Content
2015
- 15/12 Does Financing of Chinese Mergers and Acquisitions Have “Chinese Characteristics”?
by Lulu Gu & W. Robert Reed - 15/11 Testing For Unit Roots With Cointegrated Data
by W. Robert Reed - 15/10 Evaluating the Returns to Funding Different Measures of Student Disadvantage: Evidence From New Zealand
by Jeremy Clark & Susmita Roy Das - 15/09 Testing Psychological Forward Induction in the Lost Wallet Game
by Maroš Servátka & Daniel Woods - 15/08 Identifying Highly Correlated Stocks Using the Last Few Principal Components
by Libin Yang & William Rea & Alethea Rea - 15/07 How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange
by Libin Yang & William Rea & Alethea Rea - 15/06 Deadlines, Procrastination, and Inattention in Charitable Giving: A Field Experiment
by Stephen Knowles & Maroš Servátka & Trudy Sullivan - 15/05 The Relationship Between Social Capital And Health In China
by Xindong Xue & W. Robert Reed - 15/04 Honesty and Informal Agreements
by Martin Dufwenberg & Maroš Servátka & Radovan Vadovič - 15/03 Stock Selection with Principal Component Analysis
by Libin Yang & William Rea & Alethea Rea - 15/02 A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones
by Hannah Cheng Juan Zhan & William Rea & Alethea Rea - 15/01 Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving
by Stephen Knowles & Maroš Servátka
2014
- 14/33 Does Group Identity Prevent Inefficient Investment in Outside Options? An Experimental Investigation
by Hodaka Morita & Maroš Servátka - 14/32 The House Money Effect and Negative Reciprocity
by Katarína Danková & Maroš Servátka - 14/31 Investment in Outside Options as Opportunistic Behavior: An Experimental Investigation
by Hodaka Morita & Maroš Servátka - 14/30 Evaluating the Weights and Factors Used in the New Zealand School Decile Funding System
by Jeremy Clark & Susmita Roy Das - 14/29 Econometric Analysis of Financial Derivatives: An Overview
by Chia-Lin Chang & Michael McAleer - 14/28 Unit Root Tests, Size Distortions, and Cointegrated Data
by W. Robert Reed - 14/27 Hedge Fund Portfolio Diversification Strategies Across the GFC
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh - 14/26 Replications in Economics: A Progress Report
by Maren Duvendack & Richard W. Palmer-Jones & W. Robert Reed - 14/25 European Market Portfolio Diversifcation Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 14/24 Asymmetry and Leverage in Conditional Volatility Models
by Michael McAleer - 14/23 Volatility Spillovers from Australia's major trading partners across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 14/22 A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias
by W. Robert Reed & Raymond J.G.M. Florax & Jacques Poot - 14/21 On the Invertibility of EGARCH
by Guillaume Gaetan Martinet & Michael McAleer - 14/20 Asymmetric Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth - 14/19 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
by Christian M. Hafner & Michael McAleer - 14/18 On the Practice of Lagging Variables To Avoid Simultaneity
by W. Robert Reed - 14/17 Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview
by Shawkat Hammoudeh & Michael McAleer - 14/16 A One Line Derivation of EGARCH
by Michael McAleer & Christian M. Hafner - 14/15 Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer - 14/14 Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations
by Chia-Lin Chang & Michael McAleer - 14/13 A Tourism Financial Conditions Index
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 14/12 Risk Measurement and Risk Modelling Using Applications of Vine Copulas
by David E. Allen & Michael McAleer & Abhay K. Singh - 14/11 An Application of Correlation Clustering to Portfolio Diversification
by Hannah Cheng Juan Zhan & William Rea & Alethea Rea - 14/10 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer - 14/09 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
by Michael McAleer - 14/08 Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
by Chia-Lin Chang & Michael McAleer - 14/07 Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
by Chia-Lin Chang & Michael McAleer - 14/06 The House Money Effect and Negative Reciprocity
by Katarína Danková & Maroš Servátka - 14/05 Transaction Costs, the Opportunity Cost of Time and Inertia in Charitable Giving
by Stephen Knowles & Maroš Servátka - 14/04 Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
by David E. Allen & Michael McAleer & Abhay K. Singh - 14/03 A Tourism Conditions Index
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 14/02 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
by Kazumitsu Nawata & Michael McAleer - 14/01 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
by Chia-Lin Chang & Michael McAleer
2013
- 13/35 A Capital Adequacy Buffer Model
by David Allen & Michael McAleer & Robert Powell & Abhay Singh - 13/34 An Empirical Analysis of Sentencing Starting Points for HSE Offences
by Alan Woodfield & Andrea Kutinova Menclova & Stephen Hickson - 13/33 A Replication of "Meta-Analysis of the Effect of Fiscal Policies on Long-Run Growth" (European Journal of Political Economy, 2004)
by W. Robert Reed & Nurul Sidek - 13/32 A Note on the Practice of Lagging Variables to Avoid Simultaneity
by W. Robert Reed - 13/31 A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005)
by Stratford Douglas & W. Robert Reed - 13/30 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - 13/29 The Centre Matters for the Periphery of Europe: The Predictive Ability of a GZ-Type Spread for Economic Activity in Europe
by Alfred V Guender & Bernard Tolan - 13/27 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 13/25 Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission
by James C. Cox & Maroš Servátka & Radovan Vadovič - 13/24 International Technology Diffusion of Joint and Cross-border Patents
by Michael McAleer & Chia-Lin Chang & Ju-Ting Tang - 13/23 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj - 13/22 Risk Modeling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral - 13/21 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
by Massimiliano Caporin & Michael McAleer - 13/20 Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
by Michael McAleer & John Suen & Wing Keung Wong - 13/19 Central Bank Intervention and Exchange Rate Volatility: Evidence from Japan Using Realized Volatility
by Ai-ru (Meg) Cheng & Kuntal Das & Takeshi Shimatani - 13/18 Modeling and Simulation: An Overview
by Michael McAleer & Felix Chan & Les Oxley - 13/17 Home Heating and Asthma in New Zealand
by Rachel Susan Webb & Andrea Menclova - 13/16 Ten Things You Should Know About DCC
by Massimiliano Caporin & Michael McAleer - 13/15 Forecasting Fines for Health and Safety in Employment Offences in New Zealand
by Alan Woodfield & Stephen Hickson & Andrea Menclova - 13/14 An Empirical Analysis of Changing Guidelines for Health and Safety in Employment Sentences in New Zealand
by Alan Woodfield & Stephen Hickson & Andrea Menclova - 13/13 The Composition of Health and Safety in Employment Sentences in New Zealand: An Empirical Analysis
by Andrea Menclova & Alan Woodfield - 13/12 Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 13/11 REPLICATION STUDY: Hoover and Pecorino (Public Choice, 2005)
by Stratford Douglas & W. Robert Reed - 13/10 What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
by Chia-Lin Chang & Michael McAleer - 13/09 Statistical Modelling of Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang - 13/08 Has the Basel Accord Improved Risk Management During the Global Financial Crisis
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - 13/07 Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 13/06 Recent Developments in Financial Economics and Econometrics: An Overview
by Chia-Lin Chang & David Allen & Michael McAleer - 13/05 REPLICATION STUDY: Toya and Skidmore (Economics Letters, 2007
by W. Robert Reed & Robert Mercer - 13/04 Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 13/03 Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements
by Warwick Anderson & Samuel McLaughlin - 13/02 Event Studies in thinly-traded markets: An improvement to the market model
by Warwick Anderson - 13/01 The Role of mid-year dividends as predictors of yearly earnings
by Warwick Anderson
2012
- 12/19 Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang - 12/18 Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model
by Warwick Anderson - 12/17 An Examination of the Effect of Messages on Cooperation under Double-Blind and Single-Blind Payoff Procedures
by Cary Deck & Maroš Servátka & Steven Tucker - 12/16 Group Identity and Relation-Specific Investment: An Experimental Investigation
by Hodaka Morita & Maroš Servátka - 12/15 How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy?
