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Publications

by members of

School of Business
Edith Cowan University
Perth, 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 |

Working papers

2023

  1. Leonard Mushunje & David Edmund Allen, 2023. "Modeling trading games in a stochastic non-life insurance market," Papers 2311.10917, arXiv.org.

2022

  1. Allen, David, 2022. "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper 113610, University Library of Munich, Germany.

2021

  1. Allen, David & Mizuno, Hiro, 2021. "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper 111734, University Library of Munich, Germany.
  2. Allen, David, 2021. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," MPRA Paper 111735, University Library of Munich, Germany.
  3. Rebecca Edwards & Rachael Gibson & Colm Harmon & Stefanie Schurer, 2021. "First-in-Their-Family Students at University: Can Non-Cognitive Skills Compensate for Social Origin?," Working Papers 2021-015, Human Capital and Economic Opportunity Working Group.

2020

  1. Allen, David & Sandakchiev, Danail & Hooper, Vincent & Ivanov, Ivan, 2020. "The Influence of Dust Levels on Atmospheric Carbon Dioxide and Global Temperature," MPRA Paper 103862, University Library of Munich, Germany.
  2. Edwards, Rebecca & Gibson, Rachael & Harmon, Colm P. & Schurer, Stefanie, 2020. "First in Their Families at University: Can Non-cognitive Skills Compensate for Social Origin?," IZA Discussion Papers 13721, Institute of Labor Economics (IZA).
  3. Emma Gorman & Colm Harmon & Silvia Mendolia & Anita Staneva & Ian Walker, 2020. "Adolescent School Bullying Victimisation and Later Life Outcomes," CEPEO Working Paper Series 20-05, UCL Centre for Education Policy and Equalising Opportunities, revised Feb 2020.

2019

  1. Allen, D.E. & McAleer, M.J., 2019. "Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany," Econometric Institute Research Papers EI2019-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Allen, D.E. & McAleer, M.J., 2019. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers EI2019-20, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. David E. Allen & Michael McAleer, 2019. "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE 2019-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  4. Emma Gorman & Colm Harmon & Silvia Mendolia & Anita Staneva & Ian Walker, 2019. "The Causal Effects of Adolescent School Bullying Victimisation on Later Life Outcomes," Working Papers 2019-019, Human Capital and Economic Opportunity Working Group.
  5. Ai, C. & Linton, O. & Motegi, K. & Zhang, Z., 2019. "A Unified Framework for Efficient Estimation of General Treatment Models," Cambridge Working Papers in Economics 1934, Faculty of Economics, University of Cambridge.

2018

  1. Allen, D.E. & McAleer, M.J. & McHardy Reid, D., 2018. "Fake News and Indifference to Truth," Econometric Institute Research Papers EI2018-10, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Allen, D.E. & McAleer, M.J., 2018. ""Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment," Econometric Institute Research Papers EI 2018-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018. "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers EI 2018-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. David E. Allen & Michael McAleer & David M. Reid, 2018. "Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump," Tinbergen Institute Discussion Papers 18-020/III, Tinbergen Institute.
  5. Xiaojuan Yu & Vincent van den Berg & Erik Verhoef, 2018. "Carpooling with heterogeneous users in the bottleneck model," Tinbergen Institute Discussion Papers 18-054/VIII, Tinbergen Institute.
  6. David E. Allen & Michael McAleer & David McHardy Reid, 2018. "Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather," Documentos de Trabajo del ICAE 2018-17, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  7. David E. Allen & Michael McAleer & Abhay K. Singh, 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Documentos de Trabajo del ICAE 2018-18, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  8. Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen, 2018. "Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates," Documentos de Trabajo del ICAE 2018-22, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  9. Deborah A. Cobb-Clark & Colm Harmon & Anita Staneva, 2018. "The Bilingual Gap in Children's Language and Emotional Development," Working Papers 2018-075, Human Capital and Economic Opportunity Working Group.
  10. Lin, J. & Z. & Zhang, Z., 2018. "Does transportation matter to tobacco leaf producers? Evidence from Guizhou, China," 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia 276998, International Association of Agricultural Economists.

2017

  1. David Allen & Michael McAleer, 2017. "Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management," Tinbergen Institute Discussion Papers 17-069/III, Tinbergen Institute.
  2. Doyle, Orla & Harmon, Colm & Heckman, James & Logue, Caitríona & Moon, Seong Hyeok, 2017. "Early skill formation and the efficiency of parental investment," Papers RB20170101, Economic and Social Research Institute (ESRI).
  3. Chen, John-ren, 2017. "Ein makroökonometrisches Modell für Taiwan. Kapitel IV - X," Center for Mathematical Economics Working Papers 43, Center for Mathematical Economics, Bielefeld University.

2016

  1. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Econometric Institute Research Papers EI2016-21, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Allen, D.E. & Chang, C-L. & McAleer, M.J. & Singh, A.K., 2016. "A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices," Econometric Institute Research Papers EI2016-24, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2016. "Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events," Econometric Institute Research Papers EI2016-38, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2016-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  5. Ko, Shwe Zin & Zhang, Zhaoyong & Horwitz, Pierre & Djajadikerta, Hadrian, 2016. "Charting directions for economic development in Myanmar: A computable general equilibrium (CGE) approach on high quality education in labour-growth strategy," Conference papers 332706, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.

2015

  1. Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015. "Multivariate Volatility Impulse Response Analysis of GFC News Events," Econometric Institute Research Papers EI2015-22, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015. "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers EI2015-23, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  3. Allen, D.E. & McAleer, M.J. & Powell, R.J. & Singh, A.K., 2015. "Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC," Econometric Institute Research Papers EI2015-32, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  4. Allen, D.E. & McAleer, M.J. & Peiris, S. & Singh, A.K., 2015. "Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies," Econometric Institute Research Papers EI2015-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

2014

  1. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics 14/04, University of Canterbury, Department of Economics and Finance.
  2. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
  3. David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," Working Papers in Economics 14/20, University of Canterbury, Department of Economics and Finance.
  4. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "Volatility Spillovers from Australia's major trading partners across the GFC," Working Papers in Economics 14/23, University of Canterbury, Department of Economics and Finance.
  5. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2014. "European Market Portfolio Diversifcation Strategies across the GFC," Working Papers in Economics 14/25, University of Canterbury, Department of Economics and Finance.
  6. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014. "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics 14/27, University of Canterbury, Department of Economics and Finance.
  7. Delaney, Liam & Fink, Günther & Harmon, Colm, 2014. "Effects of stress on economic decision-making: Evidence from laboratory experiments," SIRE Discussion Papers 2014-006, Scottish Institute for Research in Economics (SIRE).
  8. Pierre de Gioia-Carabellese, 2014. "Diachronic and Comparative Reflections in the Matter of the concept of the Arrha: a Roman Law Notion lost in the Modern Scottish System and the Renowned (but probably not totally Demonstrated) ÒBindin," Working Papers 10, Venice School of Management - Department of Management, Università Ca' Foscari Venezia.

2013

  1. Chia-Lin Chang & David Allen & Michael McAleer, 2013. "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics 13/06, University of Canterbury, Department of Economics and Finance.
  2. Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013. "Risk Modeling and Management: An Overview," Working Papers in Economics 13/22, University of Canterbury, Department of Economics and Finance.
  3. David Allen & Michael McAleer & Robert Powell & Abhay Singh, 2013. "A Capital Adequacy Buffer Model," Working Papers in Economics 13/35, University of Canterbury, Department of Economics and Finance.
  4. David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
  5. David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Nonparametric Multiple Change Point Analysis of the Global Financial Crisis," KIER Working Papers 866, Kyoto University, Institute of Economic Research.
  6. David E. Allen & Abhay K. Singh & Robert J. Powell & Michael McAleer & James Taylor & Lyn Thomas, 2013. "Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression," Tinbergen Institute Discussion Papers 13-020/III, Tinbergen Institute.
  7. Chevalier, Arnaud & Harmon, Colm & O'Sullivan, Vincent & Walker, Ian, 2013. "The Impact of Parental Income and Education on the Schooling of Children," Papers WP468, Economic and Social Research Institute (ESRI).
  8. Orla Doyle & Colm Harmon & James J. Heckman & Caitroina Logue & Seong Hyeok Moon, 2013. "Measuring Investment in Human Capital Formation: An Experimental Analysis of Early Life Outcomes," Working Papers 2013-007, Human Capital and Economic Opportunity Working Group.

2012

  1. D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh, 2012. "A non-parametric and entropy based analysis of the relationship between the VIX and S&P500," KIER Working Papers 827, Kyoto University, Institute of Economic Research.
  2. David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas, 2012. "The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions," KIER Working Papers 831, Kyoto University, Institute of Economic Research.
  3. David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh, 2012. "Volatility spillovers from the US to Australia and China across the GFC," KIER Working Papers 838, Kyoto University, Institute of Economic Research.

