Content
2012
- CIRJE-F-838 Asset Bubbles and Bailout
by Tomohiro Hirano & Noriyuki Yanagawa - CIRJE-F-837 Combinatorial Bootstrap Inference IN in Prtially Identified Incomplete Structural Models
by Marc Henry & Romuald Méango & Maurice Queyranne - CIRJE-F-836 Local Utility and Multivariate Risk Aversion
by Arthur Charpentier & Alfred Galichon & Marc Henry - CIRJE-F-835 Sharp Bounds in the Binary Roy Model
by Marc Henry & Ismael Mourifié - CIRJE-F-834 Empirical Analysis of the National Treatment Obligation Under the WTO: The Case of Japanese Shochu
by Naoshi Doi & Hiroshi Ohashi - CIRJE-F-833 A Characterization of the Plurality Rule
by Yohei Sekiguchi - CIRJE-F-832 Mixed Effects Prediction under Benchmarking and Applications to Small Area Estimation
by Tatsuya Kubokawa
2011
- CIRJE-F-831 Tests for Multivariate Analysis of Variance in High Dimension Under Non-Normality
by Muni S. Srivastava & Tatsuya Kubokawa - CIRJE-F-830 Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010
by Petra Gerlach & Robert N McCauley & Kazuo Ueda - CIRJE-F-829 Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-828 Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007
by Kazuo Ueda - CIRJE-F-827 Stochastic Macro-equilibrium and A Microfoundation for the Keynesian Economics
by Hiroshi Yoshikawa - CIRJE-F-826 Efficient Combinatorial Exchanges
by Hitoshi Matsushima - CIRJE-F-825 A Dynamic Multitask Model: Fixed Wages, No Externalities, and Holdup Problems
by Meg Adachi-Sato & Kazuya Kamiya - CIRJE-F-824 An Asymptotic Expansion with Push-Down of Malliavin Weights
by Akihiko Takahashi & Yoshihiro Yajima - CIRJE-F-823 Covariance Tapering for Prediction of Large Spatial Data Sets in Transformed Random Fields
by Toshihiro Hirano & Yoshihiro Yajima - CIRJE-F-822 Euclidean Revealed Preferences: Testing the Spatial Voting Model
by Marc Henry & Ismael Mourifie - CIRJE-F-821 Set Coverage and Robust Policy
by Marc Henry & Alexei Onatski - CIRJE-F-820 Set Inference in Latent Variables Models
by Isabel Mourifie & Marc Henry - CIRJE-F-819 Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japan's Lost Decades?
by Shin-ichi Fukuda & Junji Yamada - CIRJE-F-818 Asymptotic Expansion and Estimation of EPMC for Linear Classification Rules in High Dimension
by Tatsuya Kubokawa & Masashi Hyodo & Muni S. Srivastava - CIRJE-F-817 Estimating the Social Marginal Cost of Public Funds: A Micro-data Approach
by Shun-ichiro Bessho & Masayoshi Hayashi - CIRJE-F-816 The Effects of Medical Factors on Transfer Deficits in Public Assistance in Japan: A Quantile Regression Analysis
by Masayoshi Hayashi - CIRJE-F-815 On Approximation of the Solutions to Partial Differential Equations in Finance
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-814 The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan
by Kazuo Ueda - CIRJE-F-813 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsuyoshi Nakamura & Hiroshi Ohashi - CIRJE-F-812 Matrix Exponential Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori & Manabu Asai - CIRJE-F-811 A Note on the Decomposition Technique of Economic Indices
by Pascal Mossay & Takatoshi Tabuchi - CIRJE-F-810 A Note on the Decomposition Technique of Economic Indices
by Kohta Mori & Saki Sugano & Joe Chen & Yun Jeong Choi & Yasuyuki Sawada - CIRJE-F-809 Admissibility and Minimaxity of Benchmarked Shrinkage Estimators
by Tatsuya Kubokawa & William E. Strawderman - CIRJE-F-808 Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009
by Yoshiro Miwa - CIRJE-F-806 Price-Based Combinatorial Auction: Connectedness and Representative Valuations
by Hitoshi Matsushima - CIRJE-F-805 Interbank Networks in Prewar Japan: Structure and Implications
by Tetsuji Okazaki & Michiru Sawada - CIRJE-F-804 Does the Employment of Fewer Caseworkers Lead to the Rationing of Caseloads? Evidence from Public Assistance in Japan
by Masayoshi Hayashi - CIRJE-F-803 A Robust Estimation of Realized Volatility and Covariance with Micro-market Adjustments and Round-off Errors
by Seisho Sato & Naoto Kunitomo - CIRJE-F-802 Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-801 Parametric Bootstrap Methods for Bias Correction in Linear Mixed Models
