//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"KIER Working Papers"
~person:"Gruber, Jonathan"
~person:"Gupta, Rangan"
~person:"McAleer, Michael"
~person:"Slemrod, Joel"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Health care reform" OR "Health care systems" OR "USA"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility spillovers
2
BEKK
1
Chinese stock market
1
EGARCH
1
Financial performance
1
GARCH
1
GJR
1
HAR
1
International tourist arrivals
1
MGARCH
1
Size effects
1
Small-firm effects
1
Spillover effects
1
Stochastic dominance
1
Tourism
1
VARMA
1
VARMA-AGARCH
1
VARMA-GARCH
1
approximate long memory
1
asymmetry
1
conditional correlation
1
crude oil prices
1
daily effects
1
exchange rates
1
forward returns
1
futures returns
1
global financial crisis
1
hypothesis testing
1
leverage
1
multivariate GARCH
1
risk aversion
1
risk seeking
1
spatial aggregation
1
spot returns
1
temporal aggregation
1
test statistic
1
weekly effects
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Language
All
Undetermined
5
Author
All
Gruber, Jonathan
Gupta, Rangan
McAleer, Michael
Slemrod, Joel
Chang, Chia-Lin
3
Allen, David
1
Amram, Ron
1
Bai, Zhidong
1
Hsu, Hui-Kuang
1
Li, Hua
1
Okada, Akira
1
Tansuchat, Roengchai
1
Wong, Wing-Keung
1
more ...
less ...
Institution
All
Institute of Economic Research, Kyoto University
5
Published in...
All
KIER Working Papers
Working paper / National Bureau of Economic Research, Inc.
114
Econometric Institute research papers
44
NBER working paper series
33
Department of Economics working paper series
25
The American economic review
25
Working papers / University of Connecticut, Department of Economics
21
Discussion paper / Tinbergen Institute
18
National tax journal
15
The North American journal of economics and finance : a journal of financial economics studies
14
Working paper
14
Journal of public economics
13
NBER Working Paper
12
Tinbergen Institute Discussion Paper
12
CIRJE F-Series
11
American economic journal : a journal of the American Economic Association
10
Applied economics
10
Journal of health economics
10
Tax policy and the economy
10
The journal of economic perspectives : EP ; a journal of the American Economic Association
10
Working papers / Office of Tax Policy Research
9
Econometric Institute Research Papers
8
The review of economics and statistics
8
International review of economics & finance : IREF
7
The quarterly journal of economics
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
Applied economics letters
6
Economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Working Papers in Economics
6
Annals of financial economics
5
Documentos de Trabajo del ICAE
5
Journal of economic literature
5
Mathematics and Computers in Simulation (MATCOM)
5
The journal of real estate finance and economics
5
Energy economics
4
International tax and public finance
4
Journal of human resources : JHR
4
Journal of risk and financial management : JRFM
4
Applied Economics
3
more ...
less ...
Source
All
RePEc
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for
USA
and China
Bai, Zhidong
;
Li, Hua
;
McAleer, Michael
;
Wong, Wing-Keung
-
Institute of Economic Research, Kyoto University
-
2012
We derive the limiting process of the stochastic dominance statistics for risk averters as well as for risk seekers when the underlying processes might be dependent or independent. We take account of the dependency of the partitions and propose a bootstrap method to decide the critical point. In...
Persistent link: https://www.econbiz.de/10010551390
Saved in:
2
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
TTourism is a major source of service receipts. The two leading tourism countries for Taiwan are Japan and
USA
. Daily … data from 1/1/1990 to 31/12/2008 are used to model tourist arrivals from the world,
USA
and Japan to Taiwan, as well as …
Persistent link: https://www.econbiz.de/10008489840
Saved in:
3
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2012
sources to Taiwan, namely
USA
, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …
Persistent link: https://www.econbiz.de/10010599816
Saved in:
4
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
McAleer, Michael
;
Allen, David
;
Amram, Ron
-
Institute of Economic Research, Kyoto University
-
2011
neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and
USA
. China’s increasing integration into …
Persistent link: https://www.econbiz.de/10009390617
Saved in:
5
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
Institute of Economic Research, Kyoto University
-
2010
international oil market, namely West Texas Intermediate (
USA
), Brent (North Sea), Dubai/Oman (Middle East), and Tapis (Asia …
Persistent link: https://www.econbiz.de/10008461877
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->