2011

  1. Allen, D.E. & McAleer, M.J. & Amram, R., 2011. "Volatility Spillovers from the Chinese Stock Market to Economic Neighbours," Econometric Institute Research Papers EI 2011-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  2. Delaney, Liam & Harmon, Colm P. & Redmond, Cathy, 2011. "Parental Education, Grade Attainment and Earnings Expectations among University Students," IZA Discussion Papers 5646, Institute of Labor Economics (IZA).
  3. Harmon, Colm P., 2011. "Economic Returns to Education: What We Know, What We Don't Know, and Where We Are Going – Some Brief Pointers," IZA Policy Papers 29, Institute of Labor Economics (IZA).
  4. Arnaud Chevalier & Colm Harmon & Vincent O'Sullivan & Ian Walker, 2011. "The Impact of Parental Earnings and Education on the Schooling of Children," Working Papers 201112, Geary Institute, University College Dublin.
  5. Liam Delaney & Colm Harmon & Martin Ryan, 2011. "The Role of Noncognitive Traits in Undergraduate Study Behaviours," Working Papers 201132, Geary Institute, University College Dublin.

2010

  1. David E. Allen & Michael McAleer & Marcel Scharth, 2010. "Realized Volatility Risk," Working Papers in Economics 10/26, University of Canterbury, Department of Economics and Finance.
  2. Ryan, Martin & Delaney, Liam & Harmon, Colm P., 2010. "Micro-Level Determinants of Lecture Attendance and Additional Study-Hours," IZA Discussion Papers 5144, Institute of Labor Economics (IZA).
  3. Liam Delaney & Colm Harmon & Cathy Redmond, 2010. "Parental Education, Grade Attainment & Earnings Expectations among University Students," Working Papers 201035, Geary Institute, University College Dublin.
  4. Liam Delaney & Colm Harmon & Cathy Remond, 2010. "Decomposing Gender Differences in College Student Earnings Expectations," Working Papers 201038, Geary Institute, University College Dublin.
  5. Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer, 2010. "Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity," Working Papers in Economics 10/23, University of Canterbury, Department of Economics and Finance.
  6. Kiyotaka SATO & Junko SHIMIZU & Nagendra SHRESTHA & Zhaoyong ZHANG, 2010. "New Estimates of the Equilibrium Exchange Rate: The case for the Chinese renminbi," Discussion papers 10045, Research Institute of Economy, Trade and Industry (RIETI).

2009

  1. Comerford, David & Delaney, Liam & Harmon, Colm P., 2009. "Experimental Tests of Survey Responses to Expenditure Questions," IZA Discussion Papers 4389, Institute of Labor Economics (IZA).
  2. Michael Daly & Liam Delaney & Colm Harmon & Peter Doran & Malcolm MacLachlan, 2009. "Naturalistic monitoring of the affect-heart rate relationship : a day reconstruction study," Working Papers 10197/1214, Geary Institute, University College Dublin.
  3. Michael Daly & Liam Delaney & Colm Harmon & Peter Doran & Malcolm MacLachlan, 2009. "Naturalistic monitoring of the affect-heart rate relationship: A Day Reconstruction Study," Working Papers 200901, Geary Institute, University College Dublin.
  4. Martin Ryan & Liam Delaney & Colm Harmon, 2009. "Enhancing the comparability of self-rated skills-matching using anchoring vignettes," Open Access publications 10197/2066, School of Economics, University College Dublin.
  5. Vu Thanh Hai & Albert K. Tsuia & Zhaoyong Zhang, 2009. "Measuring Asymmetry and Persistence in Conditional Volatility in Real Output : Evidence from Three East Asian Tigers Using a Multivariate GARCH approach," Trade Working Papers 22760, East Asian Bureau of Economic Research.

2008

  1. Allen, David E & Powell, Robert, 2008. "Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective," MPRA Paper 47206, University Library of Munich, Germany.
  2. Daly, Michael & Delaney, Liam & Harmon, Colm P., 2008. "Psychological and Biological Foundations of Time Preference: Evidence from a Day Reconstruction Study with Biological Tracking," IZA Discussion Papers 3674, Institute of Labor Economics (IZA).
  3. Liam Delaney & Colm Harmon & Cecily Kelleher & Jean Kennedy & Brenda Gannon & Eamonn O'Shea, 2008. "SHARE Ireland first results," Working Papers 10197/1204, Geary Institute, University College Dublin.
  4. Liam Delaney & Colm Harmon & Cecily Kelleher & Jean Kennedy, 2008. "SHARE Ireland: First Results," Working Papers 200823, Geary Institute, University College Dublin.

2007

  1. van Soest, Arthur & Delaney, Liam & Harmon, Colm P. & Kapteyn, Arie & Smith, James P., 2007. "Validating the Use of Vignettes for Subjective Threshold Scales," IZA Discussion Papers 2860, Institute of Labor Economics (IZA).
  2. Delaney, Liam & Harmon, Colm P. & Wall, Patrick G., 2007. "Behavioural Economics and Drinking Behaviour: Preliminary Results from an Irish College Study," IZA Discussion Papers 2883, Institute of Labor Economics (IZA).
  3. Orla Doyle & Colm Harmon & Ian Walker, 2007. "The impact of parental income and education on child health : further evidence for England," Working Papers 10197/1111, Geary Institute, University College Dublin.
  4. Liam Delaney & Colm Harmon & Claire Milner & Lorna Sweeney & Patrick G. Wall, 2007. "Perception of excessive drinking among Irish college students : a mixed methods analysis," Working Papers 10197/577, Geary Institute, University College Dublin.
  5. Liam Delaney & Colm Harmon & Arthur Van Soest & Arie Kapteyn & James P. Smith, 2007. "Validating the use of vignettes for subjective threshold scales," Working Papers 10197/580, Geary Institute, University College Dublin.
  6. Liam Delaney & Colm Harmon & Cecily Kelleher & Caroline Kenny, 2007. "The determinants of self-rated health in the Republic of Ireland : further evidence and future directions," Working Papers 10197/590, Geary Institute, University College Dublin.
  7. Liam Delaney & Colm Harmon & Patrick G. Wall, 2007. "Behavioural economics and drinking behaviour : preliminary results from an Irish college study," Working Papers 10197/591, Geary Institute, University College Dublin.
  8. Orla Doyle & Colm Harmon & James J. Heckman & Richard E. Tremblay, 2007. "Early Childhood Intervention. Rationale, Timing and Efficacy," Working Papers 200705, Geary Institute, University College Dublin.
  9. Orla Doyle & Colm Harmon & Ian Walker, 2007. "The Impact of Parental Income and Education on Child Health. Further Evidence for England," Working Papers 200706, Geary Institute, University College Dublin.
  10. Liam Delaney & Colm Harmon & Claire Milner & Lorna Sweeney & Pat Wall, 2007. "Perception of Excessive Drinking Among Irish College Students: A Mixed Methods Analysis," Working Papers 200712, Geary Institute, University College Dublin.
  11. Liam Delaney & Colm Harmon & Cecily Kelleher & Caroline Kenny, 2007. "The Determinants of Self-Rated Health in the Republic of Ireland Further Evidence and Future Directions," Working Papers 200741, Geary Institute, University College Dublin.
  12. Colm Harmon & Maureen Gaffney, 2007. "Evidence-based policy making : getting the evidence, using the evidence & evaluating the outcomes," Open Access publications 10197/675, School of Economics, University College Dublin.

2006

  1. Gao, Jiti & McAleer, Michael & Allen, Dave, 2006. "Econometric modelling in finance and risk management: An overview," MPRA Paper 11978, University Library of Munich, Germany, revised Nov 2007.
  2. Finn, Claire & Harmon, Colm, 2006. "A dynamic model of demand for private health insurance in Ireland," Papers HRBWP17, Economic and Social Research Institute (ESRI).
  3. Claire Finn & Colm Harmon, 2006. "A dynamic model of demand for private health insurance in Ireland," Working Papers 10197/1109, Geary Institute, University College Dublin.
  4. Claire Finn & Colm Harmon, 2006. "A dynamic model of demand for private health insurance in Ireland by and," Working Papers 200612, Geary Institute, University College Dublin.
  5. Colm Harmon & Claire Finn & Arnaud Chevalier & Tarja Viitanen, 2006. "The economics of early childhood care and education : technical research paper for the National Economic and Social Forum," Open Access publications 10197/671, School of Economics, University College Dublin.
  6. C. O'Carroll & Colm Harmon & Lisa Farrell, 2006. "The economic and social impact of higher education," Open Access publications 10197/672, School of Economics, University College Dublin.

2005

  1. Walker, Ian & Harmon, Colm & Doyle, Orla, 2005. "The Impact of Parental Income and Education on the Health of their Children," CEPR Discussion Papers 5359, C.E.P.R. Discussion Papers.
  2. Arnaud Chevalier & Harmon, Harmon & Vincent O'Sullivan & Ian Walker, 2005. "The impact of parental income and education on the schooling of their children," IFS Working Papers W05/05, Institute for Fiscal Studies.

2004

  1. Kevin Denny & Harmon, Harmon & Vincent O'Sullivan, 2004. "Education, earnings and skills: a multi-country comparison," IFS Working Papers W04/08, Institute for Fiscal Studies.
  2. Kevin Denny & Reamonn Lydon & Colm Harmon, 2004. "An econometric analysis of burglary in Ireland," Working Papers 10197/157, Geary Institute, University College Dublin.
  3. Kevin Denny & Reamonn Lydon & Colm Harmon, 2004. "An econometric analysis of burglary in Ireland," Open Access publications 10197/157, School of Economics, University College Dublin.
  4. Colm Harmon & John Sheehan, 2004. "Pricing and investment decisions in Irish Education," Open Access publications 10197/651, School of Economics, University College Dublin.

