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Authors: McKenzie, Jordi
Date: 2013
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/281101
Description: Like many other countries, the Australian recorded music industry has suffered a significant decline in sales over the last decade or so. While it would be naïve to dismiss digital piracy as a contrib ... More
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/212555
Description: In this paper, we investigate the valuation of bond options under a Markovian regime-switching Hull-White model, where both the mean-reverting level and the volatility of the interest rate are modulat ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/267000
Description: The relationship between energy consumption and economic growth has created a large body of research in the energy-economics literature. In this paper, we investigate such a relation in the case of Ch ... More
Reviewed: Reviewed
Authors: Shi, Shu-Ping
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/277383
Description: The aim of this article is to provide some empirical guidelines for the practical implementation of the Markov-switching augmented Dickey–Fuller (MSADF) test proposed by Hall et al. (J Appl Econom 14: ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/178178
Description: We conduct an empirical investigation into the financial contagion hypothesis in the context of 12 US industry portfolios. Using a four-factor asset pricing model we measure contagion as the excess co ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/286882
Description: This paper considers the impact of the 2008 short selling bans on the cross-market dynamics of stock indices across a wide range of countries. We measure the transmission of shocks between markets usi ... More
Reviewed: Reviewed
Authors: Vu, Ha | Nahm, Daehoon
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/269892
Description: This paper examines the factors that affect profit efficiency of banks in Vietnam over the period from 2000 to 2006. The effects of four groups of variables, including bank-specific characteristics, o ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/277304
Description: We show that US consumer inflation expectations are formed using a variant of adaptive expectations proposed by Mankiw et al. (2004). In particular, expectations behave differently when food and energ ... More
Reviewed: Reviewed
Authors: Magee, Shane
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/268724
Description: This paper investigates the effect of foreign currency hedging with derivatives on the probability of financial distress. I use Merton's (1974) structural default model to compute firms' distance to d ... More
Reviewed: Reviewed
Authors: Wright, Chris F
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/230818
Description: There has been significant growth of precarious work in Britain over the past three decades. This article examines the strategies adopted by unions to counteract this trend. It uses Weil's 'strategic ... More
Reviewed: Reviewed
Date: 2013
Subject Keyword: 140200 Applied Economics
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/269851
Description: Using data from the Longitudinal Survey of Immigrants to Australia, we analyse if migrants' hourly earnings vary depending on where their education was attained. We find evidence of substantial variat ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/214465
Description: Using data from the China Statistical Yearbook, trends in income inequality for urban and rural China are studied. According to our estimates, the overall Gini for China increased from 1980/81 to 2008 ... More
Reviewed: Reviewed
Date: 2013
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/164676
Description: Estimates of the cost of equity are often sensitive to the specification of the linear factor model used in their construction. In this article, we use techniques developed for high-dimensional factor ... More
Reviewed: Reviewed
Authors: Truong, Chi H
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146996
Description: Significant attention has been given to the improvement of environmental flows in recent years. An important factor to reduce the opportunity cost of flood creation needed for the environment is the a ... More
Reviewed: Reviewed
Date: 2012
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/279438
Description: 4 page(s)
Reviewed: Reviewed