Items where Division is "Faculty of Social and Human Sciences > Social Sciences > Economics" and Year is 2011

Article

Bijwaard, Govert, Schluter, Christian and Wahba, Jackline (2011) The impact of labour market dynamics on the return-migration of immigrants. IZA Discssuon paper no 5722 (forthcoming in The Review of Economics and Statistics).

Escanciano, J. Carlos and Olmo, Jose (2011) Robust backtesting tests for value-at-risk models. Journal of Financial Econometrics, 9, (1), 132-161. (doi:10.1093/jjfinec/nbq021 ).

Galvao, Antonio F., Montes-Rojas, Gabriel and Olmo, Jose (2011) Threshold quantile autoregressive models. Journal of Time Series Analysis, 32, (3), 253-267. (doi:10.1111/j.1467-9892.2010.00696.x).

Makris, Miltiadis and Siciliani, Luigi (2011) Optimal incentive schemes for altruistic providers. Journal of Public Economic Theory (In Press).

Maniadis, Zacharias (2011) Selective revelation of public information and self-confirming equilibrium. International Journal of Game Theory, 17pp. (Submitted).

Mentzakis, Emmanouil, Ryan, Mandy and McNamee, Paul (2011) Using discrete choice experiments to value informal care tasks: exploring preference heterogeneity. Health Economics, 20, (8), 930-944. (doi:10.1002/hec.1656).

Mentzakis, Emmanouil, Stefanowska, Patricia and Hurley, Jeremiah (2011) A discrete choice experiment investigating preferences for funding drugs used to treat orphan diseases: an exploratory study. Health Economics, Policy and Law, 6, (3), 405-433. (doi:10.1017/S1744133110000344).

Mohd Daud, Siti Nurazira and Podivinsky, Jan M. (2011) An accumulation of international reserves and external debt: Evidence from developing countries. Global Economic Review, 40, (3), 229-249. (doi:10.1080/1226508X.2011.601626).

Mohd Daud, Siti Nurazira and Podivinsky, Jan M. (2011) Debt–growth nexus: a spatial econometrics approach for developing countries. Transition Studies Review, 18, (1), 1-15. (doi:10.1007/s11300-011-0190-6).

Olmo, Jose and Pilbeam, Keith (2011) Uncovered interest parity and the efficiency of the foreign exchange market: a re-examination of the evidence. International Journal of Finance and Economics, 16, (2), 189-204. (doi:10.1002/ijfe.429).

Olmo, Jose, Pilbeam, Keith and Pouliot, William (2011) Detecting the presence of insider trading via structural break tests. Journal of Banking and Finance, 35, (11), 2820-2828. (doi:10.1016/j.jbankfin.2011.03.013).

Olmo, Jose and Pouliot, William (2011) Early detection techniques for market risk failure. Studies in Nonlinear Dynamics & Econometrics, 15, (4), 1-15. (doi:10.2202/1558-3708.1800).

Pilbeam, Keith and Olmo, Jose (2011) The forward discount puzzle and market efficiency. Annals of Finance, 7, (1), 119-135. (doi:10.1007/s10436-010-0159-1).

Šustek, Roman (2011) Monetary business cycle accounting. Review of Economic Dynamics, 14, (4), 592-612. (doi:10.1016/j.red.2010.10.001).

Šustek, Roman (2011) Plant-level nonconvex output adjustment and aggregate fluctuations. Journal of Monetary Economics, 58, (4), 400-414. (doi:10.1016/j.jmoneco.2011.08.001).

Book Section

Paul, Helen (2011) The maintenance of British slaving forts in Africa: the activities of joint-stock companies and the Royal Navy. In, Torres, Rafael and Conway, Stephen (eds.) The Spending of the States: Military Expenditure During the Long Eighteenth Century: Patterns, Organisation, and Consequences 1650-1815. , VDM Verlag, 213-236.

Monograph

Batini, Nicoletta, Levine, Paul and Lotti, Emanuela (2011) The costs and benefits of informality. Guildford, GB, University of Surrey, 34pp. (Discussion Papers in Economics, DP 02/11).

Ioannou, Christos A., Qi, Shi and Rustichini, Aldo (2011) Group Outcomes And Group Behavior. Southampton, GB, University of Southampton, 22pp. (Discussion Papers in Economics and Econometrics, 1106).

Pitarakis, Jean-Yves and Banerjee, Anurag (2011) Piecewise local linear estimation of functional equilibrium relationships. Southampton, GB, University of Southampton, 19pp. (Discussion Papers in Economics and Econometrics, 1109 1109).

Razin, Assaf and Wahba, Jackline (2011) Welfare magnet hypothesis, fiscal burden and immigration skill selectivity. Cambridge, US, National Bureau of Economic Research, 42pp.