2003

  1. Walker, Ian & Harmon, Colm & Chevalier, Arnaud & Zhu, Yu, 2003. "Does Education Raise Productivity or Just Reflect It?," CEPR Discussion Papers 3993, C.E.P.R. Discussion Papers.
  2. Vincent (Vincent Peter) Hogan & Colm Harmon, 2003. "The non-life insurance market in Ireland : prospects for empirical analysis," Open Access publications 10197/337, School of Economics, University College Dublin.
  3. Kevin J Denny & Colm P Harmon & Vincent O’Sullivan, 2003. "Functional Literacy, Educational Attainment and Earnings - A Multi-Country Comparison," Working Papers 200319, School of Economics, University College Dublin.
  4. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2003. "Asian Monetary Integration: A Structural VAR Approach," CIRJE F-Series CIRJE-F-212, CIRJE, Faculty of Economics, University of Tokyo.

2002

  1. 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.
  2. Denny, Kevin & Harmon, Colm & Lydon, Reamonn, 2002. "Cross Country Evidence on the Returns to Education: Patterns and Explanations," CEPR Discussion Papers 3199, C.E.P.R. Discussion Papers.
  3. Colm Harmon & Hessel Oosterbeek & Ian Walker, 2002. "The returns to education : a review of evidence, issues and deficiencies in the literature," Working Papers 10197/1099, Geary Institute, University College Dublin.
  4. Colm Harmon & Vincent (Vincent Peter) Hogan & Ian Walker, 2002. "Dispersion in the economic return to schooling," Working Papers 10197/1101, Geary Institute, University College Dublin.
  5. Arnaud Chevalier & Colm Harmon & Ian Walker & Yu Zhu, 2002. "Does education raise productivity, or just reflect it?," Working Papers 10197/1104, Geary Institute, University College Dublin.
  6. Colm Harmon, 2002. "Schooling returns, schooling decisions and educational finance," Open Access publications 10197/669, School of Economics, University College Dublin.

2001

  1. Zheng, H. & Thomas, L.C. & Allen, D.E., 2001. "The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management," Papers 01-176, University of Southampton - Department of Accounting and Management Science.
  2. Walker, Ian & Harmon, Colm & Hogan, Vincent, 2001. "Dispersion in the Economic Return to Schooling," CEPR Discussion Papers 3037, C.E.P.R. Discussion Papers.
  3. Kevin Denny & Colm Harmon, 2001. "Ireland," Open Access publications 10197/144, School of Economics, University College Dublin.
  4. Colm Harmon & Ian Walker & Niels Westergaard-Nielsen, 2001. "Introduction [to Education and earnings in Europe : a cross country analysis of the returns to education]," Open Access publications 10197/757, School of Economics, University College Dublin.

2000

  1. Colm Harmon & Hessel Oosterbeek, 2000. "The Returns to Education: A Review of Evidence, Issues and Deficiencies in the Literature," CEE Discussion Papers 0005, Centre for the Economics of Education, LSE.
  2. Denny, Kevin & Harmon, Colm, 2000. "Education Policy Reform and the Return to Schooling from Instrumental Variables," CEPR Discussion Papers 2518, C.E.P.R. Discussion Papers.
  3. Denny, K.J. & Harmon, C.P. & Redmond, S., 2000. "Cognitive Skills, Educational Attainment and Earnings -Evidence from the International Adult Literacy Survey," Papers 00/04, College Dublin, Department of Political Economy-.
  4. Denny, K.J. & Harmon, C.P., 2000. "The Impact of Education and Training on the Labour Market Experiences of Yound Adults," Papers 00/1, College Dublin, Department of Political Economy-.
  5. Kevin Denny & Harmon, Harmon & Sandra Redmond, 2000. "Functional literacy, educational attainment and earnings - evidence from the international adult literacy survey," IFS Working Papers W00/09, Institute for Fiscal Studies.
  6. Yao, S. & Zhang, Z., 2000. "Openness and Economic Performance: a Comparative Study of China and the Asian NIEs," Papers 131, Portsmouth University - Department of Economics.

1999

  1. Ashenfelter, O. & Harmon, C. & Oosterbeek, H., 1999. "A Review of Estimates of the Schooling/ Earnings Relationship, with tests for Publication Bias," Papers 99/20, College Dublin, Department of Political Economy-.
  2. Denny, K.J. & Harmon, C.P., 1999. "Testing for Sheepskin Effects in Earnings Equations: Evidence for Five Countries," Papers 99/21, College Dublin, Department of Political Economy-.
  3. Denny, Kevin & Harmon, Colm & Redmond, Sandra, 1999. "Wages and Human Capital: Evidence from the Irish Data," Papers 99/3, College Dublin, Department of Political Economy-.
  4. Kevin Denny & Colm Harmon, 1999. "Wages and human capital," Open Access publications 10197/145, School of Economics, University College Dublin.
  5. Kevin Denny & Colm Harmon & Dorren McMahon & Sandra Redmond, 1999. "Literacy and education in Ireland," Open Access publications 10197/154, School of Economics, University College Dublin.
  6. Yao, S. & Zhang, Z., 1999. "Regional Growth in Chine under Economic Reforms," Papers 124, Portsmouth University - Department of Economics.
  7. Zhang, Z., 1999. "Developing an instrument for measuring TQM implementation in a Chinese context," Research Report 99A48, University of Groningen, Research Institute SOM (Systems, Organisations and Management).

1998

  1. Colm Harmon & J. Holt & Frank Barry, 1998. "Employment Effects of the Proposed Minimum Wage," Open Access publications 10197/662, School of Economics, University College Dublin.
  2. Anthony Murphy & Colm Harmon, 1998. "Interim Study on the Liquor Licensing Laws and other Barriers to Entry and their impact on Competition in the Retail Drinks Market," Open Access publications 10197/667, School of Economics, University College Dublin.

1997

  1. Denny, K-J & Harmon, C-P & Roche, M-J, 1997. "The Distribution of Discrimination in Immigrant Earnings : Evidence from Britain 1974-1993," Papers 97/21, College Dublin, Department of Political Economy-.
  2. Harmon, C.P. & Walker, I., 1997. "Selective Schooling, School Quality, and Labour Market Returns," Papers 97/22, College Dublin, Department of Political Economy-.
  3. Callan, T. & Harmon, C.P., 1997. "The Economic Return to Schooling in Ireland," Papers 97/23, College Dublin, Department of Political Economy-.
  4. Kevin J Denny; & Colm P Harmon: & Maurice Roche, 1997. "The Distribution of Discrimination in Immigrant Earnings- Evidence from Britain 1974-93," Economics Department Working Paper Series n690897, Department of Economics, National University of Ireland - Maynooth.

1996

  1. harmon, C. & Walker, I., 1996. "The Marginal about Average Returns to Schooling," Papers 96/20, College Dublin, Department of Political Economy-.
  2. Harmon, Harmon & Ian Walker, 1996. "The marginal and average returns to schooling," IFS Working Papers W96/11, Institute for Fiscal Studies.
  3. J Durkan; & C Harmon; & J Hughes, 1996. "Health Services Utilisation in the UK. An Empirical Analysis Using Microdata," Economics Department Working Paper Series n650796, Department of Economics, National University of Ireland - Maynooth.
  4. Joe Durkan & Colm Harmon, 1996. "Social consensus, income policies and unemployment," Working Papers 199611, School of Economics, University College Dublin.
  5. Zhaoyong Zhang, 1996. "The Exchange Value of the Renminbi and China's Balance of Trade: An Emp irical Study," NBER Working Papers 5771, National Bureau of Economic Research, Inc.

1995

  1. Harmon, Harmon & Ian Walker, 1995. "Estimates of the economic return to schooling for the UK," IFS Working Papers W95/12, Institute for Fiscal Studies.
  2. Colm Harmon; & Ian Walker, 1995. "Estimates of Economic Return to Schooling in the UK," Economics Department Working Paper Series n540195, Department of Economics, National University of Ireland - Maynooth.
  3. Ian Walker & Colm Harmon, 1995. "Estimates of the economic return to schooling for the United Kingdom," Open Access publications 10197/647, School of Economics, University College Dublin.

1993

  1. Ian Walker & Colm Harmon, 1993. "Schooling and earnings in the U.K. – the ROSLA experiment," Open Access publications 10197/648, School of Economics, University College Dublin.

Journal articles

2025

  1. Adel Hassan A. Gadhi & Shelton Peiris & David E. Allen & Richard Hunt, 2025. "Optimal Time Series Forecasting Through the GARMA Model," Econometrics, MDPI, vol. 13(1), pages 1-23, January.
  2. Thach Pham & Deepa Bannigidadmath & Robert Powell, 2025. "Industry return predictability using health policy uncertainty," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-42, December.

2024

  1. Adel Hassan A. Gadhi & Shelton Peiris & David E. Allen, 2024. "Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN," JRFM, MDPI, vol. 17(9), pages 1-20, August.
  2. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2024. "Tail risk network analysis of Asian banks," Global Finance Journal, Elsevier, vol. 62(C).

