In this paper we use the Kaminsky-Lizondo-Reinhart (KLR) [Kaminsky, G., Lizondo, S., Reinhart, C., 1998. Leading Indicators of Currency Crises. International Monetary Fund Staff Papers 45, 1-48.] approach to conduct an ex-post study of the probabilities of China suffering a currency crisis...

It is well recognized that the left turn reduces the intersection capacity significantly, because some of the traffic lanes cannot be used to discharge vehicles during its green phases. In this paper, we operationalize the phase swap sorting strategy (Xuan, 2011) to use most, if not all, traffic...

This paper investigates the capacitated lot sizing problem in closed-loop supply chain considering setup costs, product returns, and remanufacturing. We formulate the problem as a mixed integer program and propose a Lagrangian relaxation-based solution approach. The resulting Lagrangian...

This paper investigates the structural changes of volatility spillovers between Chinese A-share and B-share markets induced by a regulation change on February 19, 2001, that allowed Chinese domestic investors to trade in the B-share market. The empirical results of the study, using...

Banks are important for mobilizing savings and then channeling those funds to productive investment projects. While providing these and other services that contribute to economic growth and development, banks take on various types of risks with the expectation that the return they receive will...

Banks are important for mobilizing savings and then channeling those funds to productive investment projects. While providing these and other services that contribute to economic growth and development, banks take on various types of risks with the expectation that the return they receive will...