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Publications

by members of

Edith Cowan University → School of Business

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, arXiv.org, number 2311.10917, Nov.

2022

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

2021

  1. Allen, David & Mizuno, Hiro, 2021, "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper, University Library of Munich, Germany, number 111734, Dec.
  2. Allen, David, 2021, "Cryptocurrencies, Diversification and the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 111735, Dec.
  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, Human Capital and Economic Opportunity Working Group, number 2021-015, Apr.

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, University Library of Munich, Germany, number 103862, Oct.
  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, IZA Network @ LISER, number 13721, Sep.
  3. Emma Gorman & Colm Harmon & Silvia Mendolia & Anita Staneva & Ian Walker, 2020, "Adolescent School Bullying Victimisation and Later Life Outcomes," CEPEO Working Paper Series, UCL Centre for Education Policy and Equalising Opportunities, number 20-05, Feb, 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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-17, Mar.
  2. Allen, D.E. & McAleer, M.J., 2019, "Drawbacks in the 3-Factor Approach of Fama and French (2018)," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-20, Jan.
  3. David E. Allen & Michael McAleer, 2019, "Drawbacks in the 3-factor approach of Fama and French," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2019-02, Jan.
  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, Human Capital and Economic Opportunity Working Group, number 2019-019, Mar.
  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, Faculty of Economics, University of Cambridge, number 1934, Mar.

2018

  1. Allen, D.E. & McAleer, M.J. & McHardy Reid, D., 2018, "Fake News and Indifference to Truth," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-10, Mar.
  2. Allen, D.E. & McAleer, M.J., 2018, ""Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-33, Aug.
  3. Asai, M. & Peiris, S. & McAleer, M.J. & Allen, D.E., 2018, "Cointegrated Dynamics for A Generalized Long Memory Process," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2018-32, Aug.
  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, Tinbergen Institute, number 18-020/III, Mar.
  5. Xiaojuan Yu & Vincent van den Berg & Erik Verhoef, 2018, "Carpooling with heterogeneous users in the bottleneck model," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 18-054/VIII, Jun.
  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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-17, May.
  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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-18, Jun.
  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, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2018-22, Sep.
  9. Deborah A. Cobb-Clark & Colm Harmon & Anita Staneva, 2018, "The Bilingual Gap in Children's Language and Emotional Development," Working Papers, Human Capital and Economic Opportunity Working Group, number 2018-075, Oct.
  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, International Association of Agricultural Economists, number 276998, Jul, DOI: 10.22004/ag.econ.276998.

2017

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

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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-21, May.
  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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-24, Jul.
  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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-38, Jan.
  4. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016, "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2016-46, Dec.
  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, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 332706.

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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-22, Jul.
  2. Allen, D.E. & McAleer, M.J. & Singh, A.K., 2015, "Daily Market News Sentiment and Stock Prices," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-23, Jul.
  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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-32, Nov.
  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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2015-33, Nov.

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, University of Canterbury, Department of Economics and Finance, number 14/04, Jan.
  2. David E. Allen & Michael McAleer & Abhay K. Singh, 2014, "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/12, May.
  3. David E. Allen & Michael McAleer & Marcel Scharth, 2014, "Asymmetric Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/20, Jul.
  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, University of Canterbury, Department of Economics and Finance, number 14/23, Aug.
  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, University of Canterbury, Department of Economics and Finance, number 14/25, Oct.
  6. David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh, 2014, "Hedge Fund Portfolio Diversification Strategies Across the GFC," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 14/27, Dec.
  7. 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) ÒBindingÓ Nature of the Missives," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 10, Jun.
  8. Delaney, Liam & Fink, Günther & Harmon, Colm, 2014, "Effects of stress on economic decision-making: Evidence from laboratory experiments," SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE), number 2014-006.

2013

  1. Chia-Lin Chang & David Allen & Michael McAleer, 2013, "Recent Developments in Financial Economics and Econometrics: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/06, Jan.
  2. Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral, 2013, "Risk Modeling and Management: An Overview," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/22, Jun.
  3. David Allen & Michael McAleer & Robert Powell & Abhay Singh, 2013, "A Capital Adequacy Buffer Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 13/35, Oct.
  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, Kyoto University, Institute of Economic Research, number 843, Jan.
  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, Kyoto University, Institute of Economic Research, number 866, May.
  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, Tinbergen Institute, number 13-020/III, Jan.
  7. Chevalier, Arnaud & Harmon, Colm & O'Sullivan, Vincent & Walker, Ian, 2013, "The Impact of Parental Income and Education on the Schooling of Children," Papers, Economic and Social Research Institute (ESRI), number WP468, Oct.
  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, Human Capital and Economic Opportunity Working Group, number 2013-007, Aug.

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, Kyoto University, Institute of Economic Research, number 827, Aug.
  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, Kyoto University, Institute of Economic Research, number 831, Nov.
  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, Kyoto University, Institute of Economic Research, number 838, Dec.

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, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI 2011-44, Dec.
  2. Delaney, Liam & Harmon, Colm P. & Redmond, Cathy, 2011, "Parental Education, Grade Attainment and Earnings Expectations among University Students," IZA Discussion Papers, IZA Network @ LISER, number 5646, Apr.
  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, Institute of Labor Economics (IZA), number 29, Aug.
  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, Geary Institute, University College Dublin, number 201112, Jun.
  5. Liam Delaney & Colm Harmon & Martin Ryan, 2011, "The Role of Noncognitive Traits in Undergraduate Study Behaviours," Working Papers, Geary Institute, University College Dublin, number 201132, Nov.

