Annals of Economics and Finance

2000 - 2025

Current editor(s): Heng-fu Zou

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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

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

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

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

Reflections on Growth and Development pp. 219-229: Robert Solow
Determinants of Economic Growth in a Panel of Countries pp. 231-274: Robert Barro
Urbanization and Economic Development pp. 275-341: J. Vernon Henderson
The Timing of Marriage in China pp. 343-357: Lixin Xu, Christine Qiang and Limin Wang
Equilibria for Pure Exchange Infinite Economies in the Sense of Incomplete Preference pp. 359-373: Jinqing Zhang
Sources of Exchange Rate Fluctuations: The Cases of Mexico and Thailand in the Aftermaths of their Recent Currency Crises pp. 375-400: Kevin Huang and Thaneepanichskul Suchada
Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach pp. 401-426: Chenghu Ma
A Wealth-Dependent Investment Opportunity Set: Its Effect on Optimal Consumption and Portfolio Decisions pp. 427-469: Sungsub Choi, Hyeng Koo, Gyoocheol Shim and Thaleia Zariphopoulou
Fiscal Federalism, Public Capital Formation, and Endogenous Growth pp. 471-490: Liutang Gong and Heng-Fu Zou
The Tradeoff Between Inequality and Growth pp. 491-507: Jess Benhabib

Optimal Management of Indexed and Nominal Debt pp. 1-15: Robert Barro
A Time Series Analysis of the Shanghai and New York Stock Price Indices pp. 17-35: Gregory Chow and Caroline Lawler
Price and Volatility Transmission in International Wheat Futures pp. 37-50: Jian Yang, Jin Zhang and David Leatham
Existence of Equilibrium and Zero-Beta Pricing Formula in the Capital Asset Pricing Model with Heterogeneous Beliefs pp. 51-71: Ning Sun and Zaifu Yang
Degree of Mispricing with the Black-Scholes Model and Nonparametric Cures pp. 73-101: Ramazan Gencay and Aslihan Salih
Birnbaum-Saunders and Lognormal Kernel Estimators for Modelling Durations in High Frequency Financial Data pp. 103-124: Xiaodong Jin and Janusz Kawczak
A Monte Carlo Comparison of Various Semiparametric Type-3 Tobit Estimators pp. 125-136: Insik Min, Sheng Sheu and Zijun Wang
Monitoring the Monitor: Does Ownership Matter? pp. 137-149: Yijiang Wang
Comparing Sectoral FDI Incentives: Comparative Advantages and Market Opportunities pp. 151-176: Larry Qiu
Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply pp. 177-191: Yangru Wu and Junxi Zhang
The Optimum Quantity of Debt: Technical Appendix pp. 193-217: S. Aiyagari and Ellen McGrattan