by Lau-Fen Chu & Michael McAleer & Chi-Chung Chen - 12/14 ABC on Deals
by Martin Dufwenberg & Maroš Servátka & Radovan Vadovič - 12/13 Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 12/12 Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - 12/11 Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability
by Chia-Lin Chang & Michael McAleer - 12/10 Risk Management and Financial Derivatives: An Overview
by Shawkat Hammoudeh & Michael McAleer - 12/09 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - 12/08 Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology
by Lulu Gu & W. Robert Reed - 12/07 Chinese Overseas M&A Performance and the Go Global Policy
by Lulu Gu & W. Robert Reed - 12/06 Robust Ranking of Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer - 12/05 Robust Ranking of Journal Quality: An Application to Economics
by Chia-Lin Chang & Esfandiar Maasoumi & Michael McAleer - 12/04 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer - 12/03 A comparison of Spillover Effects before, during and after the 2008 Financial Crisis
by Alethea Rea & William Rea & Marco Reale & Carl Scarrott - 12/02 What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
by Chia-Lin Chang & Michael McAleer - 12/01 Status Quo Effects in Fairness Games: Acts of Commission vs. Acts of Omission
by James C. Cox & Maroš Servátka & Radovan Vadovič
2011
- 11/44 A Method for Inferring Batting Conditions in ODI Cricket from Historical Data
by Scott Brooker & Seamus Hogan - 11/43 How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
by Chia-Lin Chang & Michael McAleer - 11/42 Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
by David E. Allena & Ron Amrama & Michael McAleer - 11/41 Using Online Assessment to Replace Invigilated Assessment in Times of a Natural Disaster - Are Some Online Assessment Conditions Better than Others?
by Stephen Hickson & Stephen Agnew - 11/40 Assigning Grades During an Earthquake - Shaken or Stirred?
by Stephen Hickson & Stephen Agnew - 11/39 Do People Keep Socially Unverifiable Promises?
by Cary Deck & Maroš Servátka & Steven Tucker - 11/38 Symbols, Group Identity and the Hold-up Problem
by Hodaka Morita & Maroš Servátka - 11/37 Chinese Overseas M&A Performance and the Go Global Policy
by Lulu Gu & W. Robert Reed - 11/36 New Zealand Corporate Boards in Transition: Composition, Activity and Incentives Between 1995 and 2010
by Glenn Boyle & Xu (Jane) Ji - 11/35 Socio-economic Diversity, Social Capital, and Tax Filing Compliance in the United States
by James Alm & Jeremy Clark & Kara Leibel - 11/34 Does Higher Social Diversity Affect People’s Contributions to Local Schools? Evidence from New Zealand
by Hayden Armstrong & Jeremy Clark - 11/33 One For All or All For One? Using Multiple-listing Information in Event Studies
by Lulu Gu & W. Robert Reed - 11/32 The Rise and Fall of S&P500 Variance Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - 11/31 How Competitive are Female Professionals? A Tale of Identity Conflict
by Bram Cadsby & Maroš Servátka & Fei Song - 11/29 The Cost of Cost Studies
by Eric Crampton & Matt Burgess & Brad Taylor - 11/28 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Paulo Araújo Santos & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - 11/27 Citations and Impact of ISI Tourism and Hospitality Journals
by Chia-Lin Chang & Michael McAleer - 11/26 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Roberto Casarin & Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez Amaral - 11/25 Analyzing Fixed-event Forecast Revisions
by Philip Hans Franses & Chia-Lin Chang & Michael McAleer - 11/24 The Dynamics of Energy-Grain Prices with Open Interest
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer - 11/23 Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
by Massimiliano Caporin & Michael McAleer - 11/22 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 - 11/21 Chinese Dairy Farm Performance and Policy Implications in the New Millennium
by Hengyun Ma & Les Oxley & Shanmin Guo & Huacang Tang & Yiping Wu & Jikun Huang & Allan Rae & Scott Rozelle - 11/20 Instrument Versus Target Rules As Specifications of Optimal Monetary Policy: What are the Issues, If Any?
