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  • Baur, Dirk (Elsevier Inc, 2012)
    This paper studies the spread of the Global Financial Crisis of 2007-2009 from the financial sector to the real economy by examining ten sectors in 25 major developed and emerging stock markets. The analysis tests different ...
  • Silvennoinen, Annastiina; Thorp, Susan (Elsevier, 2013)
    Stronger investor interest in commodities may create closer integration with conventional asset markets. We estimate sudden and gradual changes in correlation between stocks, bonds and commodity futures returns driven by ...
  • Dollery, Brian; Grant, Bligh (Southern Public Administration Education Foundation, 2011)
    Sustainability has become an important ingredient in contemporary public policy. However, considerable ambiguity surrounds the precise meaning of sustainability in concrete policy contexts, such as financial sustainability ...
  • Geweke, John; Runkle, D (Federal Reserve Bank of Minneapolis, 1995)
    Almost everyone would agree--even we in the Federal Reserve System--that monetary policy can be improved. But improving it requires accurate empirical descriptions of the current policy and the relationship between that ...
  • Menzies, Gordon (Elsevier, 2004)
  • Carson, Richard; Granger, Clive; Jackson, Jeremy; Schlenker, Wolfram (Springer, 2009)
    Cycles in environmental conditions (e.g., sea-surface temperature) directly impact fish growth. This paper extends the classical Gordon-Schaefer fishery model by replacing the constant growth rate with a cyclical growth ...
  • Gu, Yuanyuan; Hole, Arne; Knox, Stephanie (Stata Press, 2013)
    In this article, we describe the gmnl Stata command, which can be used to fit the generalized multinomial logit model and its special cases.
  • Carson, Richard; Sun, Yixiao (Elsevier, 2008)
    Our results suggest that the anticipated path of China's carbon dioxide (CO2) emissions has dramatically increased over the last five years. The magnitude of the projected increase in Chinese emissions out to 2010 is several ...
  • Wang, Jianxin (Asian Development Bank, 2011)
    This paper examines volatility forecasting for the broad market indices of 12 Asian stock markets. After considering the long memory in volatility and volatility jumps, the paper incorporates local, regional, and global ...
  • Wang, Jianxin (Elsevier, 2007)
    This paper documents a strong contemporaneous relationship between foreign equity trading and market volatility in Indonesia and Thailand. Although foreign selling accounts for only a small portion of daily trading, it has ...
  • Nakano, Makoto; Nguyen, Pascal (Routledge, 2013)
    Foreign investors have in recent years increased their ownership of Japanese firms. Has this greater involvement contributed to improve firm performance? We show that the answer depends on the assumptions regarding the ...
  • Wilson, Patrick; Stevenson, S; Zurbruegg, Ralf (Springer, 2007)
    As the globalization of world financial markets continues unabated the issue of benefits arising from international diversification becomes increasingly important. Due to the fixed geographical nature of the underlying ...
  • Fiorini, Mario (John Wiley and Sons, 2012)
    The purpose of this paper is to build a dynamic structural model of educational choices in which cognitive skills shape decisions. The model is estimated by maximum likelihood using cohort data where individuals are observed ...
  • Mcculloch, James (Elsevier, 2012)
    Ane and Geman (2000) observed that market returns appear to follow a conditional Gaussian distribution where the conditioning is a stochastic clock based on cumulative transaction count. The existence of long range dependence ...
  • Gatfaoui, Hayette (ICFAI University Press, 2006)
    Since the 1980s, the fault tree theory has been known as a great development in the industrial systems' sector. Its first goal is to estimate and model the probability and events' combination which could potentially lead ...
  • Szidarovszky, Ferenc; Engel, Andrew; Chiarella, Carl (World Scientific, 2004)
  • Klimova, Anastasia; Ross, Russell (Emerald Insight, 2012)
    The purpose of this paper is to examine trends in gender inequalities in the Russian labour market between 1994 and 2001, the early period of the transition to the market economy from the old Soviet Union. Design/methodo ...
  • Klimova, Anastasia (Emerald Insight, 2012)
    The purpose of this paper is to analyse determinants of occupational allocation by gender, in Russia, between 1994 and 2001, using the only available nationally representative longitudinal survey (RLMS). Design/methodolo ...
  • Barrett, Garry; Kecmanovic, Milica (Palgrave Macmillan, 2011)
    Using Labor Force Surveys for the period 2001-2005, we find that the mean gender wage gap is Low in Serbia and declined over this period. Decompositions show that the mean gap is not explained by differences in productive ...
  • Pagan, Adrian (Wiley-Blackwell Publishing Asia, 1974)
    One of the earliest problems considered and analysed by econometricians was that posed by the presence of autocorrelation in regression models In the now classic article by Cochrane and Orcutt a definitive treatment of the ...