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Content
2014
2013
2012
2011
- 805 Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
by Michael McAleer & David Allen & Ron Amram
- 804 Asset Bubbles, Credit Market Imperfections, and Technology Choice
by Akihisa Shibata & Tarishi Matsuoka
- 803 Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints
by Takanori Adachi & Takao Asano
- 802 Temporary Bubbles and Discount Window Policy
by Tarishi Matsuoka
- 801 Foreign banks' entry into the Russian market: motivation, entry modes and strategies
by Victor Gorshkov
- 800 The Welfare Effects of Third-Degree PriceDiscrimination in a Differentiated Oligopoly
by Takanori Adachi & Noriaki Matsushima
- 799 Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison
by Masanori Mitsutsune & Takanori Adachi
- 798 Education, Innovation, and Long-Run Growth
by Katsuhiko Hori & Katsunori Yamada
- 797 The Unofficial Economy in Russia
by Byung-Yeon Kim
- 796 Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis
by R. Anton Braun & Tomoyuki Nakajima
- 795 The Rise and Fall of S&P500 Variance Futures
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral
- 794 Analysis of Industrial Agglomeration Patterns: An Application to Manufacturing Industries in Japan
by Tomoya Mori & Tony E. Smith
- 793 The Politics of Financial Development and Capital Accumulation
by Tarishi Matsuoka & Katsuyuki Naito & Keigo Nishida
- 792 Consumption Externalities and Equilibrium Dynamics with Heterogenous Agents
by Kazuo Mino & Yasuhiro Nakamoto
- 791 Globalization and Volatility under Alternative Trade Structures
by Yunfang Hu & Kazuo Mino
- 790 Ethnic Diversity, Democracy, and Health: Theory and Evidence
by Go Kotera & Nobuhiro Mizuno & Keisuke Okada & Sovannroeun Samreth
- 789 Are the Markets Afraid of Kim Jong-Il?
by Byung-Yeon Kim & Gerard Roland
- 788 Making the Case for a Low Intertemporal Elasticity of Substitution
by R. Anton Braun & Tomoyuki Nakajima
- 787 A Goodness Of Fit Test For Ergodic Markov Processes
by Vance Martin & Yoshihiko Nishiyama & John Stachurski
- 786 The Impact of the European Union Emissions Trading Scheme on the Polish Economy:Interviews with Four Companies in Poland
by Seiji Ikkatai & Katsuhiko Hori & Ikuma Kurita
- 785 Option Package Bundling
by Takanori Adachi & Takeshi Ebina & Makoto Hanazono
- 784 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral
- 783 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
by Michael McAleer & Chia-Lin Chang & Christine Lim
- 782 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez Amaral
- 781 Citations and Impact of ISI Tourism and Hospitality Journals
by Michael McAleer & Chia-Lin Chang
- 780 Global Liquidity Trap
by Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi
- 779 Analyzing Fixed-event Forecast Revisions
by Michael McAleer & Philip Hans Franses & Chia-Lin Chang
- 778 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
by Michael McAleer & Massimiliano Caporin
- 777 A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations: Methodological Framework
by Tomoya Mori & Tony E. Smith
- 776 The Dynamics of Energy-Grain Prices with Open Interest
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer
- 775 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer
- 774 Business Society and Corporate Social Responsibility: Comparative analysis in Russia and Japan
by Satoshi Mizobata
- 773 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
- 772 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer
- 771 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee
- 770 Increasing Returns in Transportation and the Formation of Hubs
by Tomoya Mori
- 769 Causality Between Market Liquidity and Depth for Energy and Grains
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer
- 768 Agency Contracts, Noncommitment Timing Strategies, and Real Options
by Keiichi Hori & Hiroshi Osano
- 767 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral
- 766 Poverty Trap and Inferior Goods in a Dynamic Heckscher-Ohlin Model
by Eric W. Bond & Kazumichi Iwasa & Kazuo Nishimura
- 765 Risk Management of Precious Metals
by Shawkat Hammoudeh & Farooq Malik & Michael McAleer
- 764 Baby Boom and Baby Bust in Gender-Gap Model: A Quantitative Analysis
by Masako Kimura
- 763 Localized knowledge spillovers and patent citations: A distance-based approach
by Yasusada Murata & Ryo Nakajima & Ryosuke Okamoto & Ryuichi Tamura
- 762 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
- 761 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral
- 760 Offshore outsourcing and non-production workers: Firm-level relationships disaggregated by skills and suppliers
