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Serial No.
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Author(s)
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Title
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|---|---|---|
| 2015005 | Joshua Aizenman, University of Southern California and NBER Mahir Binici, Central Bank of Turkey Michael M. Hutchison, University of California, Santa Cruz |
The Transmission of Federal Reserve Tapering News to Emerging Financial Markets |
| 2015004 |
Dominik Blatt, Maastricht University
Bertrand Candelon, IPAG Business School
Hans Manner, University of Cologne
|
|
| 2015003 |
B. Candelon, IPAG Business School
S. Tokpavi, University of Paris Ouest Nanterre La Defense
|
A Nonparametric Test for Granger-causality in Distribution with Application to Financial Contagion |
| 2015002 | Annette Meinusch and Peter Tillmann, Justus-Liebig-University Gieβen | Quantitative Easing and Tapering Uncertainty: Evidence from Twitter |
| 2015001 |
Joshua Aizenman, USC and the NBER
|
|
Serial No.
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Author(s)
|
Title
|
|---|---|---|
| 2014016 |
Akihisa Shibata, Kyoto University
Takuma Kunieda, City University of Hong Kong
|
* Forthcoming: Pacific Economic Review
|
| 2014015 |
Fumiko Tamura, News Corp, and Takuma Kunieda, City University of Hong Kong
|
|
|
2014014
|
Junbo Wang, City University of Hong Kong, and Chunchi Wu, State University of New York at Buffalo
|
|
| 2014013 |
Yan He (Indiana University Southeast), Junbo Wang (City University of Hong Kong), and K.C. John Wei (The Hong Kong University of Science and Technology)
|
|
| 2014012 |
Hai Lin (Victoria University of Wellington), Junbo Wang (City University of Hong Kong), and Chunchi Wu (State University of New York at Buffalo)
|
|
|
2014011
|
Christoph Fischer, Deutsche Bundesbank
|
|
|
2014010
|
Alejandro Bernales, Universidad de Chile
|
|
| 2014009 |
Michael B Devereux (University of British Columbia) and James Yetman (Bank for International Settlements)
|
* Forthcoming: Journal of International Money and Finance
|
| 2014008 |
Yin-Wong Cheung (City University of Hong Kong) and Eiji Fujii (Kwansei Gakuin University)
|
* Forthcoming: Oxford Economic Papers
|
|
2014007
|
John Fernald, Mark M. Spiegel and Eric T. Swanson (US Federal Reserve Bank of San Francisco)
|
|
|
2014006
|
Yin-Wong Cheung (City University of Hong Kong) and Dagfinn Rime (Norges Bank and BI Norwegian Business School)
|
|
|
2014005
|
Raphael A Auer (Swiss National Bank, ETH Zurich and CEPR) and Aaron Mehrotra (Bank for International Settlements)
|
* Forthcoming: Journal of International Money and Finance
|
|
2014004
|
Joshua Aizenman (University of Southern California and NBER) and Hiro Ito (Portland State University)
|
|
|
2014003
|
Christoph Fischer (Deutsche Bundesbank), and Oliver Hossfeld (Deutsche Bundesbank and Leipzip Graduate School of Management)
|
* Forthcoming: Journal of International Money and Finance
|
| 2014002 | Andrew K. Rose (University of California, Berkeley) |
* Forthcoming: Journal of International Money and Finance
|
| 2014001 |
Jess Benhabib (New York University), Alejandro Corvalan (Universidad Diego Portales) and Mark M. Spiegel (Federal Reserve Bank of San Francisco)
|
* Published online: Federal Reserve Bank of San Francisco
|
|
Serial No.