by Tatsuya Kubokawa & Bui Nagashima - CIRJE-F-800 Multi-period Contract Problems with Verifiable and Unverifiable Outputs
by Kazuya Kamiya & Meg Sato - CIRJE-F-799 Collateralized CDS and Default Dependence -Implications for the Central Clearing-
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-798 Bayesian Analysis of Stochastic Quantiles Using a Smoothing Spline
by Yuta Kurose & Yasuhiro Omori - CIRJE-F-797 Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game
by Shinya Sugawara & Yasuhiro Omori - CIRJE-F-796 Rebalancing Static Super-Replications
by Masaaki Fujii & Yukihiro Tsuzuki - CIRJE-F-795 Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments
by Hitoshi Matsushima & Tomohisa Toyama - CIRJE-F-794 Strategic Voting on Environmental Policy Making: The Case for "Political Race to the Top"
by Yukihiro Nishimura & Kimiko Terai - CIRJE-F-793 Hotelling Meets Weber
by Fu-Chuan Lai & So Kubota - CIRJE-F-792 Efficient estimation and particle filter for max-stable processes
by Kazuya Kamiya & So Kubota & Kayuna Nakajima - CIRJE-F-791 Efficient estimation and particle filter for max-stable processes
by Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang - CIRJE-F-790 Investment and Ultimatum Games: Experiments
by Hitoshi Matsushima & Toshihiko Shima - CIRJE-F-789 Exclusive Dealing Contracts by Distributors
by Ryoko Oki & Noriyuki Yanagawa - CIRJE-F-788 Evaluation and Formation of Human Capital in Prewar Japan: The Case of White-Collar Workers in Mitsubishi Zaibatsu
by Tetsuji Okazaki - CIRJE-F-787 A General Computation Scheme for a High-Order Asymptotic Expansion Method
by Akihiko Takahashi & Kohta Takehara & Masashi Toda - CIRJE-F-786 A Unified Approach to Non-minimaxity of Sets of Linear Combinations of Restricted Location Estimators
by Tatsuya Kubokawa & William E. Strawderman - CIRJE-F-785 A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics â€“ 1994~2009: Introduction and Summary
by Yoshiro Miwa - CIRJE-F-784 How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited
by Junko Koeda - CIRJE-F-783 Life-Cycle Labor Search with Stochastic Match Quality
by Julen Esteban-Pretel & Junichi Fujimoto - CIRJE-F-782 Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter
2010
- CIRJE-F-781 Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-780 An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity
by Naoto Kunitomo & Kentaro Akashi - CIRJE-F-779 Housework and the Consumption History in pre-war Japan
by Masayuki Tanimoto - CIRJE-F-778 Choice of Collateral Currency
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-777 Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
by Akihiko Takahashi & Yukihiro Tsuzuki & Akira Yamazaki - CIRJE-F-776 Price-Based Combinatorial Auction Design: Representative Valuations
by Hitoshi Matsushima - CIRJE-F-775 Japan's Deflation and the Bank of Japan's Experience with Non-traditional Monetary Policy
by Kazuo Ueda - CIRJE-F-774 Japan's Bubble, America's Bubble and China's Bubble
by Kazuo Ueda - CIRJE-F-773 The Henry George Theorem in A Second-Best World
by Kristian Behrens & Yoshitsugu Kanemoto & Yasusada Murata - CIRJE-F-772 Globalised sports in a historical perspective
by Christer Ericsson & Bjorn Horgby - CIRJE-F-771 Company Strategies and Sport Models
by Christer Ericsson - CIRJE-F-770 Discrete/Continuous Choice Model of the Residential Gas Demand on the Nonconvex Budget Set
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-769 Laffer paradox, Leviathan, and Political Contest
by Toshihiro Ihori & C.C. Yang - CIRJE-F-768 Firm Heterogeneity under Financial Imperfection: Impacts of Trade and Capital Movement
by Taiji Furusawa & Noriyuki Yanagawa - CIRJE-F-767 Financial Institution, Asset Bubbles and Economic Performance
by Tomohiro Hirano & Noriyuki Yanagawa - CIRJE-F-766 A Theory of Fiduciary Relationships: Non-Contractual Foundation of the Duty of Loyalty, Disgorgement Damages, and Strict Liability
by Katsuhito Iwai - CIRJE-F-765 Hysteresis in Dynamic General Equilibrium Models with Cash-in-Advance Constraints
