Economic Modelling,
August 2019
Green Table of Contents
Volume 80
Pages 1-466
Panel LM unit root tests with level and trend shifts
Kyung So Im, Junsoo Lee, Margie Tieslau
Pages 1-10
Information asymmetry, cluster trading, and market efficiency: Evidence from the Chinese stock market
Yingyi Hu, Jean-Luc Prigent
Pages 11-22
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How index investment impacts commodities: A story about the financialization of agricultural commodities
Camille A•t-Youcef
Pages 23-33
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Country factors and the investment decision-making process of sovereign wealth funds
J. Amar, B. Candelon, C.
Lecourt, Z. Xun
Pages 34-48
Our currency, your attention: Contagion spillovers of investor attention on currency returns
You Wu, Liyan Han, Libo Yin
Pages 49-61
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Crude oil and equity market comovements among Asia's for little dragons countries. Evidence of unobserved components approach
Ikrame Ben Slimane, Jihed Majdoub, Salim Ben Sassi
Pages 62-74
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Empirical tests on the asset pricing model with liquidity risk: An unobserved components approach
Malick Fall, Wa‘l Louhichi,
Jean Laurent Viviani
Pages 75-86
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Detecting periods of exuberance: A look at the role of aggregation with an application to house prices
Efthymios Pavlidis, Enrique
Mart’nez-Garc’a, Valerie Grossman
Pages 87-102
The Ôcurse of dimensionalityÕ resolved: The effects of climate change and trade barriers in large dimensional modelling
Tom Kompas, Pham Van Ha
Pages 103-110
Real estate prices and systemic banking crises
Yang Deng, Yan Zeng, Zhirui
Li
Pages 111-120
Can financial media sentiment predict merger and acquisition performance?
Bo Yang, Ji Sun, Jie (Michael) Guo, Jiayi Fu
Pages 121-129
An augmented autoregressive distributed lag bounds test for cointegration
Chung Yan Sam, Robert McNown, Soo Khoon Goh
Pages 130-141
Interest rate pass-through in Morocco: Evidence from bank-level survey data
Hicham Bennouna
Pages 142-157
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Why does the peso-dollar exchange rate show a depreciation trend? The role of productivity differentials
Arnoldo L—pez-Marmolejo, Daniel Ventosa-Santaulˆria
Pages 158-170
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The end of the flat tax experiment in Slovakia: An evaluation using behavioural microsimulation in a dynamic macroeconomic framework
Michal Horv‡th, Matœš Senaj, Zuzana Siebertov‡, Norbert Švarda, Jana Valachyov‡
Pages 171-184
Modelling Sri Lankan consumption patterns using error corrected LA-AIDS
Shashika D. Rathnayaka, Saroja Selvanathan, E.A. Selvanathan, Parvinder Kler
Pages 185-191
Can country trade flows benefit from improved corporate social responsibility ratings?
Shou-Lin Yang, Ariana Chang, Yen-Hsun Chen, Yung-Ming Shiu
Pages 192-201
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Cancer survivors in the labor market: Evidence from recent US micro-panel data
Ahmad Reshad Osmani, Albert A. Okunade
Pages 202-221
Increasing linkages among European regions. The role of sectoral composition
Mar’a Dolores Gadea-Rivas, Ana G—mez-Loscos, Danilo Leiva-Leon
Pages 222-243
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Usage of formal financial services in India: Demand barriers or supply constraints?
Abhishek Kumar, Rama Pal,
Rupayan Pal
Pages 244-259
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Combining the minimum-variance and equally-weighted portfolios: Can portfolio performance be improved?
Chonghui Jiang, Jiangze Du,
Yunbi An
Pages 260-274
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UK's stock market reaction to Brexit process: A tale of two halves
Khurram Shahzad, Ghulame Rubbaniy, M.A.P.E. Lensvelt, Tariq Bhatti
Pages 275-283
A risk index to model uncertain portfolio investment with options
Xuting Wang, Xiaoxia Huang
Pages 284-293
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Types of patents and driving forces behind the patent growth in China
Zhiyuan Chen, Jie Zhang
Pages 294-302
Role of cash and costs of inflation for different income groups in the U.S.
Venoo Kakar, Gerald Eric Daniels
Pages 303-319
Optimal social security tax with myopic agents
Hsun Chu, Chu-chuan Cheng
Pages 320-327
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Feedback effects between credit ratings and financial markets
JosŽ Jorge
Pages 328-338
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Tariffs and privatization policy in a bilateral trade with corporate social responsibility
Lili Xu, Sang-Ho Lee
Pages 339-351
Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis
Zhongbao Zhou, Yong Jiang, Yan Liu, Ling Lin, Qing Liu
Pages 352-382
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Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market
Jingru Ji, Donghua Wang, Dinghai Xu
Pages 383-391
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Overnight exchange rate risk based on multi-quantile and joint-shock CAViaR models
Wei Peng, Yufeng Zeng
Pages 392-399
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Level of development and income inequality in the United States: Kuznets hypothesis revisited once again
German Blanco, Rati Ram
Pages 400-406
Assessing the macroeconomic impact of alternative macroprudential policies
E. Philip Davis, Iana Liadze, Rebecca Piggott
Pages 407-428
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Research and development and trade policies for product innovation in the presence of foreign competition
Pavlo Buryi, Sajal Lahiri
Pages 429-440
Do more subsidies promote greater innovation? Evidence from the Chinese electronic manufacturing industry
Dayong Liu, Tong Chen, Xiaoyang Liu, Yongze Yu
Pages 441-452
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The impact of foreign direct investment on productivity: New evidence for developing countries
Chengchun Li, Sailesh Tanna
Pages 453-466
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