Content
2014
- 910 The Effect of Measurement Error in the Sharp Regression Discontinuity Design
by Takahide Yanagi - 909 Dynamic Voluntary Advertising under Partial Market Coverage
by Yohei Tenryu & Keita Kamei - 908 A Simple Model of Endogenous Growth with Financial Frictions and Firm Heterogeneity
by Kazuo MIno - 907 Favorite-Longshot Bias in Parimutuel Betting: an Evolutionary Explanation
by Atsushi Kajii & Takahiro Watanabe - 906 Panel Data Analysis with Heterogeneous Dynamics
by Ryo Okui & Takahide Yanagi - 905 Aging and Deflation from a Fiscal Perspective
by Mitsuru Katagiri & Hideki Konishi & Kozo Ueda - 904 On the Spatial Scale of Industrial Agglomerations
by Tomoya Mori & Tony E. Smith - 903 Overconfidence, Underconfidence, and Welfare
by Takao Asano & Takuma Kunieda & Akihisa Shibata - 902 The Effects of Repatriation Taxes on FDI:Evidence from OECD Multinationals
by Hirokazu Mizobata & Masaaki Suzuki - 901 Conformism and Wealth Distribution
by Kazuo MIno & Yasuhiro Nakamoto - 900 Capital Accumulation and Structural Change in a Small-Open Economy
by Yunfang Hu & Kazuo Mino - 899 Emerging Multinationals in Russia
by Satoshi Mizobata - 898 How Migrant Heterogeneity Influences the Effect of Remittances on Educational Expenditure:Empirical Evidence from the Cambodian Socio-Economic Survey
by Masamune Iwasawa & Mitsuo Inada & Seiichi Fukui - 897 Optimal taxation and debt with uninsurable risks to human capital accumulation
by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima - 896 Apparentement incentives under the d’Hondt method
by Alexander Karpov - 895 Effects of Mineral-Commodity Price Shocks on Monetary Policy in Developed Countries
by Atsushi Sekine - 894 Safe Asset Shortages and Asset Price Bubbles
by Kosuke Aoki & Tomoyuki Nakajima & Kalin Nikolov - 893 Buhlmann’s Economic Premium Principle in The Presence of Transaction Costs
by Masaaki Kijima & Akihisa Tamura - 891 Trade Structure and Growth Effects of Taxation in a Two-Country World
by Daisuke Amano & Jun-ichi Itaya & Kazuo Mino - 890 A Microeconomic Analysis toward Building Liability Lawin the Post-Earthquake Era
by Takayuki Oishi & Shin Sakaue - 889 Testing For A General Class Of Functional Inequalities
by Sokbae Lee & Kyungchul Song & Yoon-Jae Whang - 888 Contracting for Multiple Goods under Asymmetric Information: The Two-goods Case
by Kazumi Hori - 887 Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
by Haruo Iwakura & Ryo Okui - 886 Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects
by Haruo Iwakura - 885 Differing factor adjustment costs across industries: Evidence from Japan
by Hirokazu Mizobata - 884 Is Public Debt Growth-Enhancing or Growth-Reducing?