2010

  1. David E. Allen & Michael McAleer & Marcel Scharth, 2010, "Realized Volatility Risk," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 10/26, May.
  2. Ryan, Martin & Delaney, Liam & Harmon, Colm P., 2010, "Micro-Level Determinants of Lecture Attendance and Additional Study-Hours," IZA Discussion Papers, IZA Network @ LISER, number 5144, Aug.
  3. Liam Delaney & Colm Harmon & Cathy Redmond, 2010, "Parental Education, Grade Attainment & Earnings Expectations among University Students," Working Papers, Geary Institute, University College Dublin, number 201035, Aug.
  4. Liam Delaney & Colm Harmon & Cathy Remond, 2010, "Decomposing Gender Differences in College Student Earnings Expectations," Working Papers, Geary Institute, University College Dublin, number 201038, Sep.
  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, University of Canterbury, Department of Economics and Finance, number 10/23, May.
  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, Research Institute of Economy, Trade and Industry (RIETI), number 10045, Sep.

2009

  1. Comerford, David & Delaney, Liam & Harmon, Colm P., 2009, "Experimental Tests of Survey Responses to Expenditure Questions," IZA Discussion Papers, IZA Network @ LISER, number 4389, Sep.
  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, Geary Institute, University College Dublin, number 200901, Jan.
  3. Martin Ryan & Liam Delaney & Colm Harmon, 2009, "Enhancing the comparability of self-rated skills-matching using anchoring vignettes," Open Access publications, School of Economics, University College Dublin, number 10197/2066, Jan.
  4. 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, East Asian Bureau of Economic Research, number 22760, Jan.

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, University Library of Munich, Germany, number 47206, Mar.
  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, IZA Network @ LISER, number 3674, Aug.
  3. Liam Delaney & Colm Harmon & Cecily Kelleher & Jean Kennedy, 2008, "SHARE Ireland: First Results," Working Papers, Geary Institute, University College Dublin, number 200823, Nov.

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, IZA Network @ LISER, number 2860, Jun.
  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, IZA Network @ LISER, number 2883, Jun.
  3. Orla Doyle & Colm Harmon & James J. Heckman & Richard E. Tremblay, 2007, "Early Childhood Intervention. Rationale, Timing and Efficacy," Working Papers, Geary Institute, University College Dublin, number 200705, Jan.
  4. Orla Doyle & Colm Harmon & Ian Walker, 2007, "The Impact of Parental Income and Education on Child Health. Further Evidence for England," Working Papers, Geary Institute, University College Dublin, number 200706, Feb.
  5. 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, Geary Institute, University College Dublin, number 200712, May.
  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, Geary Institute, University College Dublin, number 200741, Dec.
  7. Colm Harmon & Maureen Gaffney, 2007, "Evidence-based policy making : getting the evidence, using the evidence & evaluating the outcomes," Open Access publications, School of Economics, University College Dublin, number 10197/675.

2006

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

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, Centre for Economic Policy Research, number 5359, Dec.
  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, Institute for Fiscal Studies, number W05/05, Feb.

2004

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

2003

  1. Walker, Ian & Harmon, Colm & Chevalier, Arnaud & Zhu, Yu, 2003, "Does Education Raise Productivity or Just Reflect It?," CEPR Discussion Papers, Centre for Economic Policy Research, number 3993, Jul.
  2. Vincent (Vincent Peter) Hogan & Colm Harmon, 2003, "The non-life insurance market in Ireland : prospects for empirical analysis," Open Access publications, School of Economics, University College Dublin, number 10197/337, May.
  3. Kevin Denny & Colm Harmon & Vincent O'Sullivan, 2003, "Functional literacy, educational attainment and earnings : a multi-country comparison," Working Papers, School of Economics, University College Dublin, number 200319, Aug.
  4. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2003, "Asian Monetary Integration: A Structural VAR Approach," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-212, Mar.

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, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2002-3, Jan.
  2. Denny, Kevin & Harmon, Colm & Lydon, Reamonn, 2002, "Cross Country Evidence on the Returns to Education: Patterns and Explanations," CEPR Discussion Papers, Centre for Economic Policy Research, number 3199, Feb.
  3. Colm Harmon, 2002, "Schooling returns, schooling decisions and educational finance," Open Access publications, School of Economics, University College Dublin, number 10197/669.

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, University of Southampton - Department of Accounting and Management Science, number 01-176.
  2. Walker, Ian & Harmon, Colm & Hogan, Vincent, 2001, "Dispersion in the Economic Return to Schooling," CEPR Discussion Papers, Centre for Economic Policy Research, number 3037, Nov.
  3. Kevin Denny & Colm Harmon, 2001, "Ireland," Open Access publications, School of Economics, University College Dublin, number 10197/144.
  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, School of Economics, University College Dublin, number 10197/757.

2000

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

1999

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

1998

  1. Colm Harmon & J. Holt & Frank Barry, 1998, "Employment Effects of the Proposed Minimum Wage," Open Access publications, School of Economics, University College Dublin, number 10197/662.
  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, School of Economics, University College Dublin, number 10197/667, Sep.

