Content
2010, Volume 17, Issue 13
- 1319-1322 Do short sellers outperformthe market?
by Gil Cohen - 1323-1328 The comovements in international stock markets: new evidence from Latin American emerging countries
by Mohamed El Hedi Arouri & Mondher Bellalah & Duc Khuong Nguyen - 1329-1334 Revisiting purchasing power parity for East Asian countries: panel SURADF tests
by Tsangyao Chang & Chia-Hao Lee
2010, Volume 17, Issue 12
- 1133-1137 'Extended black' sovereign credit default swap pricing model
by Marco Realdon & Cheng Qin Shi - 1139-1144 Monetary policy and corporate bond yield spreads
by David Beckworth & Kenneth Moon & J. Holland Toles - 1145-1151 Testing for random walk in euro exchange rates using the subsampling approach
by Jorge Belaire-Franch & Kwaku Opong - 1153-1156 HAC standard errors and the event study methodology: a cautionary note
by George Ford & John Jackson & Sarah Skinner - 1157-1160 A note on model selection in (time series) regression models - general-to-specific or specific-to-general?
by Helmut Herwartz - 1161-1166 Betting on weight loss … and losing: personal gambles as commitment mechanisms
by Nicholas Burger & John Lynham - 1167-1171 Central bank independence and ageing
by Etienne Farvaque & Jerome Hericourt & Gaël Lagadec - 1173-1175 Does the 'Dogs of the Dow' strategy work better in blue chips?
by Terence Tai-Leung Chong & Kin Keung Luk - 1177-1182 'Marginal employment' and the demand for heterogeneous labour - elasticity estimates from a multi-factor labour demand model for Germany
by Ronny Freier & Viktor Steiner - 1183-1187 Correcting the Merton and Henriksson timing model
by Luis Ferruz & Fernando Munoz & Maria Vargas - 1189-1192 The weight of bad governance in foreign mutual funds
by Linus Wilson - 1193-1196 A corrected Value-at-Risk predictor
by Carl Lonnbark - 1197-1199 Asymmetric reimbursement system in an environmental conflict
by Sung-Hoon Park - 1201-1204 Ownership herding and informational herding
by Enrica Carbone - 1205-1208 What is the long run growth rate of the East Asian Tigers?
by B. Bhaskara Rao & Artur Tamazian & Rup Singh - 1209-1212 A reassessment of the twin deficits relationship
by Mark Holmes - 1213-1218 Between Mao and markets: new evidence on segmentation of the bank loan market in China
by Masanori Ohkuma - 1219-1222 Effect of price quoting on financial asset prices: an experimental analysis
by Tal Shavit & Shosh Shahrabani & Uri Benzion - 1223-1228 Purchasing power parity for G-7 countries: panel SURADF tests
by Tsangyao Chang & Wen-Chi Liu & Han-Wen Tzeng & Chin-Ping Yu
2010, Volume 17, Issue 11
- 1027-1031 Firm value and the diversification choice: international evidence from global and industrial diversification
by Stephen Ferris & Nilanjan Sen & Nguyen Thi Anh Thu - 1033-1036 On the look-out for a white knight: options-based calculation of probability and expected value of increased bids in hostile takeover battles
by Stefan Eichler & Dominik Maltritz - 1037-1041 Does the star power matter?
by Sang-Chul Jung & Myeong Hwan Kim - 1043-1047 Fiscal decentralization and fiscal consolidations in emerging market economies
by John Thornton & Olumuyiwa Adedeji - 1049-1053 Power properties of the CUSUM and CUSUMSQ tests for parameter instability
by Paul Turner - 1055-1062 Discriminating factors of women's employment
by Angela Cipollone & Carlo D'Ippoliti - 1063-1065 Defense planning and fiscal strategy
by Peter Berck & Jonathan Lipow & Yakir Plessner - 1067-1072 The micro-firm health insurance hypothesis
by Richard Cebula - 1073-1077 Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries
by Venus Khim-Sen Liew & Ricky Chee-Jiun Chia & Tai-Hu Ling - 1079-1081 Multiple cyclical fractional structures in financial time series
by Guglielmo Maria Caporale & Luis Gil-Alana - 1083-1087 Long-run purchasing power parity and asymmetric adjustment in BRICs
by Hsu-Ling Chang & Chi-Wei Su & Meng-Nan Zhu & Pei Liu - 1089-1093 A survival analysis approach to the duration of union membership in Italy
by Andrea Vaona - 1095-1103 Willingness to pay for a clear night sky: use of the contingent valuation method
by Stephanie Simpson & Brid Gleeson Hanna - 1105-1109 Implicit amenity prices and the location of retirees in England and Wales
by J. Lee & G. Stewart - 1111-1114 Teacher moonlighting: evidence from the US Current Population Survey
by John Winters - 1115-1118 On the accuracy of Federal Reserve forecasts of the budget deficit-output ratio
by Hamid Baghestani - 1119-1123 Revisiting purchasing power parity for major OPEC countries: evidence based on nonlinear panel unit-root tests
by Hsu-Ling Chang & Chi-Wei Su - 1125-1132 Nonlinearity in real exchange rates: an approach with disaggregated data and a new linearity test
by Gawon Yoon
2010, Volume 17, Issue 10
- 925-931 A decomposition analysis of CO2 emissions in the United States
by Ferdinand Vinuya & Ferdinand DiFurio & Erica Sandoval - 933-937 More jobs for university graduates: some policy options for Tunisia
by Mohamed Ali Marouani - 939-944 Serial correlation, drift and range unit root testing
by Steven Cook - 945-949 Knightian uncertainty: evidence of uncertainty premium in the capital market
by James Ang & Carol Boyer - 951-954 Testing seasonality in the liquidity-return relation: Japanese evidence
by Yuk Ying Chang & Robert Faff & Chuan-Yang Hwang - 955-961 The joint decision to signal through IPO underpricing and lockup
by Chih-Jen Huang & Ching-Hsiang Chao & Tsai-Ling Liao - 963-967 Exchange rate determination: monetary approach in the new EU members and Turkey
by Idil Uz & Natalya Ketenci - 969-972 Substitution effect of advertising on resale price maintenance: using a real options approach
by Guan-Ru Chen & Miao-Ling Chen - 973-976 Basel II and the money supply process: some empirical evidence from the Greek banking system
by Yannis Panagopoulos - 977-982 Friends or enemies? Foreign investors in Taiwan
by Cho-Min Lin & Yen-Hsien Lee & Chien-Liang Chiu - 983-990 The empirical determinants of target capital structure and adjustment to long-run target: evidence from Canadian firms
by Pravish Kumar Nunkoo & Agyenim Boateng - 991-994 Index funds should be expected to underperform the index
by Michael Hanke & Klaus Schredelseker - 995-998 Does hedging increase firm value? Evidence from French firms
by Karim Ben Khediri & Didier Folus - 999-1003 Residual-based block bootstrap for cointegration testing
by Rosa Badillo & Jorge Belaire-Franch & Carmelo Reverte - 1005-1008 Benford's Law and psychological barriers in certain eBay auctions
by Ocean Fan Lu & David Giles - 1009-1012 The different impacts of socio-economic factors on suicide between males and females
by Eiji Yamamura - 1013-1017 Corruption and the size of government: causality tests for OECD and Latin American countries
by Paulo Roberto Arvate & Andrea Zaitune Curi & Fabiana Rocha & Fabio Miessi Sanches - 1019-1022 Financial crises, bank losses, risk management and audit: what happened?
by Fredj Jawadi - 1023-1026 Uncovered interest parity puzzle: does it really exist?
by Nikolaos Mylonidis & Maria Semertzidou
2010, Volume 17, Issue 9
- 829-833 Nonparallel demand increases in an asymmetric Cournot oligopoly
by Yuqing Zheng & Harry Kaiser - 835-838 Lunar seasonality in precious metal returns?
by Brian Lucey - 839-843 Public and private investment rates of return: evidence for industrialized countries
by Antonio Afonso & Miguel St. Aubyn - 845-848 Attitudes towards CO2 taxation - is there an Al Gore effect?
by Åsa Lofgren & Katarina Nordblom - 849-860 The cost of a short-selling constraint - welfare implications for investors under uncertainty
by Alice Melkumian - 861-864 The economic impact of the Olympic Games: evidence from stock markets
by Christian David Dick & Qingwei Wang - 865-868 The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?
by Paolo Zagaglia - 869-874 Predicting stock price movements: regressions versus economists
by Paul Soderlind - 875-879 A comparison of two alternative composite leading indicators for detecting Japanese business cycle turning points
by Hiroshi Yamada & Syuichi Nagata & Yuzo Honda - 881-885 A note on applying option pricing theory to emerging mortgage and mortgage-backed securities markets
by Peng Fei - 887-893 Government expenditure and national income in Mexico: Keynes versus Wagner
by Alberto Iniguez-Montiel - 895-900 Loyalty, protocol, bargainer characteristics, and rationality in an experimental investigation of bilateral bargaining in dyads
by Michael Spencer - 901-906 Culture and life satisfaction in developed and less developed nations
by Thomas Lange - 907-908 Periodically collapsing bubbles in the German stock market, 1876-1913
by Christian Pierdzioch - 909-912 Time-series tests of income convergence with two structural breaks: evidence from 29 countries
by John Dawson & Mark Strazicich - 913-916 The effectiveness of the Spanish urban transport contracts in terms of incentives
by M. Pilar Socorro & Gines de Rus - 917-923 The importance of output for the monetary policy rules
by Ali Malik
2010, Volume 17, Issue 8
- 727-732 On the Athey-Levin model of skewed bidding
by M. Ryan Haley & Craig Dunphey - 733-736 Government size and the stability of output: evidence from emerging market economies
by John Thornton - 737-740 Who chooses to adopt fiscal responsibility laws? Evidence from emerging market economies
by John Thornton - 741-745 Financial development and economic growth: a panel approach
by P. J. Dawson - 747-751 Desert recreation: economic values of management and service strategies
by Wuyang Hu & Alison Davis - 753-760 A note on the intraday and intraweek patterns in premiums of exchange-traded funds: evidence from Hong Kong
by Gordon Tang & Karen Wong - 761-766 Events that marked tourism in Portugal
by Jorge Andraz & Paulo Rodrigues - 767-772 Geographically weighted regression bandwidth selection and spatial autocorrelation: an empirical example using Chinese agriculture data
by Seong-Hoon Cho & Dayton Lambert & Zhuo Chen - 773-780 Monetary policy and the asymmetric job creation and destruction behaviour
by De-Chih Liu - 781-785 Sustainability of current account for Latin America and Caribbean countries
by Huseyin Kalyoncu & Ilhan Ozturk - 787-790 Assessing terrorist risk and FDI using relative information measures
by Anthony Mancuso & Cassandra Dirienzo & Jayoti Das - 791-795 Real exchange rates and bilateral trade dynamics of Turkey: panel cointegration approach
by Sadullah Celik & Huseyin Kaya - 797-804 Nonlinear mean reversion in real exchange rates: threshold autoregressive models and stochastic unit root processes
by Gawon Yoon - 805-808 Is bad news always bad? The impact of Floyd Landis's rise and fall on Phonak
by Michael Leeds - 809-813 Is small firm gardening good for local economic growth?
by Hart Hodges & Stein Østbye - 815-822 On the currency effect to home bias puzzle
by Mao-Wei Hung & Mei-Lan Lo & Hsiao-Yuan Yu - 823-828 Does nonlinearity help resolve the Fisher effect puzzle?
by Gawon Yoon
2010, Volume 17, Issue 7
- 623-626 Foreign bank presence in emerging markets: help or hindrance to banking system stability?
by Roisin O'Sullivan & Ayse Ozsoz - 627-632 DEA efficiency analysis involving multiple production processes
by Darold Barnum & John Gleason - 633-637 Profit warnings: will openness be rewarded?
by Matthew Church & Han Donker - 639-644 The determinants of health care expenditure in Australia
by James Ang - 645-648 Impacts of local and state tax and expenditure limits on economic growth
by Judith Stallmann & Steven Deller - 649-656 US rural land value bubbles
by Gabriel Power & Calum Turvey - 657-661 In search of a critical value for the real crude oil price for the United States
by Yu Hsing - 663-666 Cost pass-through elasticities, concentration and productivity growth
by Vaughan Dickson - 667-671 Fixed cost efficiency with infinitesimal competitors
by Linus Wilson - 673-676 Evaluating current-year forecasts made during the year: a Japanese example
by H. O. Stekler & Kazuta Sakamoto - 677-680 The Paternity Leave Act in Iceland: implications for gender equality in the labour market
by Bjorn Thor Arnarson & Aparna Mitra - 681-683 Does the type of derivative instrument used by companies impact firm value?
by Hoa Nguyen & Robert Faff - 685-687 A note on the effect of financial development on economic growth
by Emmanuel Lartey - 689-693 The impact of early DVD release on box office revenues
by Randy Nelson & Patrick Rutherford - 695-697 Do we need time series econometrics?
by B. Bhaskara Rao & Rup Singh & Saten Kumar - 699-702 Cognitive abilities and earnings - first evidence for Germany
by Silke Anger & Guido Heineck - 703-706 An analysis of the 2006 congressional elections: does campaign spending matter?
by Mark Paul Gius - 707-710 Gibrat's law for counties in medieval England: an empirical study
by Marcelo Resende - 711-715 Fiscal sustainability in a panel of Asian countries
by Olumuyiwa Adedeji & John Thornton - 717-722 Exchange rate pass-through, exchange rate disconnect and exchange rate regimes
by Theodoros Stamatopoulos & Harilaos Harissis - 723-726 The determinants of health care expenditure: a reexamination
by David Cantarero & Santiago Lago-Penas
2010, Volume 17, Issue 6
- 519-523 Robust vs. classical principalcomponent analysis in the presence of outliers
by Sunil Sapra - 525-530 On the relation between currency depreciation and wages
by Mohsen Bahmani-Oskooee & Massomeh Hajilee - 531-535 The demand side of the penalty for intermittent labour market behaviour
by Julie Hotchkiss & M. Melinda Pitts - 537-541 Missing agricultural price data: an application of mixed estimation
by Maria Jose Castillo & Pilar Useche & Charles Moss - 543-546 Good times are drinking times: empirical evidence on business cycles and alcohol sales in Sweden 1861-2000
by Niclas Kruger & Mikael Svensson - 547-550 Teacher salaries and student achievement: the case of Pennsylvania
by Tin-Chun Lin - 551-554 Institutional and economic determinants of corruption: a cross-section analysis
by Ayse Evrensel - 555-559 Jekyll and Hyde
by Marie-Edith Bissey & John Hey & Stefania Ottone - 561-564 Does smoking really harm your earnings so much? Biases in current estimates of the smoking wage penalty
by Silke Anger & Michael Kvasnicka - 565-570 Unit root tests with smooth breaks: an application to the Nelson-Plosser data set
by Razvan Pascalau - 571-574 Does sexual strategies theory help explain high violent crime in South Africa?
by Wim Naude - 575-580 Analysis of movements in the AUD/USD exchange rate: comparison of four major models
by Yu Hsing - 581-586 Does a rising tide raise all ships? The impact of growth on inequality
by Dustin Chambers - 587-591 Marital status and unobserved heterogeneity: Do twins suggest a genetic inheritance?
by William Nilsson - 593-596 Inflation forecasting, relative price variability and skewness
by Jane Binner & Thomas Elger & Barry Jones & Birger Nilsson - 597-603 Nonlinear adjustment of short-term deviations impacts on the US real estate market
by Yen-Hsien Lee & Chien-Liang Chiu - 605-608 Foreign direct investment and technology spillovers in sub-Saharan Africa
by Shunsuke Managi & Samuel Mulenga Bwalya - 609-611 How homogeneous are balance of payments movements?