by Richard T. Froyen & Alfred Guender - 11/19 The Timeless Perspective vs. Discretion: Theory and Monetary Policy Implications for an Open Economy
by Alfred Guender - 11/18 CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules
by Alfred Guender - 11/17 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer - 11/16 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 11/15 Causality Between Market Liquidity and Depth for Energy and Grains
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer - 11/14 Comment on "Promises and Partnership"
by Cary Deck & Maroš Servátka & Steven Tucker - 11/13 Words Speak Louder Than Money
by Maroš Servátka & Steven Tucker & Radovan Vadovič - 11/12 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Michael McAleer & Teodosio Pérez-Amaral - 11/11 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 - 11/10 An Examination of Frank Wolak’s Model of Market Power and its Application to the New Zealand Electricity Market
by Lewis Evans & Graeme Guthrie - 11/09 A Critique of Wolak’s Evaluation of the NZ Electricity Market: The Incentive to Exercise Market Power with Elastic Demand and Transmission Loss
by Seamus Hogan & Peter Jackson - 11/08 A Critique of Wolak’s Evaluation of the NZ Electricity Market: Introduction and Overview
by Lewis Evans & Seamus Hogan & Peter Jackson - 11/07 An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution
by Volodymyr Lugovskyy & Daniela Puzzello & Steven Tucker - 11/06 How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
by Chia-Lin Chang & Michael McAleer & Les Oxley - 11/05 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - 11/04 The Impact of Agricultural Technology Adaption on Income Inequality in Rural China
by Shijun Ding & Laura Meriluoto & W. Robert Reed & Dayun Tao & Haitao Wu - 11/03 Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates
by Jennifer Castle & Xiaochuan Qin & W. Robert Reed - 11/02 More Evidence on the Use of Constructed-Response Questions in Principles of Economics Classes
by Stephen Hickson & W. Robert Reed - 11/01 Group Identity and Relation-Specific Investment: An Experimental Investigation
by Hodaka Morita & Maroš Servátka
2010
- 10/79 Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
by Felix Chan & Michael McAleer & Marcelo C. Medeiros - 10/78 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer - 10/77 Testing the Box-Cox Parameter for an Integrated Process
by Jian Huang & Masahito Kobayashi & Michael McAleer - 10/76 Dynamic Conditional Correlations for Asymmetric Processes
by Manabu Asai & Michael McAleer - 10/75 What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer & Les Oxley - 10/74 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 10/73 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer - 10/72 Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008
by Alfred Guender & Allan G.J. Wu - 10/71 Monetary policy implementation and uncovered interest parity: empirical evidence from Oceania
by Alfred Guender & Bevan Cook - 10/70 Alternative Asymmetric Stochastic Volatility Models
by Manabu Asai & Michael McAleer - 10/69 To Use Constructed-Response Questions, Or Not To Use Constructed-Response Questions? That Is The Question
by Stephen Hickson & W. Robert Reed & Nicholas Sander - 10/68 The Effect of Entitlements and Equality on Cooperative Bargaining with Private, Unverifiable Information
by Christopher Bruce & Jeremy Clark - 10/67 Journal Impact Factor Versus Eigenfactor and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 10/66 Robust Estimation and Forecasting of the Capital Asset Pricing Model
by Guorui Bian & Michael McAleer & Wing-Keung Wong - 10/65 Moment Restriction-based Econometric Methods: An Overview
by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama - 10/64 Predicting Student Achievement In Intermediate University Economics From Principles Assessments
by Stephen Hickson - 10/63 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-Ángel Jiménez-Martín & Teodosio Pérez-Amaral - 10/62 Revenue Sharing as Compensation for Essential Inputs
