Working Papers

From University of Tasmania, Tasmanian School of Business and Economics
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17518: Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks

Satoshi Yamazaki, Jing Tian and Firmin Doko Tchatoka

17213: Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies

Mardi Dungey and Dinesh Gajurel

17212: A survey of research into broker identity and limit order book

Thu Phuong Pham and Joakim Westerholm

17211: Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange

Thu Phuong Pham

17210: An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume

Thu Phuong Pham and Joakim Westerholm

17209: On the Impact of the Global Financial Crisis on the Euro Area

Xiaoli He, Jan Jacobs, Gerard Kuper and Jenny Ligthart

17208: International Transmissions to Australia: The Roles of the US and Euro Area

Mardi Dungey and Denise Osborne

17096: Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach

Ronald Ratti and Joaquin Vespignani

17027: Chinese resource demand and the natural resource supplier

Mardi Dungey, Renee Fry-McKibbin and Verity Linehan

16920: Not all international monetary shocks are alike for the Japanese economy

Joaquin Vespignani and Ronald Ratti

16875: On bootstrap validity for specification tests with weak instruments

Firmin Doko Tchatoka

16874: Chinese Monetary Expansion and the US Economy

Joaquin Vespignani and Ronald Ratti

16436: International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China

Joaquin Vespignani and Ronald Ratti

15728: Crude Oil Prices: China’s Influence Over 1996-2011

Ronald Ratti and Joaquin Vespignani

15727: Crude Oil Prices and Liquidity, the BRIC and G3 countries

Ronald Ratti and Joaquin Vespignani

15473: Ranking systemically important financial institutions

Mardi Dungey, Matteo Luciani and David Veredas

15064: Identification-robust inference for endogeneity parameters in linear structural models

Firmin Doko Tchatoka and Jean-Marie Dufour

15063: Specification tests with weak and invalid instruments

Firmin Doko Tchatoka

15062: Liquidity and crude oil prices: China’s influence over 1996-2011

Ronald Ratti and Joaquin Vespignani

15061: On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments

Firmin Doko Tchatoka

15030: Endogenous crisis dating and contagion using smooth transition structural GARCH

Mardi Dungey, George Milunovich, Susan Thorp and Minxian Yang

14565: Testing for partial exogeneity with weak identification

Firmin Doko Tchatoka

12975: On the correspondence between data revision and trend-cycle decomposition

Mardi Dungey, Jan Jacobs, Jing Tian and Simon van Norden

11817: Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

Mardi Dungey, Gerald Dwyer and Thomas Flavin

11610: A SVECM Model of the UK Economy and The Term Premium

Mardi Dungey and M Tugrul Vehbi

10668: Subset hypotheses testing and instrument exclusion in the linear IV regression

Firmin Doko Tchatoka

10652: Do contacts matter in the process of getting a job in Cameroon?

Firmin Doko Tchatoka and Thierry Yogo

10646: First home buyers' support schemes in Australia

Mardi Dungey, Graeme Wells and Sam Thompson

10575: Financial crises in Asia: concordance by asset market or country?

Mardi Dungey, Jan Jacobs and Lestano Lestano

10452: Decomposing the Price Effect on the Cost of Living for Australian Households

Paul Blacklow

10451: Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market

Mardi Dungey, Nagaratnam Jeyasreedharan and Tuo Li

10450: Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)

Mardi Dungey and Lyudmyla Hvozdyk

10449: Assessing the Impact of Worker Compensation Premiums on Employment in Tasmania

Paul Blacklow

10448: Non-Linear Pricing with Homogeneous Customers and Limited Unbundling

Hugh Sibly

10447: Detecting Contagion with Correlation: Volatility and Timing Matter

Mardi Dungey and Abdullah Yalama

10446: From Trade-to-Trade in US Treasuries

Mardi Dungey, Ólan Henry and Michael McKenzie

10445: Economic Assessment of the Gunns Pulp Mill 2004 - 2008

Graeme Wells

10282: Innovation contracts with leakage through licensing

Shane Evans

10281: Franchise Contracts with Ex Post Limited Liability

Shane Evans

10280: Menus of linear contracts in procurement with type-dependent reservation utility

Shane Evans

10062: Measuring eco-innovation

A Arundel and Rene Kemp

9854: How Firms Innovate: R&D, Non-R&D, and Technology Adoption

Can Huang, Anthony Arundel and Hugo Hollanders

9289: Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence

Paul Blacklow, Aaron Nicholas and Ranjan Ray

7383: Software for Teaching Aggregate Demand and Supply Models

Graeme Wells

7339: A Taxonomy of Monopolistic Pricing

Hugh Sibly and Ann Marsden

7335: Vertical Product Differentiation with Linear Pricing

Hugh Sibly

7335: Quality Versus Quantity in Vertically Differentiated Products Under Non-Linear Pricing

Hugh Sibly

7284: Economics, Property Rights and Fishery Management

Harry Campbell

3156: Yet Another Trading Simulation: The nonimmediacy Model

Nagaratnam Jeyasreedharan

2519: Rationing Recreational Access to Wilderness and Other Natural Areas

Hugh Sibly