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Content
May 2013, Volume 14, Issue 1
- 53-68 Credit Constraints, Heterogeneous Firms and Loan Defaults
by Jarko Fidrmuc & Pavel Ciaian & d'Artis Kancs & Jan Pokrivcak - 69-83 The Monetary Effect of Power: How Perception of Power Affects Monetary Value Judgments in China and US
by Qian Yang & Kaiping Peng & Xueya Zhou & Ruoqiao Zheng & Wanhua Peng - 85-120 Categorical Segregation from a Game Theoretical Approach
by Antoni Rubi-Barcelo - 121-144 Inflation and Economic Growth
by Robert J. Barro - 145-167 The Optimal Price of Default
by Wei Ma & Chuangyin Dang - 169-178 Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries
by Mohamed Rochdi Keffala & Christian de Peretti - 179-206 On the efficiency of monetary and fiscal policy in open economies
by Chan Wang & Heng-fu Zou - 207-248 Housing and Saving with Finance Imperfection
by Yanbin Chen & Fangxing Li & Zhesheng Qiu - 249-278 How much do Workers Search?
by Ping Yan
November 2012, Volume 13, Issue 2
- 237-281 Calls and Couples: Communication, Connections, Joint-Consumption and Transfer Prices
by Ana Paula Martins - 283-298 On the Growth and Stability Effects of Habit Formation and Durability in Consumption
by Shu-Hua Chen - 299-316 Is the "Houthakker-Magee" Finding Durable? Evidence from Disaggregated Trade Flows between China and Korea
by Kichun Kang - 317-353 Analysis of the Great Divergence under a Unified Endogenous Growth Model
by Kunting Chen - 355-380 The Informational and Strategic Impacts of Real Earnings Management
by Shirley J. Ho & Hao-Chang Sung - 381-423 Stochastic Versions of Turnpike Theorems in the Sense of Uniform Topology
by Darong Dai - 425-462 Why Does Foreign Direct Investment Go Where It Goes?: New Evidence From African Countries
by John C. Anyanwu - 463-487 Water Service Delivery Reform in China: Safeguarding the Interests of the Poor
by Denis Nitikin & Chunli Shen & Qian Wang & Heng-fu Zou - 489-528 Evaluation of Land Taxation in China
by Denis Nitikin & Chunli Shen & Qian Wang & Heng-fu Zou
May 2012, Volume 13, Issue 1
- 1-51 Fiscal Decentralization in China: History, Impact, Challenges and Next Steps
by Chunli Shen & Jing Jin & Heng-fu Zou - 53-90 Fiscal Decentralization and Peasants' Financial Burden in China
by Jing Jin & Chunli Shen & Heng-fu Zou - 91-112 The Effect of Leadership Transition on Government Expenditure: Evidence from China
by Juncheng Feng & Rui Hao & Yang Li & Kezhong Zhang - 113-137 Regional Inequality in Contemporary China
by Qinghua Zhang & Heng-fu Zou - 139-187 Tests of Mean-Variance Spanning
by Raymond Kan & Guofu Zhou - 189-210 A Semiparametric Time Trend Varying Coefficients Model: With An Application to Evaluate Credit Rationing in U.S. Credit Market
by Qi Gao & Jingping Gu & Paula Hernandez-Verme - 211-236 The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective
by Tianyi Wang & Zhuo Huang
November 2011, Volume 12, Issue 2
- 199-215 Estimating High Dimensional Covariance Matrices and its Applications
by Jushan Bai & Shuzhong Shi - 217-231 A Robust General Equilibrium Stochastic Volatility Model with Recursive Preference Investors
by Weidong Xu & Hongyi Li & Chongfeng Wu - 233-263 The Distorted Theory of Rank-Dependent Expected Utility
by Hui Huang & Shunming Zhang - 265-293 Measuring Knowledge Spillovers: A Non-appropriable Returns Perspective