by Kazuya Kamiya & Takashi Shimizu - CIRJE-F-764 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-763 Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game
by Shinya Sugawara & Yasuhiro Omori - CIRJE-F-762 Modeling of Interest Rate Term Structures under Collateralization and its Implications
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-761 Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics
by Masanao Aoki & Hiroshi Yoshikawa - CIRJE-F-760 Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions
by Kazuko Kano & Takashi Kano & Kazutaka Takechi - CIRJE-F-759 Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London
by Shin-ichi Fukuda - CIRJE-F-758 On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise
by Naoto Kunitomo & Seisho Sato - CIRJE-F-757 Bayesian Estimation and Particle Filter for Max-Stable Processes
by Tsuyoshi Kunihama & Yasuhiro Omori & Zhengjun Zhang - CIRJE-F-756 Financing Harmful Bubbles
by Hitoshi Matsushima - CIRJE-F-755 Supplier Networks and Aircraft Production in Wartime Japan
by Tetsuji Okazaki - CIRJE-F-754 On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy
by Tatsuya Kubokawa - CIRJE-F-753 Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options
by Kohta Takehara & Masashi Toda & Akihiko Takahashi - CIRJE-F-752 Asset Bubbles, Endogenous Growth, and Financial Frictions
by Tomohiro Hirano & Noriyuki Yanagawa - CIRJE-F-751 Why Did "Zombie" Firms Recover in Japan?
by Shin-ichi Fukuda & Jun-ichi Nakamura - CIRJE-F-750 Overlapping Tax Revenue, Soft Budget, and Rent Seeking
by Toshihiro Ihori - CIRJE-F-749 Non-minimaxity of Linear Combinations of Restricted Location Estimators and Related Problems
by Tatsuya Kubokawa & William E. Strawderman - CIRJE-F-748 Exclusive Dealing and the Market Power of Buyers
by Ryoko Oki & Noriyuki Yanagawa - CIRJE-F-747 Pricing Average Options on Commodities
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-746 Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors
by Tsunehiro Ishihara & Yasuhiro Omori - CIRJE-F-745 Pricing Barrier and Average Options under Stochastic Volatility Environment
by Kenichiro Shiraya & Akihiko Takahashi & Masashi Toda - CIRJE-F-744 Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - CIRJE-F-743 Collateral Posting and Choice of Collateral Currency - Implications for Derivative Pricing and Risk Management-
by Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi - CIRJE-F-742 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer - CIRJE-F-741 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer - CIRJE-F-740 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer - CIRJE-F-739 Multiproduct Duopoly with Vertical Differentiation
by Yi-Ling Cheng & Shin-Kun Peng & Takatoshi Tabuchi - CIRJE-F-738 Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models
by Jouchi Nakajima & Yasuhiro Omori - CIRJE-F-737 Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models
by Kenichiro Shiraya & Akihiko Takahashi & Akira Yamazaki - CIRJE-F-736 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - CIRJE-F-735 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - CIRJE-F-734 A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options
by Akihiko Takahashi & Kohta Takehara - CIRJE-F-733 Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
by Naoto Kunitomo & Seisho Sato - CIRJE-F-732 IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - CIRJE-F-731 Ownership Changes and Economic Efficiency: Plant-Level Evidence from the Japanese Cotton Spinning Industry, 1900-1911
by Tetsuji Okazaki - CIRJE-F-729 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - CIRJE-F-728 New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme
by Kohta Takehara & Akihiko Takahashi & Masashi Toda - CIRJE-F-727 Role of Relative and Absolute Performance Evaluations in Intergroup Competition
by Hitoshi Matsushima - CIRJE-F-726 A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio
by Akihiko Takahashi & Kyo Yamamoto - CIRJE-F-725 On Pricing Barrier Options with Discrete Monitoring