by Real Arai & Takuma Kunieda & Keigo Nishida - 883 How did the Japanese Employment System Change?Investigating the Heterogeneity of Downsizing Practices across Firms
by Sebastien Lechevalier & Cyrille Dossougoin & Christophe Hurlin & Satoko Takaoka - 882 Spatial Patterns and Size Distributions of Cities
by Wen-Tai Hsu & Tomoya Mori & Tony E. Smith - 876 A macroeconomic model of liquidity crises
by Keiichiro Kobayashi & Tomoyuki Nakajima - 694 Constrained Inefficiency and Optimal Taxation with Uninsurable Risks
by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima
2013
- 881 Role of Financial and Productivity Shocks in the US and Japan: A Two-Country Economy
by Yue ZHAO - 880 Time Preference and Income Convergence in a Dynamic Heckscher-Ohlin Model
by Taketo Kawagishi & Kazuo Mino - 879 Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
by Yoon-Jin Lee & Ryo Okui & Mototsugu Shintani - 878 An Axiomatization of Choquet Expected Utility with Cominimum Independence
by Takao Asano & Hiroyuki Kojima - 877 Strategic Determination of Renegotiation Costs
by Akitoshi Muramoto - 875 Corporate Effective Tax Rates in Asian Countries
by Masaaki Suzuki - 874 Job polarization and jobless recoveries in Japan: Evidence from 1984 to 2010
by Yosuke Furukawa & Hiroki Toyoda - 873 Herding, Information Cascades and Volatility Spillovers in Futures Markets
by Michael McAleer & Kim Radalj - 872 Risk Modelling and Management: An Overview
by Chia-Lin Chang & David E. Allen & Michael McAleer & Teodosio Perez Amaral - 871 Modularity and Monotonicity of Games
by Takao Asano & Hiroyuki Kojima - 870 Ten Things You Should Know About the Dynamic Conditional Correlation Representation
by Massimiliano Caporin & Michael McAleer - 869 Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
by Michael McAleer & John Suen & Wing Keung Wong - 868 The Role of Intra-Industry Trade in the Industrial Upgrading of the 10 CEECs New Members of the European Union
by Károly Attila SOÓS - 867 Recovery from the Mega-quake in Japan: Evidence from Manufacturing Firms
by Ryuhei Wakasugi & Ayumu Tanaka - 866 Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
by David E Allen & Michael McAleer & Robert J Powell & Abhay K Singh - 865 Modelling and Simulation: An Overview
by Michael McAleer & Felix Chan & Les Oxley - 864 Inward entry of Japanese banks into the Russian market
by Victor Gorshkov - 863 Managerial Incentives and the Role of Advisors in the Continuous-Time Agency Model
by Hiroshi Osano & Keiichi Hori - 862 Asset Prices, Trading Volumes, and Investor Welfare in Markets with Transaction Costs 
by Chiaki Hara - 861 Irreversible Investment under Competition with a Markov Switching Regime
by Makoto Goto & Katsumasa Nishide & Ryuta Takashima - 860 Competition and the Bad News Principle in a Real Options Framework
by Katsumasa Nishide & Kyoko Yagi - 859 Pricing of Discount Bonds with a Markov Switching Regime 
by Robert J. Elliott & Katsumasa Nishide - 858 Investment and capital structure decisions under time-inconsistent preferences 
by Masaaki Kijima & Yuan Tian - 857 An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options 
by Hideharu Funahashi & Masaaki Kijima - 856 The Effects of Foreign Direct Investment on Industrial Growth: Evidence from a Regulation Change in China
by Mitsuo Inada - 855 Generalized Least Squares Model Averaging
by Qingfeng Liu & Ryo Okui & Arihiro Yoshimura - 854 Ten Things You Should Know About DCC
by Massimiliano Caporin & Michael McAleer - 853 Taxing capital is a good idea: the role of idiosyncratic risk in an OLG model
by Ryoji Hiraguchi & Akihisa Shibata - 852 Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 851 What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance
by Chia-Lin Chang & Michael McAleer - 850 Interest in Private Assets and the Voracity Effect
by Yohei Tenryu - 849 Financial shocks in Japan : A case for a small open economy
by Yue Zhao - 848 A Fractionally Integrated Wishart Stochastic Volatility Model
by Manabu Asai & Michael McAleer - 847 Inequalities and Patience for Tomorrow
by Kazumichi Iwasa & Laixun Zhao - 846 Increased Regressivity of the Optimal Capital Tax under a Welfare Constraint for Newborn Children
by Yosuke Furukawa - 845 Procurement Auctions with General Price-Quality Evaluation
by Makoto HANAZONO & Jun NAKABAYASHI & Masanori TSURUOKA - 844 Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 843 Financial Dependence Analysis: Applications of Vine Copulae
by David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh - 842 Recent Developments in Financial Economics and Econometrics:An Overview
by Chia-Lin Chang & David E Allen & Michael McAleer - 841 Trade Structure and Belief-Driven Fluctuations in a Global Economy
by Yunfang Hu & Kazuo Mino - 840 Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing
by Manabu Asai & Michael McAleer
2012
- 839 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 - 838 Volatility spillovers from the US to Australia and China across the GFC
by David E Allen & Michael McAleer & Robert J Powell & Abhay Kumar Singh - 837 Statistical Modelling of Recent Changes in Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Szu-Hua Wang - 836 Estimating implied recovery rates from the term structure of CDS spreads
