Annals of Economics and Finance

2000 - 2025

Current editor(s): Heng-fu Zou

From Society for AEF
Contact information at EDIRC.
Bibliographic data for series maintained by Qiang Gao ().

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

Volume 9, issue 2, 2008

Extremum Estimation when the Predictors are Estimated from Large Panels pp. 201-222

Jushan Bai and Serena Ng

The Effects of Foreign Aid on the Creation and Distribution of Wealth pp. 223-237

Wenli Cheng, Dingsheng Zhang and Heng-Fu Zou

Fiscal Sustainability and Fiscal Soundness pp. 239-251

Haizhou Huang and Danyang Xie

Nash Bargaining, Money Creation, and Currency Union pp. 253-292

Stéphane Auray, Aurélien Eyquem, Gerard Hamiache and Jean-Christophe Poutineau

Macroeconomic Policies and Foreign Asset Accumulation in a Finite-Horizon Model pp. 293-313

Xiaoyong Cui, Liutang Gong and Ziguan Zhuang

Retailers' Incentive to Sell through a New Selling Channel and Pricing Behavior in a Multi-channel Environment pp. 315-343

Yuanzhu Lu, Xiaolin Xing and Fang-Fang Tang

Transport Infrastructure, Growth, and Poverty Alleviation: Empirical Analysis of China pp. 345-371

Wei Zou, Fen Zhang, Ziyin Zhuang and Hairong Song

Why is the Military Draft Common? Conscription and Increasing Returns pp. 373-384

Yew-Kwang Ng

Inducing Cooperation by Self-Stipulated Penalties pp. 385-395

Cheng-Zhong Qin

Mean Reversion and Consumption Smoothing: A Comment pp. 397-399

Fang Zhou, Liutang Gong and Yaping Wang

Volume 9, issue 1, 2008

Aggregate Consumption-Wealth Ratio and the Cross-Section of Stock Returns: Some International Evidence pp. 1-37

Paul Gao and Kevin Huang

Is Volatility Priced? pp. 39-75

Yueh-Neng Lin and Ken Hung

Long- and Short-Run Determinants of the Demand for Money in the Asian-Pacific Countries: An Empirical Panel Investigation pp. 77-90

Abbas Valadkhani

Does the Utility Function Form Matter for Indeterminacy in a Two Sector Small Open Economy pp. 91-101

Yan Zhang

A Selective Bail-Out International Lending of Last Resort Model pp. 103-114

Cécile Bastidon, Philippe Gilles and Nicolas Huchet

Fiscal Disparities and the Equalization Effects of Fiscal Transfers at the County Level in China pp. 115-149

Heng Yin

Credit Market Imperfections and Long-Run Macroeconomic Consequences pp. 151-175

Been-Lon Chen, Yeong-Yuh Chiang and Ping Wang

A Probabilistic Theory Of Entrepreneurial Financing pp. 177-197

Edmund Mantell

Volume 8, issue 2, 2007

Bargaining and Destructive Power pp. 217-227

Partha Dasgupta and Eric Maskin

Duality in an Industry with Fluctuating Demand pp. 229-250

Waka Cheung and Yew-Kwang Ng

Poverty and Inequality in Sub-Saharan Africa: Literature Survey and Empirical Assessment pp. 251-304

Delfin Go, Denis Nikitin, Xiongjian Wang and Heng-Fu Zou

Portfolio Selection under Parameter Uncertainty using a Predictive Distribution pp. 305-312

Ji Im, Hyun Lim, Sung Choi and Denis Nikitin

Institutions, market constellations and growth: The case of South Africa pp. 313-340

Arne Heise

Uninsurable Risks: Uncertainty in Production, the Value of Information and Price Dispersion pp. 341-383

Ana Paula Martins

The Tyranny of Numbers or the Tyranny of Methodology: Explaining the East Asian Growth Experience pp. 385-396

James Riedel

Asset Prices and Hyperbolic Discounting pp. 397-414

Liutang Gong, William Smith and Heng-Fu Zou

Volume 8, issue 1, 2007

Testing The Existence of Multiple Cycles in Financial and Economic Time Series pp. 1-20

L.A. Gil-Alanaa

Empirical Analyses of Industry Stock Index Return Distributions for the Taiwan Stock Exchange pp. 21-31