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, College Dublin, Department of Political Economy-, number 97/21.
  2. Harmon, C.P. & Walker, I., 1997, "Selective Schooling, School Quality, and Labour Market Returns," Papers, College Dublin, Department of Political Economy-, number 97/22.
  3. Callan, T. & Harmon, C.P., 1997, "The Economic Return to Schooling in Ireland," Papers, College Dublin, Department of Political Economy-, number 97/23.
  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, Department of Economics, National University of Ireland - Maynooth, number n690897.

1996

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

1995

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

1993

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

Journal articles

2026

  1. He, Junlin & Ng, Kok-Haur & Peiris, Shelton & Allen, David, 2026, "Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131097.
  2. David Edmund Allen, 2026, "Rhetorical Physics and the Laws of Language: A Comparative Analysis of President Trump and President Macron at the United Nations 2025," Social Sciences, MDPI, volume 15, issue 7, pages 1-29, July.

2025

  1. Adel Hassan A. Gadhi & Shelton Peiris & David E. Allen & Richard Hunt, 2025, "Optimal Time Series Forecasting Through the GARMA Model," Econometrics, MDPI, volume 13, issue 1, pages 1-23, January.
  2. David E. Allen & Leonard Mushunje & Shelton Peiris, 2025, "GANs and synthetic financial data: calculating VaR," Applied Economics, Taylor & Francis Journals, volume 57, issue 37, pages 5680-5695, August, DOI: 10.1080/00036846.2024.2365456.
  3. Thach Pham & Deepa Bannigidadmath & Robert Powell, 2025, "Industry return predictability using health policy uncertainty," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-42, December, DOI: 10.1186/s40854-025-00758-z.

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, volume 17, issue 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, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101017.

2023

  1. David Edmund Allen & Shelton Peiris, 2023, "GARMA, HAR and Rules of Thumb for Modelling Realized Volatility," Risks, MDPI, volume 11, issue 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., volume 18, issue 01, pages 1-26, March, DOI: 10.1142/S2010495222400012.
  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., volume 18, issue 01, pages 1-8, March, DOI: 10.1142/S2010495223020013.
  4. 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, volume 63, issue 4, pages 4431-4451, December, DOI: 10.1111/acfi.13100.
  5. 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., volume 42, issue 5, pages 1205-1227, August, DOI: 10.1002/for.2952.

2022

  1. David E. Allen, 2022, "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, volume 15, issue 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, volume 127, issue 3, pages 1643-1655, March, DOI: 10.1007/s11192-021-04243-z.
  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, volume 117, issue 537, pages 214-224, January, DOI: 10.1080/01621459.2020.1768101.
  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, volume 91, issue C, DOI: 10.1016/j.econedurev.2022.102318.
  5. Cheng Peng & Dianzhuang Feng & Hai Long, 2022, "Assessing the Contribution of Natural Gas Exploitation to the Local Economic Growth in China," Energies, MDPI, volume 15, issue 16, pages 1-17, August.
  6. Cheng Peng & Xiaolin Guo & Hai Long, 2022, "Carbon Intensity and Green Transition in the Chinese Manufacturing Industry," Energies, MDPI, volume 15, issue 16, pages 1-20, August.
  7. Qiang Zhang & Jun Shan & Hai Long, 2022, "Improving Transportation Technologies for Carbon Reduction in the Chinese Provinces along the Silk Road," Energies, MDPI, volume 15, issue 8, pages 1-22, April.
  8. 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, , volume 12, issue 4, pages 21582440221, November, DOI: 10.1177/21582440221127165.
  9. 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, volume 61, issue 4, pages 717-737, December, DOI: 10.1111/1467-8454.12275.
  10. 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, volume 15, issue 8, pages 1-16, August.
  11. Li Sheng & Zhaoyong Zhang, 2022, "Revisiting global imbalances: A comparative analysis of income and consumption inequality," Economics and Politics, Wiley Blackwell, volume 34, issue 2, pages 382-390, July, DOI: 10.1111/ecpo.12202.
  12. 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, volume 15, issue 3, pages 1-45, February.

