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~institution:"University of Canterbury / Dept. of Economics and Finance"
~language:"eng"
~subject:"Incomplete market"
~subject:"Spillover effect"
~subject:"Welt"
~type_genre:"Working Paper"
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Incomplete market
Spillover effect
Welt
Volatility
10
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Estimation
6
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6
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McAleer, Michael
8
Chang, Chia-Lin
5
Chen, Chi-chung
3
Evans, Lewis T.
2
Hogan, Seamus D.
2
Jackson, Peter R.
2
Khamkaew, Thanchanok
2
Roengchai Tansuchat
2
Chen, Ping-yu
1
Chen, Sung-po
1
Da Veiga, Bernardo
1
Guthrie, Graeme A.
1
Hammoudeh, Shawkat
1
Hoti, Suhejla
1
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Lan Fen Chu
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Rea, Alethea
1
Rea, William
1
Reale, Marco
1
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1
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University of Canterbury / Dept. of Economics and Finance
Research Seminar in International Economics
15
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
11
Rijksuniversiteit Gent / Faculteit Economie en Bedrijfskunde
11
University of Reading / Department of Economics
11
Columbia University / Department of Economics
9
Institute of Finance and Accounting <London>
9
Universitat Pompeu Fabra / Departament d'Economia i Empresa
9
Federal Reserve Bank of San Francisco
7
Forschungsinstitut zur Zukunft der Arbeit
7
National Bureau of Economic Research
6
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5
Institut für Weltwirtschaft
5
Brown University / Department of Economics
4
Goethe-Universität Frankfurt am Main / Fachbereich Wirtschaftswissenschaften
4
Institutt for Samfunnsøkonomi <Bergen, Norwegen>
4
International Study Group on Exports and Productivity
4
School of Finance and Business Economics <Perth, Western Australia>
4
Claremont Institute for Economic Policy Studies
3
Georgetown University / Economics Department
3
Institute for International Economics <Washington, DC>
3
School of Accounting, Economics and Finance <Geelong>
3
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
3
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3
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3
Zentrum für Europäische Wirtschaftsforschung
3
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2
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2
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2
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2
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2
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2
OECD / Directorate for Financial, Fiscal and Enterprise Affairs
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Svenska Handelshögskolan <Helsinki>
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ECONIS (ZBW)
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1
A comparison of spillover effects before, during and after the 2008 financial crisis
Rea, Alethea
;
Rea, William
;
Reale, Marco
;
Scarrott, Carl
-
2012
Persistent link: https://www.econbiz.de/10009562986
Saved in:
2
An examination of Frank Wolak's model of market power and its application to the New Zealand electricty market
Evans, Lewis T.
;
Guthrie, Graeme A.
-
2011
Persistent link: https://www.econbiz.de/10009012216
Saved in:
3
A critique of Wolak's evaluation of the NZ electricity market : the incentive to exercise market power with elastic demand and transmission loss
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012218
Saved in:
4
A critique of Wolak's evaluation of the NZ electricity market : introduction and overview
Evans, Lewis T.
;
Hogan, Seamus D.
;
Jackson, Peter R.
-
2011
Persistent link: https://www.econbiz.de/10009012224
Saved in:
5
The dynamics of energy-grain prices with open interest
Hammoudeh, Shawkat
;
Sarafrazi, Soodabeh
;
Chang, Chia-Lin
; …
-
2011
Persistent link: https://www.econbiz.de/10009413662
Saved in:
6
Modelling conditional correlations in the volatility of Asian rubber spot and futures returns
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689063
Saved in:
7
How volatile is ENSO?
Lan Fen Chu
;
McAleer, Michael
;
Chen, Chi-chung
-
2010
Persistent link: https://www.econbiz.de/10008689070
Saved in:
8
Estimating the impact of whaling on global whale watching
Kuo, Hsiao-i
;
Chen, Chi-chung
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689071
Saved in:
9
Value-at-risk for country risk ratings
McAleer, Michael
;
Da Veiga, Bernardo
;
Hoti, Suhejla
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10008689072
Saved in:
10
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin
;
Khamkaew, Thanchanok
;
McAleer, Michael
; …
-
2010
Persistent link: https://www.econbiz.de/10008689074
Saved in:
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