Svetlozar Rachev, Chufang Wu and Frank Fabozzi

Realized Daily Variance of S&P 500 Cash Index: A Revaluation of Stylized Facts pp. 33-56

Shirley Huang, Qianqiu Liu and Jun Yu

The Flexible Three Parameter Utility Function pp. 57-63

Denis Conniffe

Reassessment Of Currency Index By Fundamentals pp. 65-93

Hiroya Akiba and Yonghui Jia

Production and Inventory Behavior of Capital pp. 95-112

Yi Wen

Uniform Working Hours and Structural Unemployment pp. 113-136

Haoming Liu, Yi Wen and Lijing Zhu

Crisis and Consumption Smoothing pp. 137-154

Qiang Zhang and Sung Kang

Wage-Rise Contract and Entry Deterrence: Bertrand and Cournot pp. 155-165

Kazuhiro Ohnishi

Measuring Interest Rates as Determined by Thrift and Productivity pp. 167-195

Woon Gyu Choi

The Closed-form Solution for Pricing American Put Options pp. 197-215

Xiaodong Wang

Volume 7, issue 2, 2006

Using Bootstrap to Test Portfolio Efficiency pp. 217-249

Pin-Huang Chou and Guofu Zhou

A Note on the Relation between Risk Aversion, Intertemporal Substitution and Timing of the Resolution of Uncertainty pp. 251-256

Johanna Etner

How to Strengthen the International Financial System by Restructuring Sovereign Balance Sheets pp. 257-269

Ross Buckley and Peter Dirou

Investment Decisions in a New Mixed Market pp. 271-281

Kazuhiro Ohnishi

Nonlinear Trend Stationarity in Real Exchange Rates: Evidence from Nonlinear ADF tests pp. 283-294

Ata Assaf

Say's Law and the Business Cycles pp. 295-319

Xianming Meng

The Impact of Stock Exchange Rules on Volatility and Error Transmission -- The Case of Frankfurt and Zurich Cross-Listed Equities pp. 321-338

Constantinos Katrakilidis and Athanasios Koulakiotis

Comparing Competitive Equilibria with Equilibria of Labor-Managed and Capital-Managed Economies in OLG Models pp. 339-355

Bertrand Crettez and Pierre-André Jouvet

A Post-Kaleckian, Post-Olsonian Approach to Unemployment and Income Inequality in Modern Varieties of Capitalism pp. 357-383

Arne Heise

Do the Economies of Specialization Justify the Work Ethics? A Further Examination of Buchanan's Hypothesis pp. 385-403

Yew-Kwang Ng

Rating, Credit Spread, and Pricing Risky Debt: Empirical Study on Taiwan's Security Market pp. 405-424

Ken Hung, Chang-Wen Duan and Chin Yang

Real Interest Rate Parity: Evidence from Industrialized Countries pp. 425-457

Salah Nusair

Volume 7, issue 1, 2006

An Alternative to Prospect Theory pp. 1-28

Liang Zou

A Note on the Welfare Effects of Horizontal Mergers in Asymmetric Linear Oligopolies pp. 29-47

Steven Heubeck, Donald Smythe and Jingang Zhao

Asset Pricing Simultaneities: Phases and Patterns pp. 49-76

Robert Coleman

Global Versus Regional Systematic Risk and International Asset Allocations in Asia pp. 77-89

Priscilla Swartz

Local Bifurcations and Global Dynamics in a Solow-type Endogenous Business Cycles Model pp. 91-127

Orlando Gomes

The Impact of Insider Trading on the Secondary Market with Order-Driven System pp. 129-143

Xianfeng Jiang and Yongdong Shi

Elasticity of Substitution, Capital Inflow and Government Size pp. 145-156

Sajid Anwar

Distortionary, Non-Distortionary, and Distributional Properties of Environmental Taxes: Extension of Sandmo's Observation pp. 157-183

Talbot Page and Qinghua Zhang

A Computational Exploration of the Efficacy of Fibonacci Sequences in Technical Analysis and Trading pp. 185-196

Sukanto Bhattacharya and Kuldeep Kumar

Does Financial Development 'Lead' Economic Growth? The Case of China pp. 197-216

Jordan Shan and Jianhong Qi