by Jian Li & Kunrong Shen & Ru Zhang - 295-346 Bank money, aggregate liquidity, and asset prices
by Junfeng Qiu - 347-369 Optimal Unemployment Insurance with Endogenous Search Effort
by Ping Yan - 371-388 Financial Crisis, Monetary Policy, and Stock Market Volatility in China
by Cheng-si Zhang & Da-yin Zhang & Jeffery Breece - 389-409 Hysteresis Hypothesis in Job Creation and Destruction: Evidence from the U.S
by De-Chih Liu - 411-431 Organizational Commitment and Creativity: the Influence of Thinking Styles
by Yubo Hou & Ge Gao & Fei Wang & Tingrui Li & Zhilan Yu
May 2011, Volume 12, Issue 1
- 1-11 Inflation Aversion
by Heng-fu Zou & Liutang Gong & Xinsheng Zeng - 13-30 Inflation Aversion and the Optimal Inflation Tax
by Gaowang Wang & Heng-fu Zou - 31-40 On Collusion and Industry Size
by Marc Escrihuela-Villar & Jorge Guillen - 41-64 Why Have Girls Gone to College? A Quantitative Examination of the Female College Enrollment Rate in the United States: 1955-1980
by Hui He - 65-87 Growth-Effects of Inflation Targeting: The Role of Financial Sector Development
by Rangan Gupta - 89-107 Efficient Estimation of Moment Condition Models with Heterogenous Populations
by Zhiguo Xiao - 109-119 A Quantity-Setting Mixed Duopoly with Inventory Investment as a Coordination Device
by Kazuhiro Ohnishi - 121-138 Optimal Taxation under Income Uncertainty
by Xianhua Dai - 139-156 Royalty Rate Structure in Case of Franchising
by Ivan Kotliarov - 157-181 Has China's Economy Become More Stable and Inertial? Nonlinear Investigations Based on Structural Break and Duration Dependent Regime Switching Models
by Angang Hu & Jie Lu & Zhengyan Xiao - 183-198 The View from the County: China's Regional Inequalities of Socio-Economic Development
by Peng Zhang & Mann Xu
November 2010, Volume 11, Issue 2
- 209-229 Minimum Wages and Unemployment Benefits in a Unionized Economy: A Game-Theoretic Approach
by Marcus Dittrich - 231-245 The Importance of Being Consulted
by Alessandro Fedele & Andrea Mantovani - 247-275 Skilled Labor, Economic Transition and Income Differences: A Dynamic Approach
by Wei Zou & Yong Liu - 277-299 The Term Structure of Interest Rates in a New Keynesian Model with Time-Varying Macro Volatility
by Daniel Burren - 301-311 Strategic Outsourcing between Rivals
by Yutian Chen - 313-335 Irreversible Investment of the Risk- and Uncertainty-averse DM under k-Ignorance: The Role of BSDE
by Zengwu Wang - 337-353 The Role of Market-Implied Severity Modeling for Credit VaR
by J. Samuel Baixauli & Susana Alvarez - 355-379 Career Concern and Tax Preparer Fraud
by Chao Yang & Liansheng Wu & Xianhui Bo - 381-397 Ethnic Stereotypes and Economic Discrepancy: The Illusion of Differences between Han and Uyghur Chinese
by Wanhua Peng & Kaiping Peng
May 2010, Volume 11, Issue 1
- 1-33 On the Economic Value of Return Predictability
by Yufeng Han - 35-71 Output Convergence and the Role of Research and Development
by Mohammad Ashraf & Khan A. Mohabbat - 73-94 Health, Taxes, and Growth
by Liutang Gong & Hongyi Li & Dihai Wang & Heng-fu Zou - 95-137 Expected and Unexpected Impulses of Monetary Policy on the Interest Pass-Through Mechanism in Asian Countries
by Kuan-Min Wang - 139-153 Private and Public Health Expenditures in an Endogenous Growth Model with Inflation Targeting
by Rangan Gupta & Cobus Vermeulen - 155-184 A More Efficient Best Spatial Three-stage Least Squares Estimator for Spatial Autoregressive Models