2023

  1. David Edmund Allen & Shelton Peiris, 2023. "GARMA, HAR and Rules of Thumb for Modelling Realized Volatility," Risks, MDPI, vol. 11(10), pages 1-15, October.
  2. David E. Allen & Michael McAleer, 2023. "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-26, March.
  3. David Allen & Moawia Alghalith & Wing-Keung Wong, 2023. "Editorial: Statement for the Special Issue in Honor of Michael McAleer," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-8, March.
  4. Albert K. Tsui & Junxiang Wu & Zhaoyong Zhang & Zhongxi Zheng, 2023. "Forecasting term structure of the Japanese bond yields in the presence of a liquidity trap," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1205-1227, August.
  5. Robert Powell & Anh Do & Denise Gengatharen & Jaime Yong & Rasiah Gengatharen, 2023. "The relationship between responsible financial behaviours and financial wellbeing: The case of buy‐now‐pay‐later," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4431-4451, December.

2022

  1. David E. Allen, 2022. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, February.
  2. David E. Allen & Michael McAleer, 2022. "Trump’s COVID-19 tweets and Dr. Fauci’s emails," Scientometrics, Springer;Akadémiai Kiadó, vol. 127(3), pages 1643-1655, March.
  3. David E. Allen & Michael McAleer, 2022. "“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 117(537), pages 214-224, January.
  4. Edwards, Rebecca & Gibson, Rachael & Harmon, Colm & Schurer, Stefanie, 2022. "First-in-their-family students at university: Can non-cognitive skills compensate for social origin?," Economics of Education Review, Elsevier, vol. 91(C).
  5. Li Sheng & Zhaoyong Zhang, 2022. "Revisiting global imbalances: A comparative analysis of income and consumption inequality," Economics and Politics, Wiley Blackwell, vol. 34(2), pages 382-390, July.
  6. Nadeem Abdulmalik Abdulrahman Aljonaid & Fengming Qin & Zhaoyong Zhang, 2022. "The Heterogeneous Impact of Sectoral Foreign Aid Inflows on Sectoral Growth: SUR Evidence from Selected Sub-Saharan African and MENA Countries," JRFM, MDPI, vol. 15(3), pages 1-45, February.
  7. Darren A. Pawski & Robert J. Powell & Anna Golab, 2022. "Factors affecting the growth of small privately‐owned financial planning businesses," Australian Economic Papers, Wiley Blackwell, vol. 61(4), pages 717-737, December.
  8. Darren Pawski & Robert Powell & Anna Golab, 2022. "An Analysis of Whether Privately Owned Financial Planning Practices Are Transitioning to Fully Independent Advice Providers," JRFM, MDPI, vol. 15(8), pages 1-16, August.
  9. Cheng Peng & Dianzhuang Feng & Hai Long, 2022. "Assessing the Contribution of Natural Gas Exploitation to the Local Economic Growth in China," Energies, MDPI, vol. 15(16), pages 1-17, August.
  10. Cheng Peng & Xiaolin Guo & Hai Long, 2022. "Carbon Intensity and Green Transition in the Chinese Manufacturing Industry," Energies, MDPI, vol. 15(16), pages 1-20, August.
  11. Qiang Zhang & Jun Shan & Hai Long, 2022. "Improving Transportation Technologies for Carbon Reduction in the Chinese Provinces along the Silk Road," Energies, MDPI, vol. 15(8), pages 1-22, April.
  12. Hai Long & Jianzhi Zhao & Xiaochen Lin & Lanyong Liu, 2022. "Does Venture Capital Reputation Contribute to Pre-IPO Performance of Entrepreneurial Firms in the Chinese Context?," SAGE Open, , vol. 12(4), pages 21582440221, November.

2021

  1. David E. Allen & Michael McAleer, 2021. "Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations," Advances in Decision Sciences, Asia University, Taiwan, vol. 25(2), pages 1-27, June.
  2. David E. Allen & Michael McAleer, 2021. "A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes," Risks, MDPI, vol. 9(11), pages 1-20, November.
  3. Emma Gorman & Colm Harmon & Silvia Mendolia & Anita Staneva & Ian Walker, 2021. "Adolescent School Bullying Victimization and Later Life Outcomes," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(4), pages 1048-1076, August.
  4. Cobb-Clark Deborah A. & Harmon Colm & Staneva Anita, 2021. "The bilingual gap in children's language, emotional, and pro-social development," IZA Journal of Labor Economics, Sciendo & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 10(1), pages 1-41, January.
  5. Zhang, Z.H. & Wei, L. & Wu, M.C. & Bai, B.F. & Zhao, T.S., 2021. "Chloride ions as an electrolyte additive for high performance vanadium redox flow batteries," Applied Energy, Elsevier, vol. 289(C).
  6. Du, Hong & Ma, Xiuyun & Jiang, Miao & Yan, Peifang & Zhang, Z.Conrad, 2021. "Autocatalytic co-upgrading of biochar and pyrolysis gas to syngas," Energy, Elsevier, vol. 221(C).
  7. Zhang, Junru & Zhang, Zhaoyong, 2021. "CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms," Finance Research Letters, Elsevier, vol. 41(C).
  8. Zhou, Xinmiao & Zhang, Junru & Zhang, Zhaoyong, 2021. "How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 196-213.
  9. Jiang, Xiandeng & Shi, Yanlin & Zhang, Zhaoyong, 2021. "Does US partisan conflict affect China’s foreign exchange reserves?," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 21-33.
  10. Qi, Jianhong & Liu, Hui & Zhang, Zhaoyong, 2021. "Exchange rate uncertainty and the timing of Chinese Outward Direct Investment," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1193-1204.
  11. Mingming Li & Fengming Qin & Zhaoyong Zhang, 2021. "Short-Term Capital Flows, Exchange Rate Expectation and Currency Internationalization: Evidence from China," JRFM, MDPI, vol. 14(5), pages 1-15, May.
  12. S. Amir Tabibian & Zhaoyong Zhang & Abdollah Ah Mand, 2021. "Stock Split Rule Changes and Stock Liquidity: Evidence from Bursa Malaysia," JRFM, MDPI, vol. 14(9), pages 1-15, August.
  13. Tonmoy Choudhury & Simone Scagnelli & Jaime Yong & Zhaoyong Zhang, 2021. "Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry," Sustainability, MDPI, vol. 13(14), pages 1-16, July.
  14. Joseph Zhi Bin Ling & Albert K. Tsui & Zhaoyong Zhang, 2021. "Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models," Sustainability, MDPI, vol. 13(17), pages 1-20, September.
  15. Dinh, Dung V. & Powell, Robert J. & Vo, Duc H., 2021. "Forecasting corporate financial distress in the Southeast Asian countries: A market-based approach," Journal of Asian Economics, Elsevier, vol. 74(C).
  16. Pham, Thach N. & Powell, Robert & Bannigidadmath, Deepa, 2021. "Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures," Pacific-Basin Finance Journal, Elsevier, vol. 70(C).
  17. Hai Long & Wenwei Li, 2021. "Does COVID-19 Pandemic Impact on China s Economy Structure and Sustainability of Deep Economic Determinants?," International Journal of Economics and Financial Issues, Econjournals, vol. 11(3), pages 81-88.
  18. Hai Long & Xiaochen Lin & Yu Chen, 2021. "Why the Operating Performance of Post-IPO Firms Decreases: Evidence from China," JRFM, MDPI, vol. 14(9), pages 1-15, September.

2020

  1. Asai Manabu & Peiris Shelton & McAleer Michael & Allen David E., 2020. "Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates," Journal of Time Series Econometrics, De Gruyter, vol. 12(1), pages 1-18, January.
  2. David E. Allen & Michael McAleer, 2020. "A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index," Energies, MDPI, vol. 13(15), pages 1-11, August.
  3. David Edmund Allen, 2020. "Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?," JRFM, MDPI, vol. 13(9), pages 1-25, September.
  4. David E. Allen & Michael McAleer, 2020. "Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE," Risks, MDPI, vol. 8(1), pages 1-20, February.
  5. David E. Allen & Michael Mcaleer, 2020. "Flattening The Curve In Risk Management Of Covid-19: Do Lockdowns Work?," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-26, December.
  6. David E. Allen & Michael Mcaleer, 2020. "Predicting Cases And Deaths In Europe From Covid-19 Tests And Country Populations," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 15(04), pages 1-15, December.
  7. An, Jiyoun & Ho, Kin-Yip & Zhang, Zhaoyong, 2020. "What drives the liquidity premium in the Chinese stock market?," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  8. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2020. "News and return volatility of Chinese bank stocks," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 1095-1105.
  9. S. Amir Tabibian & Zhaoyong Zhang & Mohsen Jafarian, 2020. "How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia," Risks, MDPI, vol. 8(3), pages 1-14, August.
  10. Antonio Alleyne & Zhaoyong Zhang & Yifei Mu, 2020. "Sustaining International Trade with China: Does ACFTA Improve ASEAN Export Efficiency?," Sustainability, MDPI, vol. 12(15), pages 1-30, July.
  11. Do, A. & Powell, R. & Yong, J. & Singh, A., 2020. "Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  12. Robert J. Powell & Duc H. Vo, 2020. "A Comprehensive Stability Indicator for Banks," Risks, MDPI, vol. 8(1), pages 1-15, February.