|
Author(s)
|
Title
|
|---|---|---|
|
2013038
|
Takuma Kunieda (CityU), Keisuke Okada (Hiroshima Shudo University) and Akihisa Shibata (Kyoto University)
|
How Do Legal Institutions Emerge? |
|
2013039
|
Takuma Kunieda (CityU), Tarishi Matsuoka (Tokyo Metropolitan University) and Akihisa Shibata (Kyoto University)
|
Asset Bubbles, Technology Choice, and Financial Crises |
|
2013040
|
Takuma Kunieda (CityU), Keisuke Okada (Hiroshima Shudo University) and Akihisa Shibata (Kyoto University) | Do Collateral Constraints Matter? Evidence from the Current Account Dynamics Before and After the East Asian Financial Crisis |
| 2013041 |
Junbo Wang (CityU), Yan He (Indiana University Southeast New Albany) and K.C. John Wei (HKUST)
|
|
|
2013042
|
Yin-Wong Cheung (CityU) and Risto Herrala (Bank of Finland, Institute for Economies in Transition)
|
* Published in 2014: Pacific Economic Review, 19(1), 112-134
|
|
2013043
|
Aziz Alimov (CityU)
|
* Published in 2014: Journal of Corporate Finance, 25, 122-139
|
|
2013044
|
Aziz Alimov (CityU)
|
|
|
2013045
|
Martin Feldkircher, Oesterreichische Nationalbank, and Iikka Korhonen (Bank of Finland Institute for Economies in Transition)
|
|
|
2013047
|
Du Du (CityU)
|
* Published in 2013: Journal of Financial Economics, 110 (3), 730-751
|
|
2013048
|
Daniel Preve (CityU) and Yiu-Kuen Tse (Singapore Management University)
|
* Published in 2013: Journal of Applied Econometrics, 28 (7), 1138-1152
|
|
2013049
|
Daniel Preve (CityU) and Xijia Liu (Uppsala University)
|
|
|
2013050
|
Darius Palia (Rutgers University), Yaxuan Qi (CityU) and Yangru Wu (Rutgers University)
|
|
|
2013051
|
Qianqian Huang (CityU), Feng JIang (State U New York), Erik Lie (University of Iowa) and Ke Yang (Lehigh University)
|
* Published in 2014: Journal of Financial Economics, 112 (2), 269-286
|
| 2013052 | Takuma Kunieda, City University of Hong Kong | A Note on the Crowd-in Effect of Asset Bubbles in the Perpetual Youth Model |
|
2013053
|
Alan T.K. Wan, City University of Hong Kong
Shangyu Xie, University of International Business and Economics, China
Yong Zhou, Chinese Academy of Sciences and Shanghai University of Finance and Economics, China
|
* Forthcoming: Journal of Business & Economic Statistics
|
| 013054 | Alan T.K. Wan, City University of Hong Kong Xinyu Zhang and Shouyang Wang, Chinese Academy of Science |
* Published in 2014: International Journal of Forecasting, 30 (1), 118-128
|
| 2013055 | Jiyun Cao, Nankai University, China Arijit Mukherjee, Loughborough University, UK, and CESifo, Germany |
Foreign direct investment, unionised labour markets and welfare |
| 2013056 | Cho-Hoi Hui, and Tom Pak-Wing Fong, Hong Kong Monetary Authority |
* Forthcoming: International Review of Economics and Finance
|
|
Serial No.
|
Author(s)
|
Title
|
|---|---|---|
|
2012021
|
Zhen Min Fang (CityU) and Xin Jiang (CityU)
|
Effects of Opionions and Short-sale Constraints on the Dual Listed Chinese Shares
* Published in 2013: China Finance Review International, 3 (1), 61 - 89
|
|
2012022
|
Takuma Kunieda (CityU) and Akihisa Shibata (Kyoto University)
|
Asset Bubbles, Economic Growth, and a Self-fulfilling Financial Crisis: A Dynamic General Equilibrium Model of Infinitely Lived Heterogeneous Agents
|
|
2012023
|
Takuma Kunieda (CityU) and Akihisa Shibata (Kyoto University)
|
Financial Globalization and Animal Spirits
|
|
2012024
|
Joseph Y. Y. Wong and Kui-Wai Li (CityU)
|
Performance of Economic and Political Factors in Sustainable Growth Accelerations
|
|
2012025
|
Pohan Fong (CityU) and Jianpeng Deng (CityU)
|
Dynamic Legislative Bargaining with Endogenous Proposers
|
|
2012026
|
Hai Lin (University of Otago), Junbo Wang (CityU) and Chunchi Wu (State University of New York)
|
Momentum Spillover from Stocks to Bonds: The Role of Liquidity Risk
* Published in 2013: The Journal of Fixed Income, 23 (1), 5-42
|
|
2012027
|
Ka Yui Charles Leung (CityU), Wai Yin Patrick Cheung (CityU), and Chi Ho Edward Tang (CityU)
|
Financial Crisis and the Co-movements of Housing Sub-markets
* Published in 2013: International Real Estate Review, 16(1), 68-118
|
|
2012028
|
Kuang-Liang Chang (National Chiayi University), Nan-Kuang Chen (National Taiwan University), and Charles Ka Yui Leung (CityU)
|
In the Shadow of the United States: The International Transmission Effect of Asset Returns?
* Published in 2013: Pacific Economic Review, 18 (1), 1-40
|
|
2012029
|
Angus C. Chu (Durham University), Charles K. Y. Leung (CityU), and Edward Tang (CityU)
|
Intellectual Property Rights, Technical Progress and the Volatility of Economic Growth?
