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Subject
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Eigenfactor 13 C3PO 11 PI-BETA 11 h-index 11 Article Influence 10 IFI 10 Research assessment measures 10 STAR 10 daily capital charges 7 incomplete markets 7 violation penalties 7 Impact factor 6 Value-at-Risk (VaR) 6 Volatility 6 global financial crisis 6 leverage 6 optimizing strategy 6 two-country model 6 Immediacy 5 Zinfluence 5 volatility 5 Basel II Accord 4 Cluster Analysis 4 Industrial Agglomeration 4 MGARCH 4 agglomeration 4 aggressive risk management 4 asymmetry 4 conditional correlations 4 conservative risk management 4 endogenous growth 4 forecasting 4 indeterminacy 4 multiple priors 4 simulation 4 volatility spillovers 4 5-year impact factor (5YIF) 3 Afghanistan 3 Article influence 3 BEKK 3
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Online availability
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Free 308
Type of publication
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Book / Working Paper 362
Language
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Undetermined 279 English 83
Author
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McAleer, Michael 92 Chang, Chia-Lin 43 Kajii, Atsushi 16 Hara, Chiaki 14 Mino, Kazuo 14 Mori, Tomoya 12 Oxley, Les 10 Stachurski, John 10 Tsukatani, Tsuneo 10 Smith, Tony E. 9 Caporin, Massimiliano 8 Nakajima, Tomoyuki 8 Shibata, Akihisa 8 Toderich, Kristina 8 Asai, Manabu 7 Franses, Philip Hans 7 Jiménez-Martín, Juan-Ángel 7 Ariga, Kenn 6 Asano, Takao 6 Chen, Chi-Chung 6 Hammoudeh, Shawkat 6 Mizobata, Satoshi 6 Osano, Hiroshi 6 Pérez-Amaral, Teodosio 6 Tansuchat, Roengchai 6 Ui, Takashi 6 Adachi, Takanori 5 Allen, David E 5 Fujita, Masahisa 5 Matsuoka, Tarishi 5 Nishimura, Kazuo 5 Okui, Ryo 5 Sekiguchi, Tadashi 5 Wakasugi, Ryuhei 5 Wong, Wing-Keung 5 Hu, Yunfang 4 Ikkatai, Seiji 4 Imai, Haruo 4 Ishii, Ryosuke 4 Khamkaew, Thanchanok 4
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Institution
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Institute of Economic Research, Kyoto University 362
Published in...
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KIER Working Papers 362
Source
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RePEc 362
Showing 61 - 70 of 362
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Job polarization and jobless recoveries in Japan: Evidence from 1984 to 2010
Furukawa, Yosuke; Toyoda, Hiroki - Institute of Economic Research, Kyoto University - 2013
This study presents evidence for the existence of job polarization in Japan, identifies its effects across four age cohorts, and shows its relationship to Japan's business cycles during 1984-2010. The findings indicate that middle-skilled occupations decreased most sharply among the youngest...
Persistent link: https://www.econbiz.de/10010674393
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Risk Modelling and Management: An Overview
Chang, Chia-Lin; Allen, David E.; McAleer, Michael; … - Institute of Economic Research, Kyoto University - 2013
The papers in this special issue of Mathematics and Computers in Simulation are substantially revised versions of the papers that were presented at the 2011 Madrid International Conference on “Risk Modelling and Management” (RMM2011). The papers cover the following topics: currency hedging...
Persistent link: https://www.econbiz.de/10010674394
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Corporate Effective Tax Rates in Asian Countries
Suzuki, Masaaki - Institute of Economic Research, Kyoto University - 2013
This paper aims to (a) calculate Devereux and Griffith’s (2003) forward-looking effective tax rates for 12 Asian countries over a span of 30 years, (b) show the impact of tax holidays on the effective tax rate in Asian countries, and (c) empirically explore the possibility of tax competition...
Persistent link: https://www.econbiz.de/10010678638
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An Axiomatization of Choquet Expected Utility with Cominimum Independence
Asano, Takao; Kojima, Hiroyuki - Institute of Economic Research, Kyoto University - 2013
This paper proposes a class of independence axioms for simple acts. By introducing the E-cominimum independence axiom that is stronger than the comonotonic independence axiom but weaker than the independence axiom, we provide a new axiomatization theorem of simple acts within the framework of...
Persistent link: https://www.econbiz.de/10010696227
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Ten Things You Should Know About DCC
Caporin, Massimiliano; McAleer, Michael - Institute of Economic Research, Kyoto University - 2013
The purpose of the paper is to discuss ten things potential users should know about the limits of the Dynamic Conditional Correlation (DCC) representation for estimating and forecasting time- varying conditional correlations. The reasons given for caution about the use of DCC include the...
Persistent link: https://www.econbiz.de/10010633099
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Generalized Least Squares Model Averaging
Liu, Qingfeng; Okui, Ryo; Yoshimura, Arihiro - Institute of Economic Research, Kyoto University - 2013
This paper proposes a method of averaging generalized least squares (GLS) estimators for linear regression models with heteroskedastic errors. We derive two kinds of Mallows' Cp criteria, calculated from the estimates of the mean of the squared errors of the tted value based on the averaged GLS...
Persistent link: https://www.econbiz.de/10010633100
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Irreversible Investment under Competition with a Markov Switching Regime
Goto, Makoto; Nishide, Katsumasa; Takashima, Ryuta - Institute of Economic Research, Kyoto University - 2013
In this paper, we study an investment problem in which two asymmetric firms face competition and the regime characterizing economic conditions follows Markov switching. We derive the value functions and investment thresholds of a leader and a follower. One of the interesting results is that in...
Persistent link: https://www.econbiz.de/10010639290
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Inward entry of Japanese banks into the Russian market
Gorshkov, Victor - Institute of Economic Research, Kyoto University - 2013
The paper represents a case study of Japanese banks operating on the Russian banking market. We particularly analyze motivation, organizational representation, entry modes and strategies of Japanese banks. We argue that in case of Japanese banks both the specificity of the home country (Japan)...
Persistent link: https://www.econbiz.de/10010659625
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Nonparametric Multiple Change Point Analysis of the Global Financial Crisis
Allen, David E; McAleer, Michael; Powell, Robert J; … - Institute of Economic Research, Kyoto University - 2013
This paper presents an application of a recently developed approach by Matteson and James (2012) for the analysis of change points in a data set, namely major financial market indices converted to financial return series. The general problem concerns the inference of a change in the distribution...
Persistent link: https://www.econbiz.de/10010661504
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Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis
McAleer, Michael; Suen, John; Wong, Wing Keung - Institute of Economic Research, Kyoto University - 2013
This paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of Technical Analysis (TA) strategies generating buy and sell signals with...
Persistent link: https://www.econbiz.de/10010663638
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