2019

  1. David Edmund Allen & Elisa Luciano, 2019. "Risk Analysis and Portfolio Modelling," JRFM, MDPI, vol. 12(4), pages 1-4, September.
  2. David E. Allen & Michael McAleer, 2019. "Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany," Sustainability, MDPI, vol. 11(19), pages 1-19, September.
  3. Anh Ninh & Honggang Hu & David Allen, 2019. "Robust newsvendor problems: effect of discrete demands," Annals of Operations Research, Springer, vol. 275(2), pages 607-621, April.
  4. David E. Allen & Michael McAleer & Abhay K. Singh, 2019. "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, vol. 51(30), pages 3212-3235, June.
  5. Privault, N. & Yam, S.C.P. & Zhang, Z., 2019. "Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3376-3405.
  6. Duc Hong Vo & Anh The Vo & Zhaoyong Zhang, 2019. "Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country," JRFM, MDPI, vol. 12(1), pages 1-25, January.
  7. Xiaoyi Shen & Albert K. Tsui & Zhaoyong Zhang, 2019. "Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?," Risks, MDPI, vol. 7(4), pages 1-16, October.
  8. S. Gratton & C. W. Royer & L. N. Vicente & Z. Zhang, 2019. "Direct search based on probabilistic feasible descent for bound and linearly constrained problems," Computational Optimization and Applications, Springer, vol. 72(3), pages 525-559, April.
  9. Jonathan Z. Zhang, 2019. "Dynamic customer interdependence," Journal of the Academy of Marketing Science, Springer, vol. 47(4), pages 723-746, July.
  10. Robert Powell & Duc H. Vo & Thach N. Pham, 2019. "Cattle as a consistently resilient agricultural commodity," Applied Economics, Taylor & Francis Journals, vol. 51(55), pages 5911-5922, November.

2018

  1. David E. Allen & Michael McAleer & David McHardy Reid, 2018. "Fake News And Indifference To Truth: Dissecting Tweets And State Of The Union Addresses By Presidents Obama And Trump," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 180-203, December.
  2. David E. Allen & Michael McAleer, 2018. "Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management," Energies, MDPI, vol. 11(7), pages 1-19, June.
  3. Rasika Yatigammana & Shelton Peiris & Richard Gerlach & David Edmund Allen, 2018. "Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants," Risks, MDPI, vol. 6(2), pages 1-22, May.
  4. David E. Allen & Michael McAleer, 2018. "President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change †," Sustainability, MDPI, vol. 10(7), pages 1-6, July.
  5. David E Allen & Vince Hooper, 2018. "Generalized Correlation Measures of Causality and Forecasts of the VIX Using Non-Linear Models," Sustainability, MDPI, vol. 10(8), pages 1-15, August.
  6. David E. Allen & Michael McAleer, 2018. "Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather," Scientometrics, Springer;Akadémiai Kiadó, vol. 117(1), pages 625-629, October.
  7. David E. Allen & Chialin Chang & Michael McAleer & Abhay K Singh, 2018. "A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices," Applied Economics, Taylor & Francis Journals, vol. 50(7), pages 804-823, February.
  8. DAVID E. ALLEN & MICHAEL McALEER & ROBERT J. POWELL & ABHAY K. SINGH, 2018. "Non-Parametric Multiple Change Point Analysis Of The Global Financial Crisis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(02), pages 1-23, June.
  9. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2018. "Public information arrival, price discovery and dynamic correlations in the Chinese renminbi markets," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 168-186.
  10. Qi, Jianhong & Zhang, Zhaoyong & Liu, Hui, 2018. "Credit constraints and firm market entry decision: Firm-level evidence from internationalizing Chinese multinationals," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 272-285.
  11. Liu, H.B. & Jiang, C. & Jia, X.Y. & Long, X.Y. & Zhang, Z. & Guan, F.J., 2018. "A new uncertainty propagation method for problems with parameterized probability-boxes," Reliability Engineering and System Safety, Elsevier, vol. 172(C), pages 64-73.
  12. Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018. "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, vol. 6(4), pages 1-26, October.
  13. Junru Zhang & Hadrian Geri Djajadikerta & Zhaoyong Zhang, 2018. "Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market," Sustainability, MDPI, vol. 10(10), pages 1-21, September.
  14. Chengjun Wang & Zhaoyong Zhang & Ximin Fei, 2018. "Efficiency and Risk in Sustaining China’s Food Production and Security: Evidence from Micro-Level Panel Data Analysis of Japonica Rice Production," Sustainability, MDPI, vol. 10(4), pages 1-14, April.
  15. Asim Ansari & Yang Li & Jonathan Z. Zhang, 2018. "Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach," Marketing Science, INFORMS, vol. 37(6), pages 987-1008, November.
  16. Albert K. Tsui & Cheng Yang Xu & Zhaoyong Zhang, 2018. "Macroeconomic forecasting with mixed data sampling frequencies: Evidence from a small open economy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 666-675, September.
  17. Robert J. Powell & Duc H. Vo & Thach N. Pham, 2018. "Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia," Risks, MDPI, vol. 6(4), pages 1-22, October.
  18. Robert J. Powell & Duc H. Vo & Thach N. Pham, 2018. "Economic cycles and downside commodities risk," Applied Economics Letters, Taylor & Francis Journals, vol. 25(4), pages 258-263, February.

2017

  1. Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat, 2017. "Efficient modelling and forecasting with range based volatility models and its application," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 448-460.
  2. Allen, David E. & McAleer, Michael & Powell, Robert J. & Singh, Abhay K., 2017. "Volatility Spillovers from Australia's major trading partners across the GFC," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 159-175.
  3. David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, vol. 9(10), pages 1-34, September.
  4. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2017. "Volatility spillover and multivariate volatility impulse response analysis of GFC news events," Applied Economics, Taylor & Francis Journals, vol. 49(33), pages 3246-3262, July.
  5. Abhay K. Singh & David E. Allen & Robert J. Powell, 2017. "Tail dependence analysis of stock markets using extreme value theory," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4588-4599, September.
  6. David E Allen & Michael McAleer & Abhay K Singh, 2017. "An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series," Applied Economics, Taylor & Francis Journals, vol. 49(7), pages 677-692, February.
  7. Doyle, Orla & Harmon, Colm & Heckman, James J. & Logue, Caitriona & Moon, Seong Hyeok, 2017. "Early skill formation and the efficiency of parental investment: A randomized controlled trial of home visiting," Labour Economics, Elsevier, vol. 45(C), pages 40-58.
  8. Colm P. Harmon, 2017. "How effective is compulsory schooling as a policy instrument?," IZA World of Labor, Institute of Labor Economics (IZA), pages 348-348, March.
  9. Saha, Shrabani & Zhang, Zhaoyong, 2017. "Democracy-growth nexus and its interaction effect on human development: A cross-national analysis," Economic Modelling, Elsevier, vol. 63(C), pages 304-310.
  10. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2017. "Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals," International Review of Economics & Finance, Elsevier, vol. 52(C), pages 302-321.
  11. Powell, Robert, 2017. "Research Bets and Behavioral IR," International Organization, Cambridge University Press, vol. 71(S1), pages 265-277, April.
  12. Powell, Robert J. & Vo, Duc H. & Pham, Thach N. & Singh, Abhay K., 2017. "The long and short of commodity tails and their relationship to Asian equity markets," Journal of Asian Economics, Elsevier, vol. 52(C), pages 32-44.
  13. R.J. Powell, 2017. "New perspectives on bank risk in Malaysia," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1326217-132, January.

2016

  1. Allen, D.E. & Powell, R.J. & Singh, A.K., 2016. "Take it to the limit: Innovative CVaR applications to extreme credit risk measurement," European Journal of Operational Research, Elsevier, vol. 249(2), pages 465-475.
  2. David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2016. "Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis," JRFM, MDPI, vol. 9(2), pages 1-18, June.
  3. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2016. "Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies," Risks, MDPI, vol. 4(1), pages 1-14, March.
  4. D. E. Allen & M. McAleer & R. J. Powell & A. K. Singh, 2016. "A capital adequacy buffer model," Applied Economics Letters, Taylor & Francis Journals, vol. 23(3), pages 175-179, February.
  5. Paul De Grauwe & Zhaoyong Zhang & Paul De Grauwe & Zhaoyong Zhang, 2016. "The Rise of China and Regional Integration in East Asia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 1-6, February.
  6. Paul De Grauwe & Zhaoyong Zhang & Chan-Hyun Sohn, 2016. "The Effect of China's Rise on FDI Competition in East Asia: Crowding-out or Crowding-in?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 110-134, February.
  7. Paul De Grauwe & Zhaoyong Zhang & Filip Abraham & Jan Van Hove & Zuzanna Studnicka, 2016. "David vs. Goliath? Smaller European Exporting firms facing Asian competition on global markets," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 18-40, February.
  8. Paul De Grauwe & Zhaoyong Zhang & Kin-Yip Ho & Yanlin Shi & Zhaoyong Zhang, 2016. "It takes two to tango: A regime-switching analysis of the correlation dynamics between the mainland Chinese and Hong Kong stock markets," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 41-65, February.
  9. Paul De Grauwe & Zhaoyong Zhang & Rod Tyers, 2016. "Slower Growth and Vulnerability to Recession: Updating China's Global Impact," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 66-88, February.
  10. Paul De Grauwe & Zhaoyong Zhang & Paul De Grauwe, 2016. "European Monetary Unification: A Few Lessons for East Asia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 7-17, February.
  11. Paul De Grauwe & Zhaoyong Zhang & Kiyotaka Sato & Junko Shimizu & Nagendra Shrestha & Shajuan Zhang, 2016. "Industry-specific exchange rate volatility and intermediate goods trade in Asia," Scottish Journal of Political Economy, Scottish Economic Society, vol. 63(1), pages 89-109, February.
  12. Blasques, F. & Koopman, S.J. & Mallee, M. & Zhang, Z., 2016. "Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data," Journal of Econometrics, Elsevier, vol. 193(2), pages 405-417.
  13. E. Bader & Z. Zhang & K. Veroy, 2016. "An empirical interpolation approach to reduced basis approximations for variational inequalities," Mathematical and Computer Modelling of Dynamical Systems, Taylor & Francis Journals, vol. 22(4), pages 345-361, July.

2015

  1. Patrick W. Saart & Jiti Gao & David E. Allen, 2015. "Semiparametric Autoregressive Conditional Duration Model: Theory and Practice," Econometric Reviews, Taylor & Francis Journals, vol. 34(6-10), pages 849-881, December.
  2. T. Sun & Z. Zhang & T. Ning & Q. Mi & X. Zhang & S. Zhang & Z. Liu, 2015. "Colored polyethylene film mulches on weed control, soil conditions and peanut yield," Plant, Soil and Environment, Czech Academy of Agricultural Sciences, vol. 61(2), pages 79-85.
  3. Powell, Robert, 2015. "Nuclear Brinkmanship, Limited War, and Military Power," International Organization, Cambridge University Press, vol. 69(3), pages 589-626, July.

2014

  1. David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," JRFM, MDPI, vol. 7(2), pages 1-30, June.
  2. Nagaratnam Jeyasreedharan & David E Allen & Joey Wenling Yang, 2014. "Yet Another Acd Model: The Autoregressive Conditional Directional Duration (Acdd) Model," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-20.
  3. Prabhath Jayasinghe & Albert K. Tsui & Zhaoyong Zhang, 2014. "Exchange Rate Exposure of Sectoral Returns and Volatilities: Further Evidence From Japanese Industrial Sectors," Pacific Economic Review, Wiley Blackwell, vol. 19(2), pages 216-236, May.
  4. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market," Economic Modelling, Elsevier, vol. 37(C), pages 89-102.
  5. Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, vol. 42(C), pages 128-139.
  6. Long, Ling & Tsui, Albert K. & Zhang, Zhaoyong, 2014. "Estimating time-varying currency betas with contagion: New evidence from developed and emerging financial markets," Japan and the World Economy, Elsevier, vol. 30(C), pages 10-24.
  7. Scott Neslin & Kinshuk Jerath & Anand Bodapati & Eric Bradlow & John Deighton & Sonja Gensler & Leonard Lee & Elisa Montaguti & Rahul Telang & Raj Venkatesan & Peter Verhoef & Z. Zhang, 2014. "The interrelationships between brand and channel choice," Marketing Letters, Springer, vol. 25(3), pages 319-330, September.

2013

  1. Stan Karanasios & Dhavalkumar Thakker & Lydia Lau & David Allen & Vania Dimitrova & Alistair Norman, 2013. "Making sense of digital traces: An activity theory driven ontological approach," Journal of the American Society for Information Science and Technology, Association for Information Science & Technology, vol. 64(12), pages 2452-2467, December.
  2. David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial dependence analysis: applications of vine copulas," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
  3. Allen, David & Ng, K.H. & Peiris, Shelton, 2013. "Estimating and simulating Weibull models of risk or price durations: An application to ACD models," The North American Journal of Economics and Finance, Elsevier, vol. 25(C), pages 214-225.
  4. Chia-Lin Chang & Allen, David & McAleer, Michael, 2013. "Recent developments in financial economics and econometrics: An overview," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 217-226.
  5. Allen, David E. & Singh, Abhay K. & Powell, Robert J., 2013. "EVT and tail-risk modelling: Evidence from market indices and volatility series," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 355-369.
  6. Allen, David & Ng, K.H. & Peiris, Shelton, 2013. "The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics," Economics Letters, Elsevier, vol. 120(1), pages 117-122.
  7. Allen, D.E. & Kramadibrata, A.R. & Powell, R.J. & Singh, A.K., 2013. "Modelling tail credit risk using transition matrices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 67-75.
  8. Allen, David E. & Amram, Ron & McAleer, Michael, 2013. "Volatility spillovers from the Chinese stock market to economic neighbours," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 238-257.
  9. Singh, Abhay K. & Allen, David E. & Robert, Powell J., 2013. "Extreme market risk and extreme value theory," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 310-328.
  10. David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh, 2013. "A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500," JRFM, MDPI, vol. 6(1), pages 1-25, October.
  11. David E. Allen & Abhay Kumar Singh & Robert Powell, 2013. "Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 15(1), pages 88-109.
  12. David E Allen & Robert John Powell, 2013. "The Determinants of Capital Structure: Empirical evidence from Thai Banks," Information Management and Business Review, AMH International, vol. 5(8), pages 401-410.
  13. Josephine Sudiman & David Allen & Robert Powell, 2013. "A Closer Look At The Characteristics Of Stock Holdings Of Foreign And Local Investors In The Indonesian Stock Exchange (Idx)," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-22.
  14. Josephine Sudiman & David Edmund Allen & Robert John Powell, 2013. "The Contribution Of Foreign Investors To Price Discovery In The Indonesian Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-24.
  15. Delaney, Liam & Harmon, Colm & Ryan, Martin, 2013. "The role of noncognitive traits in undergraduate study behaviours," Economics of Education Review, Elsevier, vol. 32(C), pages 181-195.
  16. Arnaud Chevalier & Colm Harmon & Vincent O’ Sullivan & Ian Walker, 2013. "The impact of parental income and education on the schooling of their children," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 2(1), pages 1-22, December.
  17. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2013. "How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 436-456.
  18. Saha, Shrabani & Zhang, Zhaoyong, 2013. "Do exchange rates affect consumer prices? A comparative analysis for Australia, China and India," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 93(C), pages 128-138.
  19. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2013. "Conditional Volatility Asymmetry Of Business Cycles: Evidence From Four Oecd Countries," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 38(3), pages 33-56, September.
  20. Z Zhang & Y Van Hui & H Chen, 2013. "A forward and reverse logistics shipment planning model," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(10), pages 1485-1502, October.
  21. Vu Thanh Hai & Albert K. Tsui & Zhaoyong Zhang, 2013. "Measuring asymmetry and persistence in conditional volatility in real output: evidence from three East Asian tigers using a multivariate GARCH approach," Applied Economics, Taylor & Francis Journals, vol. 45(20), pages 2909-2914, July.
  22. X.-R. Guo & Z. Zhang & J.-H. Wang & J.-J. Zhang, 2013. "The design of a triple-band wide-angle metamaterial absorber based on regular pentagon close-ring," Journal of Electromagnetic Waves and Applications, Taylor & Francis Journals, vol. 27(5), pages 629-637, March.

2012

  1. David Allen & Robert Faff, 2012. "The Global Financial Crisis: some attributes and responses," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 52(1), pages 1-7, March.
  2. David E Allen & Robert Powell, 2012. "The fluctuating default risk of Australian banks," Australian Journal of Management, Australian School of Business, vol. 37(2), pages 297-325, August.
  3. D. E. Allen & A. K. Singh & R. Powell, 2012. "A Gourmet's delight: CAViaR and the Australian stock market," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1493-1498, October.
  4. David Edmund Allen & Robert John Powell & Abhay Kumar Singh, 2012. "Beyond reasonable doubt: multiple tail risk measures applied to European industries," Applied Economics Letters, Taylor & Francis Journals, vol. 19(7), pages 671-676, May.
  5. Paul De Grauwe & Zhaoyong Zhang, 2012. "Monetary Integration and Exchange Rate Issues in East Asia," The World Economy, Wiley Blackwell, vol. 35(4), pages 397-404, April.
  6. Kiyotaka Sato & Junko Shimizu & Nagendra Shrestha & Zhaoyong Zhang, 2012. "New Estimates of the Equilibrium Exchange Rate: The Case for the Chinese Renminbi," The World Economy, Wiley Blackwell, vol. 35(4), pages 419-443, April.
  7. Kin‐Yip Ho & Zhaoyong Zhang, 2012. "Dynamic Linkages among Financial Markets in the Greater China Region: A Multivariate Asymmetric Approach," The World Economy, Wiley Blackwell, vol. 35(4), pages 500-523, April.
  8. Zhaoyong Zhang & Kiyotaka Sato, 2012. "Should Chinese Renminbi be Blamed for Its Trade Surplus? A Structural VAR Approach," The World Economy, Wiley Blackwell, vol. 35(5), pages 632-650, May.
  9. Ho, Kin-Yip & Zheng, Lin & Zhang, Zhaoyong, 2012. "Volume, volatility and information linkages in the stock and option markets," Review of Financial Economics, Elsevier, vol. 21(4), pages 168-174.
  10. W. Chen & Z. Zhang & L. Jiang & Z. Xing & R. Shen & B. Wang, 2012. "Thermally driven pure spin current through mesoscopic ferromagnetic semimetal-normal metal junctions," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 85(8), pages 1-6, August.
  11. R. Bleischwitz & P. Welfens & Z. Zhang, 2012. "Prologue to the special issue “Resources, energy and eco-innovation” in Mineral Economics," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 24(2), pages 55-57, June.

