130(628), pages 976-1007.
  4. Gan, Baoqing & Alexeev, Vitali & Bird, Ron & Yeung, Danny, 2020. "Sensitivity to sentiment: News vs social media," International Review of Financial Analysis, Elsevier, vol. 67(C).
  5. Wenying Yao & Mardi Dungey & Vitali Alexeev, 2020. "Modelling Financial Contagion Using High Frequency Data," The Economic Record, The Economic Society of Australia, vol. 96(314), pages 314-330, September.
  6. Alfeus, Mesias & Grasselli, Martino & Schlögl, Erik, 2020. "A consistent stochastic model of the term structure of interest rates for multiple tenors," Journal of Economic Dynamics and Control, Elsevier, vol. 114(C).
  7. Kang, Boda & Nikitopoulos, Christina Sklibosios & Prokopczuk, Marcel, 2020. "Economic determinants of oil futures volatility: A term structure perspective," Energy Economics, Elsevier, vol. 88(C).
  8. Eckhard Platen & Renata Rendek, 2020. "Approximating The Growth Optimal Portfolio And Stock Price Bubbles," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 23(07), pages 1-33, November.
  9. Almaskati, Nawaf & Bird, Ron & Lu, Yue, 2020. "Corporate governance, institutions, markets, and social factors," Research in International Business and Finance, Elsevier, vol. 51(C).
  10. Vijay Kumar & Ron Bird, 2020. "Do Profitable Banks Make a Positive Contribution to the Economy?," JRFM, MDPI, vol. 13(8), pages 1-18, July.
  11. Patel, Vinay & Putniņš, Tālis J. & Michayluk, David & Foley, Sean, 2020. "Price discovery in stock and options markets," Journal of Financial Markets, Elsevier, vol. 47(C).
  12. David G. T. Whitehurst & John E. Brazier & Rosalie Viney & Brendan J. Mulhern, 2020. "The SF-6Dv2: How Does the New Classification System Impact the Distribution of Responses Compared with the Original SF-6D?," PharmacoEconomics, Springer, vol. 38(12), pages 1283-1288, December.
  13. Yu, Serena & Fiebig, Denzil G. & Scarf, Vanessa & Viney, Rosalie & Dahlen, Hannah G. & Homer, Caroline, 2020. "Birth models of care and intervention rates: The impact of birth centres," Health Policy, Elsevier, vol. 124(12), pages 1395-1402.
  14. Pulok, Mohammad Habibullah & van Gool, Kees & Hall, Jane, 2020. "Horizontal inequity in the utilisation of healthcare services in Australia," Health Policy, Elsevier, vol. 124(11), pages 1263-1271.
  15. Addo, Rebecca & Hall, Jane & Haas, Marion & Goodall, Stephen, 2020. "The knowledge and attitude of Ghanaian decision-makers and researchers towards health technology assessment," Social Science & Medicine, Elsevier, vol. 250(C).
  16. Mohammad Habibullah Pulok & Kees Gool & Mohammad Hajizadeh & Sara Allin & Jane Hall, 2020. "Measuring horizontal inequity in healthcare utilisation: a review of methodological developments and debates," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 21(2), pages 171-180, March.
  17. Chiarella Carl & Di Guilmi Corrado & Zhi Tianhao, 2020. "“Animal spirits” and bank’s lending behaviour, a disequilibrium approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-21, April.
  18. Di Guilmi, C. & Gallegati, M. & Landini, S. & Stiglitz, J.E., 2020. "An analytical solution for network models with heterogeneous and interacting agents," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 189-220.
  19. Laura Carvalho & Corrado Di Guilmi, 2020. "Technological unemployment and income inequality: a stock-flow consistent agent-based approach," Journal of Evolutionary Economics, Springer, vol. 30(1), pages 39-73, January.
  20. Maruyama, Shiko & Heinesen, Eskil, 2020. "Another look at returns to birthweight," Journal of Health Economics, Elsevier, vol. 70(C).
  21. Konstandatos, Otto, 2020. "Fair-value analytical valuation of reset executive stock options consistent with IFRS9 requirements," Annals of Actuarial Science, Cambridge University Press, vol. 14(1), pages 188-218, March.
  22. Suzuki, Toru, 2020. "Efficient communication and indexicality," Mathematical Social Sciences, Elsevier, vol. 108(C), pages 156-165.
  23. Cain Polidano & Andrew Carter & Marc Chan & Abraham Chigavazira & Hang To & Justin Holland & Son Nguyen & Ha Vu & Roger Wilkins, 2020. "The ATO Longitudinal Information Files (ALife): A New Resource for Retirement Policy Research," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 53(3), pages 429-449, September.
  24. Zamanzadeh, Akbar & Chan, Marc K. & Ehsani, Mohammad Ali & Ganjali, Mojtaba, 2020. "Unemployment duration, Fiscal and monetary policies, and the output gap: How do the quantile relationships look like?," Economic Modelling, Elsevier, vol. 91(C), pages 613-632.
  25. Yang, Ou & Chan, Marc K. & Cheng, Terence C. & Yong, Jongsay, 2020. "Cream skimming: Theory and evidence from hospital transfers and capacity utilization," Journal of Economic Behavior & Organization, Elsevier, vol. 173(C), pages 68-87.
  26. Marco Navone & Thomas To, 2020. "Corporate watchdogs," Financial Management, Financial Management Association International, vol. 49(4), pages 925-947, December.
  27. Iftekhar Hasan & Marco Navone & Thomas Y To & Eliza Wu, 2020. "Tournament Incentives and Acquisition Performance [Powerful CEOs and their impact on firm performance]," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(2), pages 384-419.
  28. Zheng, Bingyong & Xiao, Junji, 2020. "Corruption and Investment: Theory and Evidence from China," Journal of Economic Behavior & Organization, Elsevier, vol. 175(C), pages 40-54.
  29. Girsberger, Esther Mirjam & Méango, Romuald & Rapoport, Hillel, 2020. "Regional migration and wage inequality in the West African economic and monetary union," Journal of Comparative Economics, Elsevier, vol. 48(2), pages 385-404.
  30. Hung Xuan Do & Daniel Rösch & Harald Scheule, 2020. "Liquidity Constraints, Home Equity and Residential Mortgage Losses," The Journal of Real Estate Finance and Economics, Springer, vol. 61(2), pages 208-246, August.
  31. Luong, Thi Mai & Pieters, Russell & Scheule, Harald & Wu, Eliza, 2020. "The impact of government guarantees on banks' wholesale funding costs and lending behavior: Evidence from a natural experiment," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  32. Bui, Christina & Scheule, Harald & Wu, Eliza, 2020. "A cautionary tale of two extremes: The provision of government liquidity support in the banking sector," Journal of Financial Stability, Elsevier, vol. 51(C).
  33. Pascal Nguyen & Nahid Rahman, 2020. "Institutional ownership, cross‐shareholdings and corporate cash reserves in Japan," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(S1), pages 1175-1207, April.
  34. Jorge Lemus & Emil Temnyalov, 2020. "Pay-for-Delay with Follow-On Products," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 56(4), pages 697-714, June.
  35. Nathan Kettlewell, 2020. "Policy Choice and Product Bundling in a Complicated Health Insurance Market: Do People Get It Right?," Journal of Human Resources, University of Wisconsin Press, vol. 55(2), pages 566-610.
  36. Denise Doiron & Nathan Kettlewell, 2020. "Family formation and the demand for health insurance," Health Economics, John Wiley & Sons, Ltd., vol. 29(4), pages 523-533, April.
  37. Mohammed Khaled Al‐Hanawi & Gowokani Chijere Chirwa & Mohammad Habibullah Pulok, 2020. "Socio‐economic inequalities in diabetes prevalence in the Kingdom of Saudi Arabia," International Journal of Health Planning and Management, Wiley Blackwell, vol. 35(1), pages 233-246, January.
  38. Pulok, Mohammad Habibullah & van Gool, Kees & Hall, Jane, 2020. "Inequity in physician visits: the case of the unregulated fee market in Australia," Social Science & Medicine, Elsevier, vol. 255(C).
  39. Mohammad Habibullah Pulok & Gowokani Chijere Chirwa & Jacob Novignon & Toshiaki Aizawa & Marshall Makate, 2020. "Levels of and changes in socioeconomic inequality in delivery care service: A decomposition analysis using Bangladesh Demographic Health Surveys," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-17, November.
  40. Mengheng Li & Ivan Mendieta‐Muñoz, 2020. "Are long‐run output growth rates falling?," Metroeconomica, Wiley Blackwell, vol. 71(1), pages 204-234, February.
  41. Li, Mengheng & Koopman, Siem Jan & Lit, Rutger & Petrova, Desislava, 2020. "Long-term forecasting of El Niño events via dynamic factor simulations," Journal of Econometrics, Elsevier, vol. 214(1), pages 46-66.
  42. Fu, Bowen, 2020. "Is the slope of the Phillips curve time-varying? Evidence from unobserved components models," Economic Modelling, Elsevier, vol. 88(C), pages 320-340.
  43. Dahiya, Sandeep & Hallak, Issam & Matthys, Thomas, 2020. "Targeted by an activist hedge fund, do the lenders care?," Journal of Corporate Finance, Elsevier, vol. 62(C).
  44. Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).

2019

  1. Michelle Baddeley, 2019. "The Unfolding Landscape of Behavioral Economics: from the past to the future," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 3(1), pages 5-11, March.
  2. Magda Osman & Michelle Baddeley, 2019. "Editors' introduction / What works: When and why are nudges sticky, scaleable and transferable?," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 3(S), pages 5-7, December.
  3. Rocha, Marta & Baddeley, Michelle & Pollitt, Michael & Weeks, Melvyn, 2019. "Addressing self-disconnection among prepayment energy consumers: A behavioural approach," Energy Economics, Elsevier, vol. 81(C), pages 273-286.
  4. Pysarenko, Sergiy & Alexeev, Vitali & Tapon, Francis, 2019. "Predictive blends: Fundamental Indexing meets Markowitz," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 28-42.
  5. Alexeev, Vitali & Urga, Giovanni & Yao, Wenying, 2019. "Asymmetric jump beta estimation with implications for portfolio risk management," International Review of Economics & Finance, Elsevier, vol. 62(C), pages 20-40.
  6. Benjamin Cheng & Christina Sklibosios Nikitopoulos & Erik Schlögl, 2019. "Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(1), pages 109-127, January.
  7. Mesias Alfeus & Ludger Overbeck & Erik Schlögl, 2019. "Regime switching rough Heston model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(5), pages 538-552, May.
  8. Mesias Alfeus & Erik Schlögl, 2019. "On Spread Option Pricing Using Two-Dimensional Fourier Transform," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-20, August.
  9. Goldbaum David, 2019. "Conformity and Influence," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 19(1), pages 1-29, January.
  10. David Michayluk & Scott Walker & Karyn Neuhauser, 2019. "Dividend Consistency: Rewards, Learning, and Expectations," Journal of Applied Corporate Finance, Morgan Stanley, vol. 31(4), pages 118-128, December.
  11. David Michayluk & Karyn Neuhauser & Scott Walker, 2019. "Are all dividends created equal? Australian evidence using dividend‐increase track records," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(4), pages 2621-2643, December.
  12. Cohen, Samuel N. & Henckel, Timo & Menzies, Gordon D. & Muhle-Karbe, Johannes & Zizzo, Daniel J., 2019. "Switching cost models as hypothesis tests," Economics Letters, Elsevier, vol. 175(C), pages 32-35.
  13. Bohmann, Marc & Michayluk, David & Patel, Vinay & Walsh, Kathleen, 2019. "Liquidity and earnings in event studies: Does data granularity matter?," Pacific-Basin Finance Journal, Elsevier, vol. 54(C), pages 118-131.
  14. Marc J. M. Bohmann & David Michayluk & Vinay Patel, 2019. "Price discovery in commodity derivatives: Speculation or hedging?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(9), pages 1107-1121, September.
  15. Aman, Hiroyuki & Beekes, Wendy & Berkman, Henk & Bohmann, Marc & Bradbury, Michael & Chapple, Larelle & Chang, Millicent & Clout, Victoria & Faff, Robert & Han, Jianlei & Hillier, David & Hodgson, All, 2019. "Responsible science: Celebrating the 50-year legacy of Ball and Brown (1968) using a registration-based framework," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 129-150.
  16. Mikhail Anufriev & Cars Hommes & Tomasz Makarewicz, 2019. "Simple Forecasting Heuristics that Make us Smart: Evidence from Different Market Experiments," Journal of the European Economic Association, European Economic Association, vol. 17(5), pages 1538-1584.
  17. Anufriev, Mikhail & Bao, Te & Sutan, Angela & Tuinstra, Jan, 2019. "Fee structure and mutual fund choice: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 158(C), pages 449-474.
  18. Sopany Saing & Phil Haywood & Naomi van der Linden & Kathleen Manipis & Elena Meshcheriakova & Stephen Goodall, 2019. "Real-World Cost Effectiveness of Mandatory Folic Acid Fortification of Bread-Making Flour in Australia," Applied Health Economics and Health Policy, Springer, vol. 17(2), pages 243-254, April.
  19. Mulhern, Brendan & Norman, Richard & De Abreu Lourenco, Richard & Malley, Juliette & Street, Deborah & Viney, Rosalie, 2019. "Investigating the relative value of health and social care related quality of life using a discrete choice experiment," Social Science & Medicine, Elsevier, vol. 233(C), pages 28-37.
  20. Brendan Mulhern & Richard Norman & Deborah J. Street & Rosalie Viney, 2019. "One Method, Many Methodological Choices: A Structured Review of Discrete-Choice Experiments for Health State Valuation," PharmacoEconomics, Springer, vol. 37(1), pages 29-43, January.
  21. Richard Norman & Rebecca Mercieca‐Bebber & Donna Rowen & John E. Brazier & David Cella & A. Simon Pickard & Deborah J. Street & Rosalie Viney & Dennis Revicki & Madeleine T. King & On behalf of the Eu, 2019. "U.K. utility weights for the EORTC QLU‐C10D," Health Economics, John Wiley & Sons, Ltd., vol. 28(12), pages 1385-1401, December.
  22. Sheena Arora & Stephen Goodall & Rosalie Viney & Stewart Einfeld, 2019. "Using Discrete-Choice Experiment Methods to Estimate the Value of Informal Care: The Case of Children with Intellectual Disability," PharmacoEconomics, Springer, vol. 37(4), pages 501-511, April.
  23. Naomi van der Linden & Kees van Gool & Karen Gardner & Helen Dickinson & Jason Agostino & David G Regan & Michelle Dowden & Rosalie Viney, 2019. "A systematic review of scabies transmission models and data to evaluate the cost-effectiveness of scabies interventions," PLOS Neglected Tropical Diseases, Public Library of Science, vol. 13(3), pages 1-18, March.
  24. Yu, Serena & van Gool, Kees & Hall, Jane & Fiebig, Denzil G., 2019. "Physician pricing behavior: Evidence from an Australian experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 161(C), pages 20-34.
  25. Catalano, Michele & Di Guilmi, Corrado, 2019. "Uncertainty, rationality and complexity in a multi-sectoral dynamic model: The dynamic stochastic generalized aggregation approach," Journal of Economic Behavior & Organization, Elsevier, vol. 157(C), pages 117-144.
  26. Casavecchia, Lorenzo & Ge, Chanyuan, 2019. "Jack of all trades versus specialists: Fund family specialization and mutual fund performance," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 69-85.
  27. Suzuki, Toru, 2019. "Choice set dependent performance and post-decision dissonance," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 24-42.
  28. Kadir Atalay & Garry F. Barrett & Peter Siminski, 2019. "Pension incentives and the joint retirement of couples: evidence from two natural experiments," Journal of Population Economics, Springer;European Society for Population Economics, vol. 32(3), pages 735-767, July.
  29. Tomoeda, Kentaro, 2019. "Efficient investments in the implementation problem," Journal of Economic Theory, Elsevier, vol. 182(C), pages 247-278.
  30. Marie dela Rama & Michael Lester, 2019. "Anti-corruption commissions: lessons for the Asia-Pacific region from a proposed Australian federal anti-corruption watchdog," Asia Pacific Business Review, Taylor & Francis Journals, vol. 25(4), pages 571-599, August.
  31. Malceniece, Laura & Malcenieks, Kārlis & Putniņš, Tālis J., 2019. "High frequency trading and comovement in financial markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 381-399.
  32. Sean Foley & Jonathan R Karlsen & Tālis J Putniņš, 2019. "Sex, Drugs, and Bitcoin: How Much Illegal Activity Is Financed through Cryptocurrencies?," The Review of Financial Studies, Society for Financial Studies, vol. 32(5), pages 1798-1853.
  33. Tan, Jijun & Xiao, Junji & Zhou, Xiaolan, 2019. "Market equilibrium and welfare effects of a fuel tax in China: The impact of consumers' response through driving patterns," Journal of Environmental Economics and Management, Elsevier, vol. 93(C), pages 20-43.
  34. Zhang, Tong & Shi, Xunpeng & Zhang, Dayong & Xiao, Junji, 2019. "Socio-economic development and electricity access in developing economies: A long-run model averaging approach," Energy Policy, Elsevier, vol. 132(C), pages 223-231.
  35. Emil Temnyalov, 2019. "Points mechanisms and rewards programs," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 28(3), pages 436-457, June.
  36. Isa Hafalir & Musab Kurnaz, 2019. "Discriminatory auctions with resale," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 7(2), pages 173-189, December.
  37. Nathan Kettlewell, 2019. "Utilization and Selection in an Ancillaries Health Insurance Market," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 86(4), pages 989-1017, December.
  38. Nathan Kettlewell & Oleg Yerokhin, 2019. "Area‐specific subsidies and population dynamics: Evidence from the Australian zone tax offset," Papers in Regional Science, Wiley Blackwell, vol. 98(1), pages 451-476, February.
  39. Kettlewell, Nathan, 2019. "Risk preference dynamics around life events," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 66-84.
  40. Gorgi, Paolo & Koopman, Siem Jan & Li, Mengheng, 2019. "Forecasting economic time series using score-driven dynamic models with mixed-data sampling," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1735-1747.
  41. Bowen Fu, 2019. "Bubbles and crises: Replicating the Anundsen et al. (2016) results," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 822-826, August.

2018

  1. Liu, Bin & Lu, Jingfeng & Wang, Ruqu & Zhang, Jun, 2018. "Optimal prize allocation in contests: The role of negative prizes," Journal of Economic Theory, Elsevier, vol. 175(C), pages 291-317.
  2. Cheng, Benjamin & Nikitopoulos, Christina Sklibosios & Schlögl, Erik, 2018. "Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?," Journal of Banking & Finance, Elsevier, vol. 95(C), pages 148-166.
  3. Paul James Brown & Christopher Bajada, 2018. "An economic model of circular supply network dynamics: Toward an understanding of performance measurement in the context of multiple stakeholders," Business Strategy and the Environment, Wiley Blackwell, vol. 27(5), pages 643-655, July.
  4. Baldeaux, Jan & Ignatieva, Katja & Platen, Eckhard, 2018. "Detecting money market bubbles," Journal of Banking & Finance, Elsevier, vol. 87(C), pages 369-379.
  5. T. A. McWalter & R. Rudd & J. Kienitz & E. Platen, 2018. "Recursive marginal quantization of higher-order schemes," Quantitative Finance, Taylor & Francis Journals, vol. 18(4), pages 693-706, April.
  6. Ron Bird & F. Douglas Foster & Jack Gray & Adrian M Raftery & Susan Thorp & Danny Yeung, 2018. "Who starts a self-managed superannuation fund and why?," Australian Journal of Management, Australian School of Business, vol. 43(3), pages 373-403, August.
  7. Ron Bird & Peng Huang & Yue Lu, 2018. "Board independence and the variability of firm performance: Evidence from an exogenous regulatory shock," Australian Journal of Management, Australian School of Business, vol. 43(1), pages 3-26, February.
  8. Mukherjee, Abhishek & Bird, Ron & Duppati, Geeta, 2018. "Mandatory Corporate Social Responsibility: The Indian experience," Journal of Contemporary Accounting and Economics, Elsevier, vol. 14(3), pages 254-265.
  9. Tiffany Hutcheson & Graeme Newell, 2018. "Decision-making in the management of property investment by Australian superannuation funds," Australian Journal of Management, Australian School of Business, vol. 43(3), pages 404-420, August.
  10. Pascal Nguyen & Nahid Rahman & Ruoyun Zhao, 2018. "CEO characteristics and firm valuation: a quantile regression analysis," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 22(1), pages 133-151, March.
  11. Dang, Viet Anh & Michayluk, David & Pham, Thu Phuong, 2018. "The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ," Journal of Financial Markets, Elsevier, vol. 41(C), pages 17-35.
  12. Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2018. "A laboratory experiment on the heuristic switching model," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 21-42.
  13. Anufriev, Mikhail & Kopányi, Dávid, 2018. "Oligopoly game: Price makers meet price takers," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 84-103.
  14. Michiel Leur & Mikhail Anufriev, 2018. "Timing under individual evolutionary learning in a continuous double auction," Journal of Evolutionary Economics, Springer, vol. 28(3), pages 609-631, August.
  15. Mikhail Anufriev & Davide Radi & Fabio Tramontana, 2018. "Some reflections on past and future of nonlinear dynamics in economics and finance," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(2), pages 91-118, November.
  16. Longden, Thomas & Wong, Chun Yee & Haywood, Philip & Hall, Jane & van Gool, Kees, 2018. "The prevalence of persistence and related health status: An analysis of persistently high healthcare costs in the short term and medium term," Social Science & Medicine, Elsevier, vol. 211(C), pages 147-156.
  17. Madeleine T. King & Rosalie Viney & A. Simon Pickard & Donna Rowen & Neil K. Aaronson & John E. Brazier & David Cella & Daniel S. J. Costa & Peter M. Fayers & Georg Kemmler & Helen McTaggart-Cowen & R, 2018. "Australian Utility Weights for the EORTC QLU-C10D, a Multi-Attribute Utility Instrument Derived from the Cancer-Specific Quality of Life Questionnaire, EORTC QLQ-C30," PharmacoEconomics, Springer, vol. 36(2), pages 225-238, February.
  18. Brendan Mulhern & Richard Norman & Koonal Shah & Nick Bansback & Louise Longworth & Rosalie Viney, 2018. "How Should Discrete Choice Experiments with Duration Choice Sets Be Presented for the Valuation of Health States?," Medical Decision Making, , vol. 38(3), pages 306-318, April.
  19. Wong, Chun Yee & Hall, Jane, 2018. "Does patients’ experience of general practice affect the use of emergency departments? Evidence from Australia," Health Policy, Elsevier, vol. 122(2), pages 126-133.
  20. Chunzhou Mu & Richard De Abreu Lourenco & Kees van Gool & Jane Hall, 2018. "Is low-priced primary care bad for quality? Evidence from Australian general practice," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 475-491, January.
  21. Thomas Longden & Jane Hall & Kees van Gool, 2018. "Supplier‐induced demand for urgent after‐hours primary care services," Health Economics, John Wiley & Sons, Ltd., vol. 27(10), pages 1594-1608, October.
  22. Heinesen, Eskil & Imai, Susumu & Maruyama, Shiko, 2018. "Employment, job skills and occupational mobility of cancer survivors," Journal of Health Economics, Elsevier, vol. 58(C), pages 151-175.
  23. Maruyama, Shiko & Nakamura, Sayaka, 2018. "Why are women slimmer than men in developed countries?," Economics & Human Biology, Elsevier, vol. 30(C), pages 1-13.
  24. Casavecchia, Lorenzo & Hulley, Hardy, 2018. "Are mutual fund investors paying for noise?," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 8-23.
  25. Casavecchia, Lorenzo & Loudon, Geoffrey F. & Wu, Eliza, 2018. "What moves benchmark money market rates? Evidence from the BBSW market," Pacific-Basin Finance Journal, Elsevier, vol. 51(C), pages 137-154.
  26. Jason M. Lindo & Peter Siminski & Isaac D. Swensen, 2018. "College Party Culture and Sexual Assault," American Economic Journal: Applied Economics, American Economic Association, vol. 10(1), pages 236-265, January.
  27. Chelsea Murray & Robert Graham Clark & Silvia Mendolia & Peter Siminski, 2018. "Direct Measures of Intergenerational Income Mobility for Australia," The Economic Record, The Economic Society of Australia, vol. 94(307), pages 445-468, December.
  28. Marc K. Chan & Robert Moffitt, 2018. "Welfare Reform and the Labor Market," Annual Review of Economics, Annual Reviews, vol. 10(1), pages 347-381, August.
  29. Chan, Marc K. & Kwok, Simon, 2018. "Connecting the markets? Recent evidence on China’s capital account liberalization," Economic Modelling, Elsevier, vol. 70(C), pages 417-428.
  30. Chan, Marc K. & Zeng, Guohua, 2018. "Unintended consequences of supply-side cost control? Evidence from China's new cooperative medical scheme," Journal of Health Economics, Elsevier, vol. 61(C), pages 27-46.
  31. Marc K. Chan, 2018. "Measuring the Effects of Welfare Time Limits," Journal of Human Resources, University of Wisconsin Press, vol. 53(1), pages 232-271.
  32. Marc K. Chan & Kai Liu, 2018. "Life‐cycle and intergenerational effects of child care reforms," Quantitative Economics, Econometric Society, vol. 9(2), pages 659-706, July.
  33. Tomoeda, Kentaro, 2018. "Finding a stable matching under type-specific minimum quotas," Journal of Economic Theory, Elsevier, vol. 176(C), pages 81-117.
  34. Twu, Mia & Wang, Jianxin, 2018. "Call auction frequency and market quality: Evidence from the Taiwan Stock Exchange," Journal of Asian Economics, Elsevier, vol. 57(C), pages 53-62.
  35. Muzhao Jin & Youwei Li & Jianxin Wang & Yung Chiang Yang, 2018. "Price discovery in the Chinese gold market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(10), pages 1262-1281, October.
  36. Nathan Kettlewell & Olena Stavrunova & Oleg Yerokhin, 2018. "Premium subsidies and demand for private health insurance: results from a regression discontinuity design," Applied Economics Letters, Taylor & Francis Journals, vol. 25(2), pages 96-101, January.
  37. To, Thomas Y. & Navone, Marco & Wu, Eliza, 2018. "Analyst coverage and the quality of corporate investment decisions," Journal of Corporate Finance, Elsevier, vol. 51(C), pages 164-181.
  38. Lu, Qiang (Steven) & Pattnaik, Chinmay & Xiao, Junji & Voola, Ranjit, 2018. "Cross-national variation in consumers' retail channel selection in a multichannel environment: Evidence from Asia-Pacific countries," Journal of Business Research, Elsevier, vol. 86(C), pages 321-332.
  39. Do, Hung Xuan & Rösch, Daniel & Scheule, Harald, 2018. "Predicting loss severities for residential mortgage loans: A three-step selection approach," European Journal of Operational Research, Elsevier, vol. 270(1), pages 246-259.
  40. Krüger, Steffen & Rösch, Daniel & Scheule, Harald, 2018. "The impact of loan loss provisioning on bank capital requirements," Journal of Financial Stability, Elsevier, vol. 36(C), pages 114-129.
  41. Krüger, Steffen & Oehme, Toni & Rösch, Daniel & Scheule, Harald, 2018. "A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 246-262.
  42. Grant, Angelia L., 2018. "The Great Recession and Okun's law," Economic Modelling, Elsevier, vol. 69(C), pages 291-300.
  43. van Cranenburgh, Sander & Rose, John M. & Chorus, Caspar G., 2018. "On the robustness of efficient experimental designs towards the underlying decision rule," Transportation Research Part A: Policy and Practice, Elsevier, vol. 109(C), pages 50-64.
  44. Rose, John M. & Hensher, David A., 2018. "User satisfaction with taxi and limousine services in the Melbourne metropolitan area," Journal of Transport Geography, Elsevier, vol. 70(C), pages 234-245.
  45. Mulley, Corinne & Ho, Chinh & Ho, Loan & Hensher, David & Rose, John, 2018. "Will bus travellers walk further for a more frequent service? An international study using a stated preference approach," Transport Policy, Elsevier, vol. 69(C), pages 88-97.
  46. Heagney, E.C. & Rose, J.M. & Ardeshiri, A. & KovaÄ , M., 2018. "Optimising recreation services from protected areas – Understanding the role of natural values, built infrastructure and contextual factors," Ecosystem Services, Elsevier, vol. 31(PC), pages 358-370.
  47. Bethany Cooper & Lin Crase & John M. Rose, 2018. "Cost†reflective pricing: empirical insights into irrigators’ preferences for water tariffs," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 62(2), pages 256-278, April.
  48. Hafalir, Isa E. & Hakimov, Rustamdjan & Kübler, Dorothea & Kurino, Morimitsu, 2018. "College admissions with entrance exams: Centralized versus decentralized," Journal of Economic Theory, Elsevier, vol. 176(C), pages 886-934.
  49. Denise Doiron & Nathan Kettlewell, 2018. "The Effect of Health Insurance on the Substitution between Public and Private Hospital Care," The Economic Record, The Economic Society of Australia, vol. 94(305), pages 135-154, June.