by Marcin Jaskowski & Michael McAleer - 835 Statistical Modelling of Extreme Rainfall in Taiwan
by Lan-Fen Chu & Michael McAleer & Ching-Chung Chang - 834 Public Policy and the Income-Fertility Relationship in Economic Development
by Masako Kimura & Daishin Yasui - 833 Wage growth through job hopping in China
by Kenn Ariga & Fumio Ohtake & Masaru Sasaki & Zheren Wu - 832 Has the Basel Accord Improved Risk Management During the Global Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - 831 The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions
by David E Allen & Abhay K Singh & Robert J Powell & Michael McAleer & James Taylor & Lyn Thomas - 830 Foreign activity of Russian banks:reconsidering multinational banking theory
by Victor Gorshkov - 829 How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
by Lan-Fen Chu & M. McAleer & Chi-Chung Chen - 828 Coase meets Tarski: New Insights from Coase's Theory of the Firm
by Tomoo Kikuchi & Kazuo Nishimura & John Stachurski - 827 A non-parametric and entropy based analysis of the relationship between the VIX and S&P500
by D.E. Allen & A. Kramadibrata & M. McAleer & R. Powell & A. K. Singh - 826 Composition of Public Education Expenditures and Human Capital Accumulation
by Katsuyuki Naito & Keigo Nishida - 825 Conformism and Structural Change
by Takeo Hori & Masako Ikefuji & Kazuo Mino - 824 Welfare Implications and Equilibrium Indeterminacy in a Two-sector Growth Model with Consumption Externalities
by Been-Lon Chen & Yu-Shan Hsu & Kazuo Mino - 823 A Numerical Evaluation on a Sustainable Size of Primary Deficit in Japan
by Real Arai & Junji Ueda - 822 Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 821 Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - 820 Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China
by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong - 819 Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability
by Michael McAleer & Chia-Lin Chang - 818 On Continuity of Robust Equilibria
by Ori Haimanko & Atsushi Kajii - 817 Modelling Long Memory Volatility in Agricultural Commodity Futures Return
by Michael McAleer & Chia-Lin Chang & Roengchai Tansuchat - 816 Risk Management and Financial Derivatives:An Overview
by Michael McAleer & Shawkat Hammoudeh - 815 Robust Ranking of Multivariate GARCH Models by Problem Dimension
by Michael McAleer & Massimiliano Caporin - 814 Investment for Patience in an Endogenous Growth Model
by Taketo Kawagishi - 813 Robust Ranking of Journal Quality:An Application to Economics
by Michael McAleer & Chia-Lin Chang & Esfandiar Maasoumi - 812 Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models
by Michael McAleer & Manabu Asai & Massimiliano Caporin - 811 Political Accountability, Electoral Control, and Media Bias
by Takanori Adachi & Yoichi Hizen - 810 Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments
by Wenjie Wang - 809 Real Options and Signaling in Strategic Investment Games
by Takahiro Watanabe - 808 How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics
by Michael McAleer & Chia-Lin Chang - 807 Price Competition or Tacit Collusion
by Makoto Yano & Takashi Komatsubara - 806 What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance
by Michael McAleer & Chia-Lin Chang
2011
- 805 Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
by Michael McAleer & David Allen & Ron Amram - 804 Asset Bubbles, Credit Market Imperfections, and Technology Choice
by Akihisa Shibata & Tarishi Matsuoka - 803 Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints
by Takanori Adachi & Takao Asano - 802 Temporary Bubbles and Discount Window Policy
by Tarishi Matsuoka - 801 Foreign banks' entry into the Russian market: motivation, entry modes and strategies
by Victor Gorshkov - 800 The Welfare Effects of Third-Degree PriceDiscrimination in a Differentiated Oligopoly
by Takanori Adachi & Noriaki Matsushima - 799 Estimating Noncooperative and Cooperative Models of Bargaining: An Empirical Comparison
by Masanori Mitsutsune & Takanori Adachi - 798 Education, Innovation, and Long-Run Growth
by Katsuhiko Hori & Katsunori Yamada - 797 The Unofficial Economy in Russia
by Byung-Yeon Kim - 796 Why Prices Don't Respond Sooner to a Prospective Sovereign Debt Crisis
by R. Anton Braun & Tomoyuki Nakajima - 795 The Rise and Fall of S&P500 Variance Futures
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral - 794 Analysis of Industrial Agglomeration Patterns: An Application to Manufacturing Industries in Japan
by Tomoya Mori & Tony E. Smith - 793 The Politics of Financial Development and Capital Accumulation
by Tarishi Matsuoka & Katsuyuki Naito & Keigo Nishida - 792 Consumption Externalities and Equilibrium Dynamics with Heterogenous Agents
by Kazuo Mino & Yasuhiro Nakamoto - 791 Globalization and Volatility under Alternative Trade Structures
by Yunfang Hu & Kazuo Mino - 790 Ethnic Diversity, Democracy, and Health: Theory and Evidence
by Go Kotera & Nobuhiro Mizuno & Keisuke Okada & Sovannroeun Samreth - 789 Are the Markets Afraid of Kim Jong-Il?