by Zhengyu Zhang & Pingfang Zhu - 185-208 Fluctuations of Real Interest Rates and Business Cycles
by Yongli Zhang
November 2009, Volume 10, Issue 2
- 225-255 Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia
by Jianping Mei & Jose A. Scheinkman & Wei Xiong - 257-279 Ambiguity, Risk and Portfolio Choice under Incomplete Information
by Jianjun Miao - 281-301 The Spirit of Capitalism and Excess Smoothness
by Yulei Luo & William T. Smith & Heng-fu Zou - 303-327 Pricing Foreign Equity Options with Stochastic Correlation and Volatility
by Jun Ma - 329-349 Discount Rate Changes and Market Timing: A Multinational Study
by Su-Jane Chen & Ming-Hsiang Chen - 351-365 Strategic Trading of Informed Trader with Monopoly on Short- and Long-Lived Information
by Chanwoo Noh & Sungsub Choi - 367-389 Natural Resources and Economic Growth: Some Theory and Evidence
by Dustin Chambers & Jang-Ting Guo - 391-418 Endogenous Default Penalties in Nominal Incomplete Markets
by Nuno Gouveia & Abdelkrim Seghir
May 2009, Volume 10, Issue 1
- 1-14 Firm Liquidation and Economic Crisis under Unexpected Exchange Rate Shock
by Qiang Gong & Shen Jia & Justin Yifu Lin - 15-28 Aggregate Price Stickiness
by Zhiyong An - 29-47 The Effect of Anti-Smoking Media Campaign on Smoking Behavior: The California Experience
by Hong Liu & Wei Tan - 49-64 Capacity Investment and Mixed Duopoly with State-Owned and Labor-Managed Firms
by Kazuhiro Ohnishi - 65-87 Do Oil Prices Matter? The Case of a Small Open Economy
by Joao Tovar Jalles - 89-110 Modeling China Inflation Persistence
by Chengsi Zhang & Joel Clovis - 111-153 A Conjecture of Chinese Monetary Policy Rule: Evidence from Survey Data, Markov Regime Switching, and Drifting Coefficients
by Yanbin Chen & Zhen Huo - 155-198 Human Capital Externality, Knowledge Spillover, and Sustainable Economic Growth
by Xiangcai Meng & Azhong Ye - 199-213 The Paradox of Educational Fairness in China
by Wanhua Peng & Xiaobin Peng & Kaiping Peng - 215-223 Bidders¡¯ Risk Preferences in Discriminative Auctions
by Yonghong Long
November 2008, Volume 9, Issue 2
- 201-222 Extremum Estimation when the Predictors are Estimated from Large Panels
by Jushan Bai & Serena Ng - 223-237 The Effects of Foreign Aid on the Creation and Distribution of Wealth
by Wenli Cheng & Dingsheng Zhang & Heng-fu Zou - 239-251 Fiscal Sustainability and Fiscal Soundness
by Haizhou Huang & Danyang Xie - 253-292 Nash Bargaining, Money Creation, and Currency Union
by Stephane Auray & Aurelien Eyquem & Gerard Hamiache & Jean-Christophe Poutineau - 293-313 Macroeconomic Policies and Foreign Asset Accumulation in a Finite-Horizon Model
by Xiaoyong Cui & Liutang Gong & Ziguan Zhuang - 315-343 Retailers' Incentive to Sell through a New Selling Channel and Pricing Behavior in a Multi-channel Environment
by Yuanzhu Lu & Xiaolin Xing & Fang-Fang Tang - 345-371 Transport Infrastructure, Growth, and Poverty Alleviation: Empirical Analysis of China
by Wei Zou & Fen Zhang & Ziyin Zhuang & Hairong Song - 373-384 Why is the Military Draft Common? Conscription and Increasing Returns
by Yew-Kwang Ng - 385-395 Inducing Cooperation by Self-Stipulated Penalties
by Cheng-Zhong Qin - 397-399 Mean Reversion and Consumption Smoothing: A Comment
by Fang Zhou & Liutang Gong & Yaping Wang
May 2008, Volume 9, Issue 1
- 1-37 Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence
by Paul P.J. Gao & Kevin X.D. Huang - 39-75 Is Volatility Priced?
