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Content
Undated material is presented at the end, although it may be more recent than other items
2024
- 2024-04 Credit and Inventories in Illiquid Housing Markets
by Antonia Díaz - 2024-03 Los Retos de la Desigualdad: Medidas y Perspectivas para la Economía Internacional y el Desarrollo
[The Challenges of Inequality: Measures and Perspectives for International Economics and Development]
by Alfonso Novales Cinca - 2024-02 Strategy-Proof Social Choice Correspondences and Single Peaked Preferences
by Carmelo RodrÃguez-Ã lvarez - 2024-01 Labor reallocation effects of furlought schemes: evidence from two recessions in Spain
by Antonia DÃaz & Juan J. Dolado & Alvaro Jáñez & Félix Wellschmied
2023
- 2023-07 How Is the Spanish Economy Doing? Thoughts in Electoral Time
[¿Cómo está la economía española?: Reflexiones en período electoral]
by Alfonso Santiago Novales Cinca - 2023-06 La economía política del Plan de Recuperación, Transformación y Resiliencia
[The Political Economy of the Recovery, Transformation, and Resilience Plan]
by Alfonso Santiago Novales Cinca - 2023-05 The Evaluation of Public Policies in Spain: Misconceptions and Noncompliance
[La evaluación de políticas públicas en España: equívocos e incumplimientos]
by Alfonso Santiago Novales Cinca - 2023-04 El sector público que necesitamos tras la pandemia
by Alfonso Santiago Novales Cinca - 2023-03 The implicit (un)healthy life expectancy used for pricing long-term care insurance and life care annuities
by Carmelo Rodríguez-Álvarez & Antonio Romero-Medina - 2023-02 The implicit (un)healthy life expectancy used for pricing long-term care insurance and life care annuities
by Carlos Vidal-Meliá & Manuel Ventura-Marco & Anne M. Garvey - 2023-01 Geographic Mobility Over the Life-cycle
by Antonia Díaz & Álvaro Jáñez & Felix Wellschmied
2022
- 2022-05 Housing Prices and Credit Constraints in Competitive Search
by Antonia Díaz & Belén Jerez & Juan P. Rincón-Zapatero - 2022-04 Online Appendix to News-driven housing booms: Spain vs. Germany
by Laurentiu Guinea & Luis A. Puch & Jesús Ruiz Andújar - 2022-03 Life care annuities to help couples cope with the cost of long-term care
by Manuel Ventura-Marco & Carlos Vidal-Meliá & Juan Manuel Pérez-Salamero González - 2022-02 Desigualdad: una revisión actualizada
[Inequality: Un updated review]
by Alfonso Novales Cinca - 2022-01 The Hedging Cost of Forgetting the Exchange Rate
by Beatriz de la Flor & Javier Ojea-Ferreiro & Eva Ferreira
2021
- 2021-10 Maximal Domains for Strategy-Proof Pairwise Exchange
by Carmelo Rodríguez-Álvarez - 2021-09 Gender Distribution across Topics in the Top 5 Economics Journals: A Machine Learning Approach
by J.Ignacio Conde-Ruiz & Juan-José Ganuza & Manu García & Luis A. Puch - 2021-08 COVID-19 restrictions in the US: wage vulnerability by education, race and gender
by Borja Gambau & Juan C. Palomino & Juan G. Rodríguez & Raquel Sebastian - 2021-07 CO2 Emissions and Energy Technologies in Western Europe
by Josué Barrera-Santana & Gustavo A. Marrero & Luis A. Puch & Antonia Díaz - 2021-06 Bank Credit Risk Events and Peers’ Equity Value
by Ana-Maria Fuertes & Maria-Dolores Robles - 2021-05 From “Table 29” to the actuarial balance sheet: is it really that big a leap?
by Anne M. Garvey & Juan Manuel Pérez-Salamero González & Manuel Ventura-Marco & Carlos Vidal-Meliá - 2021-04 Differences in life expectancy between self-employed workers and paid employees when retirement pensioners: evidence from Spanish social security records
by Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá - 2021-03 The COVID-19 shock on the labour market: Poverty and inequality effects across Spanish regions
by Juan C. Palomino & Juan G. Rodríguez & Raquel Sebastian - 2021-02 Mortality and life expectancy trends for male pensioners by pension income level
by Juan Manuel Pérez-Salamero González & Marta Regúlez Castillo & Carlos Vidal-Meliá - 2021-01 Digital divides across consumers of internet services in Spain using panel data 2007-2019. Narrowing or not?
by Teodosio Pérez Amaral & Angel Valarezo Unda & Rafael López Zorzano & Teresa Garín Muñoz
2020
- 2020-04 School Choice with Transferable Students Characteristics
by Carmelo Rodríguez-Álvarez & Antonio Romero Medina - 2020-03 Wage inequality and poverty effects of lockdown and social distancing in Europe
by Juan C. Palomino & Juan G. Rodríguez & Raquel Sebastian - 2020-02 The impact of oil prices on products groups inflation: is the effect asymmetric?
by Ligia Topan & Miguel Jerez & Sonia Sotoca - 2020-01 The impact of oil prices on products groups inflation: is the effect asymmetric?
by Ligia Topan & Miguel Jerez & Sonia Sotoca
2019
- 2019-35 Heterogeneous Effect of a Non-contributory Pension. Evidence from Bolivia
by Miguel Angel Borrella-Mas & Mariano Bosch & Marcello Sartarelli - 2019-34 La política industrial del Siglo XXI
by Miguel Sebastián - 2019-33 A critical approachto basic income: costs and incentives. An approximation to the case of Spain
[Análisis crítico de la renta básica: costes e incentivos. Aplicación al caso español]
by José María Casado & Miguel Sebastián - 2019-32 News-driven housing booms: Spain vs. Germany
by Laurentiu Guinea & Luis A. Puch & Jesús Ruiz - 2019-31 A term structure model under cyclical fluctuations in interest rates
by Manuel Moreno & Alfonso Novales & Federico Platania - 2019-30 Splitting credit risk into systemic, sectorial and idiosyncratic components
by Álvaro Chamizo & Alfonso Novales - 2019-29 Long-term swings and seasonality in energy markets
by Manuel Moreno & Alfonso Novales & Federico Platania - 2019-28 Market risk when hedging a global credit portfolio
by Álvaro Chamizo & Alfonso Novales - 2019-27 Looking through systemic credit risk: determinants, stress testing and market value
by Álvaro Chamizo & Alfonso Novales - 2019-26 Volatility specifications versus probability distributions in VaR forecasting
by Laura Garcia-Jorcano & Alfonso Novales - 2019-25 Forward-looking asset correlations in the estimation of economic capital
by Álvaro Chamizo & Alexandre Fonollosa & Alfonso Novales - 2019-24 Backtesting Extreme Value Theory models of expected shortfall
by Alfonso Novales & Laura Garcia-Jorcano - 2019-23 A dominance approach for comparing the performance of VaR forecasting models
by Laura Garcia-Jorcano & Alfonso Novales - 2019-22 Does the pension system’s income statement really matter? A proposal for an NDC scheme with disability and minimum pension benefits
by Anne M. Garvey & Manuel Ventura-Marco & Carlos Vidal-Meliá - 2019-21 Re-examining the debt-growth nexus: A grouped fixed-effect approach
by Marta Gómez-Puig & Simón Sosvilla-Rivero & Inmaculada Martínez-Zarzoso - 2019-20 Improving the representativeness of a simple random sample: an optimization model and its application to the Continuous Sample of Working Lives
by Vicente Nuñez-Antón & Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Carlos Vidal-Meliá - 2019-19 Adoption of e-commerce by individuals and digital divide: Evidence from Spain
by Ángel Valarezo & Rafael López & Teodosio Pérez-Amaral - 2019-18 What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model
by Michael McAleer - 2019-17 What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model
by Michael McAleer - 2019-16 Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany
by David E. Allen & Michael McAleer - 2019-15 Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan
by Michael McAleer & Tamotsu Nakamura & Clinton Watkins - 2019-14 Risk analysis of energy in Vietnam
by Duc Hong Vo & Ngoc Phu Tran & Tam Nguyen-Thanh Duong & Michael McAleer - 2019-13 Rent seeking for export licenses: Application to the Vietnam rice market
by Tan Ngoc Vu & Duc Hong Vo & Michael McAleer - 2019-12 The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures
by Manabu Asai & Rangan Gupta & Michael McAleer - 2019-11 Modelling the relationship between crude oil and agricultural commodity prices
by Duc Hong Vo & Tan Ngoc Vu & Anh The Vo & Michael McAleer - 2019-10 Energy consumption and economic growth: Evidence from Vietnam
by Ha Minh Nguyen & Ngoc Hoang Bui & Duc Hong Vo & Michael McAleer - 2019-09 Corporate Financial Distress of Industry Level Listings in an Emerging Market
by Duc Hong Vo & Binh Vo-Ninh Pham & Trung Vu-Thanh Pham & Michael McAleer - 2019-08 CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership
by Duc Hong Vo & Ha Minh Nguyen & Anh The Vo & Michael McAleer - 2019-07 Central Bank Intervention, Bubbles and Risk in Walrasian Financial Markets
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - 2019-06 Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan
by Michael McAleer & Tamotsu Nakamura & Clinton Watkins - 2019-05 Research Ideas for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - 2019-04 Financial credit risk evaluation based on core enterprise supply chains
by WeiMing Mou & Wing-Keung Wong & Michael McAleer - 2019-03 Editorial Statement of Intent for Advances in Decision Sciences (ADS): 22nd Anniversary Special Issue in 2018
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - 2019-02 Drawbacks in the 3-factor approach of Fama and French
by David E. Allen & Michael McAleer - 2019-01 Financial inclusion and macroeconomic stability in emerging and frontier markets
by Anh The Vo & Loan Thi-Hong Van & Duc Hong Vo & Michael McAleer
2018
- 2018-28 Continuous vs Discrete Time Modelling in Growth and Business Cycle Theory
by Omar Licandro & Luis A. Puch & Jesús Ruiz - 2018-27 Asymptotic Theory for Rotated Multivariate GARCH Models
by Manabu Asai & Chia-Lin Chang & Michael McAleer & Laurent Pauwels - 2018-26 Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - 2018-25 Long Run Returns Predictability and Volatility with Moving Averages
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - 2018-24 Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks
by Chia-Lin Chang & Jukka Ilomäki & Hannu Laurila & Michael McAleer - 2018-23 “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment
by David E. Allen & Michael McAleer - 2018-22 Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates
by Manabu Asai & Shelton Peiris & Michael McAleer & David E. Allen - 2018-21 Spurious Cross-Sectional Dependence in Credit Spread Changes
by Marcin Jaskowski & Michael McAleer - 2018-20 Assessing the importance of the choice threshold in quantifying market risk under the POT method (EVT)
by Sonia Benito Muela & Mª Ángeles Navarro - 2018-19 Disentangling permanent and transitory monetary shocks with a non-linear Taylor rule
by J. A. Lafuente & R. Pérez & J. Ruiz - 2018-18 A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies
by David E. Allen & Michael McAleer & Abhay K. Singh - 2018-17 Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather
by David E. Allen & Michael McAleer & David McHardy Reid - 2018-16 Actuarial accounting for a notional defined contribution scheme combining retirement and longterm care benefits
by Carlos Vidal-Meliá & Manuel Ventura-Marco & Juan Manuel Pérez-Salamero González - 2018-15 Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - 2018-12 Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach
by Javier Ojea Ferreiro - 2018-11 Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
by Chia-Lin Chang & Michael McAleer & Shu-Han Hsu - 2018-10 Establishing National Carbon Emission Prices for China
by Chia-Lin Chang & Michael McAleer & Te-Ke Mai - 2018-09 Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - 2018-08 The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions
by Chia-Lin Chang & Michael McAleer - 2018-07 Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump
by David E. Allen & Michael McAleer & David McHardy Reid - 2018-06 Pros and cons of the impact factor in a rapidly changing digital world
by Michael McAleer & Judit Oláh & József Popp - 2018-05 Asymmetric Risk Impacts of Chinese Tourists to Taiwan
by Jukka Ilomäki & Hannu Laurila & Michael McAleer - 2018-05 Big data, computational science, economics, finance, marketing, management, and psychology: connections
by Chia-Lin Chang & Wing-Keung Wong & Michael McAleer - 2018-05 Asymmetric Risk Impacts of Chinese Tourists to Taiwan
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer - 2018-04 Bayesian analysis of realized matrix-exponential GARCH models
by Manabu Asai & Michael McAleer - 2018-03 Pricing carbon emissions in China
by Chia-Lin Chang & Te-Ke Mai & Michael McAleer - 2018-02 A statistical analysis of industrial penetration and internet intensity in Taiwan
by Chia-Lin Chang & Yu-Chieh Wu & Michael McAleer - 2018-01 An event study of chinese tourists to Taiwan
by Chia-Lin Chang & Shu-Han Hsu & Michael McAleer
2017
- 2017-26 Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory
by Manabu Asai & Shelton Peiris & Michael McAleer - 2017-25 A New Inequality Measure that is Sensitive to Extreme Values and Asymmetries
by Hang K. Ryu & Daniel J. Slottje & Michael McAleer - 2017-24 Automatic regrouping of strata in the chi-square test
by Juan Manuel Pérez-Salamero González & Marta Regúlez-Castillo & Manuel Ventura-Marco & Carlos Vidal-Meliá - 2017-23 Specification Testing of Production in a Stochastic Frontier Model
by Xu Guo & Gao-Rong Li & Wing-Keung Wong & Michael McAleer - 2017-22 Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management
by David E. Allen & Michael McAleer - 2017-21 A Generalized Email Classification System for Workflow Analysis
by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Chia-Lin Chang & Michael McAleer - 2017-20 A Tourism Financial Conditions Index for Tourism Finance
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 2017-19 Impact of Psychological Needs on Luxury Consumption
by Ning Mao & Michael McAleer & Shuyu Bai - 2017-18 Theory and Application of an Economic Performance Measure of Risk
by Cuizhen Niu & Xu Guo & Wing-Keung Wong & Michael McAleer - 2017-17 The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
by Chia-Lin Chang & Michael McAleer - 2017-16 Tourism stocks in times of crises: An econometric investigation of non-macro factors
by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer - 2017-15 Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
by Chia-Lin Chang & Michael McAleer & Guangdong Zuo - 2017-14 You’ve Got Email: A Workflow Management Extraction System
by Piyanuch Chaipornkaew & Takorn Prexawanprasut & Michael McAleer - 2017-13 Re-opening the silk road to transform chinese trade
by Ning Mao & Michael McAleer - 2017-12 Recent topical research on global, energy, health & medical, and tourism economics, and global software
by Chia-Lin Chang & Michael McAleer - 2017-11 How do unisex life care annuities embedded in a pay-as-you-go retirement system affect gender redistribution?
by Javier Pla-Porcel & Manuel Ventura-Marco & Carlos Vidal-Meliá - 2017-10 Testing for volatility co-movement in bivariate stochastic volatility models
by Jinghui Chen & Masahito Kobayashi & Michael McAleer - 2017-09 Financing and performance of female-owned firms in Middle Eastern and African Economies
by Mina Baliamoune-Lutz & Stefan Lutz - 2017-08 Connecting VIX and Stock Index ETF
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - 2017-07 Forecasting the volatility of Nikkei 225 futures
by Manabu Asai & Michael McAleer - 2017-06 The Fiction of Full BEKK
by Chia-Lin Chang & Michael McAleer
2016
- 2017-05 Spectrally-corrected estimation for high-dimensional markowitz mean-variance optimization
by Zhidong Bai & Hua Li & Michael McAleer & Wing-Keung Wong - 2017-04 Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn Spot and Futures Prices
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - 2017-03 A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies
by David E. Allen & Michael McAleer & Abhay K. Singh - 2017-02 Joint and Cross-border Patents as Proxies for International Technology Diffusion
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang - 2017-01 An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
by David E. Allen & Michael McAleer & Abhay K. Singh - 2016-18 Tourism stocks in times of crises: An econometric investigation of non-macro factors
by Anastasios Zopiatis & Christos S. Savva & Neophytos Lambertides & Michael McAleer - 2016-17 US Antidumping Petitions and Revealed Comparative Advantage of Shrimp Exporting Countries
by Chia-Lin Chang & Michael McAleer & Dang-Khoa Nguyen - 2016-16 Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events
by David E. Allen & Michael McAleer & Robert Powell & Abhay K. Singh - 2016-15 Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
by Manabu Asai & Chia-Lin Chang & Michael McAleer - 2016-14 Asymptotic Theory for Extended Asymmetric Multivariate GARCH Processes
by Manabu Asai & Michael McAleer - 2016-13 A bidding strategy for minimizing the imbalances costs for renewable generators in Spanish power markets
by Francisco Javier Eransus - 2016-12 An econometric analysis of ETF and ETF futures in financial and energy markets using generated regressors
by Chia-Lin Chang & Michael McAleer & Chien-Hsun Wang - 2016-11 Volatility spillovers for spot, futures, and ETF prices in energy and agriculture
by Chia-Lin Chang & Michael McAleer & Chia-Ping Liu - 2016-10 Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances
by Chia-Lin Chang & Michael McAleer & Yanghuiting Wang - 2016-09 Modelling and testing volatility spillovers in oil and financial markets for USA, UK and China
by Chia-Lin Chang & Michael McAleer & Jiarong Tian - 2016-08 Estimating and forecasting generalized fractional Long memory stochastic volatility models
by Shelton Peiris & Manabu Asai & Michael McAleer - 2016-07 Management science, economics and finance: A connection
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - 2016-06 Industrial penetration and internet intensity
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - 2016-05 Prediction of Gas Concentration Based on the Opposite Degree Algorithm
by Xiao-Guang Yue & Rui Gao & Michael McAleer - 2016-04 Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models
by Jinghui Chen & Masahito Kobayashi & Michael McAleer - 2016-03 Modelling volatility spillovers for bio-ethanol, sugarcane and corn
by Chia-Lin Chang & Michael McAleer & Yu-Ann Wang - 2016-02 How are VIX and Stock Index ETF Related?
by Chia-Lin Chang & Tai-Lin Hsieh & Michael McAleer - 2016-01 Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?
by Massimiliano Caporin & Chia-Lin Chang & Michael McAleer
2015
- 2015-19 Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2015-18 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
by Alfredo Garcia Hiernaux & David Esteban Guerrero Burbano & Michael McAleer - 2015-17 From Disorder to Order
by Xiao-Guang Yue & Yong Cao & Michael McAleer - 2015-16 A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Michael McAleer & Teodosio Pérez-Amaral - 2015-15 Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database
by Chia-Lin Chang & Michael McAleer - 2015-14 Behavioural, Financial, and Health & Medical Economics: A Connection
by Chia-Lin Chang & Michael McAleer & Wing-Keung Wong - 2015-13 Research Ideas for the Journal of Informatics and Data Mining: Opinion
by Michael McAleer - 2015-12 Research Ideas for the Journal of Health & Medical Economics: Opinion
by Chia-Lin Chang & Michael McAleer - 2015-11 Daily Market News Sentiment and Stock Prices
by David E. Allen & Michael McAleer & Abhay K. Singh - 2015-10 Multivariate Volatility Impulse Response Analysis of GFC News Events
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2015-09 Industrial Agglomeration and Use of the Internet
by Chia-Lin Chang & Michael McAleer & Yu-Chieh Wu - 2015-08 Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice
by Chia-Lin Chang & Yiying Li & Michael McAleer - 2015-05 Price-Level Convergence in the Eurozone
by Alfredo García Hiernaux & David Esteban Guerrero Burbano - 2015-04 Frontiers in Time Series and Financial Econometrics: An Overview
by Shiqing Ling & Michael McAleer & Howell Tong - 2015-03 On the Invertibility of EGARCH(p,q)
by Guillaume Gaetan Martinet & Michael McAleer - 2015-02 The Impact of Jumps and Leverage in Forecasting Co-Volatility
by Manabu Asai & Michael McAleer
2014
- 2014-32 Hedge Fund Portfolio Diversification Strategies Across the GFC
by David E. Allen & Michael McAleer & Shelton Peiris & Abhay K. Singh - 2014-31 Econometric Analysis of Financial Derivatives: An Overview
by Chia-Lin Chang & Michael McAleer - 2014-30 Learning and coordinating in a multilayer network
by Haydée Lugo & Maxi San Miguel - 2014-29 A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process
by Christian M. Hafner & Michael McAleer - 2014-28 On the Invertibility of EGARCH
by Guillaume Gaetan Martinet & Michael McAleer - 2014-27 European Market Portfolio Diversification Strategies across the GFC
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2014-26 Volatility Spillovers from Australia's major trading partners across the GFC
by David E. Allen & Michael McAleer & Abhay K. Singh - 2014-25 Macroeconomic and Financial Determinants of the Volatility of Corporate Bond Returns
by Belén Nieto & Alfonso Novales Cinca & Gonzalo Rubio - 2014-24 A statistical test for forecast evaluation under a discrete loss function
by Francisco Javier Eransus & Alfonso Novales Cinca - 2014-23 The Risk-Return binomial after rating changes
by Pilar Abad Romero & Maria Dolores Robles Fernández - 2014-22 Parameter Estimation Error in Tests of Predictive Performance under Discrete Loss Functions
by Francisco Javier Eransus & Alfonso Novales Cinca - 2014-21 Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan
by Chia-Lin Chang & Wei-Chen Chen & Michael McAleer - 2014-20 A Tourism Financial Conditions Index
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 2014-19 Efficiency of the Services Sector: a Parametric Approach
by Gisela Di Meglio & Stefano Visintin - 2014-18 Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay
by Michael McAleer - 2014-17 Advances in Financial Risk Management andEconomic Policy Uncertainty: An Overview
by Shawkat Hammoudeh & Michael McAleer - 2014-16 Asymmetric Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth - 2014-15 A One Line Derivation of EGARCH
by Michael McAleer & Christian M. Hafner - 2014-14 Guns, Economic Growth and Education during the second half of the Twentieth Century: Was Spain different?
by José Jurado Sánchez & Juan Ángel Jiménez Martín - 2014-13 Linking the problems of estimating and allocating unconditional capital
by Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López - 2014-12 Conditional coverage and its role in determining and assessing long-term capital requirements
by Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López - 2014-11 A new approach to the unconditional measurement of default risk
by Alejandro Ferrer Pérez & José Casals Carro & Sonia Sotoca López - 2014-10 Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations
by Chia-Lin Chang & Michael McAleer - 2014-09 Risk Measurement and risk modelling using applications of Vine Copulas
by David E. Allen & Michael McAleer & Abhay K. Singh - 2014-08 A Stochastic Dominance Approach to Financial Risk Management Strategies
by Chia-Lin Chang & Juan-Ángel Jiménez-Martín & Esfandiar Maasoumi & Teodosio Pérez Amaral - 2014-07 Does R&D increase the profit contribution of intangible assets? An exploration of European and American automotive supplierss
by Stefan Lutz - 2014-06 Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences
by Chia-Lin Chang & Michael McAleer - 2014-05 Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance
by Manabu Asai & Michael McAleer - 2014-04 Deliberation, Leadership and Information Aggregation
by Javier Rivas & Carmelo Rodríguez Álvarez - 2014-03 Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations
by Chia-Lin Chang & Michael McAleer - 2014-02 Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series
by David E. Allen & Michael McAleer & Abhay K. Singh - 2014-01 A Tourism Conditions Index
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer
2013
- 2013-41 Mean-variance portfolio methods for energy policy risk management
by Gustavo A. Marrero & Luis A. Puch & Francisco J. Ramos-Real - 2013-40 Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis
by Pilar Abad Romero & Sonia Benito Muela & Miguel Angel Sánchez Granero & Carmen López - 2013-39 The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations
by Kazumitsu Nawata & Michael McAleer - 2013-38 Age based preferences in paired kidney exchange
by Antonio Nicolò & Carmelo Rodríguez Álvarez - 2013-36 Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises
by Massimiliano Caporin & Juan Ángel Jiménez Martín & Lydia González-Serrano - 2013-35 A Theory of Vintage Capital Investment and Energy Use
by Antonia Díaz & Luis A. Puch - 2013-34 Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
by Chia-Lin Chang & Michael McAleer - 2013-33 A Capital Adequacy Buffer Model
by David E. Allen & Michael McAleer & Robert J. Powell & Abhay K. Singh - 2013-32 Credit spread modeling effects on counterparty risk valuation adjustments: a spanish case study
by Alberto Fernández Muñoz de Morales - 2013-31 Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - 2013-30 The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry
by Chia-Lin Chang & Hui-Kuang Hsu & Michael McAleer - 2013-29 Volatility Smirk as an Externality of Agency Conict and Growing Debt
by Marcin Jaskowski & Michael McAleer - 2013-28 Market Integration Dynamics and Asymptotic Price Convergence in Distribution
by Alfredo García Hiernaux & Guerrero David E. & Michael McAleer - 2013-27 International Technology Diffusion of Joint and Cross-border Patents
by Chia-Lin Chang & Michael McAleer & Ju-Ting Tang