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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 Downloads
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 Downloads
Mardi Dungey and Dinesh Gajurel
17212: A survey of research into broker identity and limit order book Downloads
Thu Phuong Pham and Joakim Westerholm
17211: Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange Downloads
Thu Phuong Pham
17210: An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume Downloads
Thu Phuong Pham and Joakim Westerholm
17209: On the Impact of the Global Financial Crisis on the Euro Area Downloads
Xiaoli He, Jan Jacobs, Gerard Kuper and Jenny Ligthart
17208: International Transmissions to Australia: The Roles of the US and Euro Area Downloads
Mardi Dungey and Denise Osborne
17096: Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach Downloads
Ronald Ratti and Joaquin Vespignani
17027: Chinese resource demand and the natural resource supplier Downloads
Mardi Dungey, Renee Fry-McKibbin and Verity Linehan
16920: Not all international monetary shocks are alike for the Japanese economy Downloads
Joaquin Vespignani and Ronald Ratti
16875: On bootstrap validity for specification tests with weak instruments Downloads
Firmin Doko Tchatoka
16874: Chinese Monetary Expansion and the US Economy Downloads
Joaquin Vespignani and Ronald Ratti
16436: International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China Downloads
Joaquin Vespignani and Ronald Ratti
15728: Crude Oil Prices: China’s Influence Over 1996-2011 Downloads
Ronald Ratti and Joaquin Vespignani
15727: Crude Oil Prices and Liquidity, the BRIC and G3 countries Downloads
Ronald Ratti and Joaquin Vespignani
15473: Ranking systemically important financial institutions Downloads
Mardi Dungey, Matteo Luciani and David Veredas
15064: Identification-robust inference for endogeneity parameters in linear structural models Downloads
Firmin Doko Tchatoka and Jean-Marie Dufour
15063: Specification tests with weak and invalid instruments Downloads
Firmin Doko Tchatoka
15062: Liquidity and crude oil prices: China’s influence over 1996-2011 Downloads
Ronald Ratti and Joaquin Vespignani
15061: On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments Downloads
Firmin Doko Tchatoka
15030: Endogenous crisis dating and contagion using smooth transition structural GARCH Downloads
Mardi Dungey, George Milunovich, Susan Thorp and Minxian Yang
14565: Testing for partial exogeneity with weak identification Downloads
Firmin Doko Tchatoka
12975: On the correspondence between data revision and trend-cycle decomposition Downloads
Mardi Dungey, Jan Jacobs, Jing Tian and Simon van Norden
11817: Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities Downloads
Mardi Dungey, Gerald Dwyer and Thomas Flavin
11610: A SVECM Model of the UK Economy and The Term Premium Downloads
Mardi Dungey and M Tugrul Vehbi
10668: Subset hypotheses testing and instrument exclusion in the linear IV regression Downloads
Firmin Doko Tchatoka
10652: Do contacts matter in the process of getting a job in Cameroon? Downloads
Firmin Doko Tchatoka and Thierry Yogo
10646: First home buyers' support schemes in Australia Downloads
Mardi Dungey, Graeme Wells and Sam Thompson
10575: Financial crises in Asia: concordance by asset market or country? Downloads
Mardi Dungey, Jan Jacobs and Lestano Lestano
10452: Decomposing the Price Effect on the Cost of Living for Australian Households Downloads
Paul Blacklow
10451: Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market Downloads
Mardi Dungey, Nagaratnam Jeyasreedharan and Tuo Li
10450: Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) Downloads
Mardi Dungey and Lyudmyla Hvozdyk
10449: Assessing the Impact of Worker Compensation Premiums on Employment in Tasmania Downloads
Paul Blacklow
10448: Non-Linear Pricing with Homogeneous Customers and Limited Unbundling Downloads
Hugh Sibly
10447: Detecting Contagion with Correlation: Volatility and Timing Matter Downloads
Mardi Dungey and Abdullah Yalama
10446: From Trade-to-Trade in US Treasuries Downloads
Mardi Dungey, Ólan Henry and Michael McKenzie
10445: Economic Assessment of the Gunns Pulp Mill 2004 - 2008 Downloads
Graeme Wells
10282: Innovation contracts with leakage through licensing Downloads
Shane Evans
10281: Franchise Contracts with Ex Post Limited Liability Downloads
Shane Evans
10280: Menus of linear contracts in procurement with type-dependent reservation utility Downloads
Shane Evans
10062: Measuring eco-innovation Downloads
A Arundel and Rene Kemp
9854: How Firms Innovate: R&D, Non-R&D, and Technology Adoption Downloads
Can Huang, Anthony Arundel and Hugo Hollanders
9289: Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence Downloads
Paul Blacklow, Aaron Nicholas and Ranjan Ray
7383: Software for Teaching Aggregate Demand and Supply Models Downloads
Graeme Wells
7339: A Taxonomy of Monopolistic Pricing Downloads
Hugh Sibly and Ann Marsden
7335: Quality Versus Quantity in Vertically Differentiated Products Under Non-Linear Pricing Downloads
Hugh Sibly
7335: Vertical Product Differentiation with Linear Pricing Downloads
Hugh Sibly
7284: Economics, Property Rights and Fishery Management Downloads
Harry Campbell
3156: Yet Another Trading Simulation: The nonimmediacy Model Downloads
Nagaratnam Jeyasreedharan
2519: Rationing Recreational Access to Wilderness and Other Natural Areas Downloads
Hugh Sibly
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