by Byung-Yeon Kim & Gerard Roland - 788 Making the Case for a Low Intertemporal Elasticity of Substitution
by R. Anton Braun & Tomoyuki Nakajima - 787 A Goodness Of Fit Test For Ergodic Markov Processes
by Vance Martin & Yoshihiko Nishiyama & John Stachurski - 786 The Impact of the European Union Emissions Trading Scheme on the Polish Economy:Interviews with Four Companies in Poland
by Seiji Ikkatai & Katsuhiko Hori & Ikuma Kurita - 785 Option Package Bundling
by Takanori Adachi & Takeshi Ebina & Makoto Hanazono - 784 Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
by Michael McAleer & Roberto Casarin & Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - 783 Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
by Michael McAleer & Chia-Lin Chang & Christine Lim - 782 GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies
by Michael McAleer & Paulo Araújo Santos & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez Amaral - 781 Citations and Impact of ISI Tourism and Hospitality Journals
by Michael McAleer & Chia-Lin Chang - 780 Global Liquidity Trap
by Ippei Fujiwara & Tomoyuki Nakajima & Nao Sudo & Yuki Teranishi - 779 Analyzing Fixed-event Forecast Revisions
by Michael McAleer & Philip Hans Franses & Chia-Lin Chang - 778 Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation
by Michael McAleer & Massimiliano Caporin - 777 A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations: Methodological Framework
by Tomoya Mori & Tony E. Smith - 776 The Dynamics of Energy-Grain Prices with Open Interest
by Shawkat Hammoudeh & Soodabeh Sarafrazi & Chia-Lin Chang & Michael McAleer - 775 Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range
by Cathy W. S. Chen & Richard Gerlach & Bruce B. K. Hwang & Michael McAleer - 774 Business Society and Corporate Social Responsibility: Comparative analysis in Russia and Japan
by Satoshi Mizobata - 773 Evaluating Individual and Mean Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 772 Risk Spillovers in Oil-Related CDS, Stock and Credit Markets
by Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer - 771 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - 770 Increasing Returns in Transportation and the Formation of Hubs
by Tomoya Mori - 769 Causality Between Market Liquidity and Depth for Energy and Grains
by Ramazan Sari & Shawkat Hammoudeh & Chia-Lin Chang & Michael McAleer - 768 Agency Contracts, Noncommitment Timing Strategies, and Real Options
by Keiichi Hori & Hiroshi Osano - 767 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - 766 Poverty Trap and Inferior Goods in a Dynamic Heckscher-Ohlin Model
by Eric W. Bond & Kazumichi Iwasa & Kazuo Nishimura - 765 Risk Management of Precious Metals
by Shawkat Hammoudeh & Farooq Malik & Michael McAleer - 764 Baby Boom and Baby Bust in Gender-Gap Model: A Quantitative Analysis
by Masako Kimura - 763 Localized knowledge spillovers and patent citations: A distance-based approach
by Yasusada Murata & Ryo Nakajima & Ryosuke Okamoto & Ryuichi Tamura - 762 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 761 Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
by Chia-Lin Chang & Juan-à ngel Jiménez-MartÃn & Michael McAleer & Teodosio Pérez-Amaral - 760 Offshore outsourcing and non-production workers: Firm-level relationships disaggregated by skills and suppliers
by Eiichi Tomiura & Banri Ito & Ryuhei Wakasugi - 759 Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
by Isao Ishida & Michael McAleer & Kosuke Oya - 758 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - 757 International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - 756 How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
by Chia-Lin Chang & Michael McAleer & Les Oxley - 755 Investor Preferences for Oil Spot and Futures based on Mean-Variance and Stochastic Dominance
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong
2010
- 754 Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors
by Felix Chan & Michael McAleer & Marcelo C. Medeiros - 753 Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth - 752 Asymmetric Adjustments in the Ethanol and Grains Markets
by Chia-Lin Chang & Li-Hsueh Chen & Shawkat Hammoudeh & Michael McAleer - 751 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer - 750 Testing the Box-Cox Parameter for an Integrated Process
by Jian Huang & Masahito Kobayashi & Michael McAleer - 749 Decentralized Market Processes to Stable Job Matchings with Competitive Salaries
by Bo Chen & Satoru Fujishige & Zaifu Yang - 748 Pareto Improvement and Agenda Control of Sequential Financial Innovations
by Chiaki Hara - 747 Dynamic Conditional Correlations for Asymmetric Processes
by Manabu Asai & Michael McAleer - 746 What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?
