Working Papers in Economics

From University of Canterbury, Department of Economics and Finance
Private Bag 4800, Christchurch, New Zealand.
Contact information at EDIRC.
Bibliographic data for series maintained by Albert Yee ().

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.

15/13: Can PCA Structure Changes Indicate that it is Time to Trade?

Libin Yang, William Rea and Alethea Rea

15/12: Does Financing of Chinese Mergers and Acquisitions Have “Chinese Characteristics”?

Lulu Gu and W. Reed

15/11: Testing For Unit Roots With Cointegrated Data

W. Reed

15/10: Evaluating the Returns to Funding Different Measures of Student Disadvantage: Evidence From New Zealand

Jeremy Clark and Susmita Roy Das

15/09: Testing Psychological Forward Induction in the Lost Wallet Game

Maroš Servátka and Daniel Woods

15/08: Identifying Highly Correlated Stocks Using the Last Few Principal Components

Libin Yang, William Rea and Alethea Rea

15/07: How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange

Libin Yang, William Rea and Alethea Rea

15/06: Deadlines, Procrastination, and Inattention in Charitable Giving: A Field Experiment

Stephen Knowles, Maroš Servátka and Trudy Sullivan

15/05: The Relationship Between Social Capital And Health In China

Xindong Xue and W. Reed

15/04: Honesty and Informal Agreements

Martin Dufwenberg, Maroš Servátka and Radovan Vadovic

15/03: Stock Selection with Principal Component Analysis

Libin Yang, William Rea and Alethea Rea

15/02: A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones

Hannah Cheng Juan Zhan, William Rea and Alethea Rea

15/01: Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving

Stephen Knowles and Maroš Servátka

14/33: Does Group Identity Prevent Inefficient Investment in Outside Options? An Experimental Investigation

Hodaka Morita and Maroš Servátka

14/32: The House Money Effect and Negative Reciprocity

Katarína Danková and Maroš Servátka

14/31: Investment in Outside Options as Opportunistic Behavior: An Experimental Investigation

Hodaka Morita and Maroš Servátka

14/30: Evaluating the Weights and Factors Used in the New Zealand School Decile Funding System

Jeremy Clark and Susmita Roy Das

14/29: Econometric Analysis of Financial Derivatives: An Overview

Chia-Lin Chang and Michael McAleer

14/28: Unit Root Tests, Size Distortions, and Cointegrated Data

W. Reed

14/27: Hedge Fund Portfolio Diversification Strategies Across the GFC

David Allen, Michael McAleer, Shelton Peiris and Abhay K. Singh

14/26: Replications in Economics: A Progress Report

Maren Duvendack, Richard W. Palmer-Jones and W. Reed

14/25: European Market Portfolio Diversifcation Strategies across the GFC

David Allen, Michael McAleer, Robert Powell and Abhay K. Singh

14/24: Asymmetry and Leverage in Conditional Volatility Models

Michael McAleer

14/23: Volatility Spillovers from Australia's major trading partners across the GFC

David Allen, Michael McAleer, Robert Powell and Abhay K. Singh

14/22: A Monte Carlo Analysis of Alternative Meta-Analysis Estimators in the Presence of Publication Bias

W. Reed, Raymond Florax and Jacques Poot

14/21: On the Invertibility of EGARCH

Guillaume Gaetan Martinet and Michael McAleer

14/20: Asymmetric Realized Volatility Risk

David Allen, Michael McAleer and Marcel Scharth

14/19: A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process

Christian Hafner and Michael McAleer

14/18: On the Practice of Lagging Variables To Avoid Simultaneity

W. Reed

14/17: Advances in Financial Risk Management and Economic Policy Uncertainty: An Overview

Shawkat Hammoudeh and Michael McAleer

14/16: A One Line Derivation of EGARCH

Michael McAleer and Christian Hafner

14/15: Survival Analysis of Very Low Birth Weight Infant Mortality in Taiwan

Chia-Lin Chang, Wei-Chen Chen and Michael McAleer

14/14: Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations

Chia-Lin Chang and Michael McAleer

14/13: A Tourism Financial Conditions Index

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

14/12: Risk Measurement and Risk Modelling Using Applications of Vine Copulas

David Allen, Michael McAleer and Abhay K. Singh

14/11: An Application of Correlation Clustering to Portfolio Diversification

Hannah Cheng Juan Zhan, William Rea and Alethea Rea

14/10: Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance

Manabu Asai and Michael McAleer

14/09: Discussion of “Principal Volatility Component Analysis” by Yu-Pin Hu and Ruey Tsay

Michael McAleer

14/08: Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences

Chia-Lin Chang and Michael McAleer

14/07: Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations

Chia-Lin Chang and Michael McAleer

14/06: The House Money Effect and Negative Reciprocity

Katarína Danková and Maroš Servátka

14/05: Transaction Costs, the Opportunity Cost of Time and Inertia in Charitable Giving

Stephen Knowles and Maroš Servátka

14/04: Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series

David Allen, Michael McAleer and Abhay K. Singh

14/03: A Tourism Conditions Index

Chia-Lin Chang, Hui-Kuang Hsu and Michael McAleer

14/02: The Maximum Number of Parameters for the Hausman Test When the Estimators are from Different Sets of Equations

Kazumitsu Nawata and Michael McAleer

14/01: Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc

Chia-Lin Chang and Michael McAleer

13/35: A Capital Adequacy Buffer Model

David Allen, Michael McAleer, Robert Powell and Abhay Singh

13/34: An Empirical Analysis of Sentencing Starting Points for HSE Offences

Alan Woodfield, Andrea Menclova and Stephen Hickson

13/33: A Replication of "Meta-Analysis of the Effect of Fiscal Policies on Long-Run Growth" (European Journal of Political Economy, 2004)

W. Reed and Nurul Sidek

13/32: A Note on the Practice of Lagging Variables to Avoid Simultaneity

W. Reed