2017

  1. Vasconcelos, Luís, 2017. "A signaling-based theory of contractual commitment to relationships," European Economic Review, Elsevier, vol. 93(C), pages 123-138.
  2. Michelle Baddeley, 2017. "Experts in policy land - Insights from behavioral economics on improving experts' advice for policy-makers," Journal of Behavioral Economics for Policy, Society for the Advancement of Behavioral Economics (SABE), vol. 1(1), pages 27-31, February.
  3. Michelle Baddeley, 2017. "Keynes’ psychology and behavioural macroeconomics: Theory and policy," The Economic and Labour Relations Review, , vol. 28(2), pages 177-196, June.
  4. Gianni Amisano & Roberto Savona, 2017. "Mutual Funds Dynamics and Economic Predictors," Journal of Financial Econometrics, Oxford University Press, vol. 15(2), pages 302-330.
  5. Gianni Amisano & John Geweke, 2017. "Prediction Using Several Macroeconomic Models," The Review of Economics and Statistics, MIT Press, vol. 99(5), pages 912-925, December.
  6. Alexeev, Vitali & Dungey, Mardi & Yao, Wenying, 2017. "Time-varying continuous and jump betas: The role of firm characteristics and periods of stress," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 1-19.
  7. Fabio Parlapiano & Vitali Alexeev & Mardi Dungey, 2017. "Exchange rate risk exposure and the value of European firms," The European Journal of Finance, Taylor & Francis Journals, vol. 23(2), pages 111-129, January.
  8. P. Karlsson & K. F. Pilz & E. Schlögl, 2017. "Calibrating a market model with stochastic volatility to commodity and interest rate risk," Quantitative Finance, Taylor & Francis Journals, vol. 17(6), pages 907-925, June.
  9. Goldbaum, David, 2017. "Divergent Behavior in Markets with Idiosyncratic Private Information," Review of Behavioral Economics, now publishers, vol. 4(2), pages 181-213, September.
  10. Nikitopoulos, Christina Sklibosios & Squires, Matthew & Thorp, Susan & Yeung, Danny, 2017. "Determinants of the crude oil futures curve: Inventory, consumption and volatility," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 53-67.
  11. Constantinos Kardaras & Jan Obłój & Eckhard Platen, 2017. "The Numéraire Property And Long-Term Growth Optimality For Drawdown-Constrained Investments," Mathematical Finance, Wiley Blackwell, vol. 27(1), pages 68-95, January.
  12. Ron Bird & Xiaojun Gao & Danny Yeung, 2017. "Time-series and cross-sectional momentum strategies under alternative implementation strategies," Australian Journal of Management, Australian School of Business, vol. 42(2), pages 230-251, May.
  13. Pascal Nguyen & Nahid Rahman & Ruoyun Zhao, 2017. "Returns to acquirers of listed and unlisted targets: an empirical study of Australian bidders," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(1), pages 24-48, March.
  14. Pascal Nguyen & Tarek Miloud & Ruoyun Zhao, 2017. "CEO tenure and firm growth: A conditional analysis," Economics Bulletin, AccessEcon, vol. 37(4), pages 2301-2308.
  15. Gerig, Austin & Michayluk, David, 2017. "Automated liquidity provision," Pacific-Basin Finance Journal, Elsevier, vol. 45(C), pages 1-13.
  16. Brendan Mulhern & Richard Norman & Paula Lorgelly & Emily Lancsar & Julie Ratcliffe & John Brazier & Rosalie Viney, 2017. "Is Dimension Order Important when Valuing Health States Using Discrete Choice Experiments Including Duration?," PharmacoEconomics, Springer, vol. 35(4), pages 439-451, April.
  17. Denzil G. Fiebig & Rosalie Viney & Stephanie Knox & Marion Haas & Deborah J. Street & Arne R. Hole & Edith Weisberg & Deborah Bateson, 2017. "Consideration Sets and Their Role in Modelling Doctor Recommendations About Contraceptives," Health Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 54-73, January.
  18. Richard Abreu Lourenco & Marion Haas & Jane Hall & Rosalie Viney, 2017. "Valuing Meta-Health Effects for Use in Economic Evaluations to Inform Reimbursement Decisions: A Review of the Evidence," PharmacoEconomics, Springer, vol. 35(3), pages 347-362, March.
  19. Ian McRae & Kees Gool & Jane Hall & Laurann Yen, 2017. "Role of Cost on Failure to Access Prescribed Pharmaceuticals: The Case of Statins," Applied Health Economics and Health Policy, Springer, vol. 15(5), pages 625-634, October.
  20. Corrado Di Guilmi, 2017. "The Agent†Based Approach To Post Keynesian Macro†Modeling," Journal of Economic Surveys, Wiley Blackwell, vol. 31(5), pages 1183-1203, December.
  21. Chiarella, C. & Di Guilmi, C., 2017. "Monetary Policy And Debt Deflation: Some Computational Experiments," Macroeconomic Dynamics, Cambridge University Press, vol. 21(1), pages 214-242, January.
  22. Di Guilmi, Corrado & Carvalho, Laura, 2017. "The dynamics of leverage in a demand-driven model with heterogeneous firms," Journal of Economic Behavior & Organization, Elsevier, vol. 140(C), pages 70-90.
  23. Meliyanni Johar & Shiko Maruyama & Jeffrey Truong, 2017. "The contribution of Western fast food to fast-growing body mass in China," Applied Economics, Taylor & Francis Journals, vol. 49(8), pages 797-811, February.
  24. Shiko Maruyama & Meliyanni Johar, 2017. "Do siblings free‐ride in “being there” for parents?," Quantitative Economics, Econometric Society, vol. 8(1), pages 277-316, March.
  25. Georgia Perks & Shiko Maruyama, 2017. "The ‘Flock’ Phenomenon of the Sydney Lockout Laws: Dual Effects on Rental Prices," The Economic Record, The Economic Society of Australia, vol. 93(303), pages 517-532, December.
  26. Lorenzo Casavecchia & Ja Young Suh, 2017. "Managerial incentives for risk-taking and internal capital allocation," Australian Journal of Management, Australian School of Business, vol. 42(3), pages 428-461, August.
  27. He, Xue-Zhong & Shi, Lei, 2017. "Index portfolio and welfare analysis under heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 64-79.
  28. Suzuki, Toru, 2017. "Directives, expressives, and motivation," Theoretical Economics, Econometric Society, vol. 12(1), January.
  29. Cousley, Alex & Siminski, Peter & Ville, Simon, 2017. "The Effects of World War II Military Service: Evidence from Australia," The Journal of Economic History, Cambridge University Press, vol. 77(3), pages 838-865, September.
  30. Mendolia, Silvia & Siminski, Peter, 2017. "Is education the mechanism through which family background affects economic outcomes? A generalised approach to mediation analysis," Economics of Education Review, Elsevier, vol. 59(C), pages 1-12.
  31. Chan, Marc K. & Kwok, Simon, 2017. "Risk-sharing, market imperfections, asset prices: Evidence from China’s stock market liberalization," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 166-187.
  32. Marc K. Chan, 2017. "Welfare Dependence and Self-Control: An Empirical Analysis," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 84(4), pages 1379-1423.
  33. Tomoeda, Kentaro, 2017. "First-price auction implements efficient investments," Economics Letters, Elsevier, vol. 159(C), pages 198-200.
  34. Sandeep Dahiya & Giuliano Iannotta & Marco Navone, 2017. "Firm Opacity Lies in the Eye of the Beholder," Financial Management, Financial Management Association International, vol. 46(3), pages 553-592, September.
  35. Claußen, Arndt & Löhr, Sebastian & Rösch, Daniel & Scheule, Harald, 2017. "Valuation of systematic risk in the cross-section of credit default swap spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 64(C), pages 183-195.
  36. Khan, Muhammad Saifuddin & Scheule, Harald & Wu, Eliza, 2017. "Funding liquidity and bank risk taking," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 203-216.
  37. Bui, Christina & Scheule, Harald & Wu, Eliza, 2017. "The value of bank capital buffers in maintaining financial system resilience," Journal of Financial Stability, Elsevier, vol. 33(C), pages 23-40.
  38. Grant, Angelia L. & Chan, Joshua C.C., 2017. "Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter," Journal of Economic Dynamics and Control, Elsevier, vol. 75(C), pages 114-121.
  39. Angelia L. Grant, 2017. "The Early Millennium Slowdown: Replicating the Peersman (2005) Results," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 32(1), pages 224-232, January.
  40. Angelia L. Grant & Joshua C.C. Chan, 2017. "A Bayesian Model Comparison for Trend‐Cycle Decompositions of Output," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(2-3), pages 525-552, March.
  41. Jorge Lemus & Emil Temnyalov, 2017. "Patent privateering, litigation, and R&D incentives," RAND Journal of Economics, RAND Corporation, vol. 48(4), pages 1004-1026, December.
  42. Huynh, Elisabeth & Coast, Joanna & Rose, John & Kinghorn, Philip & Flynn, Terry, 2017. "Values for the ICECAP-Supportive Care Measure (ICECAP-SCM) for use in economic evaluation at end of life," Social Science & Medicine, Elsevier, vol. 189(C), pages 114-128.
  43. Franceschinis, Cristiano & Thiene, Mara & Scarpa, Riccardo & Rose, John & Moretto, Michele & Cavalli, Raffaele, 2017. "Adoption of renewable heating systems: An empirical test of the diffusion of innovation theory," Energy, Elsevier, vol. 125(C), pages 313-326.
  44. Matthew J. Beck & John M. Rose & Stephen P. Greaves, 2017. "I can’t believe your attitude: a joint estimation of best worst attitudes and electric vehicle choice," Transportation, Springer, vol. 44(4), pages 753-772, July.
  45. Bliemer, Michiel C.J. & Rose, John M. & Chorus, Caspar G., 2017. "Detecting dominance in stated choice data and accounting for dominance-based scale differences in logit models," Transportation Research Part B: Methodological, Elsevier, vol. 102(C), pages 83-104.
  46. Stylianos Despotakis & Isa Hafalir & R. Ravi & Amin Sayedi, 2017. "Expertise in Online Markets," Management Science, INFORMS, vol. 63(11), pages 3895-3910, November.
  47. Incekara-Hafalir, Elif & Linardi, Sera, 2017. "Awareness of low self-control: Theory and evidence from a homeless shelter," Journal of Economic Psychology, Elsevier, vol. 61(C), pages 39-54.
  48. Mohammad Habibullah Pulok & Moin Uddin Ahmed, 2017. "Does corruption matter for economic development? Long run evidence from Bangladesh," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 44(3), pages 350-361, March.
  49. Necmi K. Avkiran & Yushu Zhu & David W. L. Tripe & Kathleen Walsh, 2017. "Can foreign banks compete in China?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(4), pages 961-980, December.
  50. Emma L. Schultz & David T. Tan & Kathleen D. Walsh, 2017. "Corporate governance and the probability of default," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57, pages 235-253, April.
  51. David T. Tan & Larelle Chapple & Kathleen D. Walsh, 2017. "Corporate fraud culture: Re-examining the corporate governance and performance relation," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(2), pages 597-620, June.
  52. Doren Chadee & Revti Raman Sharma & Banjo Roxas, 2017. "Linking and leveraging resources for innovation and growth through collaborative value creation: A study of Indian OSPs," Asia Pacific Journal of Management, Springer, vol. 34(4), pages 777-797, December.

2016

  1. Salvatore Piccolo & Giovanni W. Puopolo & Luis Vasconcelos, 2016. "Non-Exclusive Financial Advice," Review of Finance, European Finance Association, vol. 20(6), pages 2079-2123.
  2. Yiming Wang & Michelle Baddeley, 2016. "The problem of land value betterment: a simplified agent-based test," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 57(2), pages 413-436, November.
  3. Jun Zhang & Junjie Zhou, 2016. "Information Disclosure in Contests: A Bayesian Persuasion Approach," Economic Journal, Royal Economic Society, vol. 126(597), pages 2197-2217, November.
  4. Minh Phuong Doan & Vitali Alexeev & Robert Brooks, 2016. "Concurrent momentum and contrarian strategies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 77-106, February.
  5. Vitali Alexeev & Mardi Dungey & Wenying Yao, 2016. "Continuous and Jump Betas: Implications for Portfolio Diversification," Econometrics, MDPI, vol. 4(2), pages 1-15, June.
  6. Gordon Menzies & Peter Dixon & Maureen Rimmer, 2016. "In Praise of (Some) Red Tape: A New Approach to Regulation," The Economic Record, The Economic Society of Australia, vol. 92(299), pages 631-647, December.
  7. Menzies, Gordon & Xiao, Sylvia Xiaolin & Dixon, Peter & Peng, Xiujian & Rimmer, Maureen, 2016. "Rural-led exchange rate appreciation in China," China Economic Review, Elsevier, vol. 39(C), pages 15-30.
  8. Carl Chiarella & Boda Kang & Christina Sklibosios Nikitopoulos & Thuy‐Duong Tô, 2016. "The Return–Volatility Relation in Commodity Futures Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(2), pages 127-152, February.
  9. Ke Du & Eckhard Platen, 2016. "Benchmarked Risk Minimization," Mathematical Finance, Wiley Blackwell, vol. 26(3), pages 617-637, July.
  10. Mathias Barkhagen & Jörgen Blomvall & Eckhard Platen, 2016. "Recovering the real-world density and liquidity premia from option data," Quantitative Finance, Taylor & Francis Journals, vol. 16(7), pages 1147-1164, July.
  11. Ron Bird & Geeta Duppati & Abhishek Mukherjee, 2016. "Corporate social responsibility and firm market performance: a study of Indian listed companies," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 11(1), pages 68-88.
  12. Abhishek Mukherjee & Ron Bird, 2016. "Analysis of mandatory CSR expenditure in India: a survey," International Journal of Corporate Governance, Inderscience Enterprises Ltd, vol. 7(1), pages 32-59.
  13. Pascal Nguyen & Nahid Rahman & Alex Tong & Ruoyun Zhao, 2016. "Board size and firm value: evidence from Australia," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), vol. 20(4), pages 851-873, December.
  14. Patel, Vinay & Michayluk, David, 2016. "Return predictability following different drivers of large price changes," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 202-214.
  15. Anufriev, Mikhail & Bao, Te & Tuinstra, Jan, 2016. "Microfoundations for switching behavior in heterogeneous agent models: An experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 129(C), pages 74-99.
  16. Rod O'Donnell, 2016. "Third contribution to the ergodic/nonergodic critique: Reply to Davidson, part 2," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 39(2), pages 145-171, April.
  17. Rod O’Donnell & Colin Rogers, 2016. "IYLM: a General Theory–compatible replacement for ISLM," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 40(1), pages 349-364.
  18. Rod O’Donnell, 2016. "Second contribution to the ENE critique: Reply to Davidson, part 1," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 39(1), pages 17-43, January.
  19. Rod O’Donnell, 2016. "Complexities in the examination of opportunity cost," The Journal of Economic Education, Taylor & Francis Journals, vol. 47(1), pages 26-31, January.
  20. Arne Risa Hole & Richard Norman & Rosalie Viney, 2016. "Response Patterns in Health State Valuation Using Endogenous Attribute Attendance and Latent Class Analysis," Health Economics, John Wiley & Sons, Ltd., vol. 25(2), pages 212-224, February.
  21. Richard Norman & Brendan Mulhern & Rosalie Viney, 2016. "The Impact of Different DCE-Based Approaches When Anchoring Utility Scores," PharmacoEconomics, Springer, vol. 34(8), pages 805-814, August.
  22. Bonny Parkinson & Rosalie Viney & Marion Haas & Stephen Goodall & Preeyaporn Srasuebkul & Sallie-Anne Pearson, 2016. "Real-World Evidence: A Comparison of the Australian Herceptin Program and Clinical Trials of Trastuzumab for HER2-Positive Metastatic Breast Cancer," PharmacoEconomics, Springer, vol. 34(10), pages 1039-1050, October.
  23. Vanessa Scarf & Christine Catling & Rosalie Viney & Caroline Homer, 2016. "Costing Alternative Birth Settings for Women at Low Risk of Complications: A Systematic Review," PLOS ONE, Public Library of Science, vol. 11(2), pages 1-17, February.
  24. Rechel, Bernd & McKee, Martin & Haas, Marion & Marchildon, Gregory P. & Bousquet, Frederic & Blümel, Miriam & Geissler, Alexander & van Ginneken, Ewout & Ashton, Toni & Saunes, Ingrid Sperre & Anell, , 2016. "Public reporting on quality, waiting times and patient experience in 11 high-income countries," Health Policy, Elsevier, vol. 120(4), pages 377-383.
  25. Rechel, Bernd & Džakula, Aleksandar & Duran, Antonio & Fattore, Giovanni & Edwards, Nigel & Grignon, Michel & Haas, Marion & Habicht, Triin & Marchildon, Gregory P. & Moreno, Antonio & Ricciardi, Walt, 2016. "Hospitals in rural or remote areas: An exploratory review of policies in 8 high-income countries," Health Policy, Elsevier, vol. 120(7), pages 758-769.
  26. Casavecchia, Lorenzo & Tiwari, Ashish, 2016. "Cross trading by investment advisers: Implications for mutual fund performance," Journal of Financial Intermediation, Elsevier, vol. 25(C), pages 99-130.
  27. Lorenzo Casavecchia, 2016. "Fund managers’ herding and mutual fund governance," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 12(3), pages 242-276, June.
  28. Casavecchia, Lorenzo, 2016. "Fund managers' herding and the sensitivity of fund flows to past performance," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 205-221.
  29. Kyng, T. & Konstandatos, O. & Bienek, T., 2016. "Valuation of employee stock options using the exercise multiple approach and life tables," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 17-26.
  30. Shi, Lei, 2016. "Consumption-based CAPM with belief heterogeneity," Journal of Economic Dynamics and Control, Elsevier, vol. 65(C), pages 30-46.
  31. Laura Moretti & Toru Suzuki, 2016. "Strategic Transparency and Electoral Pressure," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 18(4), pages 624-641, August.
  32. Suzuki, Toru, 2016. "Reminder game: Indirectness in persuasion," Games and Economic Behavior, Elsevier, vol. 100(C), pages 240-256.
  33. King Li & Toru Suzuki, 2016. "Jury voting without objective probability," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 46(2), pages 389-406, February.
  34. Glover, Kristoffer J. & Hambusch, Gerhard, 2016. "Leveraged investments and agency conflicts when cash flows are mean reverting," Journal of Economic Dynamics and Control, Elsevier, vol. 67(C), pages 1-21.
  35. Silvia Mendolia & Peter Siminski, 2016. "New Estimates of Intergenerational Mobility in Australia," The Economic Record, The Economic Society of Australia, vol. 92(298), pages 361-373, September.
  36. Paloyo, Alfredo R. & Rogan, Sally & Siminski, Peter, 2016. "The effect of supplemental instruction on academic performance: An encouragement design experiment," Economics of Education Review, Elsevier, vol. 55(C), pages 57-69.
  37. Johnston, David W. & Shields, Michael A. & Siminski, Peter, 2016. "Long-term health effects of Vietnam-era military service: A quasi-experiment using Australian conscription lotteries," Journal of Health Economics, Elsevier, vol. 45(C), pages 12-26.
  38. Peter Siminski & Simon Ville & Alexander Paull, 2016. "Does the military turn men into criminals? New evidence from Australia’s conscription lotteries," Journal of Population Economics, Springer;European Society for Population Economics, vol. 29(1), pages 197-218, January.
  39. Jason M. Lindo & Peter Siminski & Oleg Yerokhin, 2016. "Breaking The Link Between Legal Access To Alcohol And Motor Vehicle Accidents: Evidence From New South Wales," Health Economics, John Wiley & Sons, Ltd., vol. 25(7), pages 908-928, July.
  40. Marc K. Chan & Simon S. Kwok, 2016. "Capital account liberalization and dynamic price discovery: evidence from Chinese cross-listed stocks," Applied Economics, Taylor & Francis Journals, vol. 48(6), pages 517-535, February.
  41. Bronwen Dalton & Marie dela Rama, 2016. "Understanding the rise and decline of shareholder activism in South Korea: the explanatory advantages of the theory of Modes of Exchange," Asia Pacific Business Review, Taylor & Francis Journals, vol. 22(3), pages 468-486, July.
  42. Keane, Michael & Stavrunova, Olena, 2016. "Adverse selection, moral hazard and the demand for Medigap insurance," Journal of Econometrics, Elsevier, vol. 190(1), pages 62-78.
  43. Alexandra Spicer & Olena Stavrunova & Susan Thorp, 2016. "How Portfolios Evolve after Retirement: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 92(297), pages 241-267, June.
  44. Marco Navone & Giacomo Nocera, 2016. "Unbundling the Expense Ratio: Hidden Distribution Costs in European Mutual Fund Markets," European Financial Management, European Financial Management Association, vol. 22(4), pages 640-666, September.
  45. Comerton-Forde, Carole & Jones, Charles M. & Putniņš, Tālis J., 2016. "Shorting at close range: A tale of two types," Journal of Financial Economics, Elsevier, vol. 121(3), pages 546-568.
  46. Foley, Sean & Putniņš, Tālis J., 2016. "Should we be afraid of the dark? Dark trading and market quality," Journal of Financial Economics, Elsevier, vol. 122(3), pages 456-481.
  47. Martin Hauptfleisch & Tālis J. Putniņš & Brian Lucey, 2016. "Who Sets the Price of Gold? London or New York," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 36(6), pages 564-586, June.
  48. Gerhard Hambusch & Sherrill Shaffer, 2016. "Forecasting bank leverage: an alternative to regulatory early warning models," Journal of Regulatory Economics, Springer, vol. 50(1), pages 38-69, August.
  49. Xiao, Junji & Ju, Heng, 2016. "The determinants of dealership structure: Empirical analysis of the Chinese auto market," Journal of Comparative Economics, Elsevier, vol. 44(4), pages 961-981.
  50. Lee, Yongwoong & Rösch, Daniel & Scheule, Harald, 2016. "Accuracy of mortgage portfolio risk forecasts during financial crises," European Journal of Operational Research, Elsevier, vol. 249(2), pages 440-456.
  51. Rösch, Daniel & Scheule, Harald, 2016. "The role of loan portfolio losses and bank capital for Asian financial system resilience," Pacific-Basin Finance Journal, Elsevier, vol. 40(PB), pages 289-305.
  52. Chan, Joshua C.C. & Grant, Angelia L., 2016. "Modeling energy price dynamics: GARCH versus stochastic volatility," Energy Economics, Elsevier, vol. 54(C), pages 182-189.
  53. Chan, Joshua C.C. & Grant, Angelia L., 2016. "Fast computation of the deviance information criterion for latent variable models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 847-859.
  54. Joshua C. C. Chan & Angelia L. Grant, 2016. "On the Observed-Data Deviance Information Criterion for Volatility Modeling," Journal of Financial Econometrics, Oxford University Press, vol. 14(4), pages 772-802.
  55. Cristiano Franceschinis & Riccardo Scarpa & Mara Thiene & John Rose & Michele Moretto & Raffaele Cavalli, 2016. "Exploring the Spatial Heterogeneity of Individual Preferences for Ambient Heating Systems," Energies, MDPI, vol. 9(6), pages 1-19, May.
  56. Beck, Matthew J. & Rose, John M., 2016. "The best of times and the worst of times: A new best–worst measure of attitudes toward public transport experiences," Transportation Research Part A: Policy and Practice, Elsevier, vol. 86(C), pages 108-123.
  57. Fifer, Simon & Rose, John M., 2016. "Can you ever be certain? Reducing hypothetical bias in stated choice experiments via respondent reported choice certaintyAuthor-Name: Beck, Matthew J," Transportation Research Part B: Methodological, Elsevier, vol. 89(C), pages 149-167.
  58. E. Wetering & N. Exel & J. Rose & R. Hoefman & W. Brouwer, 2016. "Are some QALYs more equal than others?," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 17(2), pages 117-127, March.
  59. Fisher, James C.D. & Hafalir, Isa E., 2016. "Matching with aggregate externalities," Mathematical Social Sciences, Elsevier, vol. 81(C), pages 1-7.
  60. Mohammad Habibullah Pulok & Md Nasim-Us Sabah & Ulrika Enemark, 2016. "Socioeconomic inequalities of child malnutrition in Bangladesh," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 43(12), pages 1439-1459, December.
  61. Jochen Schweitzer, 2016. "How Contracts And Culture Mediate Joint Transactions Of Innovation Partnerships," International Journal of Innovation Management (ijim), World Scientific Publishing Co. Pte. Ltd., vol. 20(01), pages 1-33, January.

