How does the environment of an organization inuence whether workersvoluntarily provide eort? We study the power relationship betweena non-prot unit (e.g. university department, NGO, healthtrust), where workers care about the result of their work, and a bu-reaucrat, who supplies some input to the...

This paper employs an augmented version of the UECCC GARCH specificationproposed in Conrad and Karanasos (2010) which allows for lagged in-mean effects,level effects as well as asymmetries in the conditional variances. In this unifiedframework we examine the twelve potential intertemporal...

This paper employs the unrestricted extended constant conditional correlationGARCH specification proposed in Conrad and Karanasos (2008) to examine theintertemporal relationship between the uncertainties of in°ation and output growthin the US. We find that inflation uncertainty effects output...

Tse (1998) proposes a model which combines the fractionally integrated GARCH formulationof Baillie, Bollerslev and Mikkelsen (1996) with the asymmetric power ARCH specification of Ding,Granger and Engle (1993). This paper analyzes the applicability of a multivariate constant...