Annals of Economics and Finance

2000 - 2024

Current editor(s): Heng-fu Zou

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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

Volume 6, issue 2, 2005

Optimal Tax and Education Policy When Agents Differ in Altruism and Productivity pp. 209-228

Helmuth Cremer, Pierre Pestieau, Emmanuel Thibault and Jean-Pierre Vidal

Business Cycles pp. 229-250

Sergio Rebelo

A Bootstrap Test for Conditional Symmetry pp. 251-261

Liangjun Su and Sainan Jin

Costly State Monitoring and Reserve Requirements pp. 263-288

Rangan Gupta

Estimation of Parameters in Multiple Regression with Missing Covariates Using a Modified First Order Regression Procedure pp. 289-301

H. Toutenburg, V. Srivastava, Shalabh and C. Heumann

Ownership and Sector Performance in Current China -- A Regional Study pp. 303-317

Chunrong Ai and Mei Wen

Income Inequality and Economic Growth: A Simple Theoretical Synthesis pp. 319-329

Been-Lon Chen and Jang-Ting Guo

Portfolio Selection with Little Information about the Future pp. 331-335

Klaus Hellwig

A New Approach for Interpreting Long-Run Returns, Applied to IPO and SEO Stocks pp. 337-363

Jan Jakobsen and Torben Voetmann

Volume 6, issue 1, 2005

Liquidity Shocks, Banking System Failures, and Supranational Lending of Last Resort Facilities pp. 1-24

Germana Corrado

Tax Policy Under Keeping Up with the Joneses and Imperfect Competition pp. 25-36

Jang-Ting Guo

Incentive Compatible Collusion and Investment pp. 37-52

Hongbin Cai and Uday Rajan

"Favors" for Sale: Strategic Analysis of a Simple Menu Auction with Adverse Selection pp. 53-73

Didier Laussel and Michel Breton

Calendar Effects in Chinese Stock Market pp. 75-88

Lei Gao and Gerhard Kling

Utilization of Home Healthcare Service by Medicare-Medicaid Dual Eligibles pp. 89-104

Jaeun Shin and Sangho Moon

Semiparametric Efficient Estimation of Partially Linear Quantile Regression Models pp. 105-127

Yiguo Sun

The Effect of Monetary Policy on Bank Lending and Aggregate Output: Asymmetries from Nonlinearities in the Lending Channel pp. 129-153

Jui-Chuan Chang and Dennis Jansen

A Simple Matching Method for Estimating Sample Selection Models Using Experimental Data pp. 155-167

Songnian Chen and Yahong Zhou

An Analysis of Political Changes on Nikkei 225 Stock Returns and Volatilities pp. 169-183

Chin-Tsai Lin and Yi-Hsien Wang

Dichotomous Asset Pricing Model pp. 185-207

Liang Zou

Volume 5, issue 2, 2004

Management of Public Utilities in China pp. 185-210

Jean-Jacques Laffont

Kernel Estimation of Multivariate Conditional Distributions pp. 211-235

Jeffrey Racine, Qi Li and Xi Zhu

Capital Taxation May Survive in Open Economies pp. 237-244

Michael Braulke and Giacomo Corneo

Savings and Income Distribution pp. 245-270

Hongyi Li and Heng-Fu Zou

Decision for the Optimal Location -- Waiting Timing Relationship in A Real Options Model pp. 271-282

Chin-Tsai Lin and Cheng-Ru Wu

A Heavy-Tailed Distribution for ARCH Residuals with Application to Volatility Prediction pp. 283-298

Dimitris Politis

A Note on Consumption and Savings under Knightian Uncertainty pp. 299-311

Jianjun Miao

Moral Hazard with Rating Agency: An Incentive Contracting Approach pp. 313-333

Bappaditya Mukhopadhyay

Equilibrium Selling Mechanisms pp. 335-355

Yongmin Chen and Ruqu Wang

Debt Contract, Strategic Default, and Optimal Penalties with Judgement Errors pp. 357-372

David Alary and Christian Gollier

Volume 5, issue 1, 2004

Growth and Development: A Schumpeterian Approach pp. 1-25

Philippe Aghion

Efficient Union Contracts in the Presence of Homogeneous Labor and Differentiated Unions pp. 27-46

Ana Paula Martins and Rui Coimbra

Specific Human Capital, Credible Commitment and Optimal Capital Structure pp. 47-59

Xiaozu Wang and Tian Zhu

Multiple Equilibria and Interfirm Macro-Externality: An Analysis of Sluggish Real Adjustment pp. 61-77

Yew-Kwang Ng and Ying Wu

Modeling Volatility for the Chinese Equity Markets pp. 79-92

Frank Fabozzi, Radu Tunaru and Tony Wu

Optimal Stopping of Active Portfolio Management pp. 93-126

Kyoung Choi, Hyeng Koo and Do Kwak

Economic Reform and Growth in China pp. 127-152

Gregory Chow

Business, Government, and the Information Environment: Stock Trading and Earnings Shocks in China, Indonesia, and Singapore pp. 165-195

Warren Bailey, Yuan Gao and Connie Mao