2015

  1. Vitali Alexeev & Mardi Dungey, 2015. "Equity portfolio diversification with high frequency data," Quantitative Finance, Taylor & Francis Journals, vol. 15(7), pages 1205-1215, July.
  2. Gordon Menzies, 2015. "Stop the Boats: Do the Ends Justify the Means?," Economic Papers, The Economic Society of Australia, vol. 34(4), pages 229-242, December.
  3. Baldeaux, Jan & Grasselli, Martino & Platen, Eckhard, 2015. "Pricing currency derivatives under the benchmark approach," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 34-48.
  4. Jan Baldeaux & Eckhard Platen, 2015. "Credit Derivative Evaluation and CVA Under the Benchmark Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(3), pages 305-331, September.
  5. Jan Baldeaux & Fung & Katja Ignatieva & Eckhard Platen, 2015. "A Hybrid Model for Pricing and Hedging of Long-dated Bonds," Applied Mathematical Finance, Taylor & Francis Journals, vol. 22(4), pages 366-398, September.
  6. K. Fergusson & E. Platen, 2015. "Application Of Maximum Likelihood Estimation To Stochastic Short Rate Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 10(02), pages 1-26, December.
  7. Ron Bird & Paolo Pellizzari & Danny Yeung & David Gallagher, 2015. "Performance implications of active management of institutional mutual funds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 1-27, March.
  8. Savage, Scott J. & Waldman, Donald M., 2015. "Privacy tradeoffs in smartphone applications," Economics Letters, Elsevier, vol. 137(C), pages 171-175.
  9. R. Scott Hiller & Scott J. Savage & Donald M. Waldman, 2015. "Market Structure And Media Diversity," Economic Inquiry, Western Economic Association International, vol. 53(2), pages 872-888, April.
  10. Mikhail Anufriev, 2015. "Macroeconomics at the Service of Public Policy , by Thomas J. Sargent and Jouko Vilmunen (eds) ( Oxford University Press , Oxford , 2013 ), pp. xiv + 226 ," The Economic Record, The Economic Society of Australia, vol. 91(292), pages 127-129, March.
  11. Anufriev, Mikhail & Panchenko, Valentyn, 2015. "Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 241-255.
  12. Bonny Parkinson & Catherine Sermet & Fiona Clement & Steffan Crausaz & Brian Godman & Sarah Garner & Moni Choudhury & Sallie-Anne Pearson & Rosalie Viney & Ruth Lopert & Adam Elshaug, 2015. "Disinvestment and Value-Based Purchasing Strategies for Pharmaceuticals: An International Review," PharmacoEconomics, Springer, vol. 33(9), pages 905-924, September.
  13. Feng Xie & A. Pickard & Paul Krabbe & Dennis Revicki & Rosalie Viney & Nancy Devlin & David Feeny, 2015. "A Checklist for Reporting Valuation Studies of Multi-Attribute Utility-Based Instruments (CREATE)," PharmacoEconomics, Springer, vol. 33(8), pages 867-877, August.
  14. Chunzhou Mu & Milica Kecmanovic & Jane Hall, 2015. "Does Living Alone Confer a Higher Risk of Hospitalisation?," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 124-138, June.
  15. Chiarella Carl & Di Guilmi Corrado, 2015. "The limit distribution of evolving strategies in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 19(2), pages 137-159, April.
  16. Maruyama, Shiko, 2015. "The effect of coresidence on parental health in Japan," Journal of the Japanese and International Economies, Elsevier, vol. 35(C), pages 1-22.
  17. Meliyanni Johar & Shiko Maruyama & Sayaka Nakamura, 2015. "Reciprocity in the Formation of Intergenerational Coresidence," Journal of Family and Economic Issues, Springer, vol. 36(2), pages 192-209, June.
  18. Maruyama, Shiko & Nakamura, Sayaka, 2015. "The decline in BMI among Japanese women after World War II," Economics & Human Biology, Elsevier, vol. 18(C), pages 125-138.
  19. Marion Haas & Richard Abreu Lourenco, 2015. "Pharmacological Management of Chronic Lower Back Pain: A Review of Cost Effectiveness," PharmacoEconomics, Springer, vol. 33(6), pages 561-569, June.
  20. Jody Church & Marion Haas & Stephen Goodall, 2015. "Cost Effectiveness of Falls and Injury Prevention Strategies for Older Adults Living in Residential Aged Care Facilities," PharmacoEconomics, Springer, vol. 33(12), pages 1301-1310, December.
  21. Cathline Augustiani & Lorenzo Casavecchia & Jack Gray, 2015. "Managerial Sharing, Mutual Fund Connections, and Performance," International Review of Finance, International Review of Finance Ltd., vol. 15(3), pages 427-455, September.
  22. Wei, Lijian & Zhang, Wei & Xiong, Xiong & Shi, Lei, 2015. "Position limit for the CSI 300 stock index futures market," Economic Systems, Elsevier, vol. 39(3), pages 369-389.
  23. Baur, Dirk G. & Glover, Kristoffer J., 2015. "Speculative trading in the gold market," International Review of Financial Analysis, Elsevier, vol. 39(C), pages 63-71.
  24. Patulny, Roger & Siminski, Peter & Mendolia, Silvia, 2015. "The front line of social capital creation – A natural experiment in symbolic interaction," Social Science & Medicine, Elsevier, vol. 125(C), pages 8-18.
  25. Wang, Jianxin & Yang, Minxian, 2015. "How well does the weighted price contribution measure price discovery?," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 113-129.
  26. Chai, Edwina F.L. & Lee, Adrian D. & Wang, Jianxin, 2015. "Global information distribution in the gold OTC markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 206-217.
  27. Navone, Marco & Pagani, Marco, 2015. "Brothers from different mothers how distribution fees change investment behavior," Journal of Banking & Finance, Elsevier, vol. 51(C), pages 12-25.
  28. Putniņš, Tālis J. & Sauka, Arnis, 2015. "Measuring the shadow economy using company managers," Journal of Comparative Economics, Elsevier, vol. 43(2), pages 471-490.
  29. Comerton-Forde, Carole & Putniņš, Tālis J., 2015. "Dark trading and price discovery," Journal of Financial Economics, Elsevier, vol. 118(1), pages 70-92.
  30. Katina Gregory & Gerhard Hambusch, 2015. "Factors driving risk in the US banking industry," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 11(3), pages 388-410, June.
  31. Shanjun Li & Junji Xiao & Yimin Liu, 2015. "The Price Evolution in China's Automobile Market," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 24(4), pages 786-810, October.
  32. Rainer Jobst & Daniel Rösch & Harald Scheule & Martin Schmelzle, 2015. "A Simple Econometric Approach for Modeling Stress Event Intensities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 35(4), pages 300-320, April.
  33. Pascal Nguyen & Nahid Rahman, 2015. "Which governance characteristics affect the incidence of divestitures in Australia?," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 351-374, May.
  34. Siu, Chi Chung & Yam, Sheung Chi Phillip & Yang, Hailiang, 2015. "Valuing Equity-Linked Death Benefits In A Regime-Switching Framework," ASTIN Bulletin, Cambridge University Press, vol. 45(2), pages 355-395, May.
  35. Chan, Joshua C.C. & Grant, Angelia L., 2015. "Pitfalls of estimating the marginal likelihood using the modified harmonic mean," Economics Letters, Elsevier, vol. 131(C), pages 29-33.
  36. Rose, John M. & Beck, Matthew J. & Hensher, David A., 2015. "The joint estimation of respondent-reported certainty and acceptability with choice," Transportation Research Part A: Policy and Practice, Elsevier, vol. 71(C), pages 141-152.
  37. Hatton MacDonald, Darla & Ardeshiri, Ali & Rose, John M. & Russell, Bayden D. & Connell, Sean D., 2015. "Valuing coastal water quality: Adelaide, South Australia metropolitan area," Marine Policy, Elsevier, vol. 52(C), pages 116-124.
  38. David A. Hensher & Corinne Mulley & John M. Rose, 2015. "Understanding the Relationship between Voting Preferences for Public Transport and Perceptions and Preferences for Bus Rapid Transit Versus Light Rail," Journal of Transport Economics and Policy, University of Bath, vol. 49(2), pages 236-260, April.
  39. Richard Yao & Riccardo Scarpa & John Rose & James Turner, 2015. "Experimental Design Criteria and Their Behavioural Efficiency: An Evaluation in the Field," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 62(3), pages 433-455, November.
  40. Martin Bugeja & Vinay Patel & Terry Walter, 2015. "The microstructure of Australian takeover announcements," Australian Journal of Management, Australian School of Business, vol. 40(1), pages 161-188, February.
  41. Yuen Leng Chow & Isa E. Hafalir & Abdullah Yavas, 2015. "Auction versus Negotiated Sale: Evidence from Real Estate Sales," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(2), pages 432-470, June.
  42. Hafalir, Isa & Miralles, Antonio, 2015. "Welfare-maximizing assignment of agents to hierarchical positions," Journal of Mathematical Economics, Elsevier, vol. 61(C), pages 253-270.
  43. Isa Hafalir & Hadi Yektaş, 2015. "Core deviation minimizing auctions," International Journal of Game Theory, Springer;Game Theory Society, vol. 44(2), pages 367-376, May.
  44. Deborah Cotton, 2015. "Emissions Trading Design – A Critical Overview , edited by Stefan E. Weishaar . Published by Edward Elgar , UK , 2014 , pp. 249 , ISBN: 978 1 78195 221 4, AUD$114.00 (hardcover)," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 59(1), pages 156-158, January.
  45. Deborah Cotton, 2015. "Book Review," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 59(1), January.
  46. Elif Incekara-Hafalir, 2015. "Credit Card Competition and Naive Hyperbolic Consumers," Journal of Financial Services Research, Springer;Western Finance Association, vol. 47(2), pages 153-175, April.
  47. Kathleen Walsh, 2015. "The investment horizon and asset pricing models," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 277-294, May.
  48. Marigold G. Castaneda & Carmelita P. Martinez & Rodilina Marte & Banjo Roxas, 2015. "Explaining the environmentally-sustainable consumer behavior: a social capital perspective," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 11(4), pages 658-676, October.

2014

  1. Vasconcelos, Luís, 2014. "Contractual signaling, relationship-specific investment and exclusive agreements," Games and Economic Behavior, Elsevier, vol. 87(C), pages 19-33.
  2. Guillaume Roger & Luís Vasconcelos, 2014. "Platform Pricing Structure and Moral Hazard," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 23(3), pages 527-547, September.
  3. Michelle Baddeley, 2014. "Rethinking the micro-foundations of macroeconomics: insights from behavioural economics," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, vol. 11(1), pages 99-112, April.
  4. John Geweke & Gianni Amisano, 2014. "Analysis of Variance for Bayesian Inference," Econometric Reviews, Taylor & Francis Journals, vol. 33(1-4), pages 270-288, June.
  5. Goldbaum, David & Zwinkels, Remco C.J., 2014. "An empirical examination of heterogeneity and switching in foreign exchange markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 667-684.
  6. David Michayluk & Karyn Neuhauser & Scott Walker, 2014. "Are Certain Dividend Increases Predictable? The Effect of Repeated Dividend Increases on Market Returns," Journal of Applied Corporate Finance, Morgan Stanley, vol. 26(4), pages 118-126, December.
  7. Baldeaux Jan & Ignatieva Katja & Platen Eckhard, 2014. "A tractable model for indices approximating the growth optimal portfolio," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 1-21, February.
  8. Davis, D & Perrott, B & Perry, L.J., 2014. "Insights into the Working Experience of Casual Academics and Their Immediate Supervisors," Australian Bulletin of Labour, National Institute of Labour Studies.
  9. Ron Bird & Daniel Choi & Danny Yeung, 2014. "Market uncertainty, market sentiment, and the post-earnings announcement drift," Review of Quantitative Finance and Accounting, Springer, vol. 43(1), pages 45-73, July.
  10. Ron Bird & Krishna Reddy & Danny Yeung, 2014. "The relationship between uncertainty and the market reaction to information: Is it influenced by stock-specific characteristics?," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(2), pages 113-132.
  11. Ron Bird & Harry Liem & Susan Thorp, 2014. "Infrastructure: Real Assets and Real Returns," European Financial Management, European Financial Management Association, vol. 20(4), pages 802-824, September.
  12. David Michayluk & Ralf Zurbruegg, 2014. "Do lead articles signal higher quality in the digital age? Evidence from finance journals," Scientometrics, Springer;Akadémiai Kiadó, vol. 98(2), pages 961-973, February.
  13. Shmueli, Amir & Savage, Elizabeth, 2014. "Private and public patients in public hospitals in Australia," Health Policy, Elsevier, vol. 115(2), pages 189-195.
  14. Meliyanni Johar & Glenn Jones & Elizabeth Savage, 2014. "What Explains The Quality And Price Of Gp Services? An Investigation Using Linked Survey And Administrative Data," Health Economics, John Wiley & Sons, Ltd., vol. 23(9), pages 1115-1133, September.
  15. Meliyanni Johar & Elizabeth Savage, 2014. "Do Mergers Benefit Patients in Underperforming Administrations? Lessons from Area Health Service Amalgamation," The Economic Record, The Economic Society of Australia, vol. 90(291), pages 526-535, December.
  16. Bonny Parkinson & Sallie-Anne Pearson & Rosalie Viney, 2014. "Economic evaluations of trastuzumab in HER2-positive metastatic breast cancer: a systematic review and critique," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 15(1), pages 93-112, January.
  17. Rosalie Viney & Richard Norman & John Brazier & Paula Cronin & Madeleine T. King & Julie Ratcliffe & Deborah Street, 2014. "An Australian Discrete Choice Experiment To Value Eq‐5d Health States," Health Economics, John Wiley & Sons, Ltd., vol. 23(6), pages 729-742, June.
  18. Yuanyuan Gu & Richard Norman & Rosalie Viney, 2014. "Estimating Health State Utility Values From Discrete Choice Experiments—A Qaly Space Model Approach," Health Economics, John Wiley & Sons, Ltd., vol. 23(9), pages 1098-1114, September.
  19. Richard Norman & Rosalie Viney & John Brazier & Leonie Burgess & Paula Cronin & Madeleine King & Julie Ratcliffe & Deborah Street, 2014. "Valuing SF-6D Health States Using a Discrete Choice Experiment," Medical Decision Making, , vol. 34(6), pages 773-786, August.
  20. van den Berg, Bernard & Fiebig, Denzil G. & Hall, Jane, 2014. "Well-being losses due to care-giving," Journal of Health Economics, Elsevier, vol. 35(C), pages 123-131.
  21. Jane Hall & Patricia Kenny & Ishrat Hossain & Deborah J. Street & Stephanie A. Knox, 2014. "Providing Informal Care in Terminal Illness," Medical Decision Making, , vol. 34(6), pages 731-745, August.
  22. Denise Doiron & Jane Hall & Patricia Kenny & Deborah J. Street, 2014. "Job preferences of students and new graduates in nursing," Applied Economics, Taylor & Francis Journals, vol. 46(9), pages 924-939, March.
  23. Carl Chiarella & Corrado Di Guilmi, 2014. "Financial instability and debt deflation dynamics in a bottom-up approach," Economics Bulletin, AccessEcon, vol. 34(1), pages 125-132.
  24. Di Guilmi, Corrado & He, Xue-Zhong & Li, Kai, 2014. "Herding, trend chasing and market volatility," Journal of Economic Dynamics and Control, Elsevier, vol. 48(C), pages 349-373.
  25. Maruyama, Shiko, 2014. "Estimation of finite sequential games," Journal of Econometrics, Elsevier, vol. 178(2), pages 716-726.
  26. Meliyanni Johar & Shiko Maruyama, 2014. "Does Coresidence Improve An Elderly Parent'S Health?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(6), pages 965-983, September.
  27. Mario Fiorini & Michael P. Keane, 2014. "How the Allocation of Children's Time Affects Cognitive and Noncognitive Development," Journal of Labor Economics, University of Chicago Press, vol. 32(4), pages 787-836.
  28. Baur, Dirk G. & Glover, Kristoffer J., 2014. "Heterogeneous expectations in the gold market: Specification and estimation," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 116-133.
  29. Dong, Mei & Jiang, Janet Hua, 2014. "Money and price posting under private information," Journal of Economic Theory, Elsevier, vol. 150(C), pages 740-777.
  30. Filippo Pavesi & Massimo Scotti, 2014. "Experts, conflicts of interest, and reputation for ability," International Journal of Economic Theory, The International Society for Economic Theory, vol. 10(2), pages 219-233, June.
  31. Marc Chan & Marios Michaelides & Sisi Zhang, 2014. "Who Receives Unemployment Insurance?," Research in Applied Economics, Macrothink Institute, vol. 6(3), pages 98-128, September.
  32. Gochoco-Bautista, Maria Socorro & Sotocinal, Noli R. & Wang, Jianxin, 2014. "Corporate Investments in Asian Markets: Financial Conditions, Financial Development, and Financial Constraints," World Development, Elsevier, vol. 57(C), pages 63-78.
  33. Maria Socorro Gochoco-Bautista & Jianxin Wang & Minxian Yang, 2014. "Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies," The World Economy, Wiley Blackwell, vol. 37(6), pages 811-833, June.
  34. Wang, Jianxin, 2014. "Overnight price discovery and the internationalization of a currency: The case of the Korean won," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 86-95.
  35. Stavrunova, Olena & Yerokhin, Oleg, 2014. "Tax incentives and the demand for private health insurance," Journal of Health Economics, Elsevier, vol. 34(C), pages 121-130.
  36. Carole Comerton-Forde & Tālis J. Putniņš, 2014. "Stock Price Manipulation: Prevalence and Determinants," Review of Finance, European Finance Association, vol. 18(1), pages 23-66.
  37. Anastasia Klimova & Adrian D. Lee, 2014. "Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney," The Economic Record, The Economic Society of Australia, vol. 90, pages 16-40, June.
  38. Kristoffer J. Glover & Gerhard Hambusch, 2014. "The trade-off theory revisited: on the effect of operating leverage," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 10(1), pages 2-22, January.
  39. Wei-Min Hu & Junji Xiao & Xiaolan Zhou, 2014. "Collusion or Competition? Interfirm Relationships in the Chinese Auto Industry," Journal of Industrial Economics, Wiley Blackwell, vol. 62(1), pages 1-40, March.
  40. Junji Xiao & Heng Ju, 2014. "Market Equilibrium and the Environmental Effects of Tax Adjustments in China's Automobile Industry," The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 306-317, May.
  41. Michael Josef Lamla & Martin Straub & Esther Mirjam Girsberger, 2014. "On the economic impact of international sport events: microevidence from survey data at the EURO 2008," Applied Economics, Taylor & Francis Journals, vol. 46(15), pages 1693-1703, May.
  42. D Rösch & H Scheule, 2014. "Forecasting probabilities of default and loss rates given default in the presence of selection," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 65(3), pages 393-407, March.
  43. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2014. "Asset portfolio securitizations and cyclicality of regulatory capital," European Journal of Operational Research, Elsevier, vol. 237(1), pages 289-302.
  44. Daniel Rösch & Harald Scheule, 2014. "Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(3), pages 563-586, September.
  45. Delavande, Adeline & Sampaio, Mafalda & Sood, Neeraj, 2014. "HIV-related social intolerance and risky sexual behavior in a high HIV prevalence environment," Social Science & Medicine, Elsevier, vol. 111(C), pages 84-93.
  46. Adeline Delavande, 2014. "Probabilistic Expectations in Developing Countries," Annual Review of Economics, Annual Reviews, vol. 6(1), pages 1-20, August.
  47. Fifer, Simon & Rose, John & Greaves, Stephen, 2014. "Hypothetical bias in Stated Choice Experiments: Is it a problem? And if so, how do we deal with it?," Transportation Research Part A: Policy and Practice, Elsevier, vol. 61(C), pages 164-177.
  48. Tirachini, Alejandro & Hensher, David A. & Rose, John M., 2014. "Multimodal pricing and optimal design of urban public transport: The interplay between traffic congestion and bus crowding," Transportation Research Part B: Methodological, Elsevier, vol. 61(C), pages 33-54.
  49. John Rose & David Hensher, 2014. "Tollroads are only part of the overall trip: the error of our ways in past willingness to pay studies," Transportation, Springer, vol. 41(4), pages 819-837, July.
  50. Yao, Richard T. & Scarpa, Riccardo & Turner, James A. & Barnard, Tim D. & Rose, John M. & Palma, João H.N. & Harrison, Duncan R., 2014. "Valuing biodiversity enhancement in New Zealand's planted forests: Socioeconomic and spatial determinants of willingness-to-pay," Ecological Economics, Elsevier, vol. 98(C), pages 90-101.
  51. John Rose & David Hensher, 2014. "Demand for taxi services: new elasticity evidence," Transportation, Springer, vol. 41(4), pages 717-743, July.
  52. Ehlers, Lars & Hafalir, Isa E. & Yenmez, M. Bumin & Yildirim, Muhammed A., 2014. "School choice with controlled choice constraints: Hard bounds versus soft bounds," Journal of Economic Theory, Elsevier, vol. 153(C), pages 648-683.
  53. Cotton, Deborah & De Mello, Lurion, 2014. "Econometric analysis of Australian emissions markets and electricity prices," Energy Policy, Elsevier, vol. 74(C), pages 475-485.