by Richard Watt - 10/61 Allocative Downside Risk Aversion
by Richard Watt & Francisco J. Vazquez - 10/60 Asymmetry and Long Memory in Volatility Modelling
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - 10/59 A New Existence and Uniqueness Theorem for Continuous Games
by Seamus Hogan - 10/58 Model Selection and Testing of Conditional and Stochastic Volatility Models
by Massimiliano Caporin & Michael McAleer - 10/57 The impact of natural disasters on crime
by Susmita Roy - 10/56 Cliometrics and Time Series Econometrics: Some Theory and Applications
by David Grreasley - 10/55 Modeling the Effect of Oil Price on Global Fertilizer Prices
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 10/54 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - 10/53 The PCSE Estimator is Good -- Just Not as Good as You Think
by W. Robert Reed & Rachel Webb - 10/52 Piety and Profits: Stock Market Anomaly during the Muslim Holy Month
by Jędrzej Białkowski & Ahmad Etebari & Tomasz Piotr Wisniewski - 10/51 The Fixed Price Offer Mechanism in Trade Me Online Auctions
by Seamus Hogan & Hamish Kidd & Laura Meriluoto & Andrew Smith - 10/50 Boundary Algebra: A Simpler Approach to Boolean Algebra and the Sentential Connectives
by Philip Meguire - 10/49 Does tenure review in New Zealand’s South Island give rise to rents?
by Ann Brower & Philip Meguire - 10/48 A Note on the Probability of Winning a Lottery when the Number of Competitors is a Binomial Random Variable
by Seamus Hogan & Laura Meriluoto - 10/47 How does Zinfluence Affect Article Influence?
by Chia-Lin Chang & Michael McAleer & Les Oxley - 10/46 Modeling the Volatility in Global Fertilizer Prices
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 10/45 Wolves in the Hen-House? The Consequences of Formal CEO Involvement in the Executive Pay-Setting Process
by Glenn Boyle & Helen Roberts - 10/44 Article Influence Score = 5YIF divided by 2
by Chia-Lin Chang & Michael McAleer & Les Oxley - 10/43 What Makes a Great Journal Great in Economics? The Singer Not the Song
by Chia-Lin Chang & Michael McAleer & Les Oxley - 10/42 Ten Things We Should Know About Time Series
by Michael McAleer & Les Oxley - 10/41 The Impact of Agricultural Technology Adoption of Income Inequality in Rural China
by Shijun Ding & Laura Meriluoto & W. Robert Reed & Daoyun Tao & Haitao Wu - 10/40 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
by Chia-Lin Chang & Michael McAleer & Christine Lim - 10/39 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 - 10/38 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - 10/37 Risk Management of Precious Metals
by Shawkat Hammoudeh & Farooq Malik & Michael McAleer - 10/36 Great Expectatrics: Great Papers, Great Journals, Great Econometrics
by Chia-Lin Chang & Michael McAleer & Les Oxley - 10/35 Combining Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 10/34 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer - 10/33 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
by Shawkat M.Hammoudeh & Yuan Yuan & Michael McAleer - 10/32 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Michael McAleer & Massimiliano Caporin - 10/31 How Volatile is ENSO?
by LanFen Chu & Chi-Chung Chen & Michael McAleer - 10/30 Estimating the Impact of Whaling on Global Whale Watching
by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer - 10/29 Value-at-Risk for Country Risk Ratings
by Michael McAleer & Bernardo da Veiga & Suhejla Hoti - 10/28 Forecasting Realized Volatility with Linear and Nonlinear Univariate Models
by Michael McAleer & Marcelo C. Medeiros - 10/27 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - 10/26 Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth - 10/25 Chinese Overseas M&A Performance and the go Global Policy
by Lulu Gu & W. Robert Reed - 10/24 Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer - 10/23 Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer - 10/22 Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong