Printed from https://ideas.repec.org/s/ids/ijcome2.html
Content
2020, Volume 10, Issue 4
- 380-397 Determinants of risk sharing via exports: trade openness and specialisation
by Faruk Balli & Eleonora Pierucci & Jian Gan - 380-397 Determinants of risk sharing via exports: trade openness and specialisation
by Faruk Balli & Eleonora Pierucci & Jian Gan - 398-418 Value-added in high technology and industrial basic research: a weighted network observing the trade of high-tech goods
by Antonio Zinilli & Mario De Marchi - 398-418 Value-added in high technology and industrial basic research: a weighted network observing the trade of high-tech goods
by Antonio Zinilli & Mario De Marchi - 419-422 A note on the use of the Box-Cox transformation for financial data
by Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis - 419-422 A note on the use of the Box-Cox transformation for financial data
by Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis
2020, Volume 10, Issue 3
- 209-221 Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
by Yao-Tsung Chen & Hao-Qun Yang - 209-221 Multi-period mean-variance portfolio selection with practical constraints using heuristic genetic algorithms
by Yao-Tsung Chen & Hao-Qun Yang - 222-241 Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up
by GholamReza Keshavarz Haddad & Hadi Heidari - 222-241 Performance evaluation of the Bayesian and classical value at risk models with circuit breakers set up
by GholamReza Keshavarz Haddad & Hadi Heidari - 242-263 Stages and determinants of European Union small and medium sized firms' failure process
by Alexios Makropoulos & Charlie Weir & Xin Zhang - 242-263 Stages and determinants of European Union small and medium sized firms' failure process
by Alexios Makropoulos & Charlie Weir & Xin Zhang - 264-290 Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
by Konstantinos Gkillas & Christos Floros & Christoforos Konstantatos & Dimitrios I. Vortelinos - 264-290 Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crisis
by Konstantinos Gkillas & Christos Floros & Christoforos Konstantatos & Dimitrios I. Vortelinos - 291-307 An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate GARCH models
by Ouael El Jebari & Abdelati Hakmaoui - 291-307 An analysis of major Moroccan domestic sectors interdependencies and volatility spillovers using multivariate GARCH models
by Ouael El Jebari & Abdelati Hakmaoui
2020, Volume 10, Issue 2
- 111-128 Stein-rule estimation in genetic carrier testing
by Tong Zeng & R. Carter Hill - 111-128 Stein-rule estimation in genetic carrier testing
by Tong Zeng & R. Carter Hill - 129-148 Efficiency in banking: does the choice of inputs and outputs matter?
by Christos Floros & Constantin Zopounidis & Yong Tan & Christos Lemonakis & Alexandros Garefalakis & Efthalia Tabouratzi - 129-148 Efficiency in banking: does the choice of inputs and outputs matter?
by Christos Floros & Constantin Zopounidis & Yong Tan & Christos Lemonakis & Alexandros Garefalakis & Efthalia Tabouratzi - 149-182 Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
by Dimitrios D. Thomakos & Hossein Hassani - 149-182 Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots
by Dimitrios D. Thomakos & Hossein Hassani - 183-202 Bias decomposition in the value-at-risk calculation by a GARCH(1,1)
by GholamReza Keshavarz Haddad & Mehrnoosh Hasanzade - 183-202 Bias decomposition in the value-at-risk calculation by a GARCH(1,1)
by GholamReza Keshavarz Haddad & Mehrnoosh Hasanzade - 203-207 Futures hedging with stochastic volatility: a new method
by Moawia Alghalith & Christos Floros - 203-207 Futures hedging with stochastic volatility: a new method
by Moawia Alghalith & Christos Floros
2020, Volume 10, Issue 1
- 2-32 Modelling agricultural risk in a large scale positive mathematical programming model
by Iván Arribas & Kamel Louhichi & Angel Perni & José Vila & Sergio Gómez-y-Paloma - 2-32 Modelling agricultural risk in a large scale positive mathematical programming model
by Iván Arribas & Kamel Louhichi & Angel Perni & José Vila & Sergio Gómez-y-Paloma - 33-47 Overvaluation in a non-optimal currency area
by Carlos Encinas-Ferrer - 33-47 Overvaluation in a non-optimal currency area
by Carlos Encinas-Ferrer - 48-69 An analysis of long-run relationship between ICT sectors and economic growth: evidence from ASEAN countries
by Chukiat Chaiboonsri & Satawat Wannapan & Giovanni Cerulli - 48-69 An analysis of long-run relationship between ICT sectors and economic growth: evidence from ASEAN countries
by Chukiat Chaiboonsri & Satawat Wannapan & Giovanni Cerulli - 70-91 Evidence for the globalisation types model integrating different trade theories
by Bruno G. Rüttimann - 70-91 Evidence for the globalisation types model integrating different trade theories
by Bruno G. Rüttimann - 92-110 Real options games between two competitors: the case of price war
by Elżbieta Rychłowska-Musiał - 92-110 Real options games between two competitors: the case of price war
by Elżbieta Rychłowska-Musiał
2019, Volume 9, Issue 4
- 240-267 Reconsidering the relationship between foreign direct investment and growth
by Carlos Encinas-Ferrer & Eddie Villegas-Zermeño - 268-286 Causality among CO 2 emissions, energy consumption and economic growth in Italy
by Pavlos Stamatiou & Nikolaos Dritsakis - 287-307 The public sector wage premium puzzle
by Yi Wang & Peng Zhou - 308-326 Depth, tightness and resiliency as market liquidity dimensions: evidence from the Polish stock market
by Joanna Olbrys & Michal Mursztyn
2019, Volume 9, Issue 3
- 153-180 Beyond equilibrium: revisiting two-sided markets from an agent-based modelling perspective
by Torsten Heinrich & Claudius Gräbner - 153-180 Beyond equilibrium: revisiting two-sided markets from an agent-based modelling perspective
by Torsten Heinrich & Claudius Gräbner - 181-201 Gender dimension of migration decisions in Ghana: the reinforcing role of anticipated welfare of climatic effect
by Franklin Amuakwa-Mensah & Victoria Nyarkoah Sam & Evelyne Nyathira Kihiu - 181-201 Gender dimension of migration decisions in Ghana: the reinforcing role of anticipated welfare of climatic effect
by Franklin Amuakwa-Mensah & Victoria Nyarkoah Sam & Evelyne Nyathira Kihiu - 202-218 Insurance risk capital and risk aggregation: bivariate copula approach
by Hanène Mejdoub & Mounira Ben Arab - 202-218 Insurance risk capital and risk aggregation: bivariate copula approach
by Hanène Mejdoub & Mounira Ben Arab - 219-238 Earnings management to avoid losses and earnings declines in Croatia
by Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Ivana Rozic - 219-238 Earnings management to avoid losses and earnings declines in Croatia
by Stavros Degiannakis & George Giannopoulos & Salma Ibrahim & Ivana Rozic
2019, Volume 9, Issue 1/2
- 5-28 Measuring uncertainties: a theoretical approach
by Carolina Facioni & Isabella Corazziari & Filomena Maggino - 5-28 Measuring uncertainties: a theoretical approach
by Carolina Facioni & Isabella Corazziari & Filomena Maggino - 29-48 Technology diffusion of Industry 4.0: an agent-based approach
by Martin Prause & Christina Günther - 29-48 Technology diffusion of Industry 4.0: an agent-based approach
by Martin Prause & Christina Günther - 49-83 Forecasting inflation in Tunisia during instability using dynamic factors model: a two-step based procedure based on Kalman filter
by Bilel Ammouri & Hassen Toumi & Fakhri Issaoui & Habib Zitouna - 49-83 Forecasting inflation in Tunisia during instability using dynamic factors model: a two-step based procedure based on Kalman filter
by Bilel Ammouri & Hassen Toumi & Fakhri Issaoui & Habib Zitouna - 84-115 Do the flexible employment arrangements increase job satisfaction and employee loyalty? Evidence from Bayesian networks and instrumental variables
by Eleftherios Giovanis - 84-115 Do the flexible employment arrangements increase job satisfaction and employee loyalty? Evidence from Bayesian networks and instrumental variables
by Eleftherios Giovanis - 116-137 On the validity of exclusion restrictions in the structural multivariate framework: a Monte Carlo simulation
by Talel Boufateh - 116-137 On the validity of exclusion restrictions in the structural multivariate framework: a Monte Carlo simulation
by Talel Boufateh - 138-152 Career mobility of PhD holders in social sciences and humanities: evidences from the POCARIM project
by Lucio Morettini & Emilia Primeri & Emanuela Reale & Antonio Zinilli - 138-152 Career mobility of PhD holders in social sciences and humanities: evidences from the POCARIM project
by Lucio Morettini & Emilia Primeri & Emanuela Reale & Antonio Zinilli
2018, Volume 8, Issue 3/4
- 242-279 Innovation cooperation in East and West Germany: a study on the regional and technological impact
by Uwe Cantner & Alexander Giebler & Jutta Günther & Maria Kristalova & Andreas Meder - 280-300 Structural characteristics of knowledge exchange in innovation networks
by Michael Rothgang & Bernhard Lageman - 301-324 Geographical dynamics of knowledge flows: descriptive statistics on inventor network distance and patent citation graphs in the pharmaceutical industry
by Ben Vermeulen - 325-344 Endogenous dynamics of innovation networks in the German automotive industry: analysing structural network evolution using a stochastic actor-oriented approach
by Daniel Hain & Tobias Buchmann & Muhamed Kudic & Matthias Müller - 345-369 How to find a needle in a haystack?: a theory-driven approach to social network analysis of regional energy transitions
by André Schaffrin & Tanja Nietgen & Benjamin Schrempf - 370-387 Growth and collapse: an agent-based banking model of endogenous leverage cycles and financial contagion
by Robert De Caux & Frank McGroarty & Markus Brede - 388-407 Knowledge diffusion in formal networks: the roles of degree distribution and cognitive distance
by Kristina Bogner & Matthias Müller & Michael P. Schlaile
2018, Volume 8, Issue 2
- 129-143 A robust generalised maximum entropy estimator for ill-posed estimation problems
by Graeme J. Doole - 129-143 A robust generalised maximum entropy estimator for ill-posed estimation problems
by Graeme J. Doole - 144-158 The model confidence set package for R
by Mauro Bernardi & Leopoldo Catania - 144-158 The model confidence set package for R
by Mauro Bernardi & Leopoldo Catania - 159-169 Testing the validity of instruments in an exactly identified equation
by Marco Ventura - 159-169 Testing the validity of instruments in an exactly identified equation
by Marco Ventura - 170-182 Revisiting Kelly's version of the Herfindahl-Hirschman index
by George G. Djolov - 170-182 Revisiting Kelly's version of the Herfindahl-Hirschman index
by George G. Djolov - 183-206 Designing Kenya's 'first generation' revenue allocation among counties formula with imperfect data: an application of response surface methodology
by Moses Muse Sichei - 183-206 Designing Kenya's 'first generation' revenue allocation among counties formula with imperfect data: an application of response surface methodology
by Moses Muse Sichei - 207-228 Assessment of R%D and its impact on Indian manufacturing industries
by Chandrima Sikdar & Kakali Mukhopadhyay - 207-228 Assessment of R%D and its impact on Indian manufacturing industries
by Chandrima Sikdar & Kakali Mukhopadhyay
2018, Volume 8, Issue 1
- 1-17 Energy consumption and gross domestic product in the Philippines: an application of maximum entropy bootstrap framework
by Kenneth Barroga & Agustina Tan-Cruz - 1-17 Energy consumption and gross domestic product in the Philippines: an application of maximum entropy bootstrap framework
by Kenneth Barroga & Agustina Tan-Cruz - 18-40 Price transmission along the Greek food supply chain in a dynamic panel framework: empirical evidence from the implementation of decoupling
by Anthony N. Rezitis & Dimitris N. Pachis - 18-40 Price transmission along the Greek food supply chain in a dynamic panel framework: empirical evidence from the implementation of decoupling