by Yueh-Neng Lin & Ken Hung - 77-90 Long- and Short-Run Determinants of the Demand for Money in the Asian-Pacific Countries: An Empirical Panel Investigation
by Abbas Valadkhani - 91-101 Does the Utility Function Form Matter for Indeterminacy in a Two Sector Small Open Economy
by Yan Zhang - 103-114 A Selective Bail-Out International Lending of Last Resort Model
by Cecile Bastidon & Philippe Gilles & Nicolas Huchet - 115-149 Fiscal Disparities and the Equalization Effects of Fiscal Transfers at the County Level in China
by Yin Heng - 151-175 Credit Market Imperfections and Long-Run Macroeconomic Consequences
by Been-Lon Chen & Yeong-Yuh Chiang & Ping Wang - 177-197 A Probabilistic Theory Of Entrepreneurial Financing
by Edmund H. Mantell
November 2007, Volume 8, Issue 2
- 217-227 Bargaining and Destructive Power
by Partha Dasgupta & Eric S. Maskin - 229-250 Duality in an Industry with Fluctuating Demand
by Waka Cheung & Yew-Kwang Ng - 251-304 Poverty and Inequality in Sub-Saharan Africa: Literature Survey and Empirical Assessment
by Delfin Go & Denis Nikitin & Xiongjian Wang & Heng-fu Zou - 305-312 Portfolio Selection under Parameter Uncertainty using a Predictive Distribution
by Ji Jung Im & Hyun Soo Lim & Sung sub Choi & Denis Nikitin - 313-340 Institutions, market constellations and growth: The case of South Africa
by Arne Heise - 341-383 Uninsurable Risks: Uncertainty in Production, the Value of Information and Price Dispersion
by Ana Paula Martins - 385-396 The Tyranny of Numbers or the Tyranny of Methodology: Explaining the East Asian Growth Experience
by James Riedel - 397-414 Asset Prices and Hyperbolic Discounting
by Liutang Gong & William Smith & Heng-fu Zou
May 2007, Volume 8, Issue 1
- 1-20 Testing The Existence of Multiple Cycles in Financial and Economic Time Series
by L.A. Gil-Alanaa - 21-31 Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange
by Svetlozar T. Rachev & Chufang Wu & Frank J. Fabozzi - 33-56 Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts
by Shirley J. Huang & Qianqiu Liu & Jun Yu - 57-63 The Flexible Three Parameter Utility Function
by Denis Conniffe - 65-93 Reassessment Of Currency Index By Fundamentals
by Hiroya Akiba & Yonghui Jia - 95-112 Production and Inventory Behavior of Capital
by Yi Wen - 113-136 Uniform Working Hours and Structural Unemployment
by Haoming Liu & Yi Wen & Lijing Zhu - 137-154 Crisis and Consumption Smoothing
by Qiang Zhang & Sung Jin Kang - 155-165 Wage-Rise Contract and Entry Deterrence: Bertrand and Cournot
by Kazuhiro Ohnishi - 167-195 Measuring Interest Rates as Determined by Thrift and Productivity
by Woon Gyu Choi - 197-215 The Closed-form Solution for Pricing American Put Options
by Wang Xiaodong
November 2006, Volume 7, Issue 2
- 217-249 Using Bootstrap to Test Portfolio Efficiency
by Pin-Huang Chou & Guofu Zhou - 251-256 A Note on the Relation between Risk Aversion, Intertemporal Substitution and Timing of the Resolution of Uncertainty
by Johanna Etner - 257-269 How to Strengthen the International Financial System by Restructuring Sovereign Balance Sheets
by Ross P. Buckley & Peter Dirou - 271-281 Investment Decisions in a New Mixed Market
by Kazuhiro Ohnishi - 283-294 Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests
by Ata Assaf - 295-319 Say's Law and the Business Cycles
by Xianming Meng - 321-338 The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities
by Constantinos Katrakilidis & Athanasios Koulakiotis - 339-355 Comparing Competitive Equilibria with Equilibria of Labor-Managed and Capital-Managed Economies in OLG Models
by Bertrand Crettez & Pierre-Andre Jouvet - 357-383 A Post-Kaleckian, Post-Olsonian Approach to Unemployment and Income Inequality in Modern Varieties of Capitalism
by Arne Heise - 385-403 Do the Economies of Specialization Justify the Work Ethics? A Further Examination of Buchanan's Hypothesis