2013

  1. Michelle Baddeley, 2013. "Herding, social influence and expert opinion," Journal of Economic Methodology, Taylor & Francis Journals, vol. 20(1), pages 35-44.
  2. Zhang, Jun & Wang, Ruqu, 2013. "Optimal mechanism design with resale via bargaining," Journal of Economic Theory, Elsevier, vol. 148(5), pages 2096-2123.
  3. Zhang, Jun, 2013. "Revenue maximizing with return policy when buyers have uncertain valuations," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 452-461.
  4. Imai, Susumu & Katayama, Hajime & Krishna, Kala, 2013. "A quantile-based test of protection for sale model," Journal of International Economics, Elsevier, vol. 91(1), pages 40-52.
  5. Amisano, Gianni & Fagan, Gabriel, 2013. "Money growth and inflation: A regime switching approach," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 118-145.
  6. Gianni Amisano & Maria Letizia Giorgetti, 2013. "Diversification by entry into a new submarket?," Applied Economics, Taylor & Francis Journals, vol. 45(12), pages 1507-1518, April.
  7. Gianni Amisano & Maria Letizia Giorgetti, 2013. "Entry Into Pharmaceutical Submarkets: A Bayesian Panel Probit Analysis," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(4), pages 667-701, June.
  8. Schlögl, Erik, 2013. "Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order," Journal of Economic Dynamics and Control, Elsevier, vol. 37(3), pages 611-632.
  9. K. F. Pilz & E. Schlögl, 2013. "A hybrid commodity and interest rate market model," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 543-560, March.
  10. Chiarella, Carl & Kang, Boda & Nikitopoulos, Christina Sklibosios & Tô, Thuy-Duong, 2013. "Humps in the volatility structure of the crude oil futures market: New evidence," Energy Economics, Elsevier, vol. 40(C), pages 989-1000.
  11. Carl Chiarella & Samuel Chege Maina & Christina Nikitopoulos Sklibosios, 2013. "Credit Derivatives Pricing With Stochastic Volatility Models," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 16(04), pages 1-28.
  12. Ashkan Nikeghbali & Eckhard Platen, 2013. "A reading guide for last passage times with financial applications in view," Finance and Stochastics, Springer, vol. 17(3), pages 615-640, July.
  13. Eckhard Platen & Lei Shi, 2013. "On the numerical stability of simulation methods for SDEs under multiplicative noise in finance," Quantitative Finance, Taylor & Francis Journals, vol. 13(2), pages 183-194, January.
  14. Ron Bird & Matthew Grosse & Danny Yeung, 2013. "The market response to exploration, resource and reserve announcements by mining companies: Australian data," Australian Journal of Management, Australian School of Business, vol. 38(2), pages 311-331, August.
  15. Nguyen, Pascal & Rahman, Nahid & Zhao, Ruoyun, 2013. "Ownership structure and divestiture decisions: Evidence from Australian firms," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 170-181.
  16. Anufriev, Mikhail & Tuinstra, Jan, 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1523-1543.
  17. Mikhail Anufriev & Jasmina Arifovic & John Ledyard & Valentyn Panchenko, 2013. "Efficiency of continuous double auctions under individual evolutionary learning with full or limited information," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 539-573, July.
  18. Mikhail Anufriev & Cars Hommes & Raoul Philipse, 2013. "Evolutionary selection of expectations in positive and negative feedback markets," Journal of Evolutionary Economics, Springer, vol. 23(3), pages 663-688, July.
  19. Anufriev, Mikhail & Kopányi, Dávid & Tuinstra, Jan, 2013. "Learning cycles in Bertrand competition with differentiated commodities and competing learning rules," Journal of Economic Dynamics and Control, Elsevier, vol. 37(12), pages 2562-2581.
  20. Anufriev, Mikhail & Assenza, Tiziana & Hommes, Cars & Massaro, Domenico, 2013. "Interest Rate Rules And Macroeconomic Stability Under Heterogeneous Expectations," Macroeconomic Dynamics, Cambridge University Press, vol. 17(8), pages 1574-1604, December.
  21. Johar, Meliyanni & Jones, Glenn & Keane, Micheal P. & Savage, Elizabeth & Stavrunova, Olena, 2013. "Discrimination in a universal health system: Explaining socioeconomic waiting time gaps," Journal of Health Economics, Elsevier, vol. 32(1), pages 181-194.
  22. Johar, Meliyanni & Jones, Glenn & Savage, Elizabeth, 2013. "The effect of lifestyle choices on emergency department use in Australia," Health Policy, Elsevier, vol. 110(2), pages 280-290.
  23. Meliyanni Johar & Glenn Stewart Jones & Elizabeth Savage, 2013. "Emergency Admissions And Elective Surgery Waiting Times," Health Economics, John Wiley & Sons, Ltd., vol. 22(6), pages 749-756, June.
  24. Randall P. Ellis & Denzil G. Fiebig & Meliyanni Johar & Glenn Jones & Elizabeth Savage, 2013. "Explaining Health Care Expenditure Variation: Large‐Sample Evidence Using Linked Survey And Health Administrative Data," Health Economics, John Wiley & Sons, Ltd., vol. 22(9), pages 1093-1110, September.
  25. Buchmueller, Thomas C. & Fiebig, Denzil G. & Jones, Glenn & Savage, Elizabeth, 2013. "Preference heterogeneity and selection in private health insurance: The case of Australia," Journal of Health Economics, Elsevier, vol. 32(5), pages 757-767.
  26. Richard Norman & Jane Hall & Deborah Street & Rosalie Viney, 2013. "Efficiency And Equity: A Stated Preference Approach," Health Economics, John Wiley & Sons, Ltd., vol. 22(5), pages 568-581, May.
  27. Meliyanni Johar & Denzil G. Fiebig & Marion Haas & Rosalie Viney, 2013. "Using repeated choice experiments to evaluate the impact of policy changes on cervical screening," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1845-1855, May.
  28. Richard Norman & Paula Cronin & Rosalie Viney, 2013. "A Pilot Discrete Choice Experiment to Explore Preferences for EQ-5D-5L Health States," Applied Health Economics and Health Policy, Springer, vol. 11(3), pages 287-298, June.
  29. Knox, Stephanie A. & Viney, Rosalie C. & Gu, Yuanyuan & Hole, Arne R. & Fiebig, Denzil G. & Street, Deborah J. & Haas, Marion R. & Weisberg, Edith & Bateson, Deborah, 2013. "The effect of adverse information and positive promotion on women's preferences for prescribed contraceptive products," Social Science & Medicine, Elsevier, vol. 83(C), pages 70-80.
  30. Alison Pearce & Marion Haas & Rosalie Viney, 2013. "Are the True Impacts of Adverse Events Considered in Economic Models of Antineoplastic Drugs? A Systematic Review," Applied Health Economics and Health Policy, Springer, vol. 11(6), pages 619-637, December.
  31. Jane Hall, 2013. "The Development of Health Economics in Australia and Its Contribution to Policy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 46(2), pages 196-201, June.
  32. Hardy Hulley & Rebecca Mckibbin & Andreas Pedersen & Susan Thorp, 2013. "Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement," The Economic Record, The Economic Society of Australia, vol. 89(284), pages 31-51, March.
  33. Bonny Parkinson & Stephen Goodall & Richard Norman, 2013. "Measuring the Loss of Consumer Choice in Mandatory Health Programmes Using Discrete Choice Experiments," Applied Health Economics and Health Policy, Springer, vol. 11(2), pages 139-150, April.
  34. Leah Couzner & Maria Crotty & Richard Norman & Julie Ratcliffe, 2013. "A Comparison of the EQ-5D-3L and ICECAP-O in an Older Post-Acute Patient Population Relative to the General Population," Applied Health Economics and Health Policy, Springer, vol. 11(4), pages 415-425, August.
  35. Peter Siminski, 2013. "Are low-skill public sector workers really overpaid? A quasi-differenced panel data analysis," Applied Economics, Taylor & Francis Journals, vol. 45(14), pages 1915-1929, May.
  36. Peter Siminski, 2013. "Employment Effects of Army Service and Veterans' Compensation: Evidence from the Australian Vietnam-Era Conscription Lotteries," The Review of Economics and Statistics, MIT Press, vol. 95(1), pages 87-97, March.
  37. Marc K. Chan, 2013. "A Dynamic Model of Welfare Reform," Econometrica, Econometric Society, vol. 81(3), pages 941-1001, May.
  38. Wang, Jianxin, 2013. "Liquidity commonality among Asian equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1209-1231.
  39. Wang, Jianxin & Yang, Minxian, 2013. "On the risk return relationship," Journal of Empirical Finance, Elsevier, vol. 21(C), pages 132-141.
  40. Talis J. Putninš, 2013. "Exporting by Latvian companies: vitality, drivers of success, and challenges," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 13(2), pages 3-33, December.
  41. Putniņš, Tālis J., 2013. "What do price discovery metrics really measure?," Journal of Empirical Finance, Elsevier, vol. 23(C), pages 68-83.
  42. Maryam Ebrahimpour & Tālis J Putniņš & Matthew J Berryman & Andrew Allison & Brian W-H Ng & Derek Abbott, 2013. "Automated Authorship Attribution Using Advanced Signal Classification Techniques," PLOS ONE, Public Library of Science, vol. 8(2), pages 1-12, February.
  43. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
  44. Sebastian Löhr & Olga Mursajew & Daniel Rösch & Harald Scheule, 2013. "Dynamic Implied Correlation Modeling and Forecasting in Structured Finance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 33(11), pages 994-1023, November.
  45. Matthias Bodenstedt & Daniel R�sch & Harald Scheule, 2013. "The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions?," The European Journal of Finance, Taylor & Francis Journals, vol. 19(9), pages 841-860, October.
  46. Beck, Matthew J. & Rose, John M. & Hensher, David A., 2013. "Environmental attitudes and emissions charging: An example of policy implications for vehicle choice," Transportation Research Part A: Policy and Practice, Elsevier, vol. 50(C), pages 171-182.
  47. David A. Hensher & John M. Rose & Andrew T. Collins, 2013. "Understanding Buy-in for Risky Prospects: Incorporating Degree of Belief into the ex-ante Assessment of Support for Alternative Road Pricing Schemes," Journal of Transport Economics and Policy, University of Bath, vol. 47(3), pages 453-473, September.
  48. Masiero, Lorenzo & Rose, John M., 2013. "The role of the reference alternative in the specification of asymmetric discrete choice models," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 53(C), pages 83-92.
  49. John Rose & Michiel Bliemer, 2013. "Sample size requirements for stated choice experiments," Transportation, Springer, vol. 40(5), pages 1021-1041, September.
  50. Matthew J. Beck & Caspar G. Chorus & John M. Rose & David A. Hensher, 2013. "Vehicle Purchasing Behaviour of Individuals and Groups: Regret or Reward?," Journal of Transport Economics and Policy, University of Bath, vol. 47(3), pages 475-492, September.
  51. Collins, Andrew T. & Rose, John M. & Hensher, David A., 2013. "Specification issues in a generalised random parameters attribute nonattendance model," Transportation Research Part B: Methodological, Elsevier, vol. 56(C), pages 234-253.
  52. John M. Rose & Stephane Hess & Andrew T. Collins, 2013. "What if My Model Assumptions are Wrong? The Impact of Non-standard Behaviour on Choice Model Estimation," Journal of Transport Economics and Policy, University of Bath, vol. 47(2), pages 245-263, May.
  53. Clifton, Geoffrey T. & Rose, John M., 2013. "A simulation of the simple Mohring model to predict patronage and value of resources consumed for enhanced bus services," Research in Transportation Economics, Elsevier, vol. 39(1), pages 259-269.
  54. Hensher, David A. & Collins, Andrew T. & Rose, John M. & Smith, Nariida C., 2013. "Direct and cross elasticities for freight distribution access charges: Empirical evidence by vehicle class, vehicle kilometres and tonne vehicle kilometres," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 56(C), pages 1-21.
  55. Bliemer, Michiel C.J. & Rose, John M., 2013. "Confidence intervals of willingness-to-pay for random coefficient logit models," Transportation Research Part B: Methodological, Elsevier, vol. 58(C), pages 199-214.
  56. Esther Bekker-Grob & John Rose & Michiel Bliemer, 2013. "A Closer Look at Decision and Analyst Error by Including Nonlinearities in Discrete Choice Models: Implications on Willingness-to-Pay Estimates Derived from Discrete Choice Data in Healthcare," PharmacoEconomics, Springer, vol. 31(12), pages 1169-1183, December.
  57. Beck, Matthew J. & Rose, John M. & Hensher, David A., 2013. "Consistently inconsistent: The role of certainty, acceptability and scale in choice," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 56(C), pages 81-93.
  58. Li, Zheng & Hensher, David A. & Rose, John M., 2013. "Accommodating perceptual conditioning in the valuation of expected travel time savings for cars and public transport," Research in Transportation Economics, Elsevier, vol. 39(1), pages 270-276.
  59. David A. Hensher & John M. Rose & Waiyan Leong & Alejandro Tirachini & Zheng Li, 2013. "Choosing Public Transport—Incorporating Richer Behavioural Elements in Modal Choice Models," Transport Reviews, Taylor & Francis Journals, vol. 33(1), pages 92-106, January.
  60. Collins, Andrew T. & Hess, Stephane & Rose, John M., 2013. "Choice modelling with search and sort data from an interactive choice experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 56(C), pages 36-45.
  61. Caspar G Chorus & John M Rose & David A Hensher, 2013. "Regret Minimization or Utility Maximization: It Depends on the Attribute," Environment and Planning B, , vol. 40(1), pages 154-169, February.
  62. , Emin & , Bumin & , Ali, 2013. "Effective affirmative action in school choice," Theoretical Economics, Econometric Society, vol. 8(2), May.
  63. Tom Smith & Kathleen Walsh, 2013. "Why the CAPM is Half-Right and Everything Else is Wrong," Abacus, Accounting Foundation, University of Sydney, vol. 49, pages 73-78, January.
  64. Roxas, Banjo & Chadee, Doren, 2013. "Effects of formal institutions on the performance of the tourism sector in the Philippines: The mediating role of entrepreneurial orientation," Tourism Management, Elsevier, vol. 37(C), pages 1-12.
  65. Raman, Revti & Chadee, Doren & Roxas, Banjo & Michailova, Snejina, 2013. "Effects of Partnership Quality, Talent Management, and Global Mindset on Performance of Offshore IT Service Providers in India," Journal of International Management, Elsevier, vol. 19(4), pages 333-346.

2012

  1. Arijit Mukherjee & Luís Vasconcelos, 2012. "Star Wars: Exclusive Talent and Collusive Outcomes in Labor Markets," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 28(4), pages 754-782, October.
  2. Baddeley, Michelle & Parkinson, Sophia, 2012. "Group decision-making: An economic analysis of social influence and individual difference in experimental juries," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 558-573.
  3. Andrew Ching & Susumu Imai & Masakazu Ishihara & Neelam Jain, 2012. "A practitioner’s guide to Bayesian estimation of discrete choice dynamic programming models," Quantitative Marketing and Economics (QME), Springer, vol. 10(2), pages 151-196, June.
  4. John Geweke & Gianni Amisano, 2012. "Prediction with Misspecified Models," American Economic Review, American Economic Association, vol. 102(3), pages 482-486, May.
  5. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
  6. Menzies, Gordon D. & Zizzo, Daniel John, 2012. "Monetary policy and inferential expectations of exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 359-380.
  7. Gordon Menzies & Donald Hay, 2012. "Self and Neighbours," The Economic Record, The Economic Society of Australia, vol. 88(s1), pages 137-148, June.
  8. Bruce Lyons & Gordon Menzies & Daniel Zizzo, 2012. "Conflicting evidence and decisions by agency professionals: an experimental test in the context of merger regulation," Theory and Decision, Springer, vol. 73(3), pages 465-499, September.
  9. Ignatieva, Katja & Platen, Eckhard, 2012. "Estimating the diffusion coefficient function for a diversified world stock index," Computational Statistics & Data Analysis, Elsevier, vol. 56(6), pages 1333-1349.
  10. Zhi Jun Guo & Eckhard Platen, 2012. "The Small And Large Time Implied Volatilities In The Minimal Market Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(08), pages 1-23.
  11. Eckhard Platen & Renata Rendek, 2012. "Approximating the numéraire portfolio by naive diversification," Journal of Asset Management, Palgrave Macmillan, vol. 13(1), pages 34-50, February.
  12. Louis-Philippe Rochon & Peter Docherty, 2012. "Engagement with the Mainstream in the Future of Post Keynesian Economics," Review of Political Economy, Taylor & Francis Journals, vol. 24(3), pages 503-518, July.
  13. Peter Docherty, 2012. "Long period interest rate rules in a demand-led Kaldor-Pasinetti-Sraffa-Keynes growth model," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 34(3), pages 521-546.
  14. Bird, Ron & Yeung, Danny, 2012. "How do investors react under uncertainty?," Pacific-Basin Finance Journal, Elsevier, vol. 20(2), pages 310-327.
  15. Ron Bird & Francesco Momenté & Francesco Reggiani, 2012. "The market acceptance of corporate social responsibility: a comparison across six countries/regions," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 153-168, August.
  16. Van de Venter, Gerhard & Michayluk, David & Davey, Geoff, 2012. "A longitudinal study of financial risk tolerance," Journal of Economic Psychology, Elsevier, vol. 33(4), pages 794-800.
  17. Mikhail Anufriev & Cars Hommes, 2012. "Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments," American Economic Journal: Microeconomics, American Economic Association, vol. 4(4), pages 35-64, November.
  18. Anufriev Mikhail & Bottazzi Giulio, 2012. "Asset Pricing with Heterogeneous Investment Horizons," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-38, October.
  19. Anufriev, Mikhail & Bottazzi, Giulio & Marsili, Matteo & Pin, Paolo, 2012. "Excess covariance and dynamic instability in a multi-asset model," Journal of Economic Dynamics and Control, Elsevier, vol. 36(8), pages 1142-1161.
  20. Meliyanni Johar & Elizabeth Savage & Olena Stavrunova & Glenn Jones & Michael Keane, 2012. "Geographic Differences in Hospital Waiting Times," The Economic Record, The Economic Society of Australia, vol. 88(281), pages 165-181, June.
  21. Johar, Meliyanni & Savage, Elizabeth, 2012. "Sources of advantageous selection: Evidence using actual health expenditure risk," Economics Letters, Elsevier, vol. 116(3), pages 579-582.
  22. Meliyanni Johar & Glenn Jones & Elizabeth Savage, 2012. "Healthcare Expenditure Profile of Older Australians: Evidence from Linked Survey and Health Administrative Data," Economic Papers, The Economic Society of Australia, vol. 31(4), pages 451-463, December.
  23. Philip Haywood & Johan Raad & Kees Gool & Marion Haas & Gisselle Gallego & Sallie-Anne Pearson & Margaret Faedo & Robyn Ward, 2012. "Chemotherapy Administration," PharmacoEconomics, Springer, vol. 30(12), pages 1173-1186, December.
    • Philip Haywood & Johan Raad & Kees Gool & Marion Haas & Gisselle Gallego & Sallie-Anne Pearson & Margaret Faedo & Robyn Ward, 2012. "Chemotherapy Administration," PharmacoEconomics, Springer, vol. 30(12), pages 1173-1186, December.
  24. Stephanie Knox & Rosalie Viney & Deborah Street & Marion Haas & Denzil Fiebig & Edith Weisberg & Deborah Bateson, 2012. "What’s Good and Bad About Contraceptive Products?," PharmacoEconomics, Springer, vol. 30(12), pages 1187-1202, December.
  25. Chiarella Carl & Di Guilmi Corrado, 2012. "The Fiscal Cost of Financial Instability," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(4), pages 1-29, October.
  26. Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reconstructing Aggregate Dynamics in Heterogeneous Agents Models. A Markovian Approach," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 117-146.
  27. Domenico Delli Gatti & Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2012. "Reply to Comments," Revue de l'OFCE, Presses de Sciences-Po, vol. 0(5), pages 25-31.
  28. Maruyama, Shiko & Yin, Qing, 2012. "The opportunity cost of exercise: Do higher-earning Australians exercise longer, harder, or both?," Health Policy, Elsevier, vol. 106(2), pages 187-194.
  29. Nakamura, Sayaka & Maruyama, Shiko, 2012. "Intergenerational Transfers from Children to Parents―A Critical Review―," Economic Review, Hitotsubashi University, vol. 63(4), pages 318-332, October.
  30. Valentino Dardanoni & Mario Fiorini & Antonio Forcina, 2012. "Stochastic monotonicity in intergenerational mobility tables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(1), pages 85-107, January.
  31. Mario Fiorini, 2012. "Fostering Educational Enrolment Through Subsidies: The Issue Of Timing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(5), pages 741-772, August.
  32. Xue‐Zhong He & Lei Shi, 2012. "Boundedly rational equilibrium and risk premium," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 71-93, March.
  33. He, Xue-Zhong & Shi, Lei, 2012. "Disagreement, correlation and asset prices," Economics Letters, Elsevier, vol. 116(3), pages 512-515.
  34. Xue-Zhong He & Lei Shi, 2012. "Disagreement in a Multi-Asset Market," International Review of Finance, International Review of Finance Ltd., vol. 12(3), pages 357-373, September.
  35. Suzuki, Toru, 2012. "Competitive problem solving and the optimal prize schemes," Games and Economic Behavior, Elsevier, vol. 75(2), pages 1009-1013.
  36. Toru Suzuki, 2012. "Complementarity of behavioral biases," Theory and Decision, Springer, vol. 72(3), pages 413-430, March.
  37. Hazel Bateman & Christine Eckert & John Geweke & Jordan Louviere & Susan Thorp & Stephen Satchell, 2012. "Financial Competence and Expectations Formation: Evidence from Australia," The Economic Record, The Economic Society of Australia, vol. 88(280), pages 39-63, March.
  38. Geweke, John, 2012. "Nonparametric Bayesian modelling of monotone preferences for discrete choice experiments," Journal of Econometrics, Elsevier, vol. 171(2), pages 185-204.
  39. Peter Siminski, 2012. "Changing Fortunes: Income Mobility and Poverty Dynamics in Britain," The Economic Record, The Economic Society of Australia, vol. 88(281), pages 299-300, June.
  40. Peter Siminski & Simon Ville, 2012. "I Was Only Nineteen, 45 Years Ago: What Can we Learn from Australia’s Conscription Lotteries? -super-,1," The Economic Record, The Economic Society of Australia, vol. 88(282), pages 351-371, September.
  41. Peter Siminski & Oleg Yerokhin, 2012. "Is the Age Gradient in Self-Reported Material Hardship Explained By Resources, Needs, Behaviors, or Reporting Bias?," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 58(4), pages 715-741, December.
  42. Scotti, Massimo, 2012. "Delegated portfolio management with career concerns," Journal of Economic Behavior & Organization, Elsevier, vol. 84(3), pages 829-839.
  43. Marie Rama, 2012. "Corporate Governance and Corruption: Ethical Dilemmas of Asian Business Groups," Journal of Business Ethics, Springer, vol. 109(4), pages 501-519, September.
  44. Olena Stavrunova & Oleg Yerokhin, 2012. "Two-part fractional regression model for the demand for risky assets†," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 21-26, January.
  45. Iannotta, Giuliano & Navone, Marco, 2012. "The cross-section of mutual fund fee dispersion," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 846-856.
  46. Navone, Marco, 2012. "Investors’ distraction and strategic repricing decisions," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1291-1303.
  47. Navone, Marco, 2012. "Reprint of Investors’ distraction and strategic repricing decisions," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2729-2741.
  48. Karolis Čekauskas & Reinis Gerasimovs & Vytautas Liatukas & Tālis J. Putniņš, 2012. "The Effects of Market Makers and Stock Analysts in Emerging Markets," International Review of Finance, International Review of Finance Ltd., vol. 12(3), pages 305-327, September.
  49. Tālis J. Putniņš, 2012. "Market Manipulation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 26(5), pages 952-967, December.
  50. Anastasia Klimova & Russell Ross, 2012. "Gender‐based occupational segregation in Russia: an empirical study," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 39(7), pages 474-489, June.
  51. Anastasia Klimova, 2012. "Gender differences in determinants of occupational choice in Russia," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 39(9), pages 648-670, July.
  52. L. Wei & J. Xiao, 2012. "Factors affecting the take-off of innovative technologies: evidence from digital cameras," Applied Economics, Taylor & Francis Journals, vol. 44(32), pages 4143-4152, November.
  53. Rösch, Daniel & Scheule, Harald, 2012. "Capital incentives and adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 733-748.
  54. Adeline Delavande & Hans-Peter Kohler, 2012. "The Impact of HIV Testing on Subjective Expectations and Risky Behavior in Malawi," Demography, Springer;Population Association of America (PAA), vol. 49(3), pages 1011-1036, August.
  55. Puckett, Sean M. & Rose, John M. & Bain, Stuart, 2012. "Modelling heterogeneity in scale directly: implications for estimates of influence in freight decision-making groups," European Transport \ Trasporti Europei, ISTIEE, Institute for the Study of Transport within the European Economic Integration, issue 50, pages 1-2.
  56. Andrew Collins & John Rose & Stephane Hess, 2012. "Interactive stated choice surveys: a study of air travel behaviour," Transportation, Springer, vol. 39(1), pages 55-79, January.
  57. Pradnya Naik-Panvelkar & Carol Armour & John Rose & Bandana Saini, 2012. "Patient Preferences for Community Pharmacy Asthma Services," PharmacoEconomics, Springer, vol. 30(10), pages 961-976, October.
  58. David Hensher & John Rose & William Greene, 2012. "Inferring attribute non-attendance from stated choice data: implications for willingness to pay estimates and a warning for stated choice experiment design," Transportation, Springer, vol. 39(2), pages 235-245, March.
  59. David A. Hensher & John M. Rose, 2012. "The Influence of Alternative Acceptability, Attribute Thresholds and Choice Response Certainty on Automobile Purchase Preferences," Journal of Transport Economics and Policy, University of Bath, vol. 46(3), pages 451-468, September.
  60. Cooper, Bethany & Rose, John & Crase, Lin, 2012. "Does anybody like water restrictions? Some observation in Australian urban communities," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 56(1), pages 1-21, March.
  61. David Hensher & John Rose & Zheng Li, 2012. "Does the choice model method and/or the data matter?," Transportation, Springer, vol. 39(2), pages 351-385, March.
  62. Schaafsma, Marije & Brouwer, Roy & Rose, John, 2012. "Directional heterogeneity in WTP models for environmental valuation," Ecological Economics, Elsevier, vol. 79(C), pages 21-31.
  63. Stephane Hess & John Rose, 2012. "Can scale and coefficient heterogeneity be separated in random coefficients models?," Transportation, Springer, vol. 39(6), pages 1225-1239, November.
  64. Hafalir, Isa E. & Ravi, R. & Sayedi, Amin, 2012. "A near Pareto optimal auction with budget constraints," Games and Economic Behavior, Elsevier, vol. 74(2), pages 699-708.
  65. Baomin Dong & Jiong Gong & Xin Zhao, 2012. "FDI and environmental regulation: pollution haven or a race to the top?," Journal of Regulatory Economics, Springer, vol. 41(2), pages 216-237, April.
  66. Banjo Roxas & Doren Chadee, 2012. "Environmental sustainability orientation and financial resources of small manufacturing firms in the Philippines," Social Responsibility Journal, Emerald Group Publishing Limited, vol. 8(2), pages 208-226, June.
  67. Banjo Roxas & Val Lindsay, 2012. "Social Desirability Bias in Survey Research on Sustainable Development in Small Firms: an Exploratory Analysis of Survey Mode Effect," Business Strategy and the Environment, Wiley Blackwell, vol. 21(4), pages 223-235, May.
  68. Banjo Roxas & Alan Coetzer, 2012. "Institutional Environment, Managerial Attitudes and Environmental Sustainability Orientation of Small Firms," Journal of Business Ethics, Springer, vol. 111(4), pages 461-476, December.