by Anthony N. Rezitis & Dimitris N. Pachis - 41-62 Clairvoyant targeted attack on complex networks
by Giovanna Ferraro & Antonio Iovanella - 41-62 Clairvoyant targeted attack on complex networks
by Giovanna Ferraro & Antonio Iovanella - 63-78 medsem: a Stata package for statistical mediation analysis
by Mehmet Mehmetoglu - 63-78 medsem: a Stata package for statistical mediation analysis
by Mehmet Mehmetoglu - 79-94 Fiscal multipliers and macroeconomic performance in the case of Slovakia and Hungary
by Martin Kameník & Anna Ruščáková & Jozefína Semančíková - 79-94 Fiscal multipliers and macroeconomic performance in the case of Slovakia and Hungary
by Martin KamenÃk & Anna RuÅ¡Ä Ã¡ková & JozefÃna SemanÄ Ãková - 95-120 Testing for multi-fractality and efficiency in selected sovereign bond markets: a multi-fractal detrended moving average (MF-DMA) analysis
by Selçuk Bayraci - 95-120 Testing for multi-fractality and efficiency in selected sovereign bond markets: a multi-fractal detrended moving average (MF-DMA) analysis
by Selçuk Bayraci - 121-128 Minimisation of bias of Pearson correlation coefficient in presence of coincidental outliers
by Athanasios Tsagkanos - 121-128 Minimisation of bias of Pearson correlation coefficient in presence of coincidental outliers
by Athanasios Tsagkanos
2017, Volume 7, Issue 4
- 323-358 Knowledge externalities and production in network: game equilibria, types of nodes, network formation
by Vladimir D. Matveenko & Alexei V. Korolev - 359-380 Topological analysis of migration flows (the case of political refugees)
by Francesco Guarascio & Lorenzo Farina - 381-398 The double role of GDP in shaping the structure of the International Trade Network
by Assaf Almog & Tiziano Squartini & Diego Garlaschelli - 399-410 Big data analysis of foreign exchange rates among Japan, South Korea and Taiwan
by Yao-Hsien Lee & Yi-Hsien Wang & Mei-Yu Lee - 411-442 Derivation of econometric estimable functions of intra-trade industry: the case of the Norwegian intra-continental import trade pattern
by Yohannes Yebabe Tesfay & Per Bjarte Solibakke - 443-453 A chaotic model approach for electricity price forecasting in Indian scenario
by Indhu Nair & Anasraj Robert - 454-462 datanet: a Stata routine for organising a dataset for network analysis purposes
by Antonio Zinilli & Giovanni Cerulli
2017, Volume 7, Issue 3
- 213-224 Out-of-equilibrium traverse dynamics the time-to-build tradition
by K. Vela Velupillai & N. Dharmaraj - 225-237 Out of equilibrium: grounds, basics, policies, and accounts
by Antonio Bianco - 238-255 Directed technological change and productivity growth: the Italian evidence 1861-2010
by Cristiano Antonelli & Federico Barbiellini Amidei & Christophe Feder - 256-264 Schumpeter's illuminating errors: when he was good, he was very good; when he was wrong he was suggestive
by William J. Baumol - 265-279 Learning, leverage and stability
by Peter Howitt - 280-301 Consumer interaction and innovation incentives
by Zakaria Babutsidze - 302-320 Measuring portfolio risk: How size, book-to-market and prior portfolio returns are related to their risk-adjusted performance?
by Sotiria Plastira
2017, Volume 7, Issue 1/2
- 5-42 Hyper-parameterised dynamic regressions for nowcasting Spanish GDP growth in real time
by David De Antonio Liedo & Elena Fernández Muñoz - 43-63 A daily indicator of economic growth for the euro area
by Valentina Aprigliano & Claudia Foroni & Massimiliano Marcellino & Gianluigi Mazzi & Fabrizio Venditti - 64-77 Nowcasting US inflation using a MIDAS augmented Phillips curve
by Clément Marsilli - 78-94 Forecasting euro area recessions by combining financial information
by Christophe Bellégo & Laurent Ferrara - 95-114 The nature and propagation of shocks in the euro area: a comparative SVAR analysis
by Alberto Coco & Andrea Silvestrini - 115-151 An augmented Taylor rule for the Federal Reserve's response to asset prices
by Christian M. Hafner & Alexandre R. Lauwers - 152-169 Autocorrelation in an unobservable global trend: does it help to forecast market returns?
