Volume 50

Economic Modelling

Volume 50

1

Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation

Iglesias, Emma M.

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 255 KB

english, 2015

2

Uncertainty and fiscal policy in a monetary union: Why does monetary policy transmission matter?

Oros, Cornel, Zimmer, Blandine

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 412 KB

english, 2015

3

Population aging, economic growth, and the social transmission of human capital: An analysis with an overlapping generations model

Choi, Ki-Hong, Shin, Sungwhee

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 1.47 MB

english, 2015

4

Stress-testing for portfolios of commodity futures

Paraschiv, Florentina, Mudry, Pierre-Antoine, Andries, Alin Marius

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 1.40 MB

english, 2015

5

Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?

Burns, Kelly, Moosa, Imad A.

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 1.53 MB

english, 2015

6

Incentives, performance and desirability of socially responsible firms in a Cournot oligopoly

Lambertini, Luca, Tampieri, Alessandro

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 666 KB

english, 2015

7

Optimal resource allocation in a representative investor economy

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 926 KB

english, 2015

8

Limited attention of individual investors and stock performance: Evidence from the ChiNext market

Zhang, Bing, Wang, Yudong

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 387 KB

english, 2015

9

On the efficiency of private and state-owned enterprises in mixed markets

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 600 KB

english, 2015

10

Contagion effect of the European financial crisis on China's stock markets: Interdependence and pure contagion

Shen, Pei-Long, Li, Wen, Wang, Xiao-Ting, Su, Chi-Wei

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 471 KB

english, 2015

11

A comparison of different contract forms for consumers with switching costs and changed preferences

Shen, Na, Su, Jun

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 265 KB

english, 2015

12

The dynamics of competition in remanufacturing: A stability analysis

Shi, Lian, Sheng, Zhaohan, Xu, Feng

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 4.09 MB

english, 2015

13

Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model

Ni, Zhong-Xin, Wang, Da-Zhong, Xue, Wen-Jun

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 614 KB

english, 2015

14

Price limits and corporate investment: The consumers' perspective

Sarkar, Sudipto

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 381 KB

english, 2015

15

Correlations between oil and stock markets: A wavelet-based approach

Martín-Barragán, Belén, Ramos, Sofia B., Veiga, Helena

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 1.32 MB

english, 2015

16

The banking firm and risk taking in a two-moment decision model

Broll, Udo, Guo, Xu, Welzel, Peter, Wong, Wing-Keung

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 246 KB

english, 2015

17

A “true” random effects stochastic frontier analysis for technical efficiency and heterogeneity: Evidence from manufacturing firms in Ethiopia

Hailu, Kidanemariam Berhe, Tanaka, Makoto

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 1.12 MB

english, 2015

18

Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach

Boubaker, Heni, Sghaier, Nadia

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 696 KB

english, 2015

19

Disaggregation methods based on MIDAS regression

Guay, Alain, Maurin, Alain

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 258 KB

english, 2015

20

The dynamic fiscal effects of demographic shift: The case of Australia

Kudrna, George, Tran, Chung, Woodland, Alan

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 726 KB

english, 2015

21

Avoiding carbon lock-in: Policy options for advancing structural change

Mattauch, Linus, Creutzig, Felix, Edenhofer, Ottmar

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 854 KB

english, 2015

22

Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?

Chen, Wei, Huang, Zhuo, Yi, Yanping

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 321 KB

english, 2015

23

Macroprudential rules and monetary policy when financial frictions matter

Bailliu, Jeannine, Meh, Cesaire, Zhang, Yahong

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 629 KB

english, 2015

24

The relationship between immigration and unemployment: Panel data evidence from Canada

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 235 KB

english, 2015

25

An inverse hyperbolic sine heteroskedastic latent class panel tobit model: An application to modelling charitable donations

Brown, Sarah, Greene, William H., Harris, Mark N., Taylor, Karl

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 445 KB

english, 2015

26

Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange

Hoang, Thi-Hong-Van, Wong, Wing-Keung, Zhu, Zhenzhen

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 688 KB

english, 2015

27

Decreasing marginal impatience destabilizes multi-country economies

Hirose, K., Ikeda, Shinsuke

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 387 KB

english, 2015

28

The efficiency of educational production: A comparison of the Nordic countries with other OECD countries

Bogetoft, Peter, Heinesen, Eskil, Tranæs, Torben

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 816 KB

english, 2015

29

Public policy and growth in Canada: An applied endogenous growth model with human and knowledge capital accumulation

Voyvoda, Ebru, Yeldan, Erinç

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 920 KB

english, 2015

30

Switching and asymmetric behaviour of the Okun coefficient in the US: Evidence for the 1948–2015 period

Valadkhani, Abbas, Smyth, Russell

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 458 KB

english, 2015

31

Catastrophe options with double compound Poisson processes

Journal:

Economic Modelling

Year:

2015

Language:

english

File:

PDF, 492 KB

english, 2015