by Yew-Kwang Ng - 405-424 Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market
by Ken Hung & Chang-Wen Duan & Chin W. Yang - 425-457 Real Interest Rate Parity: Evidence from Industrialized Countries
by Salah A. Nusair
May 2006, Volume 7, Issue 1
- 1-28 An Alternative to Prospect Theory
by Liang Zou - 29-47 A Note on the Welfare Effects of Horizontal Mergers in Asymmetric Linear Oligopolies
by Steven Heubeck & Donald J. Smythe & Jingang Zhao - 49-76 Asset Pricing Simultaneities: Phases and Patterns
by Robert D. Coleman - 77-89 Global Versus Regional Systematic Risk and International Asset Allocations in Asia
by Priscilla Swartz - 91-127 Local Bifurcations and Global Dynamics in a Solow-type Endogenous Business Cycles Model
by Orlando Gomes - 129-143 The Impact of Insider Trading on the Secondary Market with Order-Driven System
by Xianfeng Jiang & Yongdong Shi - 145-156 Elasticity of Substitution, Capital Inflow and Government Size
by Sajid Anwar - 157-183 Distortionary, Non-Distortionary, and Distributional Properties of Environmental Taxes: Extension of Sandmo's Observation
by Talbot Page & Qinghua Zhang - 185-196 A Computational Exploration of the Efficacy of Fibonacci Sequences in Technical Analysis and Trading
by Sukanto Bhattacharya & Kuldeep Kumar - 197-216 Does Financial Development 'Lead' Economic Growth? The Case of China
by Jordan Shan & Jianhong Qi
November 2005, Volume 6, Issue 2
- 209-228 Optimal Tax and Education Policy When Agents Differ in Altruism and Productivity
by Helmuth Cremer & Pierre Pestieau & Emmanuel Thibault & Jean-Pierre Vidal - 229-250 Business Cycles
by Sergio Rebelo - 251-261 A Bootstrap Test for Conditional Symmetry
by Liangjun Su & Sainan Jin - 263-288 Costly State Monitoring and Reserve Requirements
by Rangan Gupta - 289-301 Estimation of Parameters in Multiple Regression with Missing Covariates Using a Modified First Order Regression Procedure
by H. Toutenburg & V.K. Srivastava & Shalabh & C. Heumann - 303-317 Ownership and Sector Performance in Current China -- A Regional Study
by Chunrong Ai & Mei Wen - 319-329 Income Inequality and Economic Growth: A Simple Theoretical Synthesis
by Been-Lon Chen & Jang-Ting Guo - 331-335 Portfolio Selection with Little Information about the Future
by Klaus Hellwig - 337-363 A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks
by Jan Bo Jakobsen & Torben Voetmann
May 2005, Volume 6, Issue 1
- 1-24 Liquidity Shocks, Banking System Failures, and Supranational Lending of Last Resort Facilities
by Germana Corrado - 25-36 Tax Policy Under Keeping Up with the Joneses and Imperfect Competition
by Jang-Ting Guo - 37-52 Incentive Compatible Collusion and Investment
by Hongbin Cai & Uday Rajan - 53-73 "Favors" for Sale: Strategic Analysis of a Simple Menu Auction with Adverse Selection
by Didier Laussel & Michel Le Breton - 75-88 Calendar Effects in Chinese Stock Market
by Lei Gao & Gerhard Kling - 89-104 Utilization of Home Healthcare Service by Medicare-Medicaid Dual Eligibles
by Jaeun Shin & Sangho Moon - 105-127 Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models
by Yiguo Sun - 129-153 The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel
by Jui-Chuan (Della) Chang & Dennis W. Jansen - 155-167 A Simple Matching Method for Estimating Sample Selection Models Using Experimental Data
by Songnian Chen & Yahong Zhou - 169-183 An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities
by Chin-Tsai Lin & Yi-Hsien Wang - 185-207 Dichotomous Asset Pricing Model
by Liang Zou
November 2004, Volume 5, Issue 2
- 185-210 Management of Public Utilities in China
by Jean-Jacques Laffont - 211-235 Kernel Estimation of Multivariate Conditional Distributions
by Jeff Racine & Qi Li & Xi Zhu - 237-244 Capital Taxation May Survive in Open Economies
by Michael Braulke & Giacomo Corneo - 245-270 Savings and Income Distribution
by Hongyi Li & Heng-fu Zou - 271-282 Decision for the Optimal Location -- Waiting Timing Relationship in A Real Options Model
by Chin-Tsai Lin & Cheng-Ru Wu - 283-298 A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction
by Dimitris N. Politis - 299-311 A Note on Consumption and Savings under Knightian Uncertainty
by Jianjun Miao - 313-333 Moral Hazard with Rating Agency: An Incentive Contracting Approach
by Bappaditya Mukhopadhyay - 335-355 Equilibrium Selling Mechanisms
by Yongmin Chen & Ruqu Wang - 357-372 Debt Contract, Strategic Default, and Optimal Penalties with Judgement Errors
by David Alary & Christian Gollier
May 2004, Volume 5, Issue 1
- 1-25 Growth and Development: A Schumpeterian Approach
by Philippe Aghion - 27-46 Efficient Union Contracts in the Presence of Homogeneous Labor and Differentiated Unions
by Ana Paula Martins & Rui Coimbra - 47-59 Specific Human Capital, Credible Commitment and Optimal Capital Structure
by Xiaozu Wang & Tian Zhu - 61-77 Multiple Equilibria and Interfirm Macro-Externality: An Analysis of Sluggish Real Adjustment
by Yew-Kwang Ng & Ying Wu - 79-92 Modeling Volatility for the Chinese Equity Markets
by Frank J. Fabozzi & Radu Tunaru & Tony Wu - 93-126 Optimal Stopping of Active Portfolio Management
by Kyoung Jin Choi & Hyeng Keun Koo & Do Young Kwak - 127-152 Economic Reform and Growth in China
by Gregory C. Chow - 165-195 Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore
by Warren Bailey & Yuan Gao & Connie X. Mao
November 2003, Volume 4, Issue 2
- 219-229 Reflections on Growth and Development
by Robert M. Solow - 231-274 Determinants of Economic Growth in a Panel of Countries
by Robert J. Barro - 275-341 Urbanization and Economic Development
by J. Vernon Henderson - 343-357 The Timing of Marriage in China
by Lixin Colin Xu & Christine Zhen-Wei Qiang & Limin Wang - 359-373 Equilibria for Pure Exchange Infinite Economies in the Sense of Incomplete Preference
by Jinqing Zhang - 375-400 Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises
by Kevin X.D. Huang & Thaneepanichskul Suchada - 401-426 Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach
by Chenghu Ma - 427-469 A Wealth-Dependent Investment Opportunity Set: Its Effect on Optimal Consumption and Portfolio Decisions
by Sungsub Choi & Hyeng Keun Koo & Gyoocheol Shim & Thaleia Zariphopoulou - 471-490 Fiscal Federalism, Public Capital Formation, and Endogenous Growth
by Liutang Gong & Heng-fu Zou - 491-507 The Tradeoff Between Inequality and Growth
by Jess Benhabib
May 2003, Volume 4, Issue 1
- 1-15 Optimal Management of Indexed and Nominal Debt
by Robert Barro - 17-35 A Time Series Analysis of the Shanghai and New York Stock Price Indices
by Gregory C. Chow & Caroline C. Lawler - 37-50 Price and Volatility Transmission in International Wheat Futures
by Jian Yang & Jin Zhang & David J. Leatham - 51-71 Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs
by Ning Sun & Zaifu Yang - 73-101 Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures
by Ramazan Gencay & Aslihan Salih - 103-124 Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data
by Xiaodong Jin & Janusz Kawczak - 125-136 A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators
by Insik Min & Sheng jang Sheu & Zijun Wang - 137-149 Monitoring the Monitor: Does Ownership Matter?
by Yijiang Wang - 151-176 Comparing Sectoral FDI Incentives: Comparative Advantages and Market Opportunities
by Larry D. Qiu - 177-191 Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply
by Yangru Wu & Junxi Zhang - 193-217 The Optimum Quantity of Debt: Technical Appendix
by S. Rao Aiyagari & Ellen R. McGrattan
November 2002, Volume 3, Issue 2
- 219-248 Speculative Attacks and the Dynamics of Exchange Rates
by Stephen J. Turnovsky & Jian Xu