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, volume 25, issue 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, volume 9, issue 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, volume 83, issue 4, pages 1048-1076, August, DOI: 10.1111/obes.12432.
  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, Paradigm & Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), volume 10, issue 1, pages 1-41, January, DOI: 10.2478/izajole-2021-0001.
  5. 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, International Journal of Economics and Financial Issues, volume 11, issue 3, pages 81-88.
  6. Hai Long & Xiaochen Lin & Yu Chen, 2021, "Why the Operating Performance of Post-IPO Firms Decreases: Evidence from China," JRFM, MDPI, volume 14, issue 9, pages 1-15, September.
  7. 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, volume 74, issue C, DOI: 10.1016/j.asieco.2021.101293.
  8. 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, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101670.
  9. 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, volume 289, issue C, DOI: 10.1016/j.apenergy.2021.116690.
  10. Du, Hong & Ma, Xiuyun & Jiang, Miao & Yan, Peifang & Zhang, Z.Conrad, 2021, "Autocatalytic co-upgrading of biochar and pyrolysis gas to syngas," Energy, Elsevier, volume 221, issue C, DOI: 10.1016/j.energy.2021.119837.
  11. Zhang, Junru & Zhang, Zhaoyong, 2021, "CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101809.
  12. 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, volume 73, issue C, pages 196-213, DOI: 10.1016/j.iref.2021.01.003.
  13. Jiang, Xiandeng & Shi, Yanlin & Zhang, Zhaoyong, 2021, "Does US partisan conflict affect China’s foreign exchange reserves?," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 21-33, DOI: 10.1016/j.iref.2021.03.025.
  14. Qi, Jianhong & Liu, Hui & Zhang, Zhaoyong, 2021, "Exchange rate uncertainty and the timing of Chinese Outward Direct Investment," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1193-1204, DOI: 10.1016/j.iref.2019.11.008.
  15. Mingming Li & Fengming Qin & Zhaoyong Zhang, 2021, "Short-Term Capital Flows, Exchange Rate Expectation and Currency Internationalization: Evidence from China," JRFM, MDPI, volume 14, issue 5, pages 1-15, May.
  16. S. Amir Tabibian & Zhaoyong Zhang & Abdollah Ah Mand, 2021, "Stock Split Rule Changes and Stock Liquidity: Evidence from Bursa Malaysia," JRFM, MDPI, volume 14, issue 9, pages 1-15, August.
  17. Tonmoy Choudhury & Simone Scagnelli & Jaime Yong & Zhaoyong Zhang, 2021, "Non-Traditional Systemic Risk Contagion within the Chinese Banking Industry," Sustainability, MDPI, volume 13, issue 14, pages 1-16, July.
  18. Joseph Zhi Bin Ling & Albert K. Tsui & Zhaoyong Zhang, 2021, "Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models," Sustainability, MDPI, volume 13, issue 17, pages 1-20, 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, volume 12, issue 1, pages 1-18, January, DOI: 10.1515/jtse-2018-0024.
  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, volume 13, issue 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, volume 13, issue 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, volume 8, issue 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., volume 15, issue 04, pages 1-26, December, DOI: 10.1142/S2010495220500116.
  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., volume 15, issue 04, pages 1-15, December, DOI: 10.1142/S2010495220500177.
  7. 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, volume 54, issue C, DOI: 10.1016/j.najef.2019.101096.
  8. Robert J. Powell & Duc H. Vo, 2020, "A Comprehensive Stability Indicator for Banks," Risks, MDPI, volume 8, issue 1, pages 1-15, February.
  9. 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, volume 54, issue C, DOI: 10.1016/j.najef.2019.101088.
  10. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2020, "News and return volatility of Chinese bank stocks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 1095-1105, DOI: 10.1016/j.iref.2018.12.003.
  11. S. Amir Tabibian & Zhaoyong Zhang & Mohsen Jafarian, 2020, "How Does Split Announcement Affect Stock Liquidity? Evidence from Bursa Malaysia," Risks, MDPI, volume 8, issue 3, pages 1-14, August.
  12. Antonio Alleyne & Zhaoyong Zhang & Yifei Mu, 2020, "Sustaining International Trade with China: Does ACFTA Improve ASEAN Export Efficiency?," Sustainability, MDPI, volume 12, issue 15, pages 1-30, July.

2019

  1. David Edmund Allen & Elisa Luciano, 2019, "Risk Analysis and Portfolio Modelling," JRFM, MDPI, volume 12, issue 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, volume 11, issue 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, volume 275, issue 2, pages 607-621, April, DOI: 10.1007/s10479-018-3016-7.
  4. David E. Allen & Michael McAleer & Abhay K. Singh, 2019, "Daily market news sentiment and stock prices," Applied Economics, Taylor & Francis Journals, volume 51, issue 30, pages 3212-3235, June, DOI: 10.1080/00036846.2018.1564115.
  5. Robert Powell & Duc H. Vo & Thach N. Pham, 2019, "Cattle as a consistently resilient agricultural commodity," Applied Economics, Taylor & Francis Journals, volume 51, issue 55, pages 5911-5922, November, DOI: 10.1080/00036846.2019.1631441.
  6. 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, volume 129, issue 9, pages 3376-3405, DOI: 10.1016/j.spa.2018.09.015.
  7. Duc Hong Vo & Anh The Vo & Zhaoyong Zhang, 2019, "Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country," JRFM, MDPI, volume 12, issue 1, pages 1-25, January.
  8. Xiaoyi Shen & Albert K. Tsui & Zhaoyong Zhang, 2019, "Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?," Risks, MDPI, volume 7, issue 4, pages 1-16, October.
  9. 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, volume 72, issue 3, pages 525-559, April, DOI: 10.1007/s10589-019-00062-4.
  10. Jonathan Z. Zhang, 2019, "Dynamic customer interdependence," Journal of the Academy of Marketing Science, Springer, volume 47, issue 4, pages 723-746, July, DOI: 10.1007/s11747-019-00627-z.