by Anatoly A. Peresetsky & Ruslan I. Yakubov - 170-209 The back side of banking in Russia: forecasting bank failures with negative capital
by Alexander Karminsky & Alexander Kostrov
2016, Volume 6, Issue 4
- 337-350 Best statistic profile: an efficient parameter tuning algorithm for systematic trading methods
by Dang Minh Quan - 351-365 The world distribution of military spending: is there a convergence?
by Bansi Sawhney & Emmanuel Anoruo & William R. DiPietro - 366-378 Cellular automata: a decision support system for stock market trading
by Tessy Mathew & U. Srinivasa Rao & L. Jeganathan - 379-389 Commodity prices volatility and macroeconomic performance: testing for a commodity-exporting country
by Ricardo Ramalhete Moreira - 390-412 An agent-based prediction market: a case study of xFuture in Taiwan
by Bin-Tzong Chie & Chi-Ling Pai - 413-431 Limit your applications. Dealing with congested markets in the matching procedure
by Janine Balter & Michela Rancan & Olena Senyuta - 432-451 Implementing a computable general equilibrium model with heterogenous firms and endogenous productivity
by Roberto Roson & Kazuhiko Oyamada
2016, Volume 6, Issue 3
- 213-238 Job satisfaction as a unified mechanism for agent behaviour in a labour market with referral hiring
by Alexander Tarvid - 239-257 On the influence of nodes' characteristic in inter-organisational innovation networks structure
by Giovanna Ferraro & Antonio Iovanella & Gianluca Pratesi - 258-275 Why the rich become richer: insights from an agent-based model
by Saul Desiderio & Siyan Chen - 276-293 The relationship between network ranking and research performance: an application to the Italian national council of research
by Greta Falavigna & Alessandro Manello - 294-314 Network dependence in the euro area money market
by Gerhard Rünstler - 315-335 The role of personal networks in the labour insertion of weak jobseekers
by Valentina Lamonica & Elena Ragazzi & Elena Santanera & Lisa Sella
2016, Volume 6, Issue 2
- 124-137 Crisis periods and contagion effects in the CEE stock markets: the influence of the 2007 US subprime crisis
by Joanna Olbrys & Elzbieta Majewska - 138-155 Dependence modelling of Malaysian Ringgit (MYR) and Thai Baht (THB): the Markov switching model with dynamic copula approach (DCA) and bivariate extreme value approach
by Prasert Chaitip & Chukiat Chaiboonsri - 156-175 ICT equipment demand and AEC social-economic mechanisms using PCHVAR(x)-approach and PBVAR(X)-approach
by Chukiat Chaiboonsri & Prasert Chaitip - 176-191 Modelling financial type 2b globalisation and its effects on trade, investments and unemployment
by Bruno G. Rüttimann - 192-209 Credit markets and financial crisis in the USA
by Hassen Chtourou
2016, Volume 6, Issue 1
- 1-12 Viability prediction for retail business units using data mining techniques: a practical application in the Greek pharmaceutical sector
by Georgios Marinakos & Sophia Daskalaki - 13-43 Sequential pairwise trading: convergence and welfare implications
by Maria-Augusta Miceli & Federico Cecconi & Giovanni Cerulli - 44-55 Multiple local optima for seemingly unrelated regression models
by Norman K. Womer - 56-70 Estimation comparison of the capacity utilisation at constant and non-constant returns to scale: the case of the Tunisian manufacturing sector