2011

  1. Allen, David E. & McAleer, Michael & Scharth, Marcel, 2011. "Monte Carlo option pricing with asymmetric realized volatility dynamics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1247-1256.
  2. Yap, Ghialy & Allen, David, 2011. "Investigating other leading indicators influencing Australian domestic tourism demand," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1365-1374.
  3. D. E. Allen & R. J. Powell & A. K. Singh, 2011. "Quantile Regression As A Tool For Portfolio Investment Decisions During Times Of Financial Distress," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-19.
  4. Arthur van Soest & Liam Delaney & Colm Harmon & Arie Kapteyn & James P. Smith, 2011. "Validating the use of anchoring vignettes for the correction of response scale differences in subjective questions," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(3), pages 575-595, July.
  5. Dickson, Matt & Harmon, Colm, 2011. "Economic returns to education: What We Know, What We Don’t Know, and Where We Are Going—Some brief pointers," Economics of Education Review, Elsevier, vol. 30(6), pages 1118-1122.
  6. Delaney, Liam & Harmon, Colm & Redmond, Cathy, 2011. "Parental education, grade attainment and earnings expectations among university students," Economics of Education Review, Elsevier, vol. 30(6), pages 1136-1152.
  7. Simons-Morton, B.G. & Ouimet, M.C. & Zhang, Z. & Klauer, S.E. & Lee, S.E. & Wang, J. & Albert, P.S. & Dingus, T.A., 2011. "Crash and risky driving involvement among novice adolescent drivers and their parents," American Journal of Public Health, American Public Health Association, vol. 101(12), pages 2362-2367.
  8. Sato, Kiyotaka & Zhang, Zhaoyong & McAleer, Michael, 2011. "Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1353-1364.

2010

  1. Timothy Sharp & Steven Li & David Allen, 2010. "Empirical performance of affine option pricing models: evidence from the Australian index options market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(6), pages 501-514.

2009

  1. David E. Allen & Robert Powell, 2009. "Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 49(3), pages 425-444, September.
  2. Allen, David E. & Gao, Jiti & McAleer, Michael, 2009. "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2521-2524.
  3. Allen, David & Lazarov, Zdravetz & McAleer, Michael & Peiris, Shelton, 2009. "Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(8), pages 2535-2555.
  4. Allen, David & Yap, Ghialy & Shareef, Riaz, 2009. "Modelling interstate tourism demand in Australia: A cointegration approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2733-2740.
  5. Sato, Kiyotaka & Zhang, Zhaoyong & Allen, David, 2009. "The suitability of a monetary union in East Asia: What does the cointegration approach tell?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(9), pages 2927-2937.
  6. David E. Allen, 2009. "Measuring and modelling risk," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 11(3/4), pages 199-224.
  7. Doyle, Orla & Harmon, Colm P. & Heckman, James J. & Tremblay, Richard E., 2009. "Investing in early human development: Timing and economic efficiency," Economics & Human Biology, Elsevier, vol. 7(1), pages 1-6, March.
  8. David Comerford & Liam Delaney & Colm Harmon, 2009. "Experimental Tests of Survey Responses to Expenditure Questions," Fiscal Studies, Institute for Fiscal Studies, vol. 30(Special I), pages 419-433, December.
  9. Michael Daly & Liam Delaney & Colm P. Harmon, 2009. "Psychological and Biological Foundations of Time Preference," Journal of the European Economic Association, MIT Press, vol. 7(2-3), pages 659-669, 04-05.
  10. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
  11. S M Jasimuddin & Z Zhang, 2009. "The symbiosis mechanism for effective knowledge transfer," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 60(5), pages 706-716, May.

2008

  1. Gao, Jiti & McAleer, Michael & Allen, David E., 2008. "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, vol. 147(1), pages 1-4, November.
  2. Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton, 2008. "Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks," Journal of Econometrics, Elsevier, vol. 147(1), pages 163-185, November.
  3. Allen, D.E. & Soucik, V., 2008. "Long-run underperformance of seasoned equity offerings: Fact or an illusion?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 146-154.
  4. Liam Delaney & Colm Harmon & Patrick Wall, 2008. "Behavioral Economics And Drinking Behavior: Preliminary Results From An Irish College Study," Economic Inquiry, Western Economic Association International, vol. 46(1), pages 29-36, January.
  5. Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael, 2008. "Is Greater China a currency union?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 319-327.
  6. Zhaoyong Zhang & Kiyotaka Sato, 2008. "Whither A Currency Union in Greater China?," Open Economies Review, Springer, vol. 19(3), pages 355-370, July.
  7. Z.-Y. Zhang, 2008. "Charge transport through ferromagnet/two-dimensional electron gas/d-wave superconductor junctions with Rashba spin-orbit coupling," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 63(1), pages 65-69, May.

2007

  1. Kin-Yip Ho & Albert K Tsui & Zhaoyong Zhang, 2007. "An Analysis Of The Conditional Volatility Dynamics Of The Australian Business Cycle," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 32(2), pages 157-182, December.

2006

  1. Victor Soucik & David E. Allen, 2006. "Benchmarking Australian fixed interest fund performance: finding the optimal factors," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 46(5), pages 865-898, December.
  2. David E. Allen & Jerry T. Parwada, 2006. "Investors' response to mutual fund company mergers," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 2(2), pages 121-135, April.
  3. D. E. Allen & A. Soongswang, 2006. "Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests?," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 9(04), pages 509-531.
  4. Paul De Grauwe & Zhaoyong Zhang, 2006. "Introduction: Monetary and Economic Integration in the East Asian Region," The World Economy, Wiley Blackwell, vol. 29(12), pages 1643-1647, December.
  5. Kiyotaka Sato & Zhaoyong Zhang, 2006. "Real Output Co‐movements in East Asia: Any Evidence for a Monetary Union?," The World Economy, Wiley Blackwell, vol. 29(12), pages 1671-1689, December.
  6. Zhaoyong Zhang & LI Chuan, 2006. "Country-specific factors and the pattern of intra-industry trade in China's manufacturing," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(8), pages 1137-1149.

2005

  1. Wenling Yang & David E. Allen, 2005. "Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 45(2), pages 301-321, July.
  2. Peiris, Shelton & Allen, David & Yang, Wenling, 2005. "Some statistical models for durations and an application to News Corporation stock prices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 545-552.
  3. David Allen & Shelton Peiris & Joey Wenling Yang, 2005. "An Examination of the Role of Time and its Impact on Price Revision," Australian Journal of Management, Australian School of Business, vol. 30(2), pages 283-301, December.
  4. D. E. Allen & H. M. Salim, 2005. "Forecasting profitability and earnings: a study of the UK market (1982-2000)," Applied Economics, Taylor & Francis Journals, vol. 37(17), pages 2009-2018.
  5. Chan-Hyun Sohn & Zhaoyong Zhang, 2005. "How Intra-Industry Trade Is Related to Income Difference and Foreign Direct Investment in East Asia," Asian Economic Papers, MIT Press, vol. 4(3), pages 143-156, Fall.

2004

  1. David E. Allen & Jerry T. Parwada, 2004. "Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(7‐8), pages 1151-1170, September.
  2. Allen, D.E & Yang, W, 2004. "Do UK stock prices deviate from fundamentals?," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 373-383.
  3. Arnaud Chevalier & Colm Harmon & Ian Walker & Yu Zhu, 2004. "Does Education Raise Productivity, or Just Reflect it?," Economic Journal, Royal Economic Society, vol. 114(499), pages 499-517, November.
  4. Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael, 2004. "Asian monetary integration: a structural VAR approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 64(3), pages 447-458.
  5. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2004. "Is a monetary union feasible for East Asia?," Applied Economics, Taylor & Francis Journals, vol. 36(10), pages 1031-1043.

2003

  1. Colm Harmon & Hessel Oosterbeek & Ian Walker, 2003. "The Returns to Education: Microeconomics," Journal of Economic Surveys, Wiley Blackwell, vol. 17(2), pages 115-156, April.
  2. Harmon, Colm & Hogan, Vincent & Walker, Ian, 2003. "Dispersion in the economic return to schooling," Labour Economics, Elsevier, vol. 10(2), pages 205-214, April.
  3. Zhang, Zhaoyong, 2003. "Can the rest of East Asia catch up with Japan: some empirical evidence," Japan and the World Economy, Elsevier, vol. 15(1), pages 91-110, January.
  4. Zhaoyong Zhang, 2003. "Regional integration, trade and investment expansion in the Asia Pacific," Economics of Governance, Springer, vol. 82(3), pages 303-307, September.
  5. Zhaoyong Zhang & Xin Xu & Wei-Bin Zhang, 2003. "The dynamics of political and economic interactions between Mainland China and Taiwan," Economics of Governance, Springer, vol. 82(3), pages 373-388, September.