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, volume 22, issue 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, volume 11, issue 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, volume 6, issue 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, volume 10, issue 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, volume 10, issue 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, volume 117, issue 1, pages 625-629, October, DOI: 10.1007/s11192-018-2847-y.
  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, volume 50, issue 7, pages 804-823, February, DOI: 10.1080/00036846.2017.1340581.
  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., volume 13, issue 02, pages 1-23, June, DOI: 10.1142/S2010495218500082.
  9. 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, volume 6, issue 4, pages 1-22, October.
  10. Robert J. Powell & Duc H. Vo & Thach N. Pham, 2018, "Economic cycles and downside commodities risk," Applied Economics Letters, Taylor & Francis Journals, volume 25, issue 4, pages 258-263, February, DOI: 10.1080/13504851.2017.1316818.
  11. 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, volume 46, issue C, pages 168-186, DOI: 10.1016/j.najef.2018.04.005.
  12. 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, volume 46, issue C, pages 272-285, DOI: 10.1016/j.najef.2018.04.012.
  13. 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, volume 172, issue C, pages 64-73, DOI: 10.1016/j.ress.2017.12.004.
  14. Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018, "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, volume 6, issue 4, pages 1-26, October.
  15. Junru Zhang & Hadrian Geri Djajadikerta & Zhaoyong Zhang, 2018, "Does Sustainability Engagement Affect Stock Return Volatility? Evidence from the Chinese Financial Market," Sustainability, MDPI, volume 10, issue 10, pages 1-21, September.
  16. 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, volume 10, issue 4, pages 1-14, April.
  17. Asim Ansari & Yang Li & Jonathan Z. Zhang, 2018, "Probabilistic Topic Model for Hybrid Recommender Systems: A Stochastic Variational Bayesian Approach," Marketing Science, INFORMS, volume 37, issue 6, pages 987-1008, November, DOI: 10.1287/mksc.2018.1113.
  18. 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., volume 37, issue 6, pages 666-675, September, DOI: 10.1002/for.2528.

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, volume 42, issue C, pages 448-460, DOI: 10.1016/j.najef.2017.08.009.
  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, volume 47, issue C, pages 159-175, DOI: 10.1016/j.iref.2016.10.007.
  3. David E. Allen & Michael McAleer & Abhay K. Singh, 2017, "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Sustainability, MDPI, volume 9, issue 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, volume 49, issue 33, pages 3246-3262, July, DOI: 10.1080/00036846.2016.1257210.
  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, volume 49, issue 45, pages 4588-4599, September, DOI: 10.1080/00036846.2017.1287858.
  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, volume 49, issue 7, pages 677-692, February, DOI: 10.1080/00036846.2016.1203067.
  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, volume 45, issue C, pages 40-58, DOI: 10.1016/j.labeco.2016.11.002.
  8. Colm P. Harmon, 2017, "How effective is compulsory schooling as a policy instrument?," World of Labour, LISER, pages 348-348, March.
  9. Powell, Robert, 2017, "Research Bets and Behavioral IR," International Organization, Cambridge University Press, volume 71, issue S1, pages 265-277, April.
  10. 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, volume 52, issue C, pages 32-44, DOI: 10.1016/j.asieco.2017.08.001.
  11. R.J. Powell, 2017, "New perspectives on bank risk in Malaysia," Cogent Economics & Finance, Taylor & Francis Journals, volume 5, issue 1, pages 1326217-132, January, DOI: 10.1080/23322039.2017.1326217.
  12. Saha, Shrabani & Zhang, Zhaoyong, 2017, "Democracy-growth nexus and its interaction effect on human development: A cross-national analysis," Economic Modelling, Elsevier, volume 63, issue C, pages 304-310, DOI: 10.1016/j.econmod.2017.02.021.
  13. 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, volume 52, issue C, pages 302-321, DOI: 10.1016/j.iref.2017.01.016.

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, volume 249, issue 2, pages 465-475, DOI: 10.1016/j.ejor.2014.12.017.
  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, volume 9, issue 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, volume 4, issue 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, volume 23, issue 3, pages 175-179, February, DOI: 10.1080/13504851.2015.1061639.
  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, volume 63, issue 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, volume 63, issue 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, volume 63, issue 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, volume 63, issue 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, volume 63, issue 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, volume 63, issue 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, volume 63, issue 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, volume 193, issue 2, pages 405-417, DOI: 10.1016/j.jeconom.2016.04.014.
  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, volume 22, issue 4, pages 345-361, July, DOI: 10.1080/13873954.2016.1198388.

2015

  1. Patrick W. Saart & Jiti Gao & David E. Allen, 2015, "Semiparametric Autoregressive Conditional Duration Model: Theory and Practice," Econometric Reviews, Taylor & Francis Journals, volume 34, issue 6-10, pages 849-881, December, DOI: 10.1080/07474938.2014.956594.
  2. Powell, Robert, 2015, "Nuclear Brinkmanship, Limited War, and Military Power," International Organization, Cambridge University Press, volume 69, issue 3, pages 589-626, July.
  3. 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, volume 61, issue 2, pages 79-85, DOI: 10.17221/882/2014-PSE.

2014

  1. David E. Allen & Michael McAleer & Marcel Scharth, 2014, "Asymmetric Realized Volatility Risk," JRFM, MDPI, volume 7, issue 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., volume 9, issue 01, pages 1-20, DOI: 10.1142/S2010495214500043.
  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, volume 19, issue 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, volume 37, issue C, pages 89-102, DOI: 10.1016/j.econmod.2013.11.002.
  5. Jayasinghe, Prabhath & Tsui, Albert K. & Zhang, Zhaoyong, 2014, "New estimates of time-varying currency betas: A trivariate BEKK approach," Economic Modelling, Elsevier, volume 42, issue C, pages 128-139, DOI: 10.1016/j.econmod.2014.06.003.
  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, volume 30, issue C, pages 10-24, DOI: 10.1016/j.japwor.2014.02.001.
  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, volume 25, issue 3, pages 319-330, September, DOI: 10.1007/s11002-014-9305-2.