* Published in 2012: Journal of Macroeconomics, 34 (3), 749-756
|
|
2012030
|
Azizjon A Alimov (CityU)
|
Product Market Competition and the Value of Corporate Cash
* Published in 2014: Journal of Corporate Finance, 25, 122-139
|
|
2012031
|
Deokwoo Nam (CityU) and Wei Dong (Bank of Canada)
|
Exchange Rates and Individual Good's Price Misalignment: Evidence of Long-horizon Predictability
* Published in 2013: Journal of International Money and Finance, 32, 611-636
|
|
Serial No.
|
Author(s)
|
Title
|
|---|---|---|
|
2011001
|
Real Arai (Kyoto University), Takuma Kunieda (CityU)
|
Sustainability of Fiscal Policy Rules and Credit Constraints: Theory and Evidence
|
|
2011002
|
Ryoonhee Kim (CityU)
|
Joint Determination of Leverage and Managerial Incentive Compensation:Theory and Evidence
|
|
2011003
|
Yu Zheng (CityU)
|
Information Production in the Process of Securitization
|
|
2011004
|
Haitao Li (University of Michigan), Tao Li (CityU), and Cindy Yu (Iowa State University)
|
No-Arbitrage Taylor Rules with Switching Regimes
* Published in 2013: Management Science, 59 (10), 2278-2294
|
|
2011005
|
Yu Zheng (CityU)
|
Skill Premium, College Enrollment and Education Signals
|
|
2011006
|
Kui-Wai Li (CityU)
|
Identifying the Signs of Currency Speculation in Hong Kong’s Linked Exchange Rate
|
|
2011007
|
Kasing Man (Western Illinois University), Junbo Wang (CityU) and Chunchi Wu (State University of New York)
|
Price Discovery in the U.S. Treasury Market: Auto mation versus Intermediation
* Published in 2013: Management Science, 59 (3), 695-714
|
|
2011008
|
Vikas Kakkar (CityU) and Isabel Yan(CityU)
|
Real Exchange Rates and Productivity: Evidence from Asia
* Published in 2012: Journal of Money Credit and Banking, 44 (2-3), 301-322
|
|
2011009
|
Xueping Wu (CityU) and Jun Yao (PolyU)
|
Understanding the rise and decline of the Japanese main bank system: The changing effects of bank rent extraction
* Published in 2012: Journal of Banking & Finance, 36 (1), 36-50
|
|
2011010
|
Takuma Kunieda (CityU) and Akihisa Shibata (Kyoto University)
|
Collateral Constraints and Legal Protection of Lenders: A Macroeconomic Perspective
|
|
2011011
|
Kenneth K.S.Chan (CityU), Vinh Q. T. Dang (University of Macau) and Isabel K.M.Yan (CityU)
|
Effects of Financial Liberalization and Political Connection on Listed Chinese Firms’ Financing Constraints
* Published in 2012: The World Economy, 35 (4), 483-499
|
|
2011012
|
Terence Tai-Leung Chong (The Chinese University of Hong Kong), Tau-Hing Lam ((The Chinese University of Hong Kong) and Isabel K.M. Yan (CityU)
|
Is the Chinese Stock Market Really Inefficient?
* Published in 2012: China Economic Review, 23 (1), 122-137
|
|
2011013
|
Y. Peter Chung (University of California), Hyun Seung Na (CityU), Richard Smith (University of California)
|
How Important Is Capital Structure Policy to Firm Survival?
* Published in 2013: Journal of Corporate Finance, 22, 83-103
|
|
2011014
|
Yan He (Indiana University Southeast), Junbo Wang (CityU)
|
Stock Split Decisions: A Synthesis of Theory and Evidence
* Published in 2012: Journal of Applied Finance, 2, 124-142
|
|
2011015
|
Vikas Kakkar (CityU) and Isabel K.M. Yan (CityU)
|
Sectoral Capital-Labor Ratios and Total Factor Productivity: Evidence From Asia
* Published in 2011: Review of International Economics, 19 (4), 674-684
|
|
2011016
|
Edwin L.C. Lai (HKUST) and Isabel K.M. Yan (CityU)
|
Would global patent protection be too weak without international coordination?
* Published in 2013: Journal of International Economics, 89 (1), 42-54
|
|
2011017
|
Takuma Kunieda (CityU), Keisuke Okada (Kyoto University), and Akihisa Shibata (Kyoto University)
|
Corruption, Globalization, and Economic Growth: Theory and Evidence
* Forthcoming: International Economics
|
|
2011018
|
Kui-Wai Li (CityU)
|
The Exchange Rate and Interest Rate Differential Relationship: Evidence from Two Financial Crises
|
|
2011019
|
Daniel Diermeier (Northwestern University) and Pohan Fong (CityU)
|
Non-Cooperative Characterizations of the Von Neumann-Morgenstern Stable Sets in Dynamic Policy-Making with a Persistent Agenda Setter
* Published in 2012: Games and Economic Behavior, 76 (1), 349-353
|
|
2011020
|
Takuma Kunieda (CityU), Keisuke Okada (Kyoto University) and Akihisa Shibata (Kyoto University)
|
Finance and Inequality: How Does Globalization Change Their Relationship?
* Published in 2014: Macroeconomic Dynamics, 18 (5), 1091-1128
|