by Chia-Lin Chang & Michael McAleer & Les Oxley - 745 Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets
by Piero Gottardi & Atsushi Kajii & Tomoyuki Nakajima - 744 Evaluating Combined Non-Replicable Forecasts
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 743 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - 742 Price-Based Combinatorial Auction Design: Representative Valuations
by Hitoshi Matsushima - 741 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer - 740 The Impact of the European Union Emissions Trading Scheme on the Finnish Economy
by Seiji Ikkatai & Ikuma Kurita & Katsuhiko Hori - 739 Alternative Asymmetric Stochastic Volatility Models
by Manabu Asai & Michael McAleer - 738 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer - 737 Journal Impact Factor Versus Eigenfactor and Article Influence
by Chia-Lin Chang & Michael McAleer & Les Oxley - 736 A Trinomial Test for Paired Data When There are Many Ties
by Guorui Bian & Michael McAleer & Wing-Keung Wong - 735 Robust Estimation and Forecasting of the Capital Asset Pricing Model
by Guorui Bian & Michael McAleer & Wing-Keung Wong - 734 Moment Restriction-based Econometric Methods: An Overview
by Naoto Kunitomo & Michael McAleer & Yoshihiko Nishiyama - 733 A DynamicModel of Conflict and Appropriation
by Wolfgang Eggert & Jun-ichi Itaya & Kazuo Mino - 732 Sustainable Public Debt, Credit Constraints, and Social Welfare
by Real Arai & Takuma Kunieda - 731 Imperfect Interbank Markets and the Lender of Last Resort
by Tarishi Matsuoka - 730 Habits and Endogenous Investment Fluctuations
by Been-Lon Chen & Yu-Shan Hsu & Kazuo Mino - 729 How Volatile is ENSO?
by LanFen Chu & Michael McAleer & Chi-Chung Chen - 728 Estimating the Impact of Whaling on Global Whale Watching
by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer - 727 GFC-Robust Risk Management Strategies under the Basel Accord
by Michael McAleer & Juan-à ngel Jiménez-MartÃn & Teodosio Pérez-Amaral - 726 Asymmetry and Long Memory in Volatility Modelling
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - 725 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - 724 Model Selection and Testing of Conditional and Stochastic Volatility Models
by Massimiliano Caporin & Michael McAleer - 723 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - 722 Modeling the Effect of Oil Price on Global Fertilizer Prices
by Ping-Yu Chen & Chia-Lin Chang & Chi-Chung Chen & Michael McAleer - 721 Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
by Chia-Lin Chang & Sung-Po Chen & Michael McAleer - 720 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - 719 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - 718 Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - 717 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - 716 Endogenous Voter Turnout and Income Redistribution
by Go Kotera - 715 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - 714 Great Expectatrics: Great Papers, Great Journals, Great Econometrics
by Chia-Lin Chang & Michael McAleer & Les Oxley - 713 Inequality and Economic Development:The Role of Corruption
by Nobuhiro Mizuno & Katsuyuki Naito & Ryosuke Okazawa