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, volume 64, issue 12, pages 2452-2467, December, DOI: 10.1002/asi.22935.
  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, volume 67, issue 4, pages 403-435, November, DOI: 10.1111/stan.12015.
  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, volume 25, issue C, pages 214-225, DOI: 10.1016/j.najef.2012.06.013.
  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, volume 26, issue C, pages 217-226, DOI: 10.1016/j.najef.2013.02.001.
  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, volume 26, issue C, pages 355-369, DOI: 10.1016/j.najef.2013.02.010.
  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, volume 120, issue 1, pages 117-122, DOI: 10.1016/j.econlet.2013.03.049.
  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, volume 93, issue C, pages 67-75, DOI: 10.1016/j.matcom.2012.09.011.
  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, volume 94, issue C, pages 238-257, DOI: 10.1016/j.matcom.2013.01.001.
  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, volume 94, issue C, pages 310-328, DOI: 10.1016/j.matcom.2012.05.010.
  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, volume 6, issue 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, volume 15, issue 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, volume 5, issue 8, pages 401-410, DOI: 10.22610/imbr.v5i8.1068.
  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., volume 8, issue 01, pages 1-22, DOI: 10.1142/S2010495213500024.
  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., volume 8, issue 02, pages 1-24, DOI: 10.1142/S2010495213500085.
  15. Delaney, Liam & Harmon, Colm & Ryan, Martin, 2013, "The role of noncognitive traits in undergraduate study behaviours," Economics of Education Review, Elsevier, volume 32, issue C, pages 181-195, DOI: 10.1016/j.econedurev.2012.07.009.
  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), volume 2, issue 1, pages 1-22, December, DOI: 10.1186/2193-8997-2-8.
  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, volume 26, issue C, pages 436-456, DOI: 10.1016/j.najef.2013.02.015.
  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, volume 93, issue C, pages 128-138, DOI: 10.1016/j.matcom.2012.11.002.
  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, volume 38, issue 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, volume 64, issue 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, volume 45, issue 20, pages 2909-2914, July, DOI: 10.1080/00036846.2012.687098.
  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, volume 27, issue 5, pages 629-637, March, DOI: 10.1080/09205071.2013.758317.

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, volume 52, issue 1, pages 1-7, March, DOI: j.1467-629X.2011.00416.x.
  2. David E Allen & Robert Powell, 2012, "The fluctuating default risk of Australian banks," Australian Journal of Management, Australian School of Business, volume 37, issue 2, pages 297-325, August, DOI: 10.1177/0312896211432369.
  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, volume 19, issue 15, pages 1493-1498, October, DOI: 10.1080/13504851.2011.636017.
  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, volume 19, issue 7, pages 671-676, May, DOI: 10.1080/13504851.2011.593496.
  5. Paul De Grauwe & Zhaoyong Zhang, 2012, "Monetary Integration and Exchange Rate Issues in East Asia," The World Economy, Wiley Blackwell, volume 35, issue 4, pages 397-404, April, DOI: j.1467-9701.2012.01442.x.
  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, volume 35, issue 4, pages 419-443, April, DOI: j.1467-9701.2012.01444.x.
  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, volume 35, issue 4, pages 500-523, April, DOI: j.1467-9701.2012.01448.x.
  8. Zhaoyong Zhang & Kiyotaka Sato, 2012, "Should Chinese Renminbi be Blamed for Its Trade Surplus? A Structural VAR Approach," The World Economy, Wiley Blackwell, volume 35, issue 5, pages 632-650, May, DOI: j.1467-9701.2012.01438.x.
  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, volume 21, issue 4, pages 168-174, DOI: 10.1016/j.rfe.2012.06.001.
  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, volume 85, issue 8, pages 1-6, August, DOI: 10.1140/epjb/e2012-30320-y.
  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, volume 24, issue 2, pages 55-57, June, DOI: 10.1007/s13563-012-0019-8.

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, volume 81, issue 7, pages 1247-1256, DOI: 10.1016/j.matcom.2010.06.010.
  2. Yap, Ghialy & Allen, David, 2011, "Investigating other leading indicators influencing Australian domestic tourism demand," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 81, issue 7, pages 1365-1374, DOI: 10.1016/j.matcom.2010.05.005.
  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., volume 6, issue 01, pages 1-19, DOI: 10.1142/S2010495211500035.
  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, volume 174, issue 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, volume 30, issue 6, pages 1118-1122, DOI: 10.1016/j.econedurev.2011.08.003.
  6. Delaney, Liam & Harmon, Colm & Redmond, Cathy, 2011, "Parental education, grade attainment and earnings expectations among university students," Economics of Education Review, Elsevier, volume 30, issue 6, pages 1136-1152, DOI: 10.1016/j.econedurev.2011.04.004.
  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, volume 101, issue 12, pages 2362-2367, DOI: 10.2105/AJPH.2011.300248.
  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, volume 81, issue 7, pages 1353-1364, DOI: 10.1016/j.matcom.2010.06.009.

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, volume 20, issue 6, pages 501-514, DOI: 10.1080/09603100903459824.