by Kenichiro Shiraya & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-724 The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective
by Junko Koeda & Ryo Kato - CIRJE-F-723 Minimax Estimation of Linear Combinations of Restricted Location Parameters
by Tatsuya Kubokawa - CIRJE-F-722 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse - CIRJE-F-721 Role of Linking Mechanisms in Multitask Agency with Hidden Information
by Hitoshi Matsushima & Koichi Miyazaki & Nobuyuki Yagi - CIRJE-F-720 Finitely Repeated Prisoners' Dilemma with Small Fines: Penance Contract
by Hitoshi Matsushima - CIRJE-F-718 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
by Chialin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-717 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-716 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer - CIRJE-F-715 Voluntarily Separable Repeated Games with Social Norms
by Takako Fujiwara-Greve & Masahiro Okuno-Fujiwara & Nobue Suzuki - CIRJE-F-714 Incentives in Hedge Funds
by Hitoshi Matsushima - CIRJE-F-713 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer - CIRJE-F-712 Bayesian Estimation of Demand Functions under Block-Rate Pricing
by Koji, Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-711 Board's Monitoring and Retention of Sub-standard and Powerless CEOs
by Meg Sato - CIRJE-F-710 Insular Decision Making in the Board Room: Why Boards Retain and Hire Substandard CEOs
by Meg Adachi-Sato - CIRJE-F-709 Selection of Variables in Multivariate Regression Models for Large Dimensions
by Muni S. Srivastava & Tatsuya Kubokawa - CIRJE-F-708 The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations
by Kentaro Akashi & Naoto Kunitomo - CIRJE-F-707 Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation
by Kentaro Akashi & Naoto Kunitomo - CIRJE-F-706 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - CIRJE-F-705 Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - CIRJE-F-704 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
2009
- CIRJE-F-703 The Structure of Japan's Financial Regulation and Supervision and the Role Played by the Bank of Japan
by Kazuo Ueda - CIRJE-F-702 A Review of Linear Mixed Models and Small Area Estimation
by Tatsuya Kubokawa - CIRJE-F-701 Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution
by Jouchi Nakajima & Yasuhiro Omori - CIRJE-F-700 Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors
by Tsunehiro Ishihara & Yasuhiro Omori - CIRJE-F-699 Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer - CIRJE-F-698 A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies
by Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi - CIRJE-F-697 A Survey on Modeling and Analysis of Basis Spreads
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-696 An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-695 An Asymptotic Expansion with Push-Down of Malliavin Weights
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-694 Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer - CIRJE-F-693 Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth - CIRJE-F-692 Non-Traditional Monetary Polices: G7 Central Banks during 2007-2009 and the Bank of Japan during 1998-2006
by Kazuo Ueda - CIRJE-F-691 Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
by Chia-Lin Chang & Michael McAleer - CIRJE-F-690 Multivariate Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori - CIRJE-F-689 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter - CIRJE-F-688 Conditional and Unconditional Methods for Selecting Variables in Linear Mixed Models
by Tatsuya Kubokawa - CIRJE-F-687 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - CIRJE-F-686 Forecasting Realized Volatility with Linear and Nonlinear Models
by Michael McAleer & Marcelo C. Medeiros - CIRJE-F-685 A Panel Threshold Model of Tourism Specialization and Economic Development
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - CIRJE-F-684 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson - CIRJE-F-683 It Pays to Violate: How Effective are the Basel Accord Penalties?