2011

  1. Ran Abramitzky & Adeline Delavande & Luis Vasconcelos, 2011. "Marrying Up: The Role of Sex Ratio in Assortative Matching," American Economic Journal: Applied Economics, American Economic Association, vol. 3(3), pages 124-157, July.
  2. Arijit Mukherjee & Luis Vasconcelos, 2011. "Optimal job design in the presence of implicit contracts," RAND Journal of Economics, RAND Corporation, vol. 42(1), pages 44-69, March.
  3. Bernard Fingleton & Michelle Catherine Baddeley, 2011. "Globalisation And Wage Differentials: A Spatial Analysis," Manchester School, University of Manchester, vol. 79(5), pages 1018-1034, September.
  4. Giovanni Amisano & Oreste Tristani, 2011. "The euro area sovereign crisis: monitoring spillovers and contagion," Research Bulletin, European Central Bank, vol. 14, pages 2-4.
  5. Amisano, Gianni & Tristani, Oreste, 2011. "Exact likelihood computation for nonlinear DSGE models with heteroskedastic innovations," Journal of Economic Dynamics and Control, Elsevier, vol. 35(12), pages 2167-2185.
  6. Geweke, John & Amisano, Gianni, 2011. "Optimal prediction pools," Journal of Econometrics, Elsevier, vol. 164(1), pages 130-141, September.
  7. John Geweke & Gianni Amisano, 2011. "Hierarchical Markov normal mixture models with applications to financial asset returns," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(1), pages 1-29, January/F.
  8. Alexeev, Vitali & Tapon, Francis, 2011. "Testing weak form efficiency on the Toronto Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 661-691, September.
  9. Nielsen, J. Aase & Sandmann, Klaus & Schlögl, Erik, 2011. "Equity-linked pension schemes with guarantees," Insurance: Mathematics and Economics, Elsevier, vol. 49(3), pages 547-564.
  10. Bird, R. & Menzies, G. & Dixon, P. & Rimmer, M., 2011. "The economic costs of US stock mispricing," Journal of Policy Modeling, Elsevier, vol. 33(4), pages 552-567, July.
  11. Henckel, Timo & Menzies, Gordon D. & Prokhovnik, Nick & Zizzo, Daniel J., 2011. "Barro-Gordon revisited: Reputational equilibria with inferential expectations," Economics Letters, Elsevier, vol. 112(2), pages 144-147, August.
  12. Gordon Menzies & Ron Bird & Peter B. Dixon & Maureen T. Rimmer, 2011. "Asset Price Regulators, Unite: You have the Macroeconomy to Win and the Microeconomic Losses are Small," The Economic Record, The Economic Society of Australia, vol. 87(278), pages 449-464, September.
  13. Kardaras, Constantinos & Platen, Eckhard, 2011. "On the semimartingale property of discounted asset-price processes," Stochastic Processes and their Applications, Elsevier, vol. 121(11), pages 2678-2691, November.
  14. Peter Docherty, 2011. "Keynes's Analysis of Economic Crises and Monetary Policy in the General Theory : Its Relevance after 75 Years," Review of Political Economy, Taylor & Francis Journals, vol. 23(4), pages 521-535, October.
  15. Ron Bird & Lorenzo Casavecchia & Paolo Pellizzari & Paul Woolley, 2011. "The impact on the pricing process of costly active management and performance chasing clients," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(1), pages 61-82, May.
  16. Ron Bird & Lorenzo Casavecchia, 2011. "Conditional style rotation model on enhanced value and growth portfolios: The European experience," Journal of Asset Management, Palgrave Macmillan, vol. 11(6), pages 375-390, February.
  17. Lazo, Jeffrey K. & Waldman, Donald M., 2011. "Valuing improved hurricane forecasts," Economics Letters, Elsevier, vol. 111(1), pages 43-46, April.
  18. Meliyanni Johar & Glenn Jones & Michael Keane & Elizabeth Savage & Olena Stavrunova, 2011. "Waiting times for elective surgery and the decision to buy private health insurance," Health Economics, John Wiley & Sons, Ltd., vol. 20(S1), pages 68-86, September.
  19. Denzil G. Fiebig & Stephanie Knox & Rosalie Viney & Marion Haas & Deborah J. Street, 2011. "Preferences for new and existing contraceptive products," Health Economics, John Wiley & Sons, Ltd., vol. 20(S1), pages 35-52, September.
  20. Chiarella, Carl & Di Guilmi, Corrado, 2011. "The financial instability hypothesis: A stochastic microfoundation framework," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1151-1171, August.
  21. Shiko Maruyama, 2011. "SOCIALLY OPTIMAL SUBSIDIES FOR ENTRY: THE CASE OF MEDICARE PAYMENTS TO HMOs," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 105-129, February.
  22. Meliyanni Johar & Shiko Maruyama, 2011. "Intergenerational cohabitation in modern Indonesia: filial support and dependence," Health Economics, John Wiley & Sons, Ltd., vol. 20(S1), pages 87-104, September.
  23. Gallego, Gisselle & Casey, Robert & Norman, Richard & Goodall, Stephen, 2011. "Introduction and uptake of new medical technologies in the Australian health care system: A qualitative study," Health Policy, Elsevier, vol. 102(2), pages 152-158.
  24. Dong, Mei, 2011. "Inflation And Unemployment In Competitive Search Equilibrium," Macroeconomic Dynamics, Cambridge University Press, vol. 15(S2), pages 252-268, September.
  25. Geweke, John & Jiang, Yu, 2011. "Inference and prediction in a multiple-structural-break model," Journal of Econometrics, Elsevier, vol. 163(2), pages 172-185, August.
  26. Peter Siminski & Simon Ville, 2011. "Long-Run Mortality Effects of Vietnam-Era Army Service: Evidence from Australia's Conscription Lotteries," American Economic Review, American Economic Association, vol. 101(3), pages 345-349, May.
  27. Tanya Livermore & Joan Rodgers & Peter Siminski, 2011. "The Effect of Motherhood on Wages and Wage Growth: Evidence for Australia," The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 80-91, September.
  28. Simon Ville & Peter Siminski, 2011. "A Fair And Equitable Method Of Recruitment? Conscription By Ballot Into The Australian Army During The Vietnam War," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 51(3), pages 277-296, November.
  29. Lyn Craig & Peter Siminski, 2011. "If Men Do More Housework, Do Their Wives Have More Babies?," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 101(2), pages 255-258, April.
  30. P. Siminski, 2011. "The price elasticity of demand for pharmaceuticals amongst high-income older Australians: a natural experiment," Applied Economics, Taylor & Francis Journals, vol. 43(30), pages 4835-4846.
  31. Massimo Scotti, 2011. "Insider Trading Under Discreteness," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(05), pages 757-771.
  32. Wang, Jianxin & Yang, Minxian, 2011. "Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets," Journal of Financial Markets, Elsevier, vol. 14(1), pages 82-108, February.
  33. Wamg, Jianxin, 2011. "Forecasting Volatility in Asian Stock Markets: Contributions of Local, Regional, and Global Factors," Asian Development Review, Asian Development Bank, vol. 28(2), pages 32-57.
  34. Olena Stavrunova & Oleg Yerokhin, 2011. "An Equilibrium Model of Waiting Times for Elective Surgery in NSW Public Hospitals," The Economic Record, The Economic Society of Australia, vol. 87(278), pages 384-398, September.
  35. Michael Keane & Olena Stavrunova, 2011. "A smooth mixture of Tobits model for healthcare expenditure," Health Economics, John Wiley & Sons, Ltd., vol. 20(9), pages 1126-1153, September.
  36. Tālis J. Putniņš & Arnis Sauka, 2011. "Size and determinants of shadow economies in the Baltic States," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 11(2), pages 5-25, December.
  37. Comerton-Forde, Carole & Putniņš, TÄ lis J. & Tang, Kar Mei, 2011. "Why Do Traders Choose to Trade Anonymously?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(4), pages 1025-1049, August.
  38. Comerton-Forde, Carole & Putnins, Talis J., 2011. "Measuring closing price manipulation," Journal of Financial Intermediation, Elsevier, vol. 20(2), pages 135-158, April.
  39. Carole Comerton-Forde & Tālis Putniņš, 2011. "Pricing accuracy, liquidity and trader behavior with closing price manipulation," Experimental Economics, Springer;Economic Science Association, vol. 14(1), pages 110-131, March.
  40. Lance A. Fisher & Glenn Jones, 2011. "Introduction by this Special Issue’s Editors," The Economic Record, The Economic Society of Australia, vol. 87(s1), pages 1-1, September.
  41. Howard Chan & Robert Faff & Paula Hill & Harald Scheule, 2011. "Are Watch Procedures A Critical Informational Event In The Credit Ratings Process? An Empirical Investigation," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 34(4), pages 617-640, December.
  42. Benjamin Bade & Daniel Rösch & Harald Scheule, 2011. "Default and Recovery Risk Dependencies in a Simple Credit Risk Model," European Financial Management, European Financial Management Association, vol. 17(1), pages 120-144, January.
  43. Delavande, Adeline & Giné, Xavier & McKenzie, David, 2011. "Measuring subjective expectations in developing countries: A critical review and new evidence," Journal of Development Economics, Elsevier, vol. 94(2), pages 151-163, March.
  44. Adeline Delavande & Susann Rohwedder, 2011. "Individuals' uncertainty about future social security benefits and portfolio choice," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 498-519, April.
  45. Adeline Delavande & Xavier Giné & David McKenzie, 2011. "Eliciting probabilistic expectations with visual aids in developing countries: how sensitive are answers to variations in elicitation design?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 26(3), pages 479-497, April.
  46. Adeline Delavande & Susann Rohwedder, 2011. "Differential Survival in Europe and the United States: Estimates Based on Subjective Probabilities of Survival," Demography, Springer;Population Association of America (PAA), vol. 48(4), pages 1377-1400, November.
  47. McNair, Ben J. & Bennett, Jeff & Hensher, David A. & Rose, John M., 2011. "Households' willingness to pay for overhead-to-underground conversion of electricity distribution networks," Energy Policy, Elsevier, vol. 39(5), pages 2560-2567, May.
  48. Li, Zheng & Hensher, David A. & Rose, John M., 2011. "Identifying sources of systematic variation in direct price elasticities from revealed preference studies of inter-city freight demand," Transport Policy, Elsevier, vol. 18(5), pages 727-734, September.
  49. Darla Hatton MacDonald & Mark D. Morrison & John M. Rose & Kevin J. Boyle, 2011. "Valuing a multistate river: the case of the River Murray," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 55(3), pages 374-392, July.
  50. Bliemer, Michiel C.J. & Rose, John M., 2011. "Experimental design influences on stated choice outputs: An empirical study in air travel choice," Transportation Research Part A: Policy and Practice, Elsevier, vol. 45(1), pages 63-79, January.
  51. David Hensher & Matthew Beck & John Rose, 2011. "Accounting for Preference and Scale Heterogeneity in Establishing Whether it Matters Who is Interviewed to Reveal Household Automobile Purchase Preferences," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 49(1), pages 1-22, May.
  52. David Hensher & Rong-Chang Jou & John Rose & Zheng Li & Gui-Lang Huang, 2011. "A Comparative Investigation Of The Effects Of The Design Dimensions Of Choice Experiments On Car Commuters’ Route Choice Behaviour And Valuation Of Time In Taiwan And Australia," Articles, International Journal of Transport Economics, vol. 38(2).
  53. John M. Rose, 2011. "‘The usefulness of Bayesian optimal designs for discrete choice experiments’ by R. Kessels, B. Jones, P. Goos and M. Vandebroek," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 27(3), pages 193-196, May.
  54. Isa Hafalir & Hadi Yektaş, 2011. "Selling goods of unknown quality: forward versus spot auctions," Review of Economic Design, Springer;Society for Economic Design, vol. 15(3), pages 245-256, September.
  55. Lei Zu & Baomin Dong & Xin Zhao & Jin Zhang, 2011. "International R&D Networks," Review of International Economics, Wiley Blackwell, vol. 19(2), pages 325-340, May.
  56. Ron Guido & Joshua Pearl & Kathleen Walsh, 2011. "Market timing under multiple economic regimes," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 51(2), pages 501-515, June.
  57. Jochen Schweitzer & Siegfried P. Gudergan, 2011. "Contractual complexity, governance and organisational form in alliances," International Journal of Human Rights and Constitutional Studies, Inderscience Enterprises Ltd, vol. 2(1/2), pages 26-40.

2010

  1. Luís Almeida Costa & Luís Vasconcelos, 2010. "Share the Fame or Share the Blame? The Reputational Implications of Partnerships," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 19(2), pages 259-301, June.
  2. Gianni Amisano & Marco Tronzano, 2010. "Assessing European Central Bank'S Credibility During The First Years Of The Eurosystem: A Bayesian Empirical Investigation," Manchester School, University of Manchester, vol. 78(5), pages 437-459, September.
  3. Gianni Amisano & Andreas Beyer & Michele Lenza, 2010. "Enhancing monetary analysis," Research Bulletin, European Central Bank, vol. 11, pages 2-6.
  4. Amisano, Gianni & Tristani, Oreste, 2010. "Euro area inflation persistence in an estimated nonlinear DSGE model," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 1837-1858, October.
  5. Geweke, John & Amisano, Gianni, 2010. "Comparing and evaluating Bayesian predictive distributions of asset returns," International Journal of Forecasting, Elsevier, vol. 26(2), pages 216-230, April.
  6. Goldbaum, David & Panchenko, Valentyn, 2010. "Learning and adaptation's impact on market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 635-653, December.
  7. Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen, 2010. "Real-world jump-diffusion term structure models," Quantitative Finance, Taylor & Francis Journals, vol. 10(1), pages 23-37.
  8. Katja Ignatieva & Eckhard Platen, 2010. "Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(3), pages 261-302, September.
  9. Shane Miller & Eckhard Platen, 2010. "Real-World Pricing for a Modified Constant Elasticity of Variance Model," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(2), pages 147-175.
  10. Jock Collins & Angeline Low, 2010. "Asian female immigrant entrepreneurs in small and medium-sized businesses in Australia," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 22(1), pages 97-111, January.
  11. Docherty, Peter & Wang, Gehong, 2010. "Using synthetic data to evaluate the impact of RTGS on systemic risk in the Australian payments system," Journal of Financial Stability, Elsevier, vol. 6(2), pages 103-117, June.
  12. Peter Docherty & Harry Tse & Ross Forman & Jo McKenzie, 2010. "Extending the Principles of Intensive Writing to Large Macroeconomics Classes," The Journal of Economic Education, Taylor & Francis Journals, vol. 41(4), pages 370-382, September.
  13. Pu Chen & Chih-Ying Hsiao, 2010. "Causal Inference for Structural Equations: With an Application to Wage-Price Spiral," Computational Economics, Springer;Society for Computational Economics, vol. 36(1), pages 17-36, June.
  14. David Michayluk & Ruoyun Zhao, 2010. "Stock Splits and Bond Yields: Isolating the Signaling Hypothesis," The Financial Review, Eastern Finance Association, vol. 45(2), pages 375-386, May.
  15. William Bertin & Paul Fowler & David Michayluk & Laurie Prather, 2010. "An analysis of Australian exchange traded options and warrants," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(2), pages 150-172, April.
  16. Rosston Gregory L. & Savage Scott J & Waldman Donald M, 2010. "Household Demand for Broadband Internet in 2010," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 10(1), pages 1-45, September.
  17. Anufriev, Mikhail & Dindo, Pietro, 2010. "Wealth-driven selection in a financial market with heterogeneous agents," Journal of Economic Behavior & Organization, Elsevier, vol. 73(3), pages 327-358, March.
  18. Anufriev, Mikhail & Bottazzi, Giulio, 2010. "Market equilibria under procedural rationality," Journal of Mathematical Economics, Elsevier, vol. 46(6), pages 1140-1172, November.
  19. Meliyanni Johar & Elizabeth Savage, 2010. "Do Private Patients have Shorter Waiting Times for Elective Surgery? Evidence from New South Wales Public Hospitals," Economic Papers, The Economic Society of Australia, vol. 29(2), pages 128-142, June.
  20. Jane Hall, 2010. "Medicare Select: A Bold Reform?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 43(1), pages 63-70, March.
  21. Jane Hall, 2010. "Health‐care reform in Australia: advancing or side‐stepping?," Health Economics, John Wiley & Sons, Ltd., vol. 19(11), pages 1259-1263, November.
  22. Fiorini, M., 2010. "The effect of home computer use on children's cognitive and non-cognitive skills," Economics of Education Review, Elsevier, vol. 29(1), pages 55-72, February.
  23. Mei Dong, 2010. "Inflation And Variety," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 51(2), pages 401-420, May.
  24. Dong, Mei & Jiang, Janet Hua, 2010. "One or two monies?," Journal of Monetary Economics, Elsevier, vol. 57(4), pages 439-450, May.
  25. Joyce E. Berg & John Geweke & Thomas A. Rietz, 2010. "Memoirs of an indifferent trader: Estimating forecast distributions from prediction markets," Quantitative Economics, Econometric Society, vol. 1(1), pages 163-186, July.
  26. Geweke, John, 2010. "Comment," International Journal of Forecasting, Elsevier, vol. 26(2), pages 435-438, April.
  27. Danilo Drago & Valter Lazzari & Marco Navone, 2010. "Mutual Fund Incentive Fees: Determinants and Effects," Financial Management, Financial Management Association International, vol. 39(1), pages 365-392, March.
  28. Gianfranco Forte & Giuliano Iannotta & Marco Navone, 2010. "The Banking Relationship's Role in the Choice of the Target's Advisor in Mergers and Acquisitions," European Financial Management, European Financial Management Association, vol. 16(4), pages 686-701, September.
  29. Jan Baldeaux & Marek Rutkowski, 2010. "Static Replication of Forward-Start Claims and Realized Variance Swaps," Applied Mathematical Finance, Taylor & Francis Journals, vol. 17(2), pages 99-131.
  30. Daniel Rösch & Harald Scheule, 2010. "Downturn Credit Portfolio Risk, Regulatory Capital and Prudential Incentives," International Review of Finance, International Review of Finance Ltd., vol. 10(2), pages 185-207, June.
  31. Adeline Delavande & Dana Goldman & Neeraj Sood, 2010. "Criminal Prosecution and Human Immunodeficiency Virus-Related Risky Behavior," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 741-782.
  32. Ortúzar, J. de D. & Rose, John M., 2010. "Methodological advancements in constructing designs and understanding respondent behaviour related to stated preference experiments," Transportation Research Part B: Methodological, Elsevier, vol. 44(6), pages 717-719, July.
  33. Li, Zheng & Rose, John M. & Hensher, David A., 2010. "Forecasting automobile petrol demand in Australia: An evaluation of empirical models," Transportation Research Part A: Policy and Practice, Elsevier, vol. 44(1), pages 16-38, January.
  34. Zheng Li & John M. Rose & David Hensher, 2010. "Forecasting petrol demand and assessing the impact of selective strategies to reduce fuel consumption," Transportation Planning and Technology, Taylor & Francis Journals, vol. 33(5), pages 407-421, June.
  35. Chung, Demi & Hensher, David A. & Rose, John M., 2010. "Toward the betterment of risk allocation: Investigating risk perceptions of Australian stakeholder groups to public-private-partnership tollroad projects," Research in Transportation Economics, Elsevier, vol. 30(1), pages 43-58.
  36. Li, Zheng & Hensher, David A. & Rose, John M., 2010. "Willingness to pay for travel time reliability in passenger transport: A review and some new empirical evidence," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 46(3), pages 384-403, May.
  37. Bliemer, Michiel C.J. & Rose, John M., 2010. "Construction of experimental designs for mixed logit models allowing for correlation across choice observations," Transportation Research Part B: Methodological, Elsevier, vol. 44(6), pages 720-734, July.
  38. Emma L. Schultz & David T. Tan & Kathleen D. Walsh, 2010. "Endogeneity and the corporate governance - performance relation," Australian Journal of Management, Australian School of Business, vol. 35(2), pages 145-163, August.

2009

  1. Jun Zhang & Ruqu Wang, 2009. "The Role of Information Revelation in Elimination Contests," Economic Journal, Royal Economic Society, vol. 119(536), pages 613-641, March.
  2. Cherkashin, Ivan & Demidova, Svetlana & Imai, Susumu & Krishna, Kala, 2009. "The inside scoop: Acceptance and rejection at the journal of international economics," Journal of International Economics, Elsevier, vol. 77(1), pages 120-132, February.
  3. Imai, Susumu & Katayama, Hajime & Krishna, Kala, 2009. "Is protection really for sale? A survey and directions for future research," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 181-191, March.
  4. Susumu Imai & Neelam Jain & Andrew Ching, 2009. "Bayesian Estimation of Dynamic Discrete Choice Models," Econometrica, Econometric Society, vol. 77(6), pages 1865-1899, November.
  5. Imai, Susumu & Katayama, Hajime & Krishna, Kala, 2009. "Protection for sale or surge protection?," European Economic Review, Elsevier, vol. 53(6), pages 675-688, August.
  6. Nicola Bruti-Liberati & Christina Nikitopoulos-Sklibosios & Eckhard Platen & Erik Schlögl, 2009. "Alternative Defaultable Term Structure Models," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 16(1), pages 1-31, March.
  7. Menzies Gordon Douglas & Zizzo Daniel John, 2009. "Inferential Expectations," The B.E. Journal of Macroeconomics, De Gruyter, vol. 9(1), pages 1-27, December.
  8. Christopher Bajada & Friedrich Schneider, 2009. "Unemployment and the Shadow Economy in the oecd," Revue économique, Presses de Sciences-Po, vol. 60(5), pages 1033-1067.
  9. Damir Filipović & Eckhard Platen, 2009. "Consistent Market Extensions Under The Benchmark Approach," Mathematical Finance, Wiley Blackwell, vol. 19(1), pages 41-52, January.
  10. W. Breymann & D. R. Lüthi & E. Platen, 2009. "Empirical behavior of a world stock index from intra-day to monthly time scales," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(4), pages 511-522, October.
  11. Peter Docherty, 2009. "Re‐Examining The Implications Of The New Consensus: Endogenous Money And Taylor Rules In A Simple Neoclassical Macro Model," Metroeconomica, Wiley Blackwell, vol. 60(3), pages 495-524, July.
  12. Joanne Mar & Ron Bird & Lorenzo Casavecchia & Danny Yeung, 2009. "Fundamental Indexation: An Australian Investigation," Australian Journal of Management, Australian School of Business, vol. 34(1), pages 1-20, June.
  13. Fan, Elliott & Zhao, Ruoyun, 2009. "Health status and portfolio choice: Causality or heterogeneity?," Journal of Banking & Finance, Elsevier, vol. 33(6), pages 1079-1088, June.
  14. Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Sabherwal, Sanjiv, 2009. "French and U.S. trading of cross-listed stocks around the period of U.S. decimalization: Volume, spreads, and depth effects," International Review of Financial Analysis, Elsevier, vol. 18(5), pages 223-231, December.
  15. Paul Kofman & David Michayluk & James T. Moser, 2009. "Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 29(12), pages 1130-1160, December.
  16. Savage, Scott James & Waldman, Donald M., 2009. "Ability, location and household demand for Internet bandwidth," International Journal of Industrial Organization, Elsevier, vol. 27(2), pages 166-174, March.
  17. Anufriev, Mikhail & Panchenko, Valentyn, 2009. "Asset prices, traders' behavior and market design," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1073-1090, May.
  18. Anufriev, Mikhail & Branch, William A., 2009. "Introduction to special issue on complexity in economics and finance," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1019-1022, May.
  19. Rod O’Donnell, 2009. "The permanent need for political economy," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 16(4), pages 89-100.
  20. Kees Van Gool & Elizabeth Savage & Rosalie Viney & Marion Haas & Rob Anderson, 2009. "Who's Getting Caught? An Analysis of the Australian Medicare Safety Net," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(2), pages 143-154, June.
  21. Fiebig, Denzil G. & Haas, Marion & Hossain, Ishrat & Street, Deborah J. & Viney, Rosalie, 2009. "Decisions about Pap tests: What influences women and providers?," Social Science & Medicine, Elsevier, vol. 68(10), pages 1766-1774, May.
  22. Norman, Richard & Haas, Marion & Wilcken, Bridget, 2009. "International perspectives on the cost-effectiveness of tandem mass spectrometry for rare metabolic conditions," Health Policy, Elsevier, vol. 89(3), pages 252-260, March.
  23. Haas, Marion & Ashton, Toni & Blum, Kerstin & Christiansen, Terkel & Conis, Elena & Crivelli, Luca & Lim, Meng Kin & Lisac, Melanie & MacAdam, Margaret & Schlette, Sophia, 2009. "Drugs, sex, money and power: An HPV vaccine case study," Health Policy, Elsevier, vol. 92(2-3), pages 288-295, October.
  24. Peter Buchen & Otto Konstandatos, 2009. "A New Approach to Pricing Double-Barrier Options with Arbitrary Payoffs and Exponential Boundaries," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(6), pages 497-515.
  25. Daniel Ackerberg & John Geweke & Jinyong Hahn, 2009. "Comments on "Convergence Properties of the Likelihood of Computed Dynamic Models"," Econometrica, Econometric Society, vol. 77(6), pages 2009-2017, November.
  26. Joan R. Rodgers & Peter Siminski & James Bishop, 2009. "Changes in Poverty Rates during the Howard Era," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 42(3), pages 300-320, September.
  27. Peter Siminski, 2009. "A Welfare Analysis of the Commonwealth Seniors Health Card," The Economic Record, The Economic Society of Australia, vol. 85(269), pages 164-180, June.
  28. Peter Siminski, 2009. "Do Government Benefits for High Income Retirees Encourage Saving?," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 12(3), pages 247-261.
  29. Rhee, S. Ghon & Wang, Jianxin, 2009. "Foreign institutional ownership and stock market liquidity: Evidence from Indonesia," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1312-1324, July.
  30. Wang, Jianxin & Yang, Minxian, 2009. "Asymmetric volatility in the foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 597-615, October.
  31. Chris Terry, 2009. "The new Basel Capital Accord: A major advance at a turbulent time," Agenda - A Journal of Policy Analysis and Reform, Australian National University, College of Business and Economics, School of Economics, vol. 16(1), pages 25-44.
  32. Rösch, Daniel & Scheule, Harald, 2009. "Credit rating impact on CDO evaluation," Global Finance Journal, Elsevier, vol. 19(3), pages 235-251.
  33. David Hensher & John Rose, 2009. "Toll product preferences and implications for alternative payment options and going cashless," Transportation, Springer, vol. 36(2), pages 131-145, March.
  34. Hensher, David A. & Rose, John M. & Ortúzar, Juan de Dios & Rizzi, Luis I., 2009. "Estimating the willingness to pay and value of risk reduction for car occupants in the road environment," Transportation Research Part A: Policy and Practice, Elsevier, vol. 43(7), pages 692-707, August.
  35. Bliemer, Michiel C.J. & Rose, John M. & Hensher, David A., 2009. "Efficient stated choice experiments for estimating nested logit models," Transportation Research Part B: Methodological, Elsevier, vol. 43(1), pages 19-35, January.
  36. Hensher, David A. & Rose, John M., 2009. "Simplifying choice through attribute preservation or non-attendance: Implications for willingness to pay," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 45(4), pages 583-590, July.
  37. Stephane Hess & John Rose, 2009. "Should Reference Alternatives in Pivot Design SC Surveys be Treated Differently?," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 42(3), pages 297-317, March.
  38. Hess, Stephane & Rose, John M., 2009. "Allowing for intra-respondent variations in coefficients estimated on repeated choice data," Transportation Research Part B: Methodological, Elsevier, vol. 43(6), pages 708-719, July.
  39. Rose, John M. & Hensher, David A. & Caussade, Sebastian & Ortúzar, Juan de Dios & Jou, Rong-Chang, 2009. "Identifying differences in willingness to pay due to dimensionality in stated choice experiments: a cross country analysis," Journal of Transport Geography, Elsevier, vol. 17(1), pages 21-29.
  40. Hafalir, Isa & Krishna, Vijay, 2009. "Revenue and efficiency effects of resale in first-price auctions," Journal of Mathematical Economics, Elsevier, vol. 45(9-10), pages 589-602, September.