by Jong-Eun Lee - 613-617 A bootstrapped metafrontier model
by A. Assaf & K. M. Matawie - 619-622 Public's willingness to pay for preventing climate change
by Joo-Suk Lee & Seung-Hoon Yoo & Seung-Jun Kwak
2010, Volume 17, Issue 5
- 417-421 On linkages and leakages: measuring the secondary effects of tourism
by Iza Lejarraga & Peter Walkenhorst - 423-426 Income inequality and cigarette consumption: evidence from the United States
by Richard Connelly & Rajeev Goel & Rati Ram - 427-430 A reinterpretation of interactions in regressions
by J. Hirschberg & J. Lye - 431-435 A note on the performance of Chinese American Depository Receipts
by Mark Schaub - 437-443 Credit rationing and endogenous monetary policy
by Enchuan Shao - 445-450 The informational quality of implied volatility and the volatility risk premium
by Stephen Ferris & Woojin Kim & Kwangwoo Park - 451-455 A Oaxaca-Blinder decomposition for count data models
by T. A. Park & L. Lohr - 457-462 Exchange rate exposure and real exports
by Mehmet Nihat Solakoglu - 463-466 Stock market reaction to Olympic Games announcement
by Martin Mirman & Rajneesh Sharma - 467-471 Revisiting Mrs. Machlup's wardrobe: the accumulation of international reserves, 1992-2001
by Graham Bird & Alex Mandilaras - 473-476 Measuring long-run equilibrium exchange rates using standardized products with different specifications
by James Laurenceson & Kam Ki Tang - 477-482 Electronics production upgrading: is China exceptional?
by Ari Van Assche & Byron Gangnes - 483-493 The role of R&D spillovers in product and process innovation
by Paola Cardamone - 495-501 Finance, investment and growth: nonlinear time series evidence from 10 Asian economies
by Yuan-Ming Lee & Kuan-Min Wang - 503-507 Resilience after localeconomic shocks
by Paul Ormerod - 509-514 Forecasting exchange rates using local regression
by Marcos Alvarez-Diaz & Alberto Alvarez - 515-517 Cinema attendance in Europe
by A. Sisto & R. Zanola
2010, Volume 17, Issue 4
- 313-316 A new method for detecting outliers in Data Envelopment Analysis
by Nam Anh Tran & Gerald Shively & Paul Preckel - 317-323 Estimating the value of natural resources under legal constraints: an application to marine resources in Sicily
by Pasquale Scandizzo & Marco Ventura - 325-328 Are demand elasticities affected by politically determined tax levels? Simultaneous estimates of gasoline demand and price
by Lennart Flood & Nizamul Islam & Thomas Sterner - 329-333 Is corruption anti-labour?
by Suryadipta Roy - 335-339 Does 'free-sampling' enhance the value of public goods?
by Arthur Caplan & Douglas Jackson-Smith & Sandy Marquart-Pyatt - 341-343 Waste not, even if it's free: an experimental explanation for apparently unprofitable promotions
by Amy Moore & Michael Taylor - 345-349 Long memory in return volatility
by Gawon Yoon - 351-355 Equivalence scales for measuring poverty in transitional Russia: Engel's food share method and the subjective economic well-being method
by Yuka Takeda - 357-360 The buffer stock model of money demand: evidence from panel data
by Jan Tin - 361-365 Does the uncovered interest parity hold in short horizons?