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, volume 49, issue 3, pages 425-444, September, DOI: 10.1111/j.1467-629X.2009.00294.x.
  2. Allen, David E. & Gao, Jiti & McAleer, Michael, 2009, "Modelling and managing financial risk: An overview," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 8, pages 2521-2524, DOI: 10.1016/j.matcom.2008.12.016.
  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, volume 79, issue 8, pages 2535-2555, DOI: 10.1016/j.matcom.2008.12.014.
  4. Allen, David & Yap, Ghialy & Shareef, Riaz, 2009, "Modelling interstate tourism demand in Australia: A cointegration approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 9, pages 2733-2740, DOI: 10.1016/j.matcom.2008.10.006.
  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, volume 79, issue 9, pages 2927-2937, DOI: 10.1016/j.matcom.2008.10.004.
  6. David E. Allen, 2009, "Measuring and modelling risk," Global Business and Economics Review, Inderscience Enterprises Ltd, volume 11, issue 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, volume 7, issue 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, volume 30, issue 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, volume 7, issue 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, volume 60, issue 5, pages 706-716, May, DOI: 10.1057/palgrave.jors.2602613.

2008

  1. Gao, Jiti & McAleer, Michael & Allen, David E., 2008, "Econometric modelling in finance and risk management: An overview," Journal of Econometrics, Elsevier, volume 147, issue 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, volume 147, issue 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, volume 78, issue 2, pages 146-154, DOI: 10.1016/j.matcom.2008.01.034.
  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, volume 46, issue 1, pages 29-36, January, DOI: 10.1111/j.1465-7295.2007.00077.x.
  5. Zhang, Zhaoyong & Sato, Kiyotaka & McAleer, Michael, 2008, "Is Greater China a currency union?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 319-327, DOI: 10.1016/j.matcom.2008.01.008.
  6. Zhaoyong Zhang & Kiyotaka Sato, 2008, "Whither A Currency Union in Greater China?," Open Economies Review, Springer, volume 19, issue 3, pages 355-370, July, DOI: 10.1007/s11079-007-9048-2.
  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, volume 63, issue 1, pages 65-69, May, DOI: 10.1140/epjb/e2008-00220-0.

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, volume 32, issue 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, volume 46, issue 5, pages 865-898, December, DOI: 10.1111/j.1467-629X.2006.00188.x.
  2. David E. Allen & Jerry T. Parwada, 2006, "Investors' response to mutual fund company mergers," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 2, issue 2, pages 121-135, April, DOI: 10.1108/17439130610657340.
  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., volume 9, issue 04, pages 509-531, DOI: 10.1142/S0219091506000847.
  4. Paul De Grauwe & Zhaoyong Zhang, 2006, "Introduction: Monetary and Economic Integration in the East Asian Region," The World Economy, Wiley Blackwell, volume 29, issue 12, pages 1643-1647, December, DOI: 10.1111/j.1467-9701.2006.00861.x.
  5. Kiyotaka Sato & Zhaoyong Zhang, 2006, "Real Output Co‐movements in East Asia: Any Evidence for a Monetary Union?," The World Economy, Wiley Blackwell, volume 29, issue 12, pages 1671-1689, December, DOI: 10.1111/j.1467-9701.2006.00863.x.
  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., volume 18, issue 8, pages 1137-1149, DOI: 10.1002/jid.1288.

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, volume 45, issue 2, pages 301-321, July, DOI: 10.1111/j.1467-629x.2004.00119.x.
  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, volume 68, issue 5, pages 545-552, DOI: 10.1016/j.matcom.2005.02.005.
  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, volume 30, issue 2, pages 283-301, December, DOI: 10.1177/031289620503000206.
  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, volume 37, issue 17, pages 2009-2018, DOI: 10.1080/00036840500244634.
  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, volume 4, issue 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, volume 31, issue 7‐8, pages 1151-1170, September, DOI: 10.1111/j.0306-686X.2004.00570.x.
  2. Allen, D.E & Yang, W, 2004, "Do UK stock prices deviate from fundamentals?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 64, issue 3, pages 373-383, DOI: 10.1016/S0378-4754(03)00103-4.
  3. Arnaud Chevalier & Colm Harmon & Ian Walker & Yu Zhu, 2004, "Does Education Raise Productivity, or Just Reflect it?," Economic Journal, Royal Economic Society, volume 114, issue 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, volume 64, issue 3, pages 447-458, DOI: 10.1016/S0378-4754(03)00110-1.
  5. Zhaoyong Zhang & Kiyotaka Sato & Michael McAleer, 2004, "Is a monetary union feasible for East Asia?," Applied Economics, Taylor & Francis Journals, volume 36, issue 10, pages 1031-1043, DOI: 10.1080/0003684042000246740.

2003

  1. Colm Harmon & Hessel Oosterbeek & Ian Walker, 2003, "The Returns to Education: Microeconomics," Journal of Economic Surveys, Wiley Blackwell, volume 17, issue 2, pages 115-156, April, DOI: 10.1111/1467-6419.00191.
  2. Harmon, Colm & Hogan, Vincent & Walker, Ian, 2003, "Dispersion in the economic return to schooling," Labour Economics, Elsevier, volume 10, issue 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, volume 15, issue 1, pages 91-110, January.
  4. Zhaoyong Zhang, 2003, "Regional integration, trade and investment expansion in the Asia Pacific," Economics of Governance, Springer, volume 82, issue 3, pages 303-307, September, DOI: 10.1007/s10110-003-0172-0.
  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, volume 82, issue 3, pages 373-388, September, DOI: 10.1007/s10110-003-0164-0.