2008

  1. Michelle C. Baddeley, 2008. "Structural Shifts In Uk Unemployment 1979–2005: The Twin Impacts Of Financial Deregulation And Computerization," Bulletin of Economic Research, Wiley Blackwell, vol. 60(2), pages 123-157, April.
  2. Goldbaum, David & Mizrach, Bruce, 2008. "Estimating the intensity of choice in a dynamic mutual fund allocation decision," Journal of Economic Dynamics and Control, Elsevier, vol. 32(12), pages 3866-3876, December.
  3. Goldbaum, David, 2008. "Coordinated investing with feedback and learning," Journal of Economic Behavior & Organization, Elsevier, vol. 65(2), pages 202-223, February.
  4. Pettway, Richard H. & Thosar, Satish & Walker, Scott, 2008. "Auctions versus book-built IPOs in Japan: A comparison of aftermarket volatility," Pacific-Basin Finance Journal, Elsevier, vol. 16(3), pages 224-235, June.
  5. Gordon Menzies & David Vines, 2008. "The Transfer Problem and Real Exchange Rate Overshooting in Financial Crises: The Role of the Debt Servicing Multiplier," Review of International Economics, Wiley Blackwell, vol. 16(4), pages 709-727, September.
  6. Menzies, Gordon Douglas, 2008. "Can HIPCs Use Hyper-Incentives?," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 4(1-2), pages 1-12.
  7. Wolfgang Hardle & Torsten Kleinow & Alexander Korostelev & Camille Logeay & Eckhard Platen, 2008. "Semiparametric diffusion estimation and application to a stock market index," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 81-92.
  8. Bruti-Liberati, Nicola & Martini, Filippo & Piccardi, Massimo & Platen, Eckhard, 2008. "A hardware generator of multi-point distributed random numbers for Monte Carlo simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 45-56.
  9. Shane M. Miller & Eckhard Platen, 2008. "Analytic Pricing Of Contingent Claims Under The Real-World Measure," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 11(08), pages 841-867.
  10. Peter Docherty, 2008. "Basel II and the Political Economy of Banking Regulation-Monetary Policy Interaction," International Journal of Political Economy, Taylor & Francis Journals, vol. 37(2), pages 82-106.
  11. Gerhard van de Venter & David Michayluk, 2008. "An Insight into Overconfidence in the Forecasting Abilities of Financial Advisors," Australian Journal of Management, Australian School of Business, vol. 32(3), pages 545-557, March.
  12. Coltman, Tim & Devinney, Timothy M. & Midgley, David F. & Venaik, Sunil, 2008. "Formative versus reflective measurement models: Two applications of formative measurement," Journal of Business Research, Elsevier, vol. 61(12), pages 1250-1262, December.
  13. Chen, Pu & Hsiao, Chih-Ying, 2008. "What happens to Japan if China catches a cold?: A causal analysis of Chinese growth and Japanese growth," Japan and the World Economy, Elsevier, vol. 20(4), pages 622-638, December.
  14. Lin, Bing-Xuan & Michayluk, David & Oppenheimer, Henry R. & Reid, Sean F., 2008. "Hubris amongst Japanese bidders," Pacific-Basin Finance Journal, Elsevier, vol. 16(1-2), pages 121-159, January.
  15. David Michayluk, 2008. "The rise and fall of single-letter ticker symbols," Business History, Taylor & Francis Journals, vol. 50(3), pages 368-385.
  16. David Michayluk & Laurie Prather, 2008. "A Liquidity Motivated Algorithm for Discerning Trade Direction," Multinational Finance Journal, Multinational Finance Journal, vol. 12(1-2), pages 45-66, March-Jun.
  17. David Michayluk & Karyn Neuhauser, 2008. "Is Liquidity Symmetric? A Study of Newly Listed Internet and Technology Stocks," International Review of Finance, International Review of Finance Ltd., vol. 8(3‐4), pages 159-178, September.
  18. Scott J. Savage & Donald M. Waldman, 2008. "Learning and fatigue during choice experiments: a comparison of online and mail survey modes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(3), pages 351-371.
  19. Mikhail Anufriev, 2008. "Wealth-driven competition in a speculative financial market: examples with maximizing agents," Quantitative Finance, Taylor & Francis Journals, vol. 8(4), pages 363-380.
  20. Van Doorslaer, Eddy & Clarke, Philip & Savage, Elizabeth & Hall, Jane, 2008. "Horizontal inequities in Australia's mixed public/private health care system," Health Policy, Elsevier, vol. 86(1), pages 97-108, April.
  21. Randall Ellis & Elizabeth Savage, 2008. "Run for cover now or later? The impact of premiums, threats and deadlines on private health insurance in Australia," International Journal of Health Economics and Management, Springer, vol. 8(4), pages 257-277, December.
  22. Glenn Jones & Elizabeth Savage & Kees Van Gool, 2008. "The Distribution of Household Health Expenditures in Australia," The Economic Record, The Economic Society of Australia, vol. 84(s1), pages 99-114, September.
  23. Radhakrishnan, Muralikrishnan & van Gool, Kees & Hall, Jane & Delatycki, Martin & Massie, John, 2008. "Economic evaluation of cystic fibrosis screening: A review of the literature," Health Policy, Elsevier, vol. 85(2), pages 133-147, February.
  24. Di Guilmi, C. & Gallegati, M. & Landini, S., 2008. "Economic dynamics with financial fragility and mean-field interaction: A model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3852-3861.
  25. D. Delli Gatti & C. Di Guilmi & M. Gallegati & E. Gaffeo & G. Giulioni & A. Palestrini, 2008. "Scaling Laws In The Macroeconomy," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(01), pages 131-138.
  26. Simone Landini & Corrado Di Guilmi & Mauro Gallegati, 2008. "A Maxent Model For Macroscenario Analysis," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 11(05), pages 719-744.
  27. Mikael Elhouar, 2008. "Finite-dimensional Realizations of Regime-switching HJM Models," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 331-354.
  28. Hans-Peter Bermin & Peter Buchen & Otto Konstandatos, 2008. "Two Exotic Lookback Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 15(4), pages 387-402.
  29. Peter Siminski, 2008. "Order Effects in Batteries of Questions," Quality & Quantity: International Journal of Methodology, Springer, vol. 42(4), pages 477-490, August.
  30. Giuliano Iannotta & Marco Navone, 2008. "Which Factors Affect Bond Underwriting Fees? The Role of Banking Relationships," European Financial Management, European Financial Management Association, vol. 14(5), pages 944-961, November.
  31. Junji Xiao, 2008. "Technological advances in digital cameras: Welfare analysis on easy-to-use characteristics," Marketing Letters, Springer, vol. 19(2), pages 171-181, June.
  32. Xiao, Junji, 2008. "Markov Perfect Equilibrium in the US digital camera market," International Journal of Industrial Organization, Elsevier, vol. 26(5), pages 1233-1249, September.
  33. Esther M. Girsberger Seelaus, 2008. "Läuft die US-Konjunktur der Wirtschaftsentwicklung in Europa voraus?," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 2(4), pages 45-56, December.
  34. Adeline Delavande, 2008. "Pill, Patch, Or Shot? Subjective Expectations And Birth Control Choice," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(3), pages 999-1042, August.
  35. Adeline Delavande, 2008. "Measuring revisions to subjective expectations," Journal of Risk and Uncertainty, Springer, vol. 36(1), pages 43-82, February.
  36. Currie, Graham & Rose, John, 2008. "Growing patronage - Challenges and what has been found to work," Research in Transportation Economics, Elsevier, vol. 22(1), pages 5-11, January.
  37. David A. Hensher & John M. Rose & Ian Black, 2008. "Interactive Agency Choice in Automobile Purchase Decisions: The Role of Negotiation in Determining Equilibrium Choice Outcomes," Journal of Transport Economics and Policy, University of Bath, vol. 42(2), pages 269-296, May.
  38. Scarpa, Riccardo & Rose, John M., 2008. "Design efficiency for non-market valuation with choice modelling: how to measure it, what to report and why," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 52(3), pages 1-30.
  39. Rose, John M. & Bliemer, Michiel C.J. & Hensher, David A. & Collins, Andrew T., 2008. "Designing efficient stated choice experiments in the presence of reference alternatives," Transportation Research Part B: Methodological, Elsevier, vol. 42(4), pages 395-406, May.
  40. John M. Rose & Michiel C. J. Bliemer, 2008. "Constructing Efficient Stated Choice Experimental Designs," Transport Reviews, Taylor & Francis Journals, vol. 29(5), pages 587-617, October.
  41. Hess, Stephane & Rose, John M. & Hensher, David A., 2008. "Asymmetric preference formation in willingness to pay estimates in discrete choice models," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 44(5), pages 847-863, September.
  42. Hensher, David A. & Rose, John M. & Greene, William H., 2008. "Combining RP and SP data: biases in using the nested logit ‘trick’ – contrasts with flexible mixed logit incorporating panel and scale effects," Journal of Transport Geography, Elsevier, vol. 16(2), pages 126-133.
  43. Isa Hafalir & Vijay Krishna, 2008. "Asymmetric Auctions with Resale," American Economic Review, American Economic Association, vol. 98(1), pages 87-112, March.
  44. Kathleen Walsh & David Tan, 2008. "Monetary Policy Surprises and the Bank Bill Term Premium," Australian Journal of Management, Australian School of Business, vol. 33(2), pages 231-260, December.

2007

  1. Philip Arestis & Michelle Baddeley & Malcolm Sawyer, 2007. "The Relationship Between Capital Stock, Unemployment And Wages In Nine Emu Countries," Bulletin of Economic Research, Wiley Blackwell, vol. 59(2), pages 125-148, April.
  2. Amisano, Gianni & Giacomini, Raffaella, 2007. "Comparing Density Forecasts via Weighted Likelihood Ratio Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 25, pages 177-190, April.
  3. Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlogl, 2007. "A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(5), pages 365-399.
  4. Carl Chiarella & Christina Nikitopoulos Sklibosios & Erik Schlögl, 2007. "A Markovian Defaultable Term Structure Model With State Dependent Volatilities," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(01), pages 155-202.
  5. Nicola Bruti-Liberati & Eckhard Platen, 2007. "Approximation of jump diffusions in finance and economics," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 283-312, May.
  6. Eckhard Platen & Wolfgang Runggaldier, 2007. "A Benchmark Approach to Portfolio Optimization under Partial Information," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(1), pages 25-43, March.
  7. Morten Mosegaard Christensen & Eckhard Platen, 2007. "Sharpe Ratio Maximization And Expected Utility When Asset Prices Have Jumps," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 10(08), pages 1339-1364.
  8. Perry, L J, 2007. "Ignoring the Evidence: Comments on the Debate on Antipodean Neoliberal Workplace Reform and Labour Productivity," Australian Bulletin of Labour, National Institute of Labour Studies, vol. 33(1), pages 89-105.
  9. Colwell, David & El-Hassan, Nadima & Kang Kwon, Oh, 2007. "Hedging diffusion processes by local risk minimization with applications to index tracking," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2135-2151, July.
  10. Ron Bird & Anthony D. Hall & Francesco Momentè & Francesco Reggiani, 2007. "What Corporate Social Responsibility Activities are Valued by the Market?," Journal of Business Ethics, Springer, vol. 76(2), pages 189-206, December.
  11. Ron Bird & Lorenzo Casavecchia, 2007. "Sentiment and Financial Health Indicators for Value and Growth Stocks: The European Experience," The European Journal of Finance, Taylor & Francis Journals, vol. 13(8), pages 769-793.
  12. Ron Bird & Lorenzo Casavecchia, 2007. "Value enhancement using momentum indicators: the European experience," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 3(3), pages 229-262, July.
  13. Peter J Buckley & Timothy M Devinney & Jordan J Louviere, 2007. "Do managers behave the way theory suggests? A choice-theoretic examination of foreign direct investment location decision-making," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 38(7), pages 1069-1094, December.
  14. Pat Auger & Timothy Devinney & Jordan Louviere, 2007. "Using Best–Worst Scaling Methodology to Investigate Consumer Ethical Beliefs Across Countries," Journal of Business Ethics, Springer, vol. 70(3), pages 299-326, February.
  15. Pat Auger & Timothy Devinney, 2007. "Do What Consumers Say Matter? The Misalignment of Preferences with Unconstrained Ethical Intentions," Journal of Business Ethics, Springer, vol. 76(4), pages 361-383, December.
  16. Carl Chiarella & Chih-Ying Hsiao & Willi Semmler, 2007. "Intertemporal asset allocation when the underlying factors are unobservable," Computational Economics, Springer;Society for Computational Economics, vol. 29(3), pages 383-418, May.
  17. Chen, Pu & Chihying, Hsiao, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-43.
  18. Mathew, Prem G. & Michayluk, David & Kofman, Paul, 2007. "Are foreign issuers complying with Regulation Fair Disclosure?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 246-260, July.
  19. Kees Gool & Gisselle Gallego & Marion Haas & Rosalie Viney & Jane Hall & Robyn Ward, 2007. "Economic Evidence at the Local Level," PharmacoEconomics, Springer, vol. 25(12), pages 1055-1062, December.
  20. Madeleine T. King & Jane Hall & Emily Lancsar & Denzil Fiebig & Ishrat Hossain & Jordan Louviere & Helen K. Reddel & Christine R. Jenkins, 2007. "Patient preferences for managing asthma: results from a discrete choice experiment," Health Economics, John Wiley & Sons, Ltd., vol. 16(7), pages 703-717, July.
  21. Gatti, Domenico Delli & Di Guilmi, Corrado & Gallegati, Mauro & Giulioni, Gianfranco, 2007. "Financial Fragility, Industrial Dynamics, And Business Fluctuations In An Agent-Based Model," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 62-79, November.
  22. Richard Norman & D. Evans & Douglas Easton & Kenneth Young, 2007. "The cost-utility of magnetic resonance imaging for breast cancer in BRCA1 mutation carriers aged 30–49," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), vol. 8(2), pages 137-144, June.
  23. John Geweke, 2007. "Bayesian Model Comparison and Validation," American Economic Review, American Economic Association, vol. 97(2), pages 60-64, May.
  24. Geweke, John & Groenen, Patrick J.F. & Paap, Richard & van Dijk, Herman K., 2007. "Computational techniques for applied econometric analysis of macroeconomic and financial processes," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3506-3508, April.
  25. Geweke, John, 2007. "Interpretation and inference in mixture models: Simple MCMC works," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3529-3550, April.
  26. Geweke, John & Keane, Michael, 2007. "Smoothly mixing regressions," Journal of Econometrics, Elsevier, vol. 138(1), pages 252-290, May.
  27. John Geweke, 2007. "Comment," Econometric Reviews, Taylor & Francis Journals, vol. 26(2-4), pages 193-200.
  28. Jianxin Wang, 2007. "Foreign Ownership and Volatility Dynamics of Indonesian Stocks," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 14(3), pages 201-210, September.
  29. Carpenter, Andrew & Wang, Jianxin, 2007. "Herding and the information content of trades in the Australian dollar market," Pacific-Basin Finance Journal, Elsevier, vol. 15(2), pages 173-194, April.
  30. Wang, Jianxin, 2007. "Foreign equity trading and emerging market volatility: Evidence from Indonesia and Thailand," Journal of Development Economics, Elsevier, vol. 84(2), pages 798-811, November.
  31. James McCulloch, 2007. "Relative volume as a doubly stochastic binomial point process," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 55-62.
  32. XIAO Junji, 2007. "A method for analyzing strategic product launch," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, vol. 2(3), pages 458-464, September.
  33. Hensher, David A. & Rose, John & Bertoia, Tony, 2007. "The implications on willingness to pay of a stochastic treatment of attribute processing in stated choice studies," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 43(2), pages 73-89, March.
  34. David Hensher & Sean Puckett & John Rose, 2007. "Extending stated choice analysis to recognise agent-specific attribute endogeneity in bilateral group negotiation and choice: a think piece," Transportation, Springer, vol. 34(6), pages 667-679, November.
  35. Hensher, David A. & Rose, John M., 2007. "Development of commuter and non-commuter mode choice models for the assessment of new public transport infrastructure projects: A case study," Transportation Research Part A: Policy and Practice, Elsevier, vol. 41(5), pages 428-443, June.
  36. Sean Puckett & David Hensher & John Rose & Andrew Collins, 2007. "Design and development of a stated choice experiment for interdependent agents: accounting for interactions between buyers and sellers of urban freight services," Transportation, Springer, vol. 34(4), pages 429-451, July.
  37. Hensher, David A. & Puckett, Sean M. & Rose, John M., 2007. "Agency decision making in freight distribution chains: Establishing a parsimonious empirical framework from alternative behavioural structures," Transportation Research Part B: Methodological, Elsevier, vol. 41(9), pages 924-949, November.
  38. Hafalir, Isa E., 2007. "Efficiency in coalition games with externalities," Games and Economic Behavior, Elsevier, vol. 61(2), pages 242-258, November.

2006

  1. Michelle Baddeley, 2006. "Behind the black box: a survey of real-world investment appraisal approaches," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 33(5), pages 329-350, December.
  2. Michelle Baddeley, 2006. "Convergence or Divergence? The Impacts of Globalisation on Growth and Inequality in Less Developed Countries," International Review of Applied Economics, Taylor & Francis Journals, vol. 20(3), pages 391-410.
  3. Michelle Baddeley & Kirsty McNay & Robert Cassen, 2006. "Divergence in India: Income differentials at the state level, 1970-97," Journal of Development Studies, Taylor & Francis Journals, vol. 42(6), pages 1000-1022.
  4. Goldbaum, David, 2006. "Self-organization and the persistence of noise in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1837-1855.
  5. Menzies, Gordon Douglas, 2006. "Debt and Aid, War and Peace: Policy Tradeoffs in Conflict-affected Countries," Review of Applied Economics, Lincoln University, Department of Financial and Business Systems, vol. 2(2), pages 1-11.
  6. Bruti-Liberati Nicola & Nikitopoulos-Sklibosios Christina & Platen Eckhard, 2006. "First Order Strong Approximations of Jump Diffusions," Monte Carlo Methods and Applications, De Gruyter, vol. 12(3), pages 191-209, October.
  7. Kevin Fergusson & Eckhard Platen, 2006. "On the Distributional Characterization of Daily Log-Returns of a World Stock Index," Applied Mathematical Finance, Taylor & Francis Journals, vol. 13(1), pages 19-38.
  8. David Heath & Eckhard Platen, 2006. "Local volatility function models under a benchmark approach," Quantitative Finance, Taylor & Francis Journals, vol. 6(3), pages 197-206.
  9. Eckhard Platen, 2006. "A Benchmark Approach To Finance," Mathematical Finance, Wiley Blackwell, vol. 16(1), pages 131-151, January.
  10. Platen, Eckhard, 2006. "Portfolio selection and asset pricing under a benchmark approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 23-29.
  11. Eckhard Platen, 2006. "A benchmark approach to asset management," Journal of Asset Management, Palgrave Macmillan, vol. 6(6), pages 390-405, March.
  12. Jock Collins, 2006. "The Changing Political Economy Of Australian Immigration," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 97(1), pages 7-16, February.
  13. Perry, L J, 2006. "Labour Market Reforms and Lockouts in New Zealand," Australian Bulletin of Labour, National Institute of Labour Studies, vol. 32(4), pages 401-420.
  14. Perry, L J, 2006. "Lockouts and Strikes: Some Comments on the Experience of India and Australia," Australian Bulletin of Labour, National Institute of Labour Studies, vol. 32(1), pages 74-102.
  15. Perry, L J, 2006. "Alternative Sources of Welfare," Australian Bulletin of Labour, National Institute of Labour Studies, vol. 32(3), pages 280-294.
  16. L. J. Perry, 2006. "New Zealand Lessons For Australian Workplace Reform: A Critique Of 151 Academics," Economic Papers, The Economic Society of Australia, vol. 25(4), pages 378-395, December.
  17. L. J. Perry, 2006. "Productivity And Industrial Disputes: A Note On The Cole Royal Commission," Economic Papers, The Economic Society of Australia, vol. 25(3), pages 284-294, September.
  18. Ron Bird & Richard Gerlach, 2006. "A Bayesian Model Averaging Approach to Enhance Value Investment," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 5(2), pages 111-127, August.
  19. Sarah Azzi & Ron Bird & Paolo Ghiringhelli & Emanuele Rossi, 2006. "Biases and information in analysts' recommendations: The European experience," Journal of Asset Management, Palgrave Macmillan, vol. 6(5), pages 345-380, January.
  20. Carl Chiarella & Chih-Ying Hsiao, 2006. "The Impact of Short-Sale Constraints on Asset Allocation Strategies via the Backward Markov Chain Approximation Method," Computational Economics, Springer;Society for Computational Economics, vol. 28(2), pages 113-137, September.
  21. David Michayluk & Karyn L. Neuhauser, 2006. "Investor Overreaction During Market Declines: Evidence From The 1997 Asian Financial Crisis," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(2), pages 217-234, June.
  22. David Michayluk & Gary C. Sanger, 2006. "Day‐End Effect On The Paris Bourse," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 29(1), pages 131-146, March.
  23. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.
  24. Rod O'Donnell, 2006. "Keynes's Principles of Writing (Innovative) Economics," The Economic Record, The Economic Society of Australia, vol. 82(259), pages 396-407, December.
  25. Rochelle Belkar & Denzil G. Fiebig & Marion Haas & Rosalie Viney, 2006. "Why worry about awareness in choice problems? Econometric analysis of screening for cervical cancer," Health Economics, John Wiley & Sons, Ltd., vol. 15(1), pages 33-47, January.
  26. Hall, Jane & Fiebig, Denzil G. & King, Madeleine T. & Hossain, Ishrat & Louviere, Jordan J., 2006. "What influences participation in genetic carrier testing?: Results from a discrete choice experiment," Journal of Health Economics, Elsevier, vol. 25(3), pages 520-537, May.
  27. Abrantes-Metz, Rosa M. & Froeb, Luke M. & Geweke, John & Taylor, Christopher T., 2006. "A variance screen for collusion," International Journal of Industrial Organization, Elsevier, vol. 24(3), pages 467-486, May.
  28. Henker, Thomas & Wang, Jian-Xin, 2006. "On the importance of timing specifications in market microstructure research," Journal of Financial Markets, Elsevier, vol. 9(2), pages 162-179, May.
  29. Denise Doiron & Glenn Jones, 2006. "Nurses' Retention and Hospital Characteristics in New South Wales," The Economic Record, The Economic Society of Australia, vol. 82(256), pages 11-29, March.
  30. John Rose & Iain Black, 2006. "Means matter, but variance matter too: Decomposing response latency influences on variance heterogeneity in stated preference experiments," Marketing Letters, Springer, vol. 17(4), pages 295-310, December.
  31. Greene, William H. & Hensher, David A. & Rose, John, 2006. "Accounting for heterogeneity in the variance of unobserved effects in mixed logit models," Transportation Research Part B: Methodological, Elsevier, vol. 40(1), pages 75-92, January.
  32. David A Hensher & William H Greene & John M Rose, 2006. "Deriving Willingness-to-Pay Estimates of Travel-Time Savings from Individual-Based Parameters," Environment and Planning A, , vol. 38(12), pages 2365-2376, December.
  33. Kathleen D. Walsh, 2006. "Is the Ex Ante Risk Premium Always Positive? Further Evidence," Australian Journal of Management, Australian School of Business, vol. 31(1), pages 93-113, June.

2005

  1. Baddeley, Michelle, 2005. "J. E. King (Ed.) The Elgar Companion to Post Keynesian Economics (Northampton, MA, USA. and Cheltenham, UK: Edward Elgar Publishing, 2003), pp. xiii, 405, $169, ISBN 1-84064-630-6," Journal of the History of Economic Thought, Cambridge University Press, vol. 27(3), pages 348-351, September.
  2. Goldbaum, David, 2005. "Market efficiency and learning in an endogenously unstable environment," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 953-978, May.
  3. Nikola Dvornak & Marion Kohler & Gordon Menzies, 2005. "Australia's Medium‐Run Exchange Rate: A Macroeconomic Balance Approach," The Economic Record, The Economic Society of Australia, vol. 81(253), pages 101-112, June.
  4. Gordon D. Menzies, 2005. "Who'S Afraid Of The Marshall-Lerner Condition?," Economic Papers, The Economic Society of Australia, vol. 24(4), pages 309-315, December.
  5. Christopher Bajada, 2005. "Unemployment and the underground economy in Australia," Applied Economics, Taylor & Francis Journals, vol. 37(2), pages 177-189.
  6. Christopher Bajada & Friedrich Schneider, 2005. "The Shadow Economies Of The Asia‐Pacific," Pacific Economic Review, Wiley Blackwell, vol. 10(3), pages 379-401, October.
  7. Eckhard Platen, 2005. "On The Role Of The Growth Optimal Portfolio In Finance," Australian Economic Papers, Wiley Blackwell, vol. 44(4), pages 365-388, December.
  8. Wolfgang Breymann & Leah Kelly & Eckhard Platen, 2005. "Intraday Empirical Analysis and Modeling of Diversified World Stock Indices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 12(1), pages 1-28, March.
  9. Carl Chiarella & Eckhard Platen, 2005. "Editorials," Quantitative Finance, Taylor & Francis Journals, vol. 5(3), pages 235-235.
  10. Eckhard Platen, 2005. "An Alternative Interest Rate Term Structure Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(06), pages 717-735.
  11. David Heath & Eckhard Platen, 2005. "Currency Derivatives Under A Minimal Market Model With Random Scaling," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 8(08), pages 1157-1177.
  12. L.J. Perry & Patrick J. Wilson, 2005. "The Decline of Seasonality in Australian Quarterly Aggregate Strike Statistics: 1983-2003," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 8(1), pages 43-71, March.
  13. L. J. Perry, 2005. "A Long-Term Perspective On Industrial Disputes In Australia: 1913–2003," Economic Papers, The Economic Society of Australia, vol. 24(3), pages 263-279, September.
  14. Perry, LJ, 2005. "The Return of the Lockout," Australian Bulletin of Labour, National Institute of Labour Studies, vol. 31(1), pages 33-39.
  15. Azzi, Sarah & Bird, Ron, 2005. "Prophets during boom and gloom downunder," Global Finance Journal, Elsevier, vol. 15(3), pages 337-367, February.
  16. Ron Bird & Xue-Zhong (Tony) He & Satish Thosar & Paul Woolley, 2005. "The case for market inefficiency: Investment style and market pricing," Journal of Asset Management, Palgrave Macmillan, vol. 5(6), pages 365-388, April.
  17. Sunil Venaik & David F Midgley & Timothy M Devinney, 2005. "Dual paths to performance: the impact of global pressures on MNC subsidiary conduct and performance," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 36(6), pages 655-675, November.
  18. William Bertin & Paul Kofman & Professor David Michayluk & Laurie Prather, 2005. "Intraday REIT Liquidity," Journal of Real Estate Research, American Real Estate Society, vol. 27(2), pages 155-176.
  19. Jordan Louviere & Kenneth Train & Moshe Ben-Akiva & Chandra Bhat & David Brownstone & Trudy Cameron & Richard Carson & J. Deshazo & Denzil Fiebig & William Greene & David Hensher & Donald Waldman, 2005. "Recent Progress on Endogeneity in Choice Modeling," Marketing Letters, Springer, vol. 16(3), pages 255-265, December.
  20. Savage, Scott J. & Waldman, Donald, 2005. "Broadband Internet access, awareness, and use: Analysis of United States household data," Telecommunications Policy, Elsevier, vol. 29(8), pages 615-633, September.
  21. Rosalie Viney & Elizabeth Savage & Jordan Louviere, 2005. "Empirical investigation of experimental design properties of discrete choice experiments in health care," Health Economics, John Wiley & Sons, Ltd., vol. 14(4), pages 349-362, April.
  22. Jane Hall, 2005. "The politics of medicare: who gets what, when and how by GWENDOLYN GRAY. UNSW Press, Australia, 2004. No. of pages: 111. ISBN 0‐86840‐703‐8," Health Economics, John Wiley & Sons, Ltd., vol. 14(8), pages 869-870, August.
  23. Di Guilmi, C. & Gaffeo, E. & Gallegati, M. & Palestrini, A., 2005. "International Evidence on Business Cycle Magnitude Dependence: An Analyisis of 16 Industrialized Countries, 1881-2000," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 2(1), pages 5-16.
  24. Gatti, Domenico Delli & Guilmi, Corrado Di & Gaffeo, Edoardo & Giulioni, Gianfranco & Gallegati, Mauro & Palestrini, Antonio, 2005. "A new approach to business fluctuations: heterogeneous interacting agents, scaling laws and financial fragility," Journal of Economic Behavior & Organization, Elsevier, vol. 56(4), pages 489-512, April.
  25. Peter Buchen & Otto Konstandatos, 2005. "A New Method Of Pricing Lookback Options," Mathematical Finance, Wiley Blackwell, vol. 15(2), pages 245-259, April.
  26. Peter Saunders & Peter Siminski, 2005. "Home Ownership And Inequality: Imputed Rent And Income Distribution In Australia," Economic Papers, The Economic Society of Australia, vol. 24(4), pages 346-367, December.
  27. Rose, John M. & Hensher, David A. & Greene, William H., 2005. "Recovering costs through price and service differentiation: Accounting for exogenous information on attribute processing strategies in airline choice," Journal of Air Transport Management, Elsevier, vol. 11(6), pages 400-407.
  28. David Hensher & John Rose & William Greene, 2005. "The implications on willingness to pay of respondents ignoring specific attributes," Transportation, Springer, vol. 32(3), pages 203-222, May.
  29. Ron Guido & Kathleen Walsh, 2005. "Bond Term Premium Analysis in the Presence of Multiple Regimes," International Review of Finance, International Review of Finance Ltd., vol. 5(1‐2), pages 31-54, March.