by Bernardo da Veiga & Felix Chan & Michael McAleer - CIRJE-F-682 Pricing Barrier and Average Options under Stochastic Volatility Environment
by Kenichiro Shiraya & Akihiko Takahashi & Masashi Toda - CIRJE-F-681 Pricing Average Options on Commodities
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-680 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - CIRJE-F-679 Optimal monetary policy when asset markets are incomplete
by Richard Anton Braun & Tomoyuki Nakajima - CIRJE-F-678 Computing Densities: A Conditional Monte Carlo Estimator
by Richard Anton Braun & Huiyu Li & John Stachurski - CIRJE-F-677 Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
by Abdul Hakim & Michael McAleer - CIRJE-F-676 VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
by Abdul Hakim & Michael McAleer - CIRJE-F-675 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - CIRJE-F-674 Hotelling's Spatial Competition Reconsidered
by Takatoshi Tabuchi - CIRJE-F-673 Implementation and Mind Control
by Hitoshi Matsushima - CIRJE-F-672 A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
by Chatayan Wiphatthanananthakul & Michael McAleer - CIRJE-F-671 Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables
by Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros - CIRJE-F-670 A General Asymptotic Theory for Time Series Models
by Shiqing Ling & Michael McAleer - CIRJE-F-669 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - CIRJE-F-668 Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer - CIRJE-F-667 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-666 Higher Order Corrections in MSE Estimation and Confidence Intervals in Linear Mixed Models
by Tatsuya Kubokawa - CIRJE-F-665 Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain
by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira - CIRJE-F-664 Cruising is Risky Business
by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira - CIRJE-F-663 Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets
by Abdul Hakim & Michael McAleer - CIRJE-F-662 A Trinomial Test for Paired Data When There are Many Ties
by Guorui Bian & Michael McAleer & Wing-Keung Wong - CIRJE-F-661 Testing the Box-Cox Parameter in an Integrated Process
by Jian Huang & Masahito Kobayashi & Michael McAleer - CIRJE-F-660 On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments
by Joseph Macri & Michael McAleer & Dipendra Sinha - CIRJE-F-659 Value-at-Risk for Country Risk Ratings
by Michael McAleer & Bernardo da Veiga & Suhejla Hoti - CIRJE-F-658 Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys
by John Gibson & Bonggeun Kim - CIRJE-F-657 Dynamic Conditional Correlations for Asymmetric Processes
by Manabu Asai & Michael McAleer - CIRJE-F-656 Asymmetry and Leverage in Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - CIRJE-F-655 Alternative Asymmetric Stochastic Volatility Models
by Manabu Asai & Michael McAleer - CIRJE-F-654 Asymptotic Expansion Approaches in Finance: Applications to Currency Options
by Akihiko Takahashi & Kohta Takehara - CIRJE-F-653 Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
by Akihiko Takahashi & Yukihiro Tsuzuki & Akira Yamazaki - CIRJE-F-652 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
by Michael McAleer - CIRJE-F-651 Modelling and Forecasting Daily International Mass Tourism to Peru
by Jose Angelo Divino & Michael McAleer - CIRJE-F-650 Modelling Sustainable International Tourism Demand to the Brazilian Amazon
by Jose Angelo Divino & Michael McAleer - CIRJE-F-649 An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia
by Michael McAleer & Bing-Wen Huang & Hsiao-I Kuo & Chi-Chung Chen & Chia-Lin Chang - CIRJE-F-648 Does the FOMC Have Expertise, and Can It Forecast?
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - CIRJE-F-647 Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan
by Chia-Lin Chang & Michael McAleer & Christine Lim - CIRJE-F-646 The Second End of Laissez-Faire: The Bootstrapping Nature of Money and the Inherent Instability of Capitalism
by Katsuhito Iwai - CIRJE-F-645 Disability and Returns to Education in a Developing Country
by Kamal Lamichhane & Yasuyuki Sawada - CIRJE-F-644 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-643 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-642 Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer - CIRJE-F-641 Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-640 Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-639 Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-638 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
by Massimiliano Caporin & Michael McAleer