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Collection's Items (Sorted by Submit Date in Descending order): 951 to 1000 of 1075
Issue DateTitleAuthor(s)
2005Testing For Financial Contagion Between Developed And Emerging Markets During The 1997 East Asian CrisisArestis, P; Caporale, GM; Cipollini, A; Spagnolo, N
2005Long Run And Cyclical Dynamics In The Us Stock MarketCaporale, GM; Gil-Alana, LA
2005Modelling Stochastic Volatility In Asset Returns Using Fractionally Integrated Semiparametric TechniquesCaporale, GM; Gil-Alana, LA
2005Testing For Deterministic And Stochastic Cycles In Macroeconomic Time SeriesCaporale, GM; Gil-Alana, LA
2005Shocks and shock absorbers: The International Propagation Of Equity Market Shocks and the design of appropriate policy responsesBarrell, R; Davis, EP
2005Equity prices and the real economy - A vector error-correction approachBarrell, R; Davis, EP
2005Contracting Out Public Service Provision to Not-for-Profit FirmsBennett, J; Iossa, E
2005Delegation of Contracting in the Private Provision of Public ServicesBennett, J; Iossa, E
2005Long Memory At The Long-Run And The Seasonal Monthly Frequencies In The Us Money StockCaporale, GM; Gil-Alana, LA
2005Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
2005The role of pension funds as institutional investors in emerging marketsDavis, EP
2004Is there a link between pension-fund assets and economic growth? - A cross-country studyDavis, EP; Hu, YW
2004Testing Of Nonstationarities In The Unit Circle,Long Memory Processes And Day Of The Week Effects In Financial DataCaporale, GM; Gil-Alana, LA; Nazarski, M
2004Long Memory at the Long Run And At The Cyclical Frequencies: Modelling Real Wages In England, 1260 -1994Caporale, GM; Gil-Alana, LA
2004Measuring Half-Lives Using A Non-Parametric Bootstrap ApproachCaporale, GM; Cerrato, M; Spagnolo, N
2004The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo StudyCaporale, GM; Ntantamis, C; Pantelidis, T; Pittis, N
2005Stock market integration and European Monetary UnionDavis, EP; Ioannidis, C; Spagnolo, N
2004The Stochastic Unit Root Model And Fractional Integration: An Extension To The Seasonal CaseCaporale, GM; Gil-Alana, LA
2004Nelson And Plosser Revisited: Evidence From Fractional Arima ModelsCaporale, GM; Gil-Alana, LA
2004Non-Linearities And Fractional Integration In The Us Unemployment RateCaporale, GM; Gil-Alana, LA
2004Panel Data Tests Of PPP: A Critical OverviewCaporale, GM; Cerrato, M
2005The Asymmetric Effects Of A Common Monetary Policy In EuropeCaporale, GM; Soliman, AM
2005Targets, Zones and Asymmetries: A Flexible Nonlinear model of Recent UK Monetary PolicyBoinet, V; Martin, C
2005Uncertainty and Monetary Policy Rules in the United StatesMartin, C; Milas, C
2004External financing of US corporations: Are loans and securities complements or substitutes?Davis, EP; Ioannidis, C
2004Finite-sample Quantiles of The Jarque-Bera TestLawford, S
2004The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary CaseLawford, S; Stamatogiannis, M P
2004The IPO spread and conflicts of interestsKojima, N
2004Financial contracts and strategic customer exclusionKojima, N
2004Identifying and Solving Multivariate Rational Expectations Models (Updated: 01/2005)Hunter, J; Ioannidis, C
2004Executive Stock Option Exercises and the Predictive Ability of Transaction ValueKyriacou, K; Mase, B
2004Price Cap, Revenue Sharing and Information AcquisitionIossa, E; Stoffolini, F
2004The Equity PremiumKyriacou, K; Madsen, J; Mase, B
2004Uncertainty and UK Monetary PolicyMartin, C; Milas, C
2004Contracting Out Public Service Provision to Non-for-profit FirmsBennett, J; Iossa, E
2004Commercial property prices and bank performanceDavis, EP; Zhu, H
2004The specification of cross exchange rate equations used to test Purchasing Power ParityHunter, J; Simpson, M
2003GMM and present value test of the C-CAPM under transactions costs: Evidence from the UK stock marketGregoriou, A; Ioannidis, C
2003Liquidity effects due to information costs from changesGregoriou, A; Ioannidis, C
2003Non linear inflationary dynamics: evidence from the UKArghyrou, MG; Martin, C; Milas, C
2003Equity prices, productivity growth and the "new economy"Madsen, J; Davis, EP
2003Panel estimation of the impact of exchange rate uncertainty on investment in the major industrial countriesByrne, JP; Davis, EP
2003Macroeconomic effects of reallocation shocks: a generalised impulse response function analysis for three European countriesPanagiotidis, T; Pelloni, G; Polasek, W
2003Demographics and financial asset prices in the major industrial economiesDavis, EP; Li, C
2003Market efficiency and the Euro: the case of the Athens Stock ExchangePanagiotidis, T
2003A panel analysis of UK industrial company failureHunter, J; Isachenkova, N
2001Efficiency and News in Exchange Rate Market. The Euro/Dollar CaseCanale, RR; Napolitano, O
2001Finite Horizon Portfolio SelectionMonoyios, M
2002Are currency crises self-fulfilling? The case of ArgentinaBoinet, V; Napolitano, O; Spagnolo, N
2002Unemployment alters the set-point for life satisfactionClark, AF; Georgellis, Y; Lucas, RE; Diener, E
Collection's Items (Sorted by Submit Date in Descending order): 951 to 1000 of 1075