Browsing All of EconStor by Author McAleer, Michael


Showing results 41 to 60 of 178
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Year of PublicationTitleAuthor(s)
2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis?McAleer, Michael; Jiménez-Martín, Juan-Ángel; Pérez-Amaral, Teodosio
2013Risk-averse and Risk-seeking Investor Preferences for Oil Spot and FuturesLean, Hooi Hooi; McAleer, Michael
2013Robust Ranking of Journal Quality: An Application to EconomicsChang, Chia-Lin; Maasoumi, Esfandiar; McAleer, Michael
2013A non-parametric and entropy based analysis of the relationship between the VIX and S&P 500Allen, David E.; McAleer, Michael; Powell, Robert; Singh, Abhay K.
2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article InfluenceChang, Chia-Lin; McAleer, Michael; Oxley, Les
2013A Capital Adequacy Buffer ModelAllen, David; McAleer, Michael
2013Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option PricingAsai, Manabu; McAleer, Michael
2013Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile RegressionAllen, David E.; Singh, Abhay K.; Powell, Robert J.; McAleer, Michael; Taylor, James; Thomas, Lyn
2013Volatility Smirk as an Externality of Agency Conflict and Growing DebtJaskowski, Marcin; McAleer, Michael
2013How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?Chu, Lan-Fen; McAleer, Michael; Chen, Chi-Chung
2013Nonparametric Multiple Change Point Analysis of the Global Financial CrisisAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013Financial Dependence Analysis: Applications of Vine CopulaeAllen, David E.; Ashraf, Mohammad A.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2013Estimating Implied Recovery Rates from the Term Structure of CDS SpreadsJaskowski, Marcin; McAleer, Michael
2014Volatility Spillovers from Australia's Major Trading Partners across the GFCAllen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
2014Report on the Fifth International Mathematics in Finance (MiF) Conference 2014, Skukuza, Kruger National Park, South AfricaMcAleer, Michael
2014A Tourism Conditions IndexChang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael
2014Asymmetry and Leverage in Conditional Volatility ModelsMcAleer, Michael
2014Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality CitationsChang, Chia-Lin; McAleer, Michael
2014Risk Measurement and Risk Modelling using Applications of Vine CopulasAllen, David E.; McAleer, Michael; Singh, Abhay K.
2014A Tourism Financial Conditions IndexChang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael