Working Paper (2003)
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Number of items: 45.
A
Anderson, John A. (2003) Optimal f and Portfolio Return Optimisation in US Futures Markets: Discussion Paper No. 133. [Working Paper]
1,738
1,738Anderson, John A. (2003) A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads. [Working Paper]
808
808Aruman, Shakila (2003) The Effectiveness of Foreign Exchange Intervention in Australia: A Factor Model Approach with GARCH Specifications. Discussion Paper No 135. [Working Paper]
284
284B
Barnett, Adrian G. & Wolff, Rodney C. (2003) A Time-Domain Test for Some Types of Non-Linearity, Discussion Paper No 168. [Working Paper] (Unpublished)
285
285C
Cain, Lara Anne (2003) Using a thimble to drink from a fire hydrant: information anxiety and the third sector. [Working Paper]
21
21Clements, Adam E. & Drew, Michael E. (2003) Investor Expectations and Systematic Risk: Discussion Paper No. 129. [Working Paper]
522
522D
Drew, Michael E. (2003) Superannuation Funds: The Fees and Performance Debate: Discussion Paper No. 130. [Working Paper]
375
375Drew, Michael E., Naughton, Tony, & Veeraraghavan, Madhu (2003) Asset Pricing in China: Evidence from the Shanghai Stock Exchange. [Working Paper]
387
387Drew, Michael E., Naughton, Tony, & Veeraraghavan, Madhu (2003) Is Idiosyncratic Volatility Priced? Evidence from the Shanghai Stock Exchange. [Working Paper]
523
523Drew, Michael E. & Stanford, Jon D. (2003) Principal and Agent Problems in Superannuation Funds: Discussion Paper No. 142. [Working Paper]
436
436Drew, Michael E. & Stanford, Jon D. (2003) Retail Superannuation Management in Australia: Risk, Cost and Alpha, Discussion Paper No 126. [Working Paper] (Unpublished)
422
422L
Lahiri, Radhika (2003) Co-operation versus Non Co-operation in R&D Competition with Spillovers. Discussion Paper No. 166. [Working Paper] (Unpublished)
509
509Lahiri, Radhika (2003) A Further Exploration of Some Computational Issues in Equilibrium Business Cycle Theory: Discussion Paper No. 136. [Working Paper] (Unpublished)
102
102Lahiri, Radhika (2003) Tax Distortions in a Neoclassical Monetary Economy in the Presence of Administration Costs : Discussion Paper No 151. [Working Paper] (Unpublished)
150
150Lee, Boon L. (2003) Interstate Comparison of Output and Productivity in the Australian Agricultural Sector, 1991 to 1999, Discussion Paper No 161. [Working Paper]
317
317Li, Steven (2003) A single-period model and some empirical evidences for optimal asset allocation with value-at-risk constraints: Discussion Paper No 143. [Working Paper]
294
294M
McCarthy, Scott D. (2003) Hedging versus not hedging: strategies for managing foreign exchange transaction exposure, Discussion Paper No 162. [Working Paper]
21,788
21,788R
Robinson, Marc (2003) Co-operation versus Non Co-operation in R&D Competition with Spillovers, Discussion Paper 165. [Working Paper] (Unpublished)
399
399Robinson, Marc (2003) Tightening the Results/Funding Link in Performance Budgeting Systems Discussion Paper No. 147. [Working Paper]
447
447Robinson, Marc (2003) The output concept and public sector services: Discussion paper No 155. [Working Paper] (Unpublished)
950
950S
Steinberg, Margaret & Cain, Lara (2003) Managing an ageing third sector workforce: international and local perspectives. [Working Paper]
28
28Steinberg, Margaret & Cain, Lara (2003) Putting paid to prescribed roles : a new era for Australian women and philanthropy. [Working Paper]
20
20Steinberg, Richard (2003) Introductory Chapter to The Economics of Nonprofit Enterprises. [Working Paper]
37
37Steinberg, Richard & Wilhelm, Mark (2003) Giving: The next generation – parental effects on donations. [Working Paper]
21
21V
Valadkhani, Abbas (2003) Does the term structure predict Australia's future output growth? Discussion Paper No. 139,. [Working Paper]
214
214Valadkhani, Abbas (2003) History Of Macroeconometric Modelling: Lessons From Past Experience: Discussion Paper No. 131. [Working Paper] (Unpublished)
621
621Valadkhani, Abbas (2003) How Many Jobs Were Lost With the Collapse of Ansett? Discussion Paper No. 137. [Working Paper] (Unpublished)
488
488Valadkhani, Abbas (2003) Long and Short-Run Determinants of Money Demand in New Zealand: Evidence from Cointegration Analysis: Discussion Paper No. 132. [Working Paper] (Unpublished)
267
267Valadkhani, Abbas (2003) An empirical analysis of the black market exchange rate in Iran: Discussion Paper No. 144. [Working Paper]
339
339Valadkhani, Abbas & Alauddin, Mohammad (2003) Demand for M2 in Developing Countries: An Empirical Panel Investigation: Discussion Paper No. 149. [Working Paper]
735
735Valadkhani, Abbas & Layton, Allan P. (2003) Quantifying the Effect of GST on Inflation in Australia’s Capital Cities: An Intervention Analysis: Discussion Paper No 153. [Working Paper] (Unpublished)
1,608
1,608W
West, Tracey A. & Worthington, Andrew C. (2003) Macroeconomic risk factors in Australian commercial real estate, listed property trust and property sector stock returns: A comparative analysis using GARCH-M. [Working Paper] (Unpublished)
790
790Wolff, Rodney C., Yao, Qiwei, & Tong, Howell (2003) Statistical Tests for Lyapunov Exponents of Deterministic Systems. Discussion paper No 167. [Working Paper] (Unpublished)
Worthington, Andrew C. (2003) Business expectations and preferences regarding the introduction of daylight saving in Queensland: Discussion Paper No. 145. [Working Paper]
333
333Worthington, Andrew C. (2003) Debt as a source of financial stress in Australian households. Discussion Paper No. 164. [Working Paper] (Unpublished)
517
517Worthington, Andrew C. (2003) Emergency finance in Australian households: An empirical analysis of capacity and sources. Discussion paper No 163. [Working Paper] (Unpublished)
148
148Worthington, Andrew C. (2003) Losing sleep at the market: An empirical note on the daylight saving anomaly in Australia: Discussion Paper No. 146. [Working Paper] (Unpublished)
360
360Worthington, Andrew C., Brown, Kerry A., Crawford, Mary C., & Pickernell, David (2003) Socioeconoic and demographic determinants of household gambling in Australia. Discussion Paper No. 156. [Working Paper] (Unpublished)
2,191
2,191Worthington, Andrew C. & Higgs, Helen (2003) Modelling the Intraday Return Volatility Process In The Australian Equity Market: An Examination Of The Role Of Information Arrival In S&P/Asx 50 Stocks. Discussion Paper No. 150. [Working Paper] (Unpublished)
908
908Worthington, Andrew C. & Higgs, Helen (2003) Risk, return and portfolio diversification in major painting markets: The application of conventional financial analysis to unconventional investments: Discussion paper No 148. [Working Paper] (Unpublished)
876
876Worthington, Andrew C. & Higgs, Helen (2003) Tests of random walks and market efficiency in Latin American stock markets: An empirical note. Discussion Paper No. 157. [Working Paper] (Unpublished)
2,550
2,550Worthington, Andrew C. & Higgs, Helen (2003) Weak-form market efficiency in European emerging and developed stock markets. Discussion Paper No. 159. [Working Paper] (Unpublished)
3,228
3,228Worthington, Andrew C. & Higgs, Helen (2003) A multivariate GARCH analysis of the domestic transmission of energy commodity prices and volatility: A comparison of the peak and off-peak periods in the Australian electricity spot market Discussion Paper No. 140. [Working Paper] (Unpublished)
814
814Worthington, Andrew C. & Valadkhani, Abbas (2003) Measuring the impact of natural disasters on capital markets: An empirical application using intervention analysis. Discussion Paper No. 154. [Working Paper] (Unpublished)
1,442
1,442