Working Paper Series

From Finance Discipline Group, UTS Business School, University of Technology, Sydney
PO Box 123, Broadway, NSW 2007, Australia.
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135: Regulatory Failure in Emerging Markets

Carolyn Currie

134: Basel II and Operational Risk - Overview of Key Concerns

Carolyn Currie

133: Partnering with the Private Sector to Introduce New Physical, Human, and Social Capital - Isolating Criteria for Success

Scott Burd and Carolyn Currie

132: Towards a General Theory of Financial Regulation: Predicting, Measuring and Preventing Financial Crises

Carolyn Currie

131: The Need for a New Theory of Economic Reform

Carolyn Currie

130: Factors Affecting the Probability of Bankruptcy

Maurice Peat

129: The Structure of Keynesian Macrodynamics: A Framework for Future Research

Carl Chiarella, Peter Flaschel and Peiyuan Zhu

128: Interacting Two-Country Business Fluctuations

Toichiro Asada, Carl Chiarella, Peter Flaschel and Reiner Franke

127: Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation

Carl Chiarella, Peter Flaschel and Willi Semmler

126: International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature

Patrick Wilson and Ralf Zurbruegg

125: Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum

Carl Chiarella, Peter Flaschel, Reiner Franke and Willi Semmler

124: Keynes-Metzler-Goodwin Model Building: The Closed Economy

Toichiro Asada, Carl Chiarella and Peter Flaschel

123: Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach

Carl Chiarella, Peter Flaschel, Reiner Franke and Willi Semmler

122: The Role of Intra-Day and Inter-Day Data Effects in Determining Linear and Nonlinear Granger Causality Between Australian Futures and Cash Index Markets

R. M. Eldridge, Maurice Peat and Max Stevenson

121: Structural Breaks and Diversification: The Impact of the 1997 Asian Financial Crisis on the Integration of Asia-Pacific Real Estate Markets

Patrick Wilson, Ralf Zurbruegg and Richard Gerlach

120: Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model

Carl Chiarella, Peter Flaschel, Gang Gong and Willi Semmler

119: Behavioural Finance and the Decision to Invest in High Tech Stocks

Sian Owen

118: Regulatory Failure in Emerging Markets

Carolyn Currie

117: Integrity and Security in the E-Century

Carolyn Currie

116: Solving the Price-Earnings Puzzle

Carl Chiarella and Shenhuai Gao

115: Modelling the Value of the S&P 500 - A System Dynamics Perspective

Carl Chiarella and Shenhuai Gao

114: Type I Spurious Regression in Econometrics

Carl Chiarella and Shenhuai Gao

113: Failures in B2C Companies; Two Examples and Lessons for New Players

Sian Owen

112: Real-Financial Interaction: Integrating Supply Side Wage-Price Dynamics and the Stock Market

Carl Chiarella, Peter Flaschel, Reiner Franke and Willi Semmler

111: Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient

Carl Chiarella, Peter Flaschel and Willi Semmler

110: The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data

Chris Bajada

109: Price Flexibility and Debt Dynamics in a High Order AS-AD Model

Carl Chiarella, Peter Flaschel and Willi Semmler

108: Output, Financial Markets and Growth

Carl Chiarella, Peter Flaschel, Reiner Franke and Willi Semmler

107: Trading in the Australian Foreign Exchange Market

Tiffany Hutcheson

106: A Decomposition of the Labour Market Participation of Married Women in Three Countries: Australia, Canada and the United States of America

Vera Brusentsev

105: The Game Academics Play: Editors Versus Authors

Joao Ricardo Faria

104: Integrating Tobin's Q with Goodwin's Nonlinear Accelerator

Joao Faria

103: An Examination of the Statistical Discrepancy and Private Investment Expenditure

Chris Bajada

102: Learning in a Generalized Dornbusch Model of Exchange Rate Dynamics

Carl Chiarella and Alexander Khomin

101: An Economic Analysis of the Peter and Dilbert Principles

Joao Faria

100: The Research Output of Academic Economists in Brazil

Joao Faria

99: Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution

Carl Chiarella, Peter Flaschel, Gangolf Groh, Carsten Köper and Willi Semmler

98: Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions

Carl Chiarella, Peter Flaschel, Gangolf Groh, Carsten Köper and Willi Semmler

97: Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation

Carl Chiarella and Peter Flaschel

96: Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model

Carl Chiarella, Peter Flaschel and Peiyuan Zhu

95: Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues

Carl Chiarella and Peter Flaschel

94: Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model

Carl Chiarella and Peter Flaschel

93: Towards Applied Disequilibrium Growth Theory: I The Starting Model

Carl Chiarella and Peter Flaschel

92: Do Ex-Dividend Drop-Offs Differ Across Markets? Evidence from Internationally Traded (ADR) Stocks

Alaganar Vt, Graham Partington and Max Stevenson

91: Confidence Intervals for the Underground Economy in Australia

Chris Bajada

90: The Dynamics of the Cobweb when Producers are Risk Averse Learners

Carl Chiarella and Xuezhong (Tony) He

89: Is There a General Criterion for Dynamic Efficiency?

M. A. C. Martins and Joao Ricardo Faria

88: Consumer Behaviour, Labour Supply and Diabetes: The Complex Case

Joao Ricardo Faria

87: The Birth of Limit Cycles in Nonlinear Oligopolies with Continuously Distributed Information Lags

Carl Chiarella and Ferenz Szidarovszky

86: The Price of Risk

Craig Ellis