2002

  1. Thomas, Lyn C. & Allen, David E. & Morkel-Kingsbury, Nigel, 2002. "A hidden Markov chain model for the term structure of bond credit risk spreads," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 311-329.
  2. G. MacDonald & D. Allen & S. Cruickshank, 2002. "Purchasing Power Parity-evidence from a new panel test," Applied Economics, Taylor & Francis Journals, vol. 34(11), pages 1319-1324.
  3. Zhaoyong Zhang, 2002. "Productivity And Economic Growth: An Empirical Assessment Of The Contribution Of Fdi To The Chinese Economy," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 27(2), pages 81-94, December.

2001

  1. Kevin Denny & Colm Harmon, 2001. "Testing for sheepskin effects in earnings equations: evidence for five countries," Applied Economics Letters, Taylor & Francis Journals, vol. 8(9), pages 635-637.
  2. Colm Harmon & Brian Nolan, 2001. "Health insurance and health services utilization in Ireland," Health Economics, John Wiley & Sons, Ltd., vol. 10(2), pages 135-145, March.
  3. Z Zhang & S Yao, 2001. "Regional Inequalities in Contemporary China Measured by GDP and Consumption," Economic Issues Journal Articles, Economic Issues, vol. 6(2), pages 13-30, September.
  4. Zhaoyong Zhang, 2001. "Trade Liberalization, Economic Growth and Convergence: Evidence From East Asian Economies," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 16, pages 147-164.
  5. T. L. Morin & N. Prabhu & Z. Zhang, 2001. "Complexity of the Gravitational Method for Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 108(3), pages 633-658, March.
  6. S. Yao & Z. Zhang, 2001. "Regional Growth in China Under Economic Reforms," Journal of Development Studies, Taylor & Francis Journals, vol. 38(2), pages 167-186.

2000

  1. D. E. Allen, 2000. "Spare Debt Capacity: Company Practices in Australia, Britain and Japan," Australian Journal of Management, Australian School of Business, vol. 25(3), pages 299-326, December.
  2. Colm Harmon & Ian Walker, 2000. "The Returns to the Quantity and Quality of Education: Evidence for Men in England and Wales," Economica, London School of Economics and Political Science, vol. 67(265), pages 19-35, February.

1999

  1. D. E. Allen & M. L. Tan, 1999. "A Test of the Persistence in the Performance of UK Managed Funds," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(5‐6), pages 559-593, June.
  2. D. E. Allen & N. J. Morkel-Kingsbury & W. Piboonthanakiat, 1999. "The long-run performance of initial public offerings in Thailand," Applied Financial Economics, Taylor & Francis Journals, vol. 9(3), pages 215-232.
  3. Harmon, Colm & Walker, Ian, 1999. "The marginal and average returns to schooling in the UK," European Economic Review, Elsevier, vol. 43(4-6), pages 879-887, April.
  4. Ashenfelter, Orley & Harmon, Colm & Oosterbeek, Hessel, 1999. "A review of estimates of the schooling/earnings relationship, with tests for publication bias," Labour Economics, Elsevier, vol. 6(4), pages 453-470, November.
  5. Callan, Tim & Harmon, Colm, 1999. "The economic return to schooling in Ireland," Labour Economics, Elsevier, vol. 6(4), pages 543-550, November.
  6. Kevin Denny & Colm Harmon & Dorren McMahon & Sandra Redmond, 1999. "Literacy and Education in Ireland," The Economic and Social Review, Economic and Social Studies, vol. 30(3), pages 215-226.
  7. Zhaoyong Zhang, 1999. "Exchange Rate Policies in the Transition Economy of China: Is Currency Board an Alternative?," China Report, , vol. 35(3), pages 323-337, August.

1998

  1. Allen, D. E. & Cleary, F., 1998. "Determinants of the cross-section of stock returns in the Malaysian stock market," International Review of Financial Analysis, Elsevier, vol. 7(3), pages 253-275.
  2. Zhaoyong Zhang, 1998. "Does Devaluation of the Renminbi Improve China’s Balance of Trade?," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 51(3), pages 437-445.

1996

  1. Zhaoyong Zhang, 1996. "AFTA and APEC, with Policy Implications for Vietnam's Trade and FDI," Development Policy Review, Overseas Development Institute, vol. 14(3), pages 273-298, September.
  2. Zhang, Zhaoyong & Ow Chin Hock, 1996. "Trade interdependence and direct foreign investment between ASEAN and China," World Development, Elsevier, vol. 24(1), pages 155-170, January.

1995

  1. D. E. Allen & Robert Prince, 1995. "The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 280-283.
  2. Harmon, Colm & Walker, Ian, 1995. "Estimates of the Economic Return to Schooling for the United Kingdom," American Economic Review, American Economic Association, vol. 85(5), pages 1278-1286, December.

1994

  1. Allen, Dave E. & Sugianto, Richard, 1994. "Australian domestic portfolio diversification and estimation risk: A review of investment strategies," Pacific-Basin Finance Journal, Elsevier, vol. 2(2-3), pages 293-318, May.

1993

  1. D. E. Allen, 1993. "What'S So Super About Super?," Economic Papers, The Economic Society of Australia, vol. 12(3), pages 44-62, September.

1991

  1. D. E. Allen, 1991. "The Determinants of the Capital Structure of Listed Australian Companies: The Financial Manager's Perspective," Australian Journal of Management, Australian School of Business, vol. 16(2), pages 103-128, December.

1986

  1. D.E. Allen & J.N. Crook & W.D. Reekie, 1986. "Technical Change, Economies of Scope and Contestable Markets," South African Journal of Economics, Economic Society of South Africa, vol. 54(2), pages 113-119, June.

Books

2015

  1. Hadrian Geri Djajadikerta & Zhaoyong Zhang (ed.), 2015. "A New Paradigm for International Business," Springer Proceedings in Business and Economics, Springer, edition 127, number 978-981-287-499-3, September.

2001

  1. Colm Harmon & Ian Walker & Niels Westergaard-Nielsen (ed.), 2001. "Education and Earnings in Europe," Books, Edward Elgar Publishing, number 2237.

2000

  1. Denny, Kevin & Harmon, Colm & O'Connell, Philip J., 2000. "Investing in People: The Labour Market Impact of Human Resource Interventions Funded under the 1994-1999 Community Support Framework in Ireland," Research Series, Economic and Social Research Institute (ESRI), number PRS38.

Chapters

2019

  1. David E. Allen & Petko Kalev & Shelton Peiris & Abhay K. Singh, 2019. "Currency Spillover Effects between the US Dollar and Some Major Currencies and Exchange Rate Forecasts Based on Neural Nets," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 8, pages 199-220, World Scientific Publishing Co. Pte. Ltd..

2015

  1. Anna Golab & David E. Allen & Robert Powell, 2015. "Aspects of Volatility and Correlations in European Emerging Economies," Palgrave Macmillan Books, in: Nigel Finch (ed.), Emerging Markets and Sovereign Risk, chapter 4, pages 59-80, Palgrave Macmillan.
  2. Roberto Akyuwen & Raymond Boffey & Robert Powell & Krisna Wijaya, 2015. "Thoughts on Extreme Risk in Indonesia," Springer Proceedings in Business and Economics, in: Hadrian Geri Djajadikerta & Zhaoyong Zhang (ed.), A New Paradigm for International Business, edition 127, chapter 0, pages 213-225, Springer.

2011

  1. David E. Allen & Abhay Kumar Singh, 2011. "A Risk and Forecasting Analysis of West Texas Intermediate Prices," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 10, pages 235-254, Palgrave Macmillan.
  2. David E. Allen & Lurion Demello, 2011. "The Consumption-Based Capital Asset-Pricing Model (CCAPM), Habit-Based Consumption and the Equity Premium in an Australian Context," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 5, pages 135-153, Palgrave Macmillan.
  3. David E. Allen & Singh Robert Powell, 2011. "Asset Pricing, the Fama—French Factor Model and the Implications of Quantile-Regression Analysis," Palgrave Macmillan Books, in: Greg N. Gregoriou & Razvan Pascalau (ed.), Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures, chapter 7, pages 176-193, Palgrave Macmillan.

2007

  1. David Allen & Lee K. Lim & Trent Winduss, 2007. "AUSFTA and its Implications for the Australian Stock Market," Chapters, in: M. A.B. Siddique (ed.), Regionalism, Trade and Economic Development in the Asia-Pacific Region, chapter 9, Edward Elgar Publishing.

1999

  1. Joseph Durkan & Doireann Fitz Gerald & Colm Harmon, 1999. "Education and Growth in the Irish Economy," Palgrave Macmillan Books, in: Frank Barry (ed.), Understanding Ireland’s Economic Growth, chapter 6, pages 119-135, Palgrave Macmillan.

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