Narrow search
Showing 1 - 10 of 37
Cover Image
A search-based neoclassical model of capital reallocation
Dong, Feng; Wang, Pengfei; Wen, Yi - 2018 - This version: July, 2018
As a form of investment, the importance of capital reallocation between firms has been increasing over time, with the purchase of used capital accounting for 25% to 40% of firms total investment nowadays. Cross- firm reallocation of used capital also exhibits intriguing business-cycle...
Persistent link: https://www.econbiz.de/10011911555
Cover Image
Hayashi meets Kiyotaki and Moore : a theory of capital adjustment cost
Wang, Pengfei; Wen, Yi - 2010
Persistent link: https://www.econbiz.de/10008668603
Cover Image
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
Cover Image
A trinomial test for paired data when there are many ties
Bian, Guorui; McAleer, Michael; Wong, Wing Keung - 2010
Persistent link: https://www.econbiz.de/10008669933
Cover Image
Evaluating macroeconomic forecasts : a review of some recent developments
Franses, Philip Hans; McAleer, Michael; Legerstee, Rianne - 2010
Persistent link: https://www.econbiz.de/10008670049
Cover Image
Ten things we should know about time series
McAleer, Michael; Oxley, Les - 2010
Persistent link: https://www.econbiz.de/10008688841
Cover Image
Thresholds, news impact surfaces and dynamic asymmetric multivariate GARCH
Caporin, Massimiliano; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008689069
Cover Image
How volatile is ENSO?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2010
Persistent link: https://www.econbiz.de/10008689070
Cover Image
Asymmetry and long memory in volatility modelling
Asai, Manabu; McAleer, Michael; Medeiros, Marcelo C. - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008695596