EconPapers    
Economics at your fingertips  
 

Working Paper Series

from School of Finance and Economics, University of Technology, Sydney
PO Box 123, Broadway, NSW 2007, Australia.
Contact information at EDIRC.
Series data maintained by Duncan Ford ().

Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.


58: Stochastic Interest Rates, Transaction Costs and Immunizing Foreign Currency Risk Downloads
R. Chiang, John Okunev and M. Tippett
57: Some Further Evidence in Relation to Short Termism of Stock Prices Downloads
Ian Davidson, John Okunev and M. Tippett
56: Estimating the Term Structure of Volatility in Futures Yield - A Maximum Likelihood Approach Downloads
Ram Bhar and Carl Chiarella
55: Interest Rate Futures: Estimation of Volatility Parameters in an Arbitrage-Free Framework Downloads
Ram Bhar and Carl Chiarella
54: The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques Downloads
Ram Bhar and Carl Chiarella
53: Transformation of Heath-Jarrow-Morton Models to Markovian Systems Downloads
Ram Bhar and Carl Chiarella
52: Keynesian Monetary Growth Dynamics: The Missing Prototype Downloads
Carl Chiarella and Peter Flaschel
51: Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data Downloads
Ben Hunt
50: Modelling the Yields on Australian Coupon Paying Bonds Downloads
Ben Hunt
49: Measuring the Degree of Integration Amongst Domestic and International Real Estate and Financial Assets Markets Downloads
Pat Wilson, John Okunev and Guy Ta
48: Testing for Nonlinearities in Economic and Financial Time Series Downloads
Maurice Peat and Max Stevenson
47: Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets Downloads
John Okunev and Pat Wilson
46: Comparing and Contrasting Native Property Title Claims in South Africa and Australia Downloads
Pat Wilson and P. DuPlessis
45: Immigration and Labor Government in Australia: 1983-95 Downloads
Jock Collins
44: Chinese in Australia 1945-1994: Changing Patterns of Migration, Racialisation and Opportunity Downloads
Jock Collins and C. Reid
43: A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets Downloads
Carl Chiarella and Koji Okuguchi
42: Are Real Estate and Securities Markets Integrated? Some Australian Evidence Downloads
Pat Wilson, John Okunev and Guy Ta
41: The Changing Political Economy of Australian Racism Downloads
Jock Collins
40: A Survey of Expectations of Bankers on the Factors Business Firms Use in Selecting a Bank Downloads
Rowan Trayler, J. Nielsen and B. Brown
39: Modelling Yen Futures Return Using Daily Data From IMM and Simex Downloads
Ram Bhar
38: Earnings, Dividends and Returns: A Theoretical Model Downloads
Garry Hobbes, Graham Partington and Max Stevenson
37: Asymmetry in the Business Cycle: Evidence from the Australian Labour Markets Downloads
Maurice Peat and Max Stevenson
36: Takeover Bids, Share Prices, and the Expected Value Hypothesis Downloads
Elaine Hutson
35: Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities Downloads
Ram Bhar
34: A Limited Stock Arbitrage of the Sydney Futures Exchange SPI Contract Downloads
Ben Hunt
33: Circumstantial Evidence of the Influence of Estate Agents on Exchange Price and Market Reserve Price Downloads
Pat Wilson
32: The Sources of Unemployment: A Simple Econometric Analysis Downloads
Tom Valentine
31: Bank Share Prices and Profitability Downloads
Daniel Daugaard
30: Will We Survive the Debt Crisis? Downloads
Tom Valentine
29: Miller Modigliani and Ohlson: A Note on an Old Model in New Clothes Downloads
Graham Partington
28: Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia Downloads
Jock Collins
27: The Impact of the Closer Economic Relations Agreement on the Cultural Industries in Australia and New Zealand Downloads
Ross Jones
26: An Economic Analysis of Genetic Improvement Within a Commercial Livestock Population Downloads
Max Stevenson
25: Racism, Ethnicity and Immigration in Canada and Australia Downloads
Jock Collins and F. Henry
24: In Shared Information Services is Size Important? Downloads
Pat Wilson and Wayne Dwyer
23: Shared Information - Comparing Multilist and Franchise Operations Downloads
Pat Wilson
22: Bank Interest Rate Margins Downloads
Tom Valentine
21: Lessons From Australia's Lending Experience in the Eighties Downloads
Tom Valentine
20: Share Prices: A Comparison of Fundamental Models Downloads
Daniel Daugaard and Tom Valentine
19: Performance Differences Within the Market for Housing Downloads
Garry de Jager and Joseph Winsen
18: Performance Differences Within the Market for Housing Downloads
Pat Wilson
17: Asset Allocation and Diversification by Real Estate Sector Within a Portfolio: Two Australian Case Studies Downloads
Mike Wallace
16: Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study Downloads
Keith Chan, D McColough and Michael Skully
15: The Strategic Importance of the Rural Sector Downloads
Carolyn Currie
14: Developments in Nonlinear Economic Dynamics: Past, Present and Future Downloads
Carl Chiarella
13: The Dynamics of Speculative Behaviour Downloads
Carl Chiarella
12: Immigrant Families in Australia Downloads
Jock Collins
11: The Birth of Limit Cycles in Cournot Oligopoly Models with Time Delays Downloads
Carl Chiarella
10: A Forecasting Model of Option Pricing Volatility Downloads
Ben Hunt
9: The Need for Reform of the Australian Financial Regulatory System Downloads
Carolyn Currie
8: Exploiting Volatility Movements in the Sydney Futures Exchange's Bank Bill Contract Downloads
Ben Hunt and Ram Bhar
7: Multiculturalism in Australia: The Challenges Ahead Downloads
Jock Collins
6: Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics Downloads
Carl Chiarella
5: The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context Downloads
Simon Loria, Toan Pham and Ah Boon Sim
4: The Interaction of the Financing and Investment Decisions: Preliminary Results in the Australian Context Downloads
Carl Chiarella, Toan Pham, Ah Boon Sim and Madeleine Tan
3: Determinants of Corporate Capital Structure: Australian Evidence Downloads
Carl Chiarella, Toan Pham, Ah Boon Sim and Madeleine Tan
2: A Note on Parameters in Binomial Option Pricing Downloads
Garry de Jager
1: Costly Information, Informed Investors and the Use of Sophisticated Capital Budgeting Techniques Downloads
Mark Freeman and Garry Hobbes
Page updated 2009-11-27
Sorted by number, numeric