by Ozgur Aslan & H. Levent Korap - 367-373 Effects of Japanese intervention on yen/dollar exchange rate volatility: a conditional jump dynamics approach
by Jer-Yuh Wan & Chung-Wei Kao - 375-379 New transformation methods in dynamic panel data models with heterogeneous time trends
by Kazuhiko Hayakawa & Minoru Nogimori - 381-386 Output fluctuations: transitory or permanent? the case of Latin America
by Bulent Guloglu & Mehmet Ivrendi - 387-392 Looking for a change point in French monetary policy in the early eighties
by Maria Alberta Oliveira & Carlos Santos - 393-397 Hedge funds, exchange rates and causality: evidence from Thailand and Malaysia
by W. N. W. Azman-Saini & Evan Lau & Zulkefly Abdul Karim - 399-404 The effect of a variance shift on the Breusch-Godfrey's LM test
by Joo-Yeon Hyun & Hyeong Ho Mun & Tae-Hwan Kim & Jinook Jeong - 405-410 Threshold cointegration and nonlinear adjustment between stock prices and dividends
by Vicente Esteve & Maria Prats - 411-415 Low carbohydrate information, consumer health preferences and market demand of fruits in the United States
by Laxmi Paudel & Murali Adhikari & Jack Houston & Krishna Paudel
February 2010, Volume 17, Issue 3
- 209-212 The effects of currency crises on the long-run growth
by H. Yilmazkuday - 213-216 The impact of capital gains tax exemption on housing sales
by Shakil Quayes - 217-223 Determinants of volatility on international tourism demand for South Korea: an empirical note
by Sung Yong Park & Sang Young Jei - 225-228 Heteroskedasticity-robust elasticities in logarithmic and two-part models
by Tom Hertz - 229-233 Business confidence and cyclical turning points: a Markov-switching approach
by Mark J. Holmes & Brian Silverstone - 235-239 Determinants of variations in state per capita personal income: a panel data approach
by Yihua Yu - 241-245 A note on the stability of the New Keynesian Phillips Curve in Europe
by Peter Tillmann - 247-250 Wage scales and centralized bargaining - a binding constraint on the wage-setting?
by Martin S�derstr�m - 251-255 Children and labour supply
by Ajay Singh Behl - 257-262 Does the day-of-the-week effect on volatility improve the volatility forecasts?
by Am�lie Charles - 263-267 Globalization, Taylor rulesand inflation
by Harald Badinger - 269-272 What do macroeconomic and political-economy data tell us about economic freedom?
by Raphael Franck - 273-278 The relationship between the price of oil and macroeconomic performance: empirical evidence for the UK
by Robert Gausden - 279-282 On the predictability of firm performance via simple time-series and econometric models: evidence from UK SMEs
by Vicky Bamiatzi & Konstantinos Bozos & Konstantinos Nikolopoulos - 283-287 Is covered interest parity arbitrage extinct? Evidence from the spot USD/Yen
by J. A. Batten & P. G. Szilagyi - 289-292 Government size and unemployment in developing countries
by Horst Feldmann - 293-296 Robust correlates of county-level growth in the United States
by Matthew J. Higgins & Andrew T. Young & Daniel Levy - 297-303 Do ATMs influence bankprofitability in Japan?
by Kazumine Kondo - 305-311 Currency risks hedging for major and minor currencies: constant hedging versus speculative hedging
by Myoung Shik Choi
January 2010, Volume 17, Issue 2
- 105-109 Expansionary fiscal consolidations in Europe: new evidence
by Ant�nio Afonso - 111-115 Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation
by Joseph P. Byrne & Michela Vecchi - 117-120 Modelling product and foreign market diversification decisions for UK firms
by Adrian Gourlay & Jonathan Seaton - 121-124 Exploring nonlinearity with random field regression
by Derek Bond & Michael J. Harrison & Edward J. O'Brien - 125-128 Macroeconomic impact of Eastern enlargement on Germany and UK: evidence from a CGE model
by Timo Baas & Herbert Br�cker - 129-133 Residual-based tests forcointegration with gradual switching
by Junya Masuda - 135-139 Effects of parliamentary elections on primary budget deficits in OECD countries - robustness of the results with regard to alternative econometric estimators
by Tobias Hagen - 141-145 On the persistence of the gender unemployment gap: evidence from eight OECD countries
by Herv� Queneau & Amit Sen - 147-152 Cultural distance as a determinant of bilateral trade flows: do immigrants counter the effect of cultural differences?
by Bedassa Tadesse & Roger White - 153-157 Determinants of interstate differentials in the cost of housing, 2006
by Richard J. Cebula & Michael Toma