Volume 53, Issue 1, January 2019

ISSN: 0927-7099 (Print) 1572-9974 (Online)

In this issue (19 articles)

  1. No Access

    OriginalPaper

    Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve

    Paria Akbary, Mohammad Ghiasi… Pages 1-26

  2. No Access

    OriginalPaper

    Monetary Transmission Channels in DSGE Models: Decomposition of Impulse Response Functions Approach

    Miroljub Labus, Milica Labus Pages 27-50

  3. No Access

    OriginalPaper

    Quantile-Based Inference for Tempered Stable Distributions

    Hasan A. Fallahgoul, David Veredas, Frank J. Fabozzi Pages 51-83

  4. OriginalPaper

    Wavelet Multiresolution Analysis of the Liquidity Effect and Monetary Neutrality

    Olivier Habimana Pages 85-110
    Download PDF (898KB) View Article

  5. No Access

    OriginalPaper

    A Hybrid Monte Carlo and Finite Difference Method for Option Pricing

    Darae Jeong, Minhyun Yoo, Changwoo Yoo, Junseok Kim Pages 111-124

  6. No Access

    OriginalPaper

    A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle

    Gopal K. Basak, Mrinal K. Ghosh, Diganta Mukherjee Pages 125-140

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    Hodges–Lehmann Estimation of Static Panel Models with Spatially Correlated Disturbances

    Christoph Strumann Pages 141-168

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    OriginalPaper

    The Limit of Global Carbon Tax and its Climatic and Economic Effects

    Gaoxiang Gu, Zheng Wang Pages 169-189

  9. No Access

    OriginalPaper

    A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing

    R. Kalantari, S. Shahmorad Pages 191-205

  10. No Access

    OriginalPaper

    Observing Cascade Behavior Depending on the Network Topology and Transaction Costs

    Joohyun Kim, Ohsung Kwon, Duk Hee Lee Pages 207-225

  11. No Access

    OriginalPaper

    Predicting Corporate Financial Failure Using Macroeconomic Variables and Accounting Data

    Eduardo Acosta-González, Fernando Fernández-Rodríguez… Pages 227-257

  12. No Access

    OriginalPaper

    Radial Basis Functions with Partition of Unity Method for American Options with Stochastic Volatility

    Reza Mollapourasl, Ali Fereshtian, Michèle Vanmaele Pages 259-287

  13. No Access

    OriginalPaper

    Interactional Effects Between Individual Heterogeneity and Collective Behavior in Complex Organizational Systems

    Xingguang Chen, Zhentao Zhu Pages 289-313

  14. No Access

    OriginalPaper

    Solving Deterministic and Stochastic Equilibrium Problems via Augmented Walrasian

    Julio Deride, Alejandro Jofré, Roger J-B Wets Pages 315-342

  15. No Access

    OriginalPaper

    How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models

    Manh Cuong Dong, Cathy W. S. Chen, Sangyoel Lee… Pages 343-366

  16. No Access

    OriginalPaper

    A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint

    Dong Chul Won Pages 367-396

  17. No Access

    OriginalPaper

    On Optimal Pricing Model for Multiple Dealers in a Competitive Market

    Qing-Qing Yang, Jia-Wen Gu, Wai-Ki Ching, Tak-Kuen Siu Pages 397-431

  18. No Access

    OriginalPaper

    Stress Testing for Retail Mortgages Based on Probability Analysis

    Chang Liu, Raja Nassar Pages 433-455

  19. No Access

    OriginalPaper

    The Complexion of Multi-period Stackelberg Triopoly Game with Bounded Rationality

    Yu Yu, Weisheng Yu Pages 457-478