by Kamel Helali & Maha Kalai & Mohamed Siala - 71-92 Maximum likelihood estimation of covariance matrices with constraints on the efficient frontier
by Hilal Yilmaz & Neil D. Pearson - 93-113 Revealing correlations between structure and innovation attitude in inter-organisational innovation networks
by Giovanna Ferraro & Antonio Iovanella - 114-121 On the Durbin-Watson statistic based on a Z-test in large samples
by Mei-Yu Lee
2015, Volume 5, Issue 4
- 364-391 International investment positions and risk-sharing: an empirical analysis on the coordinated portfolio investment survey
by Filippo M. Pericoli & Eleonora Pierucci & Luigi Ventura - 392-405 The US home mortgage market during the financial crisis
by Hassen Chtourou - 406-429 Credit risk and universal banking: evidence from the banking industry in Ghana
by Franklin Amuakwa-Mensah & George Marbuah & Victoria N. Sam & Alfred Barimah - 430-450 Risk-management criteria in the Latin-American stock markets: an assessment with a TGARCH model with a skewed normal distribution and autoregressive conditional asymmetry
by Arturo Lorenzo-Valdés & Antonio RuÃz-Porras - 451-479 Historical and risk-neutral estimation in a two factors stochastic volatility model for oil markets
by Gaetano Fileccia & Carlo Sgarra
2015, Volume 5, Issue 3
- 213-219 Uni- vs. bi-directional kinetic exchange models
by Els Heinsalu & Marco Patriarca - 220-236 Simulating demand-side effects on innovation
by Matthias Mueller & Benjamin Schrempf & Andreas Pyka - 237-256 A computational experiment on elicitation task bias in time preference
by Oksana Tokarchuk & Roberto Gabriele - 257-271 The time profile approach to production with an application to gestation lags
by Fabrizio Patriarca & Luca Salvati - 272-288 Univariate forecasting of Indian exchange rates: a comparison
by Biswajit Maitra - 289-318 Asymptotic forecasting error evaluation for estimated temporally aggregated linear processes
by Lyudmila Grigoryeva & Juan-Pablo Ortega - 319-344 Sectoral specialisation in an evolutionary growth model with a Kaldorian flavour
by André Lorentz - 345-360 Macroeconometric models in practice: the Istat experience
by Fabio Bacchini & Alessandro Girardi & Carmine Pappalardo
2015, Volume 5, Issue 2
- 127-142 Dynamics of Greece's unemployment rate: effect of the economic crisis and forecasting models
by Christos Katris - 143-163 Valuing managerial flexibility: an application of real option valuation in time of economic transition
by Andrejs Cirjevskis & Edmunds Baduns - 164-182 Input shadow prices and overall efficiency of vegetable farms in Uzbekistan
by Aziz A. Karimov - 183-198 Markov-modulated, multi-threshold dual risk model
by G. Shija & M.J. Jacob - 199-210 Forecasting mortgage defaults: evidence from UK portfolio-level data
by Alexios Makropoulos & Anastasios Savvopoulos & Peter L. Jones
2015, Volume 5, Issue 1
- 1-11 Differentiated marketing strategies between strategic groups in Greek food industry
by Ourania Notta - 12-34 Moral hazard contracting and credit rationing in opaque credit markets
by Xin He - 35-54 Determinants of non-performing loans in Ghana banking industry
by Franklin Amuakwa-Mensah & Angela Boakye-Adjei - 55-70 GCC countries and the nexus between exchange rate and oil price: What wavelet decomposition reveals?