by Eiichi Tomiura & Banri Ito & Ryuhei Wakasugi
- 759 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
by Isao Ishida & Michael McAleer & Kosuke Oya
- 758 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
- 757 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral
- 756 How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
by Chia-Lin Chang & Michael McAleer & Les Oxley
- 755 Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
2010
- 754 Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
by Felix Chan & Michael McAleer & Marcelo C. Medeiros
- 753 Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth
- 752 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer
- 751 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer
- 750 Testing the Box-Cox Parameter for an Integrated Process
by Jian Huang & Masahito Kobayashi & Michael McAleer
- 749 Decentralized Market Processes to Stable Job Matchings with Competitive Salaries
by Bo Chen & Satoru Fujishige & Zaifu Yang
- 748 Pareto Improvement and Agenda Control of Sequential Financial Innovations
by Chiaki Hara
- 747 Dynamic Conditional Correlations for Asymmetric Processes
by Manabu Asai & Michael McAleer
- 746 What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
by Chia-Lin Chang & Michael McAleer & Les Oxley
- 745 Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets
by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
- 744 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
- 743 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
- 742 Price-Based Combinatorial Auction Design: Representative Valuations
by Hitoshi Matsushima
- 741 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer
- 740 The Impact of the European Union Emissions Trading Scheme on the Finnish Economy
by Seiji Ikkatai & Ikuma Kurita & Katsuhiko Hori
- 739 Alternative Asymmetric Stochastic Volatility Models
by Manabu Asai & Michael McAleer
- 738 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer
- 737 Journal Impact Factor Versus Eigenfactor and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley
- 736 A Trinomial Test for Paired Data When There are Many Ties
by Guorui Bian & Michael McAleer & Wing-Keung Wong
- 735 Robust Estimation and Forecasting of the Capital Asset Pricing Model
by Guorui Bian & Michael McAleer & Wing-Keung Wong
- 734 Moment Restriction-based Econometric Methods: An Overview
by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama
- 733 A DynamicModel of Conflict and Appropriation
by Wolfgang Eggert & Jun-ichi Itaya & Kazuo Mino
- 732 Sustainable Public Debt, Credit Constraints, and Social Welfare
by Real Arai & Takuma Kunieda
- 731 Imperfect Interbank Markets and the Lender of Last Resort
by Tarishi Matsuoka
- 730 Habits and Endogenous Investment Fluctuations
by Been-Lon Chen & Yu-Shan Hsu & Kazuo Mino
- 729 How Volatile is ENSO?
by LanFen Chu & Michael McAleer & Chi-Chung Chen
- 728 Estimating the Impact of Whaling on Global Whale Watching
by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer
- 727 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral
- 726 Asymmetry and Long Memory in Volatility Modelling
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros
- 725 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
- 724 Model Selection and Testing of Conditional and Stochastic Volatility Models
by Massimiliano Caporin & Michael McAleer
- 723 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
- 722 Modeling the Effect of Oil Price on Global Fertilizer Prices
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer
- 721 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer
- 720 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer
- 719 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat
- 718 Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
- 717 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
- 716 Endogenous Voter Turnout and Income Redistribution
by Go Kotera
- 715 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat
- 714 Great Expectatrics: Great Papers, Great Journals, Great Econometrics
by Chia-Lin Chang & Michael McAleer & Les Oxley
- 713 Inequality and Economic Development:The Role of Corruption
by Nobuhiro Mizuno & Katsuyuki Naito & Ryosuke Okazawa
- 712 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer
- 711 Financing Harmful Bubbles
by Hitoshi Matsushima
- 710 Ten Things We Should Know About Time Series
by Michael McAleer & Les Oxley
- 708 IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer
- 707 How does Zinfluence Affect Article Influence?
by Chia-Lin Chang & Michael McAleer & Les Oxley