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 (albert.yee@canterbury.ac.nz).

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.

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

Chia-Lin Chang and Michael McAleer

11/42: Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

David E. Allena, Ron Amrama and Michael McAleer

11/41: Using Online Assessment to Replace Invigilated Assessment in Times of a Natural Disaster - Are Some Online Assessment Conditions Better than Others?

Stephen Hickson and Steve Agnew

11/40: Assigning Grades During an Earthquake - Shaken or Stirred?

Stephen Hickson and Stephen Agnew

11/39: Do People Keep Socially Unverifiable Promises?

Cary Deck, Maroš Servátka and Steven Tucker

11/38: Symbols, Group Identity and the Hold-up Problem

Hodaka Morita and Maroš Servátka

11/37: Chinese Overseas M&A Performance and the Go Global Policy

Lulu Gu and W. Reed

11/36: New Zealand Corporate Boards in Transition: Composition, Activity and Incentives Between 1995 and 2010

Glenn Boyle and Xu (Jane) Ji

11/35: Socio-economic Diversity, Social Capital, and Tax Filing Compliance in the United States

James Alm, Jeremy Clark and Kara Leibel

11/34: Does Higher Social Diversity Affect People’s Contributions to Local Schools? Evidence from New Zealand

Hayden Armstrong and Jeremy Clark

11/33: One For All or All For One? Using Multiple-listing Information in Event Studies

Lulu Gu and W. Reed

11/32: The Rise and Fall of S&P500 Variance Futures

Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

11/31: How Competitive are Female Professionals? A Tale of Identity Conflict

Charles Cadsby, Maroš Servátka and Fei Song

11/29: The Cost of Cost Studies

Eric Crampton, Matt Burgess and Brad Taylor

11/28: GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies

Paulo Araújo Santos, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

11/27: Citations and Impact of ISI Tourism and Hospitality Journals

Chia-Lin Chang and Michael McAleer

11/26: Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures

Roberto Casarin, Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

11/25: Analyzing Fixed-event Forecast Revisions

Philip Hans Franses, Chia-Lin Chang and Michael McAleer

11/24: The Dynamics of Energy-Grain Prices with Open Interest

Shawkat Hammoudeh, Soodabeh Sarafrazi, Chia-Lin Chang and Michael McAleer

11/23: Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation

Massimiliano Caporin and Michael McAleer

11/22: Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range

Cathy W. S. Chen, Richard Gerlach, Bruce B. K. Hwang and Michael McAleer

11/21: Chinese Dairy Farm Performance and Policy Implications in the New Millennium

Hengyun Ma, Les Oxley, Shanmin Guo, Huacang Tang, Yiping Wu, Jikun Huang, Allan Rae and Scott Rozelle

11/20: Instrument Versus Target Rules As Specifications of Optimal Monetary Policy: What are the Issues, If Any?

Richard T. Froyen and Alfred Guender

11/19: The Timeless Perspective vs. Discretion: Theory and Monetary Policy Implications for an Open Economy

Alfred Guender

11/18: CPI Inflation Targeting and the UIP Puzzle: An Appraisal of Instrument and Target Rules

Alfred Guender

11/17: Risk Spillovers in Oil-Related CDS, Stock and Credit Markets

Shawkat Hammoudeh, Teng Dong Liu, Chia-Lin Chang and Michael McAleer

11/16: Evaluating Individual and Mean Non-Replicable Forecasts

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

11/15: Causality Between Market Liquidity and Depth for Energy and Grains

Ramazan Sarı, Shawkat Hammoudeh, Chia-Lin Chang and Michael McAleer

11/14: Comment on "Promises and Partnership"

Cary Deck, Maroš Servátka and Steven Tucker

11/13: Words Speak Louder Than Money

Maroš Servátka, Steven Tucker and Radovan Vadovic

11/12: Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures

Chia-Lin Chang, Juan Jimenez-Martin, Michael McAleer and Teodosio Pérez-Amaral

11/11: Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX

Isao Ishida, Michael McAleer and Kosuke Oya

11/10: An Examination of Frank Wolak’s Model of Market Power and its Application to the New Zealand Electricity Market

Lewis Evans and Graeme Guthrie

11/09: A Critique of Wolak’s Evaluation of the NZ Electricity Market: The Incentive to Exercise Market Power with Elastic Demand and Transmission Loss

Seamus Hogan and Peter Jackson

11/08: A Critique of Wolak’s Evaluation of the NZ Electricity Market: Introduction and Overview

Lewis Evans, Seamus Hogan and Peter Jackson

11/07: An Experimental Study of Bubble Formation in Asset Markets Using the Tâtonnement Trading Institution

Volodymyr Lugovskyy, Daniela Puzzello and Steven Tucker

11/06: How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience

Chia-Lin Chang, Michael McAleer and Les Oxley

11/05: International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord

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

11/04: The Impact of Agricultural Technology Adaption on Income Inequality in Rural China

Shijun Ding, Laura Meriluoto, W. Reed, Dayun Tao and Haitao Wu

11/03: Using Model Selection Algorthims to Obtain Reliable Coefficient Estimates

Jennifer Castle, Xiaochuan Qin and W. Reed

11/02: More Evidence on the Use of Constructed-Response Questions in Principles of Economics Classes

Stephen Hickson and W. Reed

11/01: Group Identity and Relation-Specific Investment: An Experimental Investigation

Hodaka Morita and Maroš Servátka

10/79: Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors

Felix Chan, Michael McAleer and Marcelo C. Medeiros

10/78: Asymmetric Adjustments in the Ethanol and Grains Markets

Chia-Lin Chang, Li-Hsueh Chen, Shawkat Hammoudeh and Michael McAleer

10/77: Testing the Box-Cox Parameter for an Integrated Process

Jian Huang, Masahito Kobayashi and Michael McAleer

10/76: Dynamic Conditional Correlations for Asymmetric Processes

Manabu Asai and Michael McAleer

10/75: What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?

Chia-Lin Chang, Philip Hans Franses, Michael McAleer and Les Oxley

10/74: Evaluating Combined Non-Replicable Forecasts

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

10/73: Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH

Massimiliano Caporin and Michael McAleer

10/72: Operating Procedures and the Expectations Theory of the Term Structure of Interest Rates: A Note on the New Zealand Experience from 1989 to 2008

Alfred Guender and Allan G.J. Wu