by Jamal Bouoiyour & Refk Selmi - 71-107 The effects of exchange rate volatility on sectoral exports evidence from Sweden, UK, and Germany
by Dimitris Serenis & Nicholas Tsounis - 108-125 Evolution of global inequality in human well-being: a sensitivity analysis
by Vanesa Jordá & Carmen Trueba & José MarÃa Sarabia
2014, Volume 4, Issue 3/4
- 269-287 Sign tests for unit root and change in persistence
by Marilena Furno - 288-319 Priors and Bayesian parameter estimation of affine term structure models
by Leopold Sögner - 320-338 Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
by Olaolu Richard Olayeni & Aviral Kumar Tiwari & Reza Sherafatian-Jahromi & Olagbaju Ifeolu Oladiran - 339-361 Heterogeneity, interaction and emergence: effects of composition
by Simone Landini & Mauro Gallegati - 362-371 Numerical approximation of free horizon optimal control problems
by Sibel Sirakaya - 372-412 Prediction of cyclic and trend frequencies in time series using the Hilbert-Huang transform
by Hugh L. Christensen & Simon J. Godsill
2014, Volume 4, Issue 1/2
- 4-31 Forecasting the real price of oil using online search data
by Dean Fantazzini & Nikita Fomichev - 32-81 Modelling financial returns and portfolio construction for the Russian stock market
by Alexey I. Balaev - 82-95 What drives the Russian stock market: world market and political shocks
by Anatoly Peresetsky - 96-111 Time aspects of a fund manager appraisal
by Evgeny A. Ivin & Alexey N. Kurbatskiy & Alexandr V. Slovesnov - 112-129 An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia
by Henry Penikas & Anastasia Petrova - 130-147 Statistical analysis and econometric modelling of the creditworthiness of non-financial companies
by Vladimir I. Malugin & Natalia V. Hryn & Aleksandr Y. Novopoltsev - 148-180 Are commodity price shocks important? A Bayesian estimation of a DSGE model for Russia
by Oxana Malakhovskaya & Alexey Minabutdinov - 181-206 How Russian and Ukrainian citizens perceive the role of immigrants in their country: a comparison with European residents
by Olga Demidova - 207-233 The intertemporal general equilibrium model of the economy with the product, money and stock markets
by N.P. Pilnik & I.G. Pospelov & S.A. Radionov & A.A. Zhukova - 234-253 Technology of development and implementation of realistic (country-specific) models of intertemporal equilibrium
by M.A. Khokhlov & I.G. Pospelov & L.Ya. Pospelova - 254-268 Are inflation expectations in Russia forward-looking?
by Anna Sokolova
2013, Volume 3, Issue 1/2
- 2-13 The Central Bank's endogenous and non-linear credibility in a dynamic stochastic general equilibrium model: theory and a small computational simulation
by Ricardo Ramalhete Moreira - 14-26 A boundary analysis of ICT firms on Thailand Stock Market: a maximum entropy bootstrap approach and highest density regions (HDR) approach
by Chukiat Chaiboonsri & Prasert Chaitip - 27-42 Phillips curve inflation and unemployment: an empirical research for Greece
by Chaido Dritsaki & Melina Dritsaki - 43-63 The long run dynamic of the Dutch disease phenomenon: a SVAR approach
by Fakhri Issaoui & Talel Boufateh & Ghassen El Montasser - 64-82 Indigenous R%D effectiveness, technology transfer and productivity growth: evidence from the hi-tech industry of China
by Ahmar Qasim Qazi & Zhao Yulin - 83-90 Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection
by Theophilos Papadimitriou & Periklis Gogas & Vasilios Plakandaras & John C. Mourmouris - 91-101 A quantitative approach to Faber's tactical asset allocation
by Stefano Marmi & Claudio Pacati & Roberto Renò & Wiston Adrián Risso
2012, Volume 2, Issue 3/4
- 155-178 Income distribution and majority patterns
by Thomas Kämpke - 179-196 Linear and non-linear unit root testing in the presence of heavy-tailed GARCH: a finite-sample simulation analysis
by Steve Cook - 197-222 Modelling and decomposing price volatility in the Greek meat market
by Anthony N. Rezitis - 223-237 Stock market volatility and fluctuations in the price-earnings ratio
by Dimitrios Koutmos
2011, Volume 2, Issue 2
- 75-94 Industry-specific determinants of environmental indicators
by Michael Getzner - 95-104 Choosing an investment strategy by stochastic control
by Amaresh Das - 105-114 Econometrics and computational economics: an exercise in compatibility
by Todd Feldman & Yi Sun - 115-122 Equilibrium in Nash differential games via Lyapunov-type iterations
by Ivan Ganchev Ivanov & Boyan Mihailov Lomev - 123-153 Inference for structural equation modelling on dependent populations
by Savas Papadopoulos
2011, Volume 2, Issue 1
- 1-23 A computational model of politicians–bureaucracy relationship in a competitively authoritarian environment
by Vahe Lskavyan & Vardges Melkonian