2004

  1. Michelle Catherine Baddeley, 2004. "Are Tourists Willing to Pay for Aesthetic Quality? An Empirical Assessment from Krabi Province, Thailand," Tourism Economics, , vol. 10(1), pages 45-61, March.
  2. Susumu Imai & Michael P. Keane, 2004. "Intertemporal Labor Supply and Human Capital Accumulation," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(2), pages 601-641, May.
  3. Susumu Imai & Kala Krishna, 2004. "Employment, Deterrence, And Crime In A Dynamic Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(3), pages 845-872, August.
  4. Gianni Amisano & Alessandra Del Boca, 2004. "Profit related pay in Italy," International Journal of Manpower, Emerald Group Publishing Limited, vol. 25(5), pages 463-478, July.
  5. Menzies, Gordon Douglas, 2004. "First-best debt relief," Economics Letters, Elsevier, vol. 82(3), pages 301-306, March.
  6. Menzies, Gordon, 2004. "Money to burn, or melt? A cost-benefit analysis of Australian polymer banknotes," The North American Journal of Economics and Finance, Elsevier, vol. 15(3), pages 355-368, December.
  7. David Heath & Eckhard Platen, 2004. "Understanding the Implied Volatility Surface for Options on a Diversified Index," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 55-77, March.
  8. Eckhard Platen, 2004. "Diversified Portfolios with Jumps in a Benchmark Framework," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 1-22, March.
  9. Eckhard Platen & Jason West, 2004. "A Fair Pricing Approach to Weather Derivatives," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 23-53, March.
  10. Shane Miller & Eckhard Platen, 2004. "A Two-Factor Model for Low Interest Rate Regimes," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 107-133, March.
  11. Eckhard Platen & Wolfgang Runggaldier, 2004. "A Benchmark Approach to Filtering in Finance," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 11(1), pages 79-105, March.
  12. Eckhard Platen, 2004. "Modeling The Volatility And Expected Value Of A Diversified World Index," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 7(04), pages 511-529.
  13. Patrick J. Wilson & L.J. Perry, 2004. "Forecasting Australian Unemployment Rates using Spectral Analysis," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 7(4), pages 459-480, December.
  14. Perry, L, 2004. "Comments on the Decline in Strikes in Australia," Australian Bulletin of Labour, National Institute of Labour Studies, vol. 30(2), pages 134-148.
  15. Ron Bird & Jonathan Whitaker, 2004. "The performance of value and momentum investment portfolios: Recent experience in the major European markets Part 2," Journal of Asset Management, Palgrave Macmillan, vol. 5(3), pages 157-175, October.
  16. John L. Glascock & David Michayluk & Karyn Neuhauser, 2004. "The Riskiness of REITs Surrounding the October 1997 Stock Market Decline," The Journal of Real Estate Finance and Economics, Springer, vol. 28(4), pages 339-354, May.
  17. Savage Scott J. & Waldman Donald M., 2004. "United States Demand for Internet Access," Review of Network Economics, De Gruyter, vol. 3(3), pages 1-20, September.
  18. Emily Lancsar & Elizabeth Savage, 2004. "Deriving welfare measures from discrete choice experiments: inconsistency between current methods and random utility and welfare theory," Health Economics, John Wiley & Sons, Ltd., vol. 13(9), pages 901-907, September.
  19. Emily Lancsar & Elizabeth Savage, 2004. "Deriving welfare measures from discrete choice experiments: a response to Ryan and Santos Silva," Health Economics, John Wiley & Sons, Ltd., vol. 13(9), pages 919-924, September.
  20. Hall, Jane & Viney, Rosalie & Haas, Marion & Louviere, Jordan, 2004. "Using stated preference discrete choice modeling to evaluate health care programs," Journal of Business Research, Elsevier, vol. 57(9), pages 1026-1032, September.
  21. Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004. "Empirical results on the size distribution of business cycle phases," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 325-334.
  22. Fujiwara, Yoshi & Di Guilmi, Corrado & Aoyama, Hideaki & Gallegati, Mauro & Souma, Wataru, 2004. "Do Pareto–Zipf and Gibrat laws hold true? An analysis with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 335(1), pages 197-216.
  23. Fujiwara, Yoshi & Aoyama, Hideaki & Di Guilmi, Corrado & Souma, Wataru & Gallegati, Mauro, 2004. "Gibrat and Pareto–Zipf revisited with European firms," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 112-116.
  24. Delli Gatti, Domenico & Di Guilmi, Corrado & Gaffeo, Edoardo & Gallegati, Mauro, 2004. "Bankruptcy as an exit mechanism for systems with a variable number of components," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 8-13.
  25. Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004. "Business Cycle Fluctuations And Firms' Size Distribution Dynamics," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 223-240.
  26. Marian Shanahan & Emily Lancsar & Marion Haas & Bronwyn Lind & Don Weatherburn & Shuling Chen, 2004. "Cost-Effectiveness Analysis of the New South Wales Adult Drug Court Program," Evaluation Review, , vol. 28(1), pages 3-27, February.
  27. John Geweke, 2004. "Getting It Right: Joint Distribution Tests of Posterior Simulators," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 799-804, January.
  28. Rose, J. & Hensher, D. A., 2004. "Modelling agent interdependency in group decision making," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 40(1), pages 63-79, January.

2003

  1. Tülin Erdem & Susumu Imai & Michael Keane, 2003. "Brand and Quantity Choice Dynamics Under Price Uncertainty," Quantitative Marketing and Economics (QME), Springer, vol. 1(1), pages 5-64, March.
  2. Gianni Amisano & Massimiliano Serati, 2003. "What goes up sometimes stays up: shocks and institutions as determinants of unemployment persistence," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(4), pages 440-470, September.
  3. Amisano, Gianni, 2003. "Bayesian inference in cointegrated systems," Research in Economics, Elsevier, vol. 57(4), pages 287-314, December.
  4. David Goldbaum, 2003. "Profitable technical trading rules as a source of price instability," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 220-229.
  5. Carl Chiarella & Christina Sklibosios, 2003. "A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 10(2), pages 87-127, September.
  6. Christopher Bajada, 2003. "Business Cycle Properties of the Legitimate and Underground Economy in Australia," The Economic Record, The Economic Society of Australia, vol. 79(247), pages 397-411, December.
  7. David Heath & Eckhard Platen, 2003. "Pricing of index options under a minimal market model with log-normal scaling," Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 442-450.
  8. Eckhard Platen & Gerhard Stahl, 2003. "A Structure for General and Specific Market Risk," Computational Statistics, Springer, vol. 18(3), pages 355-373, September.
  9. Bühlmann, Hans & Platen, Eckhard, 2003. "A Discrete Time Benchmark Approach for Insurance and Finance," ASTIN Bulletin, Cambridge University Press, vol. 33(2), pages 153-172, November.
  10. Jock Collins, 2003. "Cultural diversity and entrepreneurship: policy responses to immigrant entrepreneurs in Australia," Entrepreneurship & Regional Development, Taylor & Francis Journals, vol. 15(2), pages 137-149, January.
  11. Carl Chiarella & Mark Craddock & Nadima El-Hassan, 2003. "An Implementation of Bouchouev's Method for a Short Time Calibration of Option Pricing Models," Computational Economics, Springer;Society for Computational Economics, vol. 22(2), pages 113-138, October.
  12. Nadima El-Hassan & Paul Kofman, 2003. "Tracking Error and Active Portfolio Management," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 183-207, September.
  13. Ron Bird & Jonathan Whitaker, 2003. "The performance of value and momentum investment portfolios: Recent experience in the major European markets," Journal of Asset Management, Palgrave Macmillan, vol. 4(4), pages 221-246, December.
  14. Paul Woolley & Ron Bird, 2003. "Economic implications of passive investing," Journal of Asset Management, Palgrave Macmillan, vol. 3(4), pages 303-312, March.
  15. Tiffany Hutcheson, 2003. "Exchange Rate Movements As Explained By Dealers," Economic Papers, The Economic Society of Australia, vol. 22(3), pages 35-46, September.
  16. McDonald, Cynthia G. & Michayluk, David, 2003. "Suspicious trading halts," Journal of Multinational Financial Management, Elsevier, vol. 13(3), pages 251-263, July.
  17. Savage, Elizabeth & Wright, Donald J., 2003. "Moral hazard and adverse selection in Australian private hospitals: 1989-1990," Journal of Health Economics, Elsevier, vol. 22(3), pages 331-359, May.
  18. Corrado Di Guilmi & Mauro Gallegati & Edoardo Gaffeo, 2003. "Power Law Scaling in the World Income Distribution," Economics Bulletin, AccessEcon, vol. 15(6), pages 1-7.
  19. Kyoji Fukao & Tsutomu Miyagawa & Hiroki Kawai & Tomohiko Inui & Ximing Yue & Yoshinobu Okumoto & Masakatu Nakamura & Masahide Hayashida & Kazuyoshi Nakata & Kensho Hashikawa & Naoki Okumura & Yukako M, 2003. "Sectoral Productivity and Economic Gwowth in Japan : 1970-98 (in Japanese)," Economic Analysis, Economic and Social Research Institute (ESRI), vol. 170, pages 3-415, June.
  20. Durham, Garland & Geweke, John, 2003. "Iterative and Recursive Estimation in Structural Nonadaptive Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 490-492, October.
  21. John Geweke & Gautam Gowrisankaran & Robert J. Town, 2003. "Bayesian Inference for Hospital Quality in a Selection Model," Econometrica, Econometric Society, vol. 71(4), pages 1215-1238, July.
  22. Geweke, John, 2003. "Econometric issues in using the AHEAD panel," Journal of Econometrics, Elsevier, vol. 112(1), pages 115-120, January.
  23. Peter Siminski & Peter Saunders & Bruce Bradbury, 2003. "Reviewing the Intertemporal Consistency of ABS Household Income Data through Comparisons with External Aggregates," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 36(3), pages 333-349, September.

2002

  1. Michelle Catherine Baddeley, 2002. "Investment in an Uncertain World," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 5(2), pages 1-21, November.
  2. Erik Schlögl, 2002. "A multicurrency extension of the lognormal interest rate Market Models," Finance and Stochastics, Springer, vol. 6(2), pages 173-196.
  3. Christopher Bajada, 2002. "The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 35(3), pages 276-286, September.
  4. Christopher Bajada, 2002. "Estimating The Uses Of Currency In Australia," Economic Papers, The Economic Society of Australia, vol. 21(3), pages 14-30, September.
  5. Christopher Bajada, 2002. "How Reliable are the Estimates of the Underground Economy?," Economics Bulletin, AccessEcon, vol. 3(14), pages 1-11.
  6. David Heath & Eckhard Platen, 2002. "Consistent pricing and hedging for a modified constant elasticity of variance model," Quantitative Finance, Taylor & Francis Journals, vol. 2(6), pages 459-467.
  7. David Heath & Eckhard Platen, 2002. "A variance reduction technique based on integral representations," Quantitative Finance, Taylor & Francis Journals, vol. 2(5), pages 362-369.
  8. Küchler, Uwe & Platen, Eckhard, 2002. "Weak discrete time approximation of stochastic differential equations with time delay," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 59(6), pages 497-507.
  9. Kubilius Kestutis & Platen Eckhard, 2002. "Rate of Weak Convergence of the Euler Approximation for Diffusion Processes with Jumps," Monte Carlo Methods and Applications, De Gruyter, vol. 8(1), pages 83-96, December.
  10. David Heath & Eckhard Platen, 2002. "Perfect Hedging Of Index Derivatives Under A Minimal Market Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(07), pages 757-774.
  11. R Bird & DR Gallagher, 2002. "The evaluation of active manager returns in a non-symmetrical environment," Journal of Asset Management, Palgrave Macmillan, vol. 2(4), pages 303-324, March.
  12. Jane Hall & Patricia Kenny & Madeleine King & Jordan Louviere & Rosalie Viney & Angela Yeoh, 2002. "Using stated preference discrete choice modelling to evaluate the introduction of varicella vaccination," Health Economics, John Wiley & Sons, Ltd., vol. 11(5), pages 457-465, July.
  13. Geweke, John & Martin, Donald L, 2002. "Pitfalls in Drawing Policy Conclusions from Retrospective Survey Data: The Case of Advertising and Underage Smoking," Journal of Risk and Uncertainty, Springer, vol. 25(2), pages 111-131, September.

2001

  1. Tim Dun & Geoff Barton & Erik Schlögl, 2001. "Simulated Swaption Delta–Hedging In The Lognormal Forward Libor Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 4(04), pages 677-709.
  2. Graham Partington & Scott Walker, 2001. "A note on transaction costs and the interpretation of dividend drop‐off ratios," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 41(3), pages 229-242, November.
  3. Christopher Bajada, 2001. "An Examination of the Statistical Discrepancy and Private Investment Expenditure," Journal of Applied Economics, Universidad del CEMA, vol. 4, pages 27-61, May.
  4. David Heath & Eckhard Platen & Martin Schweizer, 2001. "A Comparison of Two Quadratic Approaches to Hedging in Incomplete Markets," Mathematical Finance, Wiley Blackwell, vol. 11(4), pages 385-413, October.
  5. R Bird & R Gerlach & AD Hall, 2001. "The prediction of earnings movements using accounting data: An update and extension of Ou and Penman," Journal of Asset Management, Palgrave Macmillan, vol. 2(2), pages 180-195, September.
  6. Tiffany Hutcheson, 2001. "Trading In Foreign Exchange," Economic Papers, The Economic Society of Australia, vol. 20(2), pages 13-25, June.
  7. Laura M. Argys & H. Elizabeth Peters & Donald M. Waldman, 2001. "Can the Family Support Act Put Some Life Back into Deadbeat Dads?: An Analysis of Child-Support Guidelines, Award Rates, and Levels," Journal of Human Resources, University of Wisconsin Press, vol. 36(2), pages 226-252.
  8. Elizabeth Savage, 2001. "Health and Welfare Measurement," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 34(3), pages 332-335, September.
  9. Haas, Marion & Viney, Rosalie & Kristensen, Elizabeth & Pain, Charles & Foulds, Kim, 2001. "Using programme budgeting and marginal analysis to assist population based strategic planning for coronary heart disease," Health Policy, Elsevier, vol. 55(3), pages 173-186, March.
  10. Jane Hall, 2001. "Health, Health Care and Social Welfare," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 34(3), pages 320-331, September.
  11. John Geweke, 2001. "Bayesian Inference and Posterior Simulators," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 49(3), pages 313-325, November.
  12. Geweke, John & Tanizaki, Hisashi, 2001. "Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling," Computational Statistics & Data Analysis, Elsevier, vol. 37(2), pages 151-170, August.
  13. Geweke, John, 2001. "A note on some limitations of CRRA utility," Economics Letters, Elsevier, vol. 71(3), pages 341-345, June.
  14. Geweke, John, 2001. "Bayesian econometrics and forecasting," Journal of Econometrics, Elsevier, vol. 100(1), pages 11-15, January.
  15. John Geweke & William McCausland, 2001. "Bayesian Specification Analysis in Econometrics," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 83(5), pages 1181-1186.
  16. Wang, Jian-Xin, 2001. "Quote revision and information flow among foreign exchange dealers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 11(2), pages 115-136, June.
  17. Ron Guido & Kathleen Walsh, 2001. "Equity Market Valuation: Assessing the Adequacy of Value Measures to Predict Index Returns," Australian Journal of Management, Australian School of Business, vol. 26(2), pages 163-196, December.

2000

  1. Michelle Baddeley & Ron Martin & Peter Tyler, 2000. "Regional Wage Rigidity: The European Union and United States Compared," Journal of Regional Science, Wiley Blackwell, vol. 40(1), pages 115-141, February.
  2. Erik Schlogl & Lutz Schlogl, 2000. "A square root interest rate model fitting discrete initial term structure data," Applied Mathematical Finance, Taylor & Francis Journals, vol. 7(3), pages 183-209.
  3. Goldbaum, David, 2000. "Life Cycle Consumption of a Harmful and Addictive Good," Economic Inquiry, Western Economic Association International, vol. 38(3), pages 458-469, July.
  4. Norbert Hofmann & Eckhard Platen, 2000. "Approximating Large Diversified Portfolios," Mathematical Finance, Wiley Blackwell, vol. 10(1), pages 77-88, January.
  5. Küchler, Uwe & Platen, Eckhard, 2000. "Strong discrete time approximation of stochastic differential equations with time delay," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 54(1), pages 189-205.
  6. L.J. Perry & Patrick J. Wilson, 2000. "The Accord and strikes: an International perspective," Australian Journal of Labour Economics (AJLE), Bankwest Curtin Economics Centre (BCEC), Curtin Business School, vol. 4(4), pages 232-247, December.
  7. Kosedag, Arman & Michayluk, David, 2000. "Dividend initiations in reverse-LBO firms," Review of Financial Economics, Elsevier, vol. 9(1), pages 55-63.
  8. Morey, Edward R. & Waldman, Donald M., 2000. "Joint Estimation of Catch and Other Travel-Cost Parameters--Some Further Thoughts," Journal of Environmental Economics and Management, Elsevier, vol. 40(1), pages 82-85, July.
  9. Geweke, John & Keane, Michael, 2000. "An empirical analysis of earnings dynamics among men in the PSID: 1968-1989," Journal of Econometrics, Elsevier, vol. 96(2), pages 293-356, June.
  10. John Geweke & John Rust & Herman K. Van Dijk, 2000. "Introduction: inference and decision making," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(6), pages 545-546.

1999

  1. Goldbaum, David, 1999. "A nonparametric examination of market information: application to technical trading rules," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 59-85, January.
  2. Eckhard Platen, 1999. "A short term interest rate model," Finance and Stochastics, Springer, vol. 3(2), pages 215-225.
  3. Fischer Paul & Platen Eckhard, 1999. "Applications of the balanced method to stochastic differential equations in filtering," Monte Carlo Methods and Applications, De Gruyter, vol. 5(1), pages 19-38, December.
  4. L. J. Perry, 1999. "“Thatcherism” Versus “Corporatism”: Australian, UK Comparisons," Economic Papers, The Economic Society of Australia, vol. 18(3), pages 96-96, September.
  5. Chiarella, Carl & El-Hassan, Nadima & Kucera, Adam, 1999. "Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1387-1424, September.
  6. Jane Hall & Richard De Abreu Lourenco & Rosalie Viney, 1999. "Carrots and sticks—the fall and fall of private health insurance in Australia," Health Economics, John Wiley & Sons, Ltd., vol. 8(8), pages 653-660, December.
  7. John Geweke, 1999. "Power of Tests in Binary Response Models: Comment," Econometrica, Econometric Society, vol. 67(2), pages 423-426, March.
  8. John Geweke, 1999. "Using simulation methods for bayesian econometric models: inference, development,and communication," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 1-73.
  9. J. Geweke, 1999. "Reply," Econometric Reviews, Taylor & Francis Journals, vol. 18(1), pages 119-126.
  10. Wang, Jianxin, 1999. "Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(2), pages 115-128, April.

1998

  1. Michelle Baddeley & Ron Martin & Peter Tyler, 1998. "Transitory shock or structural shift? The impact of the early 1980s recession on British regional unemployment," Applied Economics, Taylor & Francis Journals, vol. 30(1), pages 19-30.
  2. Eckhard Platen & Martin Schweizer, 1998. "On Feedback Effects from Hedging Derivatives," Mathematical Finance, Wiley Blackwell, vol. 8(1), pages 67-84, January.
  3. Tiffany Hutcheson & Ian G. Sharpe, 1998. "Ownership Structure and Building Society Efficiency," Australian Journal of Management, Australian School of Business, vol. 23(2), pages 151-168, December.
  4. Paul Brockman & David Michayluk, 1998. "The persistent holiday effect: additional evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 5(4), pages 205-209.
  5. Paul Brockman & David Michayluk, 1998. "Individual versus institutional investors and the weekend effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(1), pages 71-85, March.
  6. Morey, Edward R. & Waldman, Donald M., 1998. "Measurement Error in Recreation Demand Models: The Joint Estimation of Participation, Site Choice, and Site Characteristics," Journal of Environmental Economics and Management, Elsevier, vol. 35(3), pages 262-276, May.
  7. Rod O'Donnell, 1998. "Mixed Goods and Social Reform," Cahiers d'Économie Politique, Programme National Persée, vol. 30(1), pages 167-185.
  8. Cromwell, David A. & Viney, Rosalie & Halsall, John & Hindle, Don, 1998. "Linking measures of health gain to explicit priority setting by an Area Health Service in Australia," Social Science & Medicine, Elsevier, vol. 47(12), pages 2067-2074, December.
  9. Geweke, John, 1998. "Real and Spurious Long-Memory Properties of Stock-Market Data: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(3), pages 269-271, July.
  10. Geweke, John & Petrella, Lea, 1998. "Prior Density-Ratio Class Robustness in Econometrics," Journal of Business & Economic Statistics, American Statistical Association, vol. 16(4), pages 469-478, October.
  11. Geweke, John, 1998. "Some experiments in constructing a hybrid model for macroeconomic analysis: A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 49(1), pages 143-147, December.
  12. Walsh, David M. & Walsh, Kathleen D. & Evans, John P., 1998. "Assessing estimation error in a tracking error variance minimisation framework," Pacific-Basin Finance Journal, Elsevier, vol. 6(1-2), pages 175-192, May.

1997

  1. Simon Hurst & Eckhard Platen & Svetlozar Rachev, 1997. "Subordinated Market Index Models: A Comparison," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 4(2), pages 97-124, May.
  2. Rowan Trayler & Ross Jones & James Nielsen, 1997. "The Bank Selection Process: A Comparison Of Australia And The United States," Economic Papers, The Economic Society of Australia, vol. 16(4), pages 1-10, December.
  3. Susan L. Averett & H. Elizabeth Peters & Donald M. Waldman, 1997. "Tax Credits, Labor Supply, And Child Care," The Review of Economics and Statistics, MIT Press, vol. 79(1), pages 125-135, February.
  4. Geweke, John F. & Keane, Michael P. & Runkle, David E., 1997. "Statistical inference in the multinomial multiperiod probit model," Journal of Econometrics, Elsevier, vol. 80(1), pages 125-165, September.
  5. Bollerslev, Tim & Domowitz, Ian & Wang, Jianxin, 1997. "Order flow and the bid-ask spread: An empirical probability model of screen-based trading," Journal of Economic Dynamics and Control, Elsevier, vol. 21(8-9), pages 1471-1491, June.
  6. Wang, Jian-Xin & Wong, Hoi-In, 1997. "The predictability of Asian exchange rates: evidence from Kalman filter and ARCH estimations," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 231-252, October.

1996

  1. Mehdi Monadjemi & Len Perry, 1996. "Share price movements: a study of four OECD countries," Applied Economics Letters, Taylor & Francis Journals, vol. 3(3), pages 135-137.
  2. Hall, Jane, 1996. "Consumer utility, social welfare, and genetic testing. A response to "Genetic testing: an economic and contractarian analysis"," Journal of Health Economics, Elsevier, vol. 15(3), pages 377-380, June.
  3. Geweke, John, 1996. "Bayesian reduced rank regression in econometrics," Journal of Econometrics, Elsevier, vol. 75(1), pages 121-146, November.
  4. Geweke, John & Zhou, Guofu, 1996. "Measuring the Pricing Error of the Arbitrage Pricing Theory," The Review of Financial Studies, Society for Financial Studies, vol. 9(2), pages 557-587.

1995

  1. Gordon Menzies, 1995. "Can Altruism Aid The Jobs Compact?," Economic Papers, The Economic Society of Australia, vol. 14(2), pages 11-16, June.
  2. Platen, Eckhard, 1995. "On weak implicit and predictor-corrector methods," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 38(1), pages 69-76.
  3. Chan, Keith K. W. & McColough, Damien W. & Skully, Michael T., 1995. "Dividend reinvestment plans in australia," Global Finance Journal, Elsevier, vol. 6(1), pages 79-99.
  4. James F. Nielsen & Rowan M. Trayler & Bonnie M. Brown, 1995. "Banking Expectations: Do Bankers Really Understand the Needs of the Small Business Customer?," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 4(2), pages 99-112, Fall.
  5. Edward R. Morey & Donald Waldman & Djeto Assane & Douglass Shaw, 1995. "Searching for a Model of Multiple-Site Recreation Demand that Admits Interior and Boundary Solutions," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 77(1), pages 129-140.
  6. Rod O'Donnell, 1995. "Keynes on Aesthetics," History of Political Economy, Duke University Press, vol. 27(5), pages 93-121, Supplemen.
  7. Scott, Anthony & Hall, Jane, 1995. "Evaluating the effects of GP remuneration: problems and prospects," Health Policy, Elsevier, vol. 31(3), pages 183-195, March.
  8. John Geweke & David E. Runkle, 1995. "A fine time for monetary policy?," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 19(Win), pages 18-31.

1994

  1. Gordon Menzies, 1994. "Explaining the Timing of Australia's Manufactured Export Boom," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 27(4), pages 72-86, October.
  2. Gordon Menzies, 1994. "A Comment On Recent Surveys Of Australian Exporters," Economic Papers, The Economic Society of Australia, vol. 13(1), pages 122-124, March.
  3. Michael T. Ozog & Donald M. Waldman, 1994. "Weighting Nonrandom Samples in Voluntary Energy Conservation Program Evaluation," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1), pages 129-141.
  4. Edward R. Morey & Donald M. Waldman, 1994. "Functional Form and the Statistical Properties of Welfare Measures: Comment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(4), pages 954-957.
  5. Geweke, John, 1994. "Bayesian Analysis of Stochastic Volatility Models: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 397-399, October.
  6. Geweke, John, 1994. "Priors for Macroeconomic Time Series and Their Application," Econometric Theory, Cambridge University Press, vol. 10(3-4), pages 609-632, August.
  7. Geweke, John & Keane, Michael P & Runkle, David, 1994. "Alternative Computational Approaches to Inference in the Multinomial Probit Model," The Review of Economics and Statistics, MIT Press, vol. 76(4), pages 609-632, November.
  8. Domowitz, Ian & Wang, Jianxin, 1994. "Auctions as algorithms : Computerized trade execution and price discovery," Journal of Economic Dynamics and Control, Elsevier, vol. 18(1), pages 29-60, January.

1993

  1. Keith K.W. Chan & Damien W. McColough & Michael T. Skully, 1993. "Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study," Australian Journal of Management, Australian School of Business, vol. 18(1), pages 41-62, June.
  2. Devinney, Timothy M., 1993. "How well do patents measure new product activity?," Economics Letters, Elsevier, vol. 41(4), pages 447-450.
  3. Jane Hall, 1993. "The making of medibank by R. B. Scotton and C. R. MacDonald. School of health services management, university of New South Wales, Australia, 1993. No. of pages: 320. ISBN 0‐85832‐081‐9," Health Economics, John Wiley & Sons, Ltd., vol. 2(4), pages 374-375, December.
  4. Geweke, John, 1993. "Forecasting time series with common seasonal patterns," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 201-202.
  5. Geweke, J, 1993. "Bayesian Treatment of the Independent Student- t Linear Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 8(S), pages 19-40, Suppl. De.

1992

  1. Norbert Hofmann & Eckhard Platen & Martin Schweizer, 1992. "Option Pricing Under Incompleteness and Stochastic Volatility," Mathematical Finance, Wiley Blackwell, vol. 2(3), pages 153-187, July.
  2. Gertler, Paul J & Waldman, Donald M, 1992. "Quality-Adjusted Cost Functions and Policy Evaluation in the Nursing Home Industry," Journal of Political Economy, University of Chicago Press, vol. 100(6), pages 1232-1256, December.
  3. Rod O'Donnell, 1992. "The Unwritten Books and Papers of J. M. Keynes," History of Political Economy, Duke University Press, vol. 24(4), pages 767-817, Winter.
  4. Mooney, Gavin & Hall, Jane & Donaldson, Cam & Gerard, Karen, 1992. "Reweighing heat: Response to Culyer, van Doorslaer and Wagstaff," Journal of Health Economics, Elsevier, vol. 11(2), pages 199-205, August.
  5. Hall, Jane & Gerard, Karen & Salkeld, Glenn & Richardson, Jeff, 1992. "A cost utility analysis of mammography screening in Australia," Social Science & Medicine, Elsevier, vol. 34(9), pages 993-1004, May.

1991

  1. Perry, L J, 1991. "A Comment on Aggregate Demand," Australian Economic Papers, Wiley Blackwell, vol. 30(57), pages 278-286, December.
  2. Chaney, Paul K & Devinney, Timothy M & Winer, Russell S, 1991. "The Impact of New Product Introductions on the Market Value of Firms," The Journal of Business, University of Chicago Press, vol. 64(4), pages 573-610, October.
  3. Graves, Philip E & Waldman, Donald M, 1991. "Multimarket Amenity Compensation and the Behavior of the Elderly," American Economic Review, American Economic Association, vol. 81(5), pages 1374-1381, December.
  4. Kidd, Michael P & Viney, Rosalie, 1991. "Sex Discrimination and Non-random Sampling in the Australian Labour Market," Australian Economic Papers, Wiley Blackwell, vol. 30(56), pages 28-49, June.
  5. Mooney, Gavin & Hall, Jane & Donaldson, Cam & Gerard, Karen, 1991. "Utilisation as a measure of equity: weighing heat?," Journal of Health Economics, Elsevier, vol. 10(4), pages 475-480.
  6. Barnett, William A. & Geweke, John & Wolfe, Michael, 1991. "Seminonparametric Bayesian estimation of the asymptotically ideal production model," Journal of Econometrics, Elsevier, vol. 49(1-2), pages 5-50.

1990

  1. Bird, Ron & Cunningham, Ross & Dennis, David & Tippett, Mark, 1990. "Portfolio insurance: a simulation under different market conditions," Insurance: Mathematics and Economics, Elsevier, vol. 9(1), pages 1-19, March.
  2. Keith K.W. Chan & Toan M. Pham, 1990. "Models of Inflation Forecasts: Some Australian Evidence," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 89-105, June.
  3. Timothy M. Devinney & Hellmuth Milde, 1990. "Agency Contracting and Inside Debt," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 126(II), pages 97-111, June.
  4. O'Donnell, R M, 1990. "Keynes on Mathematics: Philosophical Foundations and Economic Applications," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 14(1), pages 29-47, March.

1989

  1. Platen, Eckhard, 1989. "A law of large numbers for wide range exclusion processes in random media," Stochastic Processes and their Applications, Elsevier, vol. 31(1), pages 33-49, March.
  2. Devinney, Timothy M., 1989. "Rationally determined irrationality: An extension of the thesis of rationality as anti-entropic," Journal of Economic Psychology, Elsevier, vol. 10(3), pages 303-319, November.
  3. Apps, Patricia & Savage, Elizabeth, 1989. "Labour supply, welfare rankings and the measurement of inequality," Journal of Public Economics, Elsevier, vol. 39(3), pages 335-364, August.
  4. Hall, J., 1989. "Health economics: Australian readings : By J. Butler and D. Doessel (eds.) Australian Professional Publications, Sydney, 1989 362 pp., ISBN 0-949416-15-0, AU$29.95," Health Policy, Elsevier, vol. 13(2), pages 170-171, November.
  5. Geweke, John, 1989. "Bayesian Inference in Econometric Models Using Monte Carlo Integration," Econometrica, Econometric Society, vol. 57(6), pages 1317-1339, November.
  6. Geweke, John, 1989. "Exact predictive densities for linear models with arch disturbances," Journal of Econometrics, Elsevier, vol. 40(1), pages 63-86, January.

1988

  1. Lee, Bong Woo, 1988. "Rationing in a theory of the banking firm, studies in contemporary economics : Timothy M. Devinney, (Springer, New York, 1986) pp. VI + 102," Journal of Banking & Finance, Elsevier, vol. 12(4), pages 611-612, December.
  2. Phil Graves & James C. Murdoch & Mark A. Thayer & Don Waldman, 1988. "The Robustness of Hedonic Price Estimation: Urban Air Quality," Land Economics, University of Wisconsin Press, vol. 64(3), pages 220-233.
  3. Geweke, John, 1988. "Comment on Poirer: Operational Bayesian Methods in Econometrics," Journal of Economic Perspectives, American Economic Association, vol. 2(1), pages 159-166, Winter.
  4. Geweke, John, 1988. "An Application of Operational-Subjective Statistical Methods to Rational Expectations: Comment," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 465-466, October.
  5. Geweke, John, 1988. "The Secular and Cyclical Behavior of Real GDP in 19 OECD Countries, 1957-1983," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(4), pages 479-486, October.
  6. Geweke, John, 1988. "Antithetic acceleration of Monte Carlo integration in Bayesian inference," Journal of Econometrics, Elsevier, vol. 38(1-2), pages 73-89.

1987

  1. Liske, Horst & Platen, Eckhard, 1987. "Simulation studies on time discrete diffusion approximations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 29(3), pages 253-260.
  2. Bird, Ron & McCrae, Michael & Beggs, John J, 1987. "Are Gamblers Really Risk Takers?," Australian Economic Papers, Wiley Blackwell, vol. 26(49), pages 237-253, December.
  3. Ron Bird & Michael McCrae, 1987. "Tests of the Efficiency of Racetrack Betting Using Bookmaker Odds," Management Science, INFORMS, vol. 33(12), pages 1552-1562, December.
  4. Froeb, Luke & Geweke, John, 1987. "Long run competition in the U.S. aluminum industry," International Journal of Industrial Organization, Elsevier, vol. 5(1), pages 67-78, March.

1986

  1. Ron Bird & Mark Tippett, 1986. "Note---Naive Diversification and Portfolio Risk---A Note," Management Science, INFORMS, vol. 32(2), pages 244-251, February.
  2. Geweke, John F, 1986. "The Superneutrality of Money in the United States: An Interpretation of the Evidence," Econometrica, Econometric Society, vol. 54(1), pages 1-21, January.
  3. Geweke, John & Marshall, Robert C & Zarkin, Gary A, 1986. "Mobility Indices in Continuous Time Markov Chains," Econometrica, Econometric Society, vol. 54(6), pages 1407-1423, November.
  4. Geweke, John, 1986. "Exact Inference in the Inequality Constrained Normal Linear Regression Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(2), pages 127-141, April.
  5. Patricia Apps & Glenn Jones, 1986. "Selective taxation of couples," Journal of Economics, Springer, vol. 5(1), pages 1-15, December.

1985

  1. Platen, Eckhard & Rebolledo, Rolando, 1985. "Weak convergence of semimartingales and discretisation methods," Stochastic Processes and their Applications, Elsevier, vol. 20(1), pages 41-58, July.
  2. Lee, Robert H. & Waldman, Donald M., 1985. "The diffusion of innovations in hospitals : Some econometric considerations," Journal of Health Economics, Elsevier, vol. 4(4), pages 373-380, December.
  3. Waldman, Donald M., 1985. "Computation in duration models with heterogeneity," Journal of Econometrics, Elsevier, vol. 28(1), pages 127-134, April.
  4. Geweke, John, 1985. "Macroeconometric Modeling and the Theory of the Representative Agent," American Economic Review, American Economic Association, vol. 75(2), pages 206-210, May.
  5. Terry, Chris, 1985. "Inflation and the Personal Income Tax," Economic Analysis and Policy, Elsevier, vol. 15(2), pages 145-163.

1984

  1. L. J. Perry, 1984. "Wage Restraint And Economic Recovery," Economic Papers, The Economic Society of Australia, vol. 3(3), pages 51-58, September.
  2. Waldman, Donald M., 1984. "Properties of technical efficiency estimators in the stochastic frontier model," Journal of Econometrics, Elsevier, vol. 25(3), pages 353-364, July.
  3. Chambers, Donald R. & Carleton, Willard T. & Waldman, Donald W., 1984. "A New Approach to Estimation of the Term Structure of Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(3), pages 233-252, September.
  4. David R. Peterson & Donald M. Waldman, 1984. "A Model Of Heterogeneous Expectations As A Determinant Of Short Sales," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(1), pages 1-16, March.
  5. Meese, Richard & Geweke, John, 1984. "A Comparison of Autoregressive Univariate Forecasting Procedures for Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(3), pages 191-200, July.

1983

  1. Ron Bird & Helen Chin & Michael McCrae, 1983. "The Performance of Australian Superannuation Funds," Australian Journal of Management, Australian School of Business, vol. 8(1), pages 49-69, June.
  2. Waldman, Donald M., 1983. "A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity," Economics Letters, Elsevier, vol. 13(2-3), pages 197-200.
  3. Geweke, John & Meese, Richard & Dent, Warren, 1983. "Comparing alternative tests of causality in temporal systems : Analytic results and experimental evidence," Journal of Econometrics, Elsevier, vol. 21(2), pages 161-194, February.
  4. Schueler, Manfred & Terry, Chris, 1983. "Comparisons of the Structural Progressivity of the Personal Income Tax," Australian Economic Papers, Wiley Blackwell, vol. 22(4), pages 83-89, June.

1982

  1. Waldman, Donald M., 1982. "A stationary point for the stochastic frontier likelihood," Journal of Econometrics, Elsevier, vol. 18(2), pages 275-279, February.
  2. Mant, Andrea & Hall, Jane, 1982. "Trends in psychotropic drugs dispensing 1967-1977: The impact of government controls in Australia," Social Science & Medicine, Elsevier, vol. 16(6), pages 699-706, January.

1981

  1. Waldman, Donald M, 1981. "An Economic Interpretation of Parameter Constraints in a Simultaneous-Equations Model with Limited Dependent Variables," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(3), pages 731-739, October.
  2. Geweke, John, 1981. "The Approximate Slopes of Econometric Tests," Econometrica, Econometric Society, vol. 49(6), pages 1427-1442, November.
  3. Geweke, John & Meese, Richard, 1981. "Estimating regression models of finite but unknown order," Journal of Econometrics, Elsevier, vol. 16(1), pages 162-162, May.
  4. Geweke, John F. & Singleton, Kenneth J., 1981. "Latent variable models for time series : A frequency domain approach with an application to the permanent income hypothesis," Journal of Econometrics, Elsevier, vol. 17(3), pages 287-304, December.
  5. Geweke, John F & Singleton, Kenneth J, 1981. "Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 22(1), pages 37-54, February.

1980

  1. L. J. Perry, 1980. "A Note on Phillips and Phillips Curve Economics," The Economic Record, The Economic Society of Australia, vol. 56(152), pages 87-90, March.
  2. Olson, Jerome A. & Schmidt, Peter & Waldman, Donald M., 1980. "A Monte Carlo study of estimators of stochastic frontier production functions," Journal of Econometrics, Elsevier, vol. 13(1), pages 67-82, May.

1979

  1. Perry, L J, 1979. "Inter-War Wage Movements and Trade Union Militancy in Australia," Australian Economic Papers, Wiley Blackwell, vol. 18(33), pages 229-242, December.
  2. Geweke, John F & Feige, Edgar L, 1979. "Some Joint Tests of the Efficiency of Markets for Forward Foreign Exchange," The Review of Economics and Statistics, MIT Press, vol. 61(3), pages 334-341, August.

1978

  1. Geweke, John F, 1978. "Temporal Aggregation in the Multiple Regression Model," Econometrica, Econometric Society, vol. 46(3), pages 643-661, May.
  2. Geweke, John, 1978. "Testing the exogeneity specification in the complete dynamic simultaneous equation model," Journal of Econometrics, Elsevier, vol. 7(2), pages 163-185, June.

1976

  1. Geweke, John, 1976. "A monetarist model of inflationary expectations : John Rutledge, (D.C. Health, Lexington, Massachusetts, 1974) pp. xv+115, $12.50," Journal of Monetary Economics, Elsevier, vol. 2(1), pages 125-127, January.

1974

  1. Elizabeth Savage, 1974. "Some Effects of Floor-Space-Ratio and Bonus Regulations on Rates of Return: A Case Study for Sydney CBD," Environment and Planning B, , vol. 1(2), pages 147-164, December.

Books

2017

  1. Baddeley, Michelle, 2017. "Behavioural Economics: A Very Short Introduction," OUP Catalogue, Oxford University Press, number 9780198754992, Decembrie.

2015

  1. Scott Walker, 2015. "Repeated Dividend Increases: A Collection of Four Essays," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2015.
  2. Carl Chiarella & Xue-Zhong He & Christina Sklibosios Nikitopoulos, 2015. "Derivative Security Pricing," Dynamic Modeling and Econometrics in Economics and Finance, Springer, edition 127, number 978-3-662-45906-5, July-Dece.
  3. Hensher,David A. & Rose,John M. & Greene,William H., 2015. "Applied Choice Analysis," Cambridge Books, Cambridge University Press, number 9781107465923.
  4. Vinay Patel, 2015. "Price Discovery in US and Australian Stock and Options Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 6-2015.
  5. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets," Palgrave Macmillan Books, Palgrave Macmillan, number 978-1-137-47988-4, December.

2013

  1. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2013. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199681334, Decembrie.

2012

  1. Danny Yeung, 2012. "The Impact of Institutional Ownership: A Study of the Australian Equity Market," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2012.

2011

  1. Geweke, John & Koop, Gary & van Dijk, Herman (ed.), 2011. "The Oxford Handbook of Bayesian Econometrics," OUP Catalogue, Oxford University Press, number 9780199559084, Decembrie.
  2. David A. Hensher & John M. Rose (ed.), 2011. "Choice Modelling: Foundational Contributions," Books, Edward Elgar Publishing, number 14587.

2009

  1. Baddeley,Michelle C. & Barrowclough,Diana V., 2009. "Running Regressions," Cambridge Books, Cambridge University Press, number 9780521603089.

2007

  1. Phillip Arestis & Michelle Baddeley & John S.L. McCombie (ed.), 2007. "Economic Growth," Books, Edward Elgar Publishing, number 3958.

2005

  1. Phillip Arestis & Michelle Baddeley & John S.L. McCombie (ed.), 2005. "The New Monetary Policy," Books, Edward Elgar Publishing, number 3536.
  2. Christina Nikitopoulos-Sklibosios, 2005. "A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2005.
  3. Peter Docherty, 2005. "Money and Employment," Books, Edward Elgar Publishing, number 2578.
  4. Barnett,William A. & Geweke,John & Shell,Karl (ed.), 2005. "Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity," Cambridge Books, Cambridge University Press, number 9780521023122.

2003

  1. Philip Arestis & Michelle Baddeley & John S.L. McCombie (ed.), 2003. "Globalisation, Regionalism and Economic Activity," Books, Edward Elgar Publishing, number 2828.

2001

  1. Philip Arestis & Michelle Baddeley & John McCombie (ed.), 2001. "What Global Economic Crisis?," Palgrave Macmillan Books, Palgrave Macmillan, number 978-0-333-99274-6, December.

1989

  1. Barnett,William A. & Geweke,John & Shell,Karl (ed.), 1989. "Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity," Cambridge Books, Cambridge University Press, number 9780521355636.

Chapters

2023

  1. Michelle Baddeley, 2023. "Behavioural methods for macroeconomics: Modelling investment," Chapters, in: Morris Altman (ed.), Handbook of Research Methods in Behavioural Economics, chapter 7, pages 120-136, Edward Elgar Publishing.

2016

  1. Chi Chung Siu & Sheung Chi Phillip Yam & Wei Zhou, 2016. "Callable Stock Loans," World Scientific Book Chapters, in: Masaaki Kijima & Yukio Muromachi & Takashi Shibata (ed.), RECENT ADVANCES IN FINANCIAL ENGINEERING 2014 Proceedings of the TMU Finance Workshop 2014, chapter 8, pages 161-197, World Scientific Publishing Co. Pte. Ltd..

2015

  1. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "GCC-Australian Trade and Investment Trends and Patterns," Palgrave Macmillan Books, in: Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets, chapter 4, pages 55-67, Palgrave Macmillan.
  2. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "Background and Context of the Study," Palgrave Macmillan Books, in: Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets, chapter 1, pages 1-8, Palgrave Macmillan.
  3. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "The Political Economy of Free Trade," Palgrave Macmillan Books, in: Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets, chapter 2, pages 9-33, Palgrave Macmillan.
  4. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "GCC Market Scope and Competitiveness," Palgrave Macmillan Books, in: Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets, chapter 3, pages 34-54, Palgrave Macmillan.
  5. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "Australia-GCC FTA: International Business Prospects and Limitations," Palgrave Macmillan Books, in: Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets, chapter 6, pages 93-121, Palgrave Macmillan.
  6. Doren Chadee & Banjo Roxas & Tim Rogmans, 2015. "Challenges and Opportunities for Australian Businesses in GCC," Palgrave Macmillan Books, in: Prospects and Challenges of Free Trade Agreements: Unlocking Business Opportunities in Gulf Cooperation Council (GCC) Markets, chapter 5, pages 68-92, Palgrave Macmillan.

2014

  1. Marie dela Rama & Christophe Volonté & Simon Zaby, 2014. "Corporate Governance in the Philippines and Switzerland―A Comparison of the Institutional Environment and Practices," CSR, Sustainability, Ethics & Governance, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Corporate Governance in Emerging Markets, edition 127, pages 351-371, Springer.
  2. John M. Rose & Michiel C.J. Bliemer, 2014. "Stated choice experimental design theory: the who, the what and the why," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 7, pages 152-177, Edward Elgar Publishing.

2013

  1. Caspar G. Chorus & John M. Rose, 2013. "Selecting a date: a matter of regret and compromises," Chapters, in: Stephane Hess & Andrew Daly (ed.), Choice Modelling, chapter 11, pages 229-242, Edward Elgar Publishing.

2012

  1. Peter Docherty, 2012. "Keynes’s General Theory, the Quantity Theory of Money and Monetary Policy," Chapters, in: Thomas Cate (ed.), Keynes’s General Theory, chapter 6, Edward Elgar Publishing.
  2. Leonie Burgess & Deborah J. Street & Rosalie Viney & Jordan Louviere, 2012. "Design of Choice Experiments in Health Economics," Chapters, in: Andrew M. Jones (ed.), The Elgar Companion to Health Economics, Second Edition, chapter 42, Edward Elgar Publishing.
  3. Banjo Roxas & Doren Chadee & Terry Wu, 2012. "Export Knowledge and Performance of Small and Medium-Sized Enterprises in the Philippines: The Moderating Effects of Relational Capital," Palgrave Macmillan Books, in: Marin A. Marinov & Svetla T. Marinova (ed.), Impacts of Emerging Economies and Firms on International Business, chapter 12, pages 250-271, Palgrave Macmillan.

2011

  1. Christopher Bajada, 2011. "The Shadow Economy in the Residential Construction Sector," Chapters, in: Friedrich Schneider (ed.), Handbook on the Shadow Economy, chapter 8, Edward Elgar Publishing.
  2. Eckhard Platen, 2011. "A Benchmark Approach to Investing and Pricing," World Scientific Book Chapters, in: Leonard C MacLean & Edward O Thorp & William T Ziemba (ed.), THE KELLY CAPITAL GROWTH INVESTMENT CRITERION THEORY and PRACTICE, chapter 28, pages 409-426, World Scientific Publishing Co. Pte. Ltd..
  3. Daniel Rösch & Harald Scheule, 2011. "Securitization rating performance and agency incentives," BIS Papers chapters, in: Bank for International Settlements (ed.), Portfolio and risk management for central banks and sovereign wealth funds, volume 58, pages 287-314, Bank for International Settlements.
  4. Chi Chung Siu, 2011. "Option Pricing with a Regime-Switching Lévy Model," World Scientific Book Chapters, in: Masaaki Kijima & Chiaki Hara & Yukio Muromachi & Hidetaka Nakaoka & Katsumasa Nishide (ed.), Recent Advances In Financial Engineering 2010, chapter 8, pages 151-179, World Scientific Publishing Co. Pte. Ltd..

2010

  1. Chris Bajada & Rowan Trayler, 2010. "How Australia Survived the Global Financial Crises," Chapters, in: Benton E. Gup (ed.), The Financial and Economic Crises, chapter 8, Edward Elgar Publishing.
  2. Corrado Di Guilmi & Mauro Gallegati & Simone Landini, 2010. "Financial Fragility, Mean-field Interaction and Macroeconomic Dynamics: A Stochastic Model," Chapters, in: Neri Salvadori (ed.), Institutional and Social Dynamics of Growth and Distribution, chapter 13, Edward Elgar Publishing.

2008

  1. Eckhard Platen, 2008. "Simulation Methods for Stochastic Differential Equations," International Handbooks on Information Systems, in: Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), Handbook on Information Technology in Finance, chapter 21, pages 501-514, Springer.
  2. Ron Bird & Michael Mccrae, 2008. "Tests Of The Efficiency Of Racetrack Betting Using Bookmaker Odds," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 59, pages 593-603, World Scientific Publishing Co. Pte. Ltd..
  3. R. Bird & M. McCrae, 2008. "The Efficiency Of Racetrack Betting Markets: Australian Evidence," World Scientific Book Chapters, in: Donald B Hausch & Victor SY Lo & William T Ziemba (ed.), Efficiency Of Racetrack Betting Markets, chapter 57, pages 575-582, World Scientific Publishing Co. Pte. Ltd..
  4. Warren Hogan & Rowan Trayler, 2008. "Bank Governance: Perceptions from Experiences," Chapters, in: Benton E. Gup (ed.), Handbook for Directors of Financial Institutions, chapter 10, Edward Elgar Publishing.
  5. Mikhail Anufriev & Cars Hommes, 2008. "Evolutionary Switching between Forecasting Heuristics: An Explanation of an Asset-Pricing Experiment," Lecture Notes in Economics and Mathematical Systems, in: Klaus Schredelseker & Florian Hauser (ed.), Complexity and Artificial Markets, chapter 4, pages 41-53, Springer.

2007

  1. Philip Arestis & Michelle Baddeley & John S.L. McCombie, 2007. "Introduction," Chapters, in: Phillip Arestis & Michelle Baddeley & John S.L. McCombie (ed.), Economic Growth, chapter 1, Edward Elgar Publishing.
  2. Rowan Trayler, 2007. "A Survey of Corporate Governance in Banking: Characteristics of the Top 100 World Banks," Chapters, in: Benton E. Gup (ed.), Corporate Governance in Banking, chapter 9, Edward Elgar Publishing.

2006

  1. Philip Arestis & Michelle Baddeley & Malcolm Sawyer, 2006. "Is Capital Stock a Determinant of Unemployment?," Palgrave Macmillan Books, in: Eckhard Hein & Arne Heise & Achim Truger (ed.), Wages, Employment, Distribution and Growth, chapter 3, pages 49-66, Palgrave Macmillan.
  2. Mikhail Anufriev & Pietro Dindo, 2006. "Equilibrium Return and Agents’ Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 19, pages 269-282, Springer.
  3. Mikhail Anufriev & Valentyn Panchenko, 2006. "Heterogeneous Beliefs Under Different Market Architectures," Lecture Notes in Economics and Mathematical Systems, in: Charlotte Bruun (ed.), Advances in Artificial Economics, chapter 1, pages 3-15, Springer.
  4. Mikhail Anufriev & Giulio Bottazzi, 2006. "Noisy Trading in the Large Market Limit," Lecture Notes in Economics and Mathematical Systems, in: M. Beckmann & H. P. Künzi & G. Fandel & W. Trockel & A. Basile & A. Drexl & H. Dawid & K. Inderfurth (ed.), Artificial Economics, pages 137-145, Springer.
  5. Geweke, John & Whiteman, Charles, 2006. "Bayesian Forecasting," Handbook of Economic Forecasting, in: G. Elliott & C. Granger & A. Timmermann (ed.), Handbook of Economic Forecasting, edition 1, volume 1, chapter 1, pages 3-80, Elsevier.
  6. Daniel Rösch & Harald Scheule, 2006. "A Multi-Factor Approach for Systematic Default and Recovery Risk," Springer Books, in: Bernd Engelmann & Robert Rauhmeier (ed.), The Basel II Risk Parameters, chapter 0, pages 105-125, Springer.

2005

  1. Philip Arestis & Michelle Baddeley & John McCombie, 2005. "Introduction," Chapters, in: Phillip Arestis & Michelle Baddeley & John S.L. McCombie (ed.), The New Monetary Policy, chapter 1, Edward Elgar Publishing.
  2. Michelle Baddeley & Giuseppe Fontana, 2005. "Monetary policy in the new information economy: old problems and new challenges," Chapters, in: Phillip Arestis & Michelle Baddeley & John S.L. McCombie (ed.), The New Monetary Policy, chapter 7, Edward Elgar Publishing.

2004

  1. Eckhard Platen, 2004. "A Benchmark Framework for Risk Management," World Scientific Book Chapters, in: Jiro Akahori & Shigeyoshi Ogawa & Shinzo Watanabe (ed.), Stochastic Processes And Applications To Mathematical Finance, chapter 15, pages 305-335, World Scientific Publishing Co. Pte. Ltd..
  2. Domenico Delli Gatti & Corrado Di Guilmi & Edoardo Gaffeo & Gianfranco Giulioni & Mauro Gallegati & Antonio Palestrini, 2004. "Business Cycle Fluctuations And Firms’ Size Distribution Dynamics," World Scientific Book Chapters, in: Roberto Leombruni & Matteo Richiardi (ed.), Industry And Labor Dynamics The Agent-Based Computational Economics Approach, chapter 10, pages 199-221, World Scientific Publishing Co. Pte. Ltd..

2001

  1. Philip Arestis & Michelle Baddeley & John McCombie, 2001. "Introduction: What Global Economic Crisis?," Palgrave Macmillan Books, in: Philip Arestis & Michelle Baddeley & John McCombie (ed.), What Global Economic Crisis?, chapter 1, pages 1-11, Palgrave Macmillan.
  2. Michelle Baddeley & John McCombie, 2001. "An Historical Perspective on Speculative Bubbles and Financial Crises: Tulipmania and the South Sea Bubble," Palgrave Macmillan Books, in: Philip Arestis & Michelle Baddeley & John McCombie (ed.), What Global Economic Crisis?, chapter 11, pages 219-243, Palgrave Macmillan.
  3. David Heath & Eckhard Platen, 2001. "Pricing and Hedging of Index Derivatives under an Alternative Asset Price Model with Endogenous Stochastic Volatility," World Scientific Book Chapters, in: Jiongmin Yong (ed.), Recent Developments In Mathematical Finance, chapter 10, pages 117-126, World Scientific Publishing Co. Pte. Ltd..
  4. Geweke, John & Keane, Michael, 2001. "Computationally intensive methods for integration in econometrics," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 56, pages 3463-3568, Elsevier.

1996

  1. Geweke, John, 1996. "Monte carlo simulation and numerical integration," Handbook of Computational Economics, in: H. M. Amman & D. A. Kendrick & J. Rust (ed.), Handbook of Computational Economics, edition 1, volume 1, chapter 15, pages 731-800, Elsevier.

1984

  1. Geweke, John, 1984. "Inference and causality in economic time series models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 19, pages 1101-1144, Elsevier.

1980

  1. Warren Dent & John Geweke, 1980. "On Specification in Simultaneous Equation Models," NBER Chapters, in: Evaluation of Econometric Models, pages 169-196, National Bureau of Economic Research, Inc.

1978

  1. John Geweke, 1978. "The Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series," NBER Chapters, in: Seasonal Analysis of Economic Time Series, pages 411-432, National Bureau of Economic Research, Inc.

Software components

2022

  1. Nathan Kettlewell & Peter Siminski, 2022. "PZMS: Stata module to implement the Placebo Zone optimal Model Selection algorithm for regression discontinuity and kink designs," Statistical Software Components S459073, Boston College Department of Economics, revised 15 May 2023.

2021

  1. Marc Chan & Simon Kwok, 2021. "PCDID: Stata module to perform principal components difference-in-differences," Statistical Software Components S458908, Boston College Department of Economics.

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