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, volume 11, issue 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, volume 34, issue 11, pages 1319-1324, DOI: 10.1080/00036840110103760.
  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, volume 27, issue 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, volume 8, issue 9, pages 635-637, DOI: 10.1080/13504850010028625.
  2. Colm Harmon & Brian Nolan, 2001, "Health insurance and health services utilization in Ireland," Health Economics, John Wiley & Sons, Ltd., volume 10, issue 2, pages 135-145, March, DOI: 10.1002/hec.565.
  3. Z Zhang & S Yao, 2001, "Regional Inequalities in Contemporary China Measured by GDP and Consumption," Economic Issues Journal Articles, Economic Issues, volume 6, issue 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, volume 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, volume 108, issue 3, pages 633-658, March, DOI: 10.1023/A:1017591509792.
  6. S. Yao & Z. Zhang, 2001, "Regional Growth in China Under Economic Reforms," Journal of Development Studies, Taylor & Francis Journals, volume 38, issue 2, pages 167-186, DOI: 10.1080/00220380412331322301.

2000

  1. D. E. Allen, 2000, "Spare Debt Capacity: Company Practices in Australia, Britain and Japan," Australian Journal of Management, Australian School of Business, volume 25, issue 3, pages 299-326, December, DOI: 10.1177/031289620002500304.
  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, volume 67, issue 265, pages 19-35, February, DOI: 10.1111/1468-0335.00193.

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, volume 26, issue 5‐6, pages 559-593, June, DOI: 10.1111/1468-5957.00267.
  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, volume 9, issue 3, pages 215-232, DOI: 10.1080/096031099332294.
  3. Harmon, Colm & Walker, Ian, 1999, "The marginal and average returns to schooling in the UK," European Economic Review, Elsevier, volume 43, issue 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, volume 6, issue 4, pages 453-470, November.
  5. Callan, Tim & Harmon, Colm, 1999, "The economic return to schooling in Ireland," Labour Economics, Elsevier, volume 6, issue 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, volume 30, issue 3, pages 215-226.
  7. Zhaoyong Zhang, 1999, "Exchange Rate Policies in the Transition Economy of China: Is Currency Board an Alternative?," China Report, , volume 35, issue 3, pages 323-337, August, DOI: 10.1177/000944559903500305.

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, volume 7, issue 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, volume 51, issue 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, volume 14, issue 3, pages 273-298, September, DOI: 10.1111/j.1467-7679.1996.tb00110.x.
  2. Zhang, Zhaoyong & Ow Chin Hock, 1996, "Trade interdependence and direct foreign investment between ASEAN and China," World Development, Elsevier, volume 24, issue 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, volume 2, issue 8, pages 280-283, DOI: 10.1080/135048595357230.
  2. Harmon, Colm & Walker, Ian, 1995, "Estimates of the Economic Return to Schooling for the United Kingdom," American Economic Review, American Economic Association, volume 85, issue 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, volume 2, issue 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, volume 12, issue 3, pages 44-62, September, DOI: j.1759-3441.1993.tb00891.x.

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, volume 16, issue 2, pages 103-128, December, DOI: 10.1177/031289629101600201.

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, volume 54, issue 2, pages 113-119, June, DOI: 10.1111/j.1813-6982.1986.tb00867.x.

Books

2015

  1. Hadrian Geri Djajadikerta & Zhaoyong Zhang (ed.), 2015, "A New Paradigm for International Business," Springer Proceedings in Business and Economics, Springer, number 978-981-287-499-3, edition 127, ISBN: ARRAY(0x883cc6d8), June, DOI: 10.1007/978-981-287-499-3.

2001

  1. Colm Harmon & Ian Walker & Niels Westergaard-Nielsen (ed.), 2001, "Education and Earnings in Europe," Books, Edward Elgar Publishing, number 2237, ISBN: ARRAY(0x9639c9e0).

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, ISBN: ARRAY(0x8f921920).

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, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Sabri Boubaker & Duc Khuong Nguyen, "HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers".

2015

  1. Anna Golab & David E. Allen & Robert Powell, 2015, "Aspects of Volatility and Correlations in European Emerging Economies," Palgrave Macmillan Books, Palgrave Macmillan, chapter 4, in: Nigel Finch, "Emerging Markets and Sovereign Risk", DOI: 10.1057/9781137450661_4.
  2. Roberto Akyuwen & Raymond Boffey & Robert Powell & Krisna Wijaya, 2015, "Thoughts on Extreme Risk in Indonesia," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Hadrian Geri Djajadikerta & Zhaoyong Zhang, "A New Paradigm for International Business", DOI: 10.1007/978-981-287-499-3_11.

2011

  1. David E. Allen & Abhay Kumar Singh, 2011, "A Risk and Forecasting Analysis of West Texas Intermediate Prices," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_10.
  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, Palgrave Macmillan, chapter 5, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_5.
  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, Palgrave Macmillan, chapter 7, in: Greg N. Gregoriou & Razvan Pascalau, "Financial Econometrics Modeling: Market Microstructure, Factor Models and Financial Risk Measures", DOI: 10.1057/9780230298101_7.

2007

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

1999

  1. Joseph Durkan & Doireann Fitz Gerald & Colm Harmon, 1999, "Education and Growth in the Irish Economy," Palgrave Macmillan Books, Palgrave Macmillan, chapter 6, in: Frank Barry, "Understanding Ireland’s Economic Growth", DOI: 10.1057/9780333985052_7.

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