Working Papers in Economics

From University of Canterbury, Department of Economics and Finance
Private Bag 4800, Christchurch, New Zealand.
Contact information at EDIRC.
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13/31: A Replication of "The Political Determinants of Federal Expenditure at the State Level (Public Choice, 2005)

Stratford Douglas and W. Reed

13/30: Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures

Hooi Hooi Lean, Michael McAleer and Wing-Keung Wong

13/29: The Centre Matters for the Periphery of Europe: The Predictive Ability of a GZ-Type Spread for Economic Activity in Europe

Alfred Guender and Bernard Tolan

13/27: The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry

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

13/25: Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission

James Cox, Maroš Servátka and Radovan Vadovic

13/24: International Technology Diffusion of Joint and Cross-border Patents

Michael McAleer, Chia-Lin Chang and Ju-Ting Tang

13/23: Herding, Information Cascades and Volatility Spillovers in Futures Markets

Michael McAleer and Kim Radalj

13/22: Risk Modeling and Management: An Overview

Chia-Lin Chang, David Allen, Michael McAleer and Teodosio Pérez-Amaral

13/21: Ten Things You Should Know About the Dynamic Conditional Correlation Representation

Massimiliano Caporin and Michael McAleer

13/20: Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis

Michael McAleer, John Suen and Wing-Keung Wong

13/19: Central Bank Intervention and Exchange Rate Volatility: Evidence from Japan Using Realized Volatility

Ai-ru (Meg) Cheng, Kuntal Das and Takeshi Shimatani

13/18: Modeling and Simulation: An Overview

Michael McAleer, Felix Chan and Les Oxley

13/17: Home Heating and Asthma in New Zealand

Rachel Susan Webb and Andrea Menclova

13/16: Ten Things You Should Know About DCC

Massimiliano Caporin and Michael McAleer

13/15: Forecasting Fines for Health and Safety in Employment Offences in New Zealand

Alan Woodfield, Stephen Hickson and Andrea Menclova

13/14: An Empirical Analysis of Changing Guidelines for Health and Safety in Employment Sentences in New Zealand

Alan Woodfield, Stephen Hickson and Andrea Menclova

13/13: The Composition of Health and Safety in Employment Sentences in New Zealand: An Empirical Analysis

Andrea Menclova and Alan Woodfield

13/12: Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

13/11: REPLICATION STUDY: Hoover and Pecorino (Public Choice, 2005)

Stratford Douglas and W. Reed

13/10: What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance

Chia-Lin Chang and Michael McAleer

13/09: Statistical Modelling of Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Ching-Chung Chang

13/08: Has the Basel Accord Improved Risk Management During the Global Financial Crisis

Michael McAleer, Juan Jimenez-Martin and Teodosio Pérez-Amaral

13/07: Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility

Ping-Yu Chen, Chia-Lin Chang, Chi-Chung Chen and Michael McAleer

13/06: Recent Developments in Financial Economics and Econometrics: An Overview

Chia-Lin Chang, David Allen and Michael McAleer

13/05: REPLICATION STUDY: Toya and Skidmore (Economics Letters, 2007

W. Reed and Robert Mercer

13/04: Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism

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

13/03: Buybacks versus Ordinary Dividends: Marginal Investor Reactions to Cash-return Announcements

Warwick Anderson and Samuel McLaughlin

13/02: Event Studies in thinly-traded markets: An improvement to the market model

Warwick Anderson

13/01: The Role of mid-year dividends as predictors of yearly earnings

Warwick Anderson

12/19: Statistical Modeling of Recent Changes in Extreme Rainfall in Taiwan

Lan-Fen Chu, Michael McAleer and Szu-Hua Wang

12/18: Dealing with Trading Thinness in Event Studies: An Improved Trade-to-Trade Model

Warwick Anderson

12/17: An Examination of the Effect of Messages on Cooperation under Double-Blind and Single-Blind Payoff Procedures

Cary Deck, Maroš Servátka and Steven Tucker

12/16: Group Identity and Relation-Specific Investment: An Experimental Investigation

Hodaka Morita and Maroš Servátka

12/15: How Volatile is ENSO for Global Greenhouse Gas Emissions And the Global Economy?

Lau-Fen Chu, Michael McAleer and Chi-Chung Chen

12/14: ABC on Deals

Martin Dufwenberg, Maroš Servátka and Radovan Vadovic

12/13: Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence

Chia-Lin Chang, Michael McAleer and Les Oxley

12/12: Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments

Philip Hans Franses, Michael McAleer and Rianne Legerstee

12/11: Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability

Chia-Lin Chang and Michael McAleer

12/10: Risk Management and Financial Derivatives: An Overview

Shawkat Hammoudeh and Michael McAleer

12/09: Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

Chia-Lin Chang, Michael McAleer and Roengchai Tansuchat

12/08: Information Asymmetry, Market Segmentation and Cross-Listing: Implicatons for Event Study Methodology

Lulu Gu and W. Reed

12/07: Chinese Overseas M&A Performance and the Go Global Policy

Lulu Gu and W. Reed

12/06: Robust Ranking of Multivariate GARCH Models by Problem Dimension

Massimiliano Caporin and Michael McAleer

12/05: Robust Ranking of Journal Quality: An Application to Economics

Chia-Lin Chang, Esfandiar Maasoumi and Michael McAleer

12/04: Forecasting Value-at-Risk Using Block Structure Multivariate Stochastic Volatility Models

Manabu Asai, Massimiliano Caporin and Michael McAleer

12/03: A comparison of Spillover Effects before, during and after the 2008 Financial Crisis

Alethea Rea, William Rea, Marco Reale and Carl Scarrott

12/02: What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance

Chia-Lin Chang and Michael McAleer

12/01: Status Quo Effects in Fairness Games: Acts of Commission vs. Acts of Omission

James Cox, Maroš Servátka and Radovan Vadovic

11/44: A Method for Inferring Batting Conditions in ODI Cricket from Historical Data

Scott Brooker and Seamus Hogan

11/43: How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics

Chia-Lin Chang and Michael McAleer