11
H index
12
i10 index
428
Citations
Tony S. Wirjanto : Citation Profile
University of Waterloo | RESEARCH PRODUCTION: 35 Articles 44 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1989 - 2013). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Tony S. Wirjanto. | Is cited by:
| Cites to:
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Main data
Where Tony S. Wirjanto has published?
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 4 |
| Canadian Journal of Economics | 3 |
| Economics Letters | 2 |
| Review of Quantitative Finance and Accounting | 2 |
| Energy Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Waterloo, Department of Economics | 25 |
| Working Paper series / Rimini Centre for Economic Analysis | 7 |
| Staff Working Papers / Bank of Canada | 3 |
| Econometrics / University Library of Munich, Germany | 2 |
| Working Paper / Economics Department, Queen's University | 2 |
Recent works citing Tony S. Wirjanto (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | INTERTEMPORAL SUBSTITUTION IN CONSUMPTION: A LITERATURE REVIEW. (2017). Thimme, Julian. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:31:y:2017:i:1:p:226-257. Full description at Econpapers || Download paper |
| 2017 | Prices, Locations and Welfare When an Online Retailer Competes with Heterogeneous Brick-and-Mortar Retailers. (2017). Lai, Fu-Chuan ; Guo, Wen-Chung. In: Journal of Industrial Economics. RePEc:bla:jindec:v:65:y:2017:i:2:p:439-468. Full description at Econpapers || Download paper |
| 2020 | Information asymmetry and leverage adjustments: a semiparametric varying‐coefficient approach. (2020). Kumbhakar, Subal ; Zhao, Shunan ; Jin, Man. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:2:p:581-605. Full description at Econpapers || Download paper |
| 2017 | The Invisible Hand of Rain in Spending: Effect of Rainfall-Driven Agricultural Income on Per Capita Expenditure in Ghana. (2017). Akobeng, Eric. In: South African Journal of Economics. RePEc:bla:sajeco:v:85:y:2017:i:1:p:98-122. Full description at Econpapers || Download paper |
| 2019 | Gender wage gap across the quantiles:What is the role of firm segregation?. (2019). . In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2019/7. Full description at Econpapers || Download paper |
| 2017 | Smokes, Smugglers and Lost Tax Revenues: How Governments Should Respond. (2017). Sen, Anindya. In: C.D. Howe Institute Commentary. RePEc:cdh:commen:471. Full description at Econpapers || Download paper |
| 2017 | Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990. Full description at Econpapers || Download paper |
| 2017 | Effect of Geographical Diversification on Informational Efficiency in Malaysia. (2017). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Poh, Suan . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00749. Full description at Econpapers || Download paper |
| 2018 | International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9. Full description at Econpapers || Download paper |
| 2018 | The Oil Price Volatility and a Revisited Saudi Import Demand Function: An Empirical Analysis. (2018). Algaeed, Abdulaziz Hamad . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-9. Full description at Econpapers || Download paper |
| 2018 | Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60. Full description at Econpapers || Download paper |
| 2017 | Regional variation in the capital structure adjustment speed of listed firms: Evidence from China. (2017). Mai, Yong ; Ye, Zhiqiang ; Meng, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:288-294. Full description at Econpapers || Download paper |
| 2018 | Substitution between private and government consumption in African economies. (2018). Francois, John ; Dawood, Taufiq Carnegie. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:129-139. Full description at Econpapers || Download paper |
| 2019 | The relationship between trading activity and stock market volatility: Does the volume threshold matter?. (2019). Slim, Skander ; Koubaa, Yosra. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:168-184. Full description at Econpapers || Download paper |
| 2017 | Does options trading convey information on futures prices?. (2017). Qiao, Shuai ; Tsai, Shih-Chuan ; Zheng, Zhenlong ; Lin, William T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196. Full description at Econpapers || Download paper |
| 2018 | Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?. (2018). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:161-181. Full description at Econpapers || Download paper |
| 2020 | Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies. (2020). Tiwari, Aviral ; Albulescu, Claudiu ; Wohar, Mark E ; Adewuyi, Adeolu O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305497. Full description at Econpapers || Download paper |
| 2020 | Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization. (2020). He, Jianmin ; Li, Shouwei ; Wei, YU ; Yang, Kun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302384. Full description at Econpapers || Download paper |
| 2017 | Determinants of the capital structure of Chinese non-listed enterprises: Is TFP efficient?. (2017). Zhang, Dongyang ; Liu, Deqiang . In: Economic Systems. RePEc:eee:ecosys:v:41:y:2017:i:2:p:179-202. Full description at Econpapers || Download paper |
| 2017 | Analyst coverage network and stock return comovement in emerging markets. (2017). Marcet, Francisco. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:1-27. Full description at Econpapers || Download paper |
| 2018 | New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227. Full description at Econpapers || Download paper |
| 2018 | The impact of spatial price differences on oil sands investments. (2018). Galay, Gregory. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:170-184. Full description at Econpapers || Download paper |
| 2019 | Dynamic connectedness of oil price shocks and exchange rates. (2019). Malik, Farooq ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302828. Full description at Econpapers || Download paper |
| 2020 | Factors driving oil price —— from the perspective of United States. (2020). Lobon, Oana-Ramona ; Moldovan, Nicoleta-Claudia ; Tao, Ran ; Qin, Meng ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:197:y:2020:i:c:s0360544220303261. Full description at Econpapers || Download paper |
| 2019 | Financial integration, investor protection and imbalanced optimistically biased information timeliness in emerging markets. (2019). Zhang, Qiyu ; Gu, Jun ; Chen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:38-56. Full description at Econpapers || Download paper |
| 2018 | Foreign investors and the speed of price adjustment across multiple correlation regimes in Korea. (2018). Kim, Jinyong. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:137-144. Full description at Econpapers || Download paper |
| 2019 | Trading volume and the predictability of return and volatility in the cryptocurrency market. (2019). lucey, brian ; Lau, Chi Keung ; Bouri, Elie ; Roubaud, David ; Marco, Chi Keung. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:340-346. Full description at Econpapers || Download paper |
| 2017 | Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68. Full description at Econpapers || Download paper |
| 2019 | Risk perceptions and international stock market liquidity. (2019). Marshall, Ben R ; Anderson, Hamish D. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:94-116. Full description at Econpapers || Download paper |
| 2019 | Political influence and financial flexibility: Evidence from China. (2019). Zhu, Yun ; Hasan, Iftekhar ; Gu, Xian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:142-156. Full description at Econpapers || Download paper |
| 2018 | Changes in Supplemental Nutrition Assistance Program real benefits and daily caloric intake among adults. (2018). Todd, Jessica E ; Gregory, Christian. In: Food Policy. RePEc:eee:jfpoli:v:79:y:2018:i:c:p:111-120. Full description at Econpapers || Download paper |
| 2019 | Do corporate governance and disclosure tone drive voluntary disclosure of related-party transactions in China?. (2019). Shan, Yuan George. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:34:y:2019:i:c:p:30-48. Full description at Econpapers || Download paper |
| 2018 | Islamic spot and index futures markets: Where is the price discovery?. (2018). Karabiyik, Hande ; Westerlund, Joakim ; Bach, Dinh Hoang ; Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:123-133. Full description at Econpapers || Download paper |
| 2017 | Cross-correlations between RMB exchange rate and international commodity markets. (2017). Lu, Xinsheng ; Qian, Yubo ; Zhou, Ying ; Li, Jianfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:168-182. Full description at Econpapers || Download paper |
| 2018 | Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040. Full description at Econpapers || Download paper |
| 2018 | Quantitative strategy for the Chinese commodity futures market based on a dynamic weighted money flow model. (2018). Ye, Cheng ; Hou, Yawen ; Lu, Guohao ; Qiu, Yanjun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1009-1018. Full description at Econpapers || Download paper |
| 2018 | Extreme co-movements and dependencies among major international exchange rates: A copula approach. (2018). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel ; Aubin, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:56-69. Full description at Econpapers || Download paper |
| 2017 | Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200. Full description at Econpapers || Download paper |
| 2018 | Financial liberalization and cross-border market integration: Evidence from Chinas stock market. (2018). Yao, Shujie ; Ou, Jinghua ; Chen, Shou. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:220-245. Full description at Econpapers || Download paper |
| 2019 | The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets. (2019). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:203-215. Full description at Econpapers || Download paper |
| 2017 | The dynamics of the relative global sector effects and contagion in emerging markets equity returns. (2017). Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:433-453. Full description at Econpapers || Download paper |
| 2017 | Determinants of capital structure in emerging markets: Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:105-113. Full description at Econpapers || Download paper |
| 2017 | Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508. Full description at Econpapers || Download paper |
| 2017 | Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558. Full description at Econpapers || Download paper |
| 2018 | Price discovery in emerging currency markets. (2018). Kumar, Satish. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:528-536. Full description at Econpapers || Download paper |
| 2019 | Foreign institutional investors’ trading and information dissemination in emerging markets: Further evidence. (2019). Wadhwa, Kavita ; Syamala, Sudhakara Reddy. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:301-314. Full description at Econpapers || Download paper |
| 2020 | Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047. Full description at Econpapers || Download paper |
| 2019 | Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model. (2019). Shaheen, Rozina. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:57-:d:240644. Full description at Econpapers || Download paper |
| 2019 | Oil Factor in Economic Development. (2019). Hajiyev, Natig Qadim-Oglu ; Humbatova, Sugra Ingilab. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1573-:d:225910. Full description at Econpapers || Download paper |
| 2020 | The Strategy of South Korea in the Global Oil Market. (2020). Jung, Sang-Uk ; Mikhaylov, Alexey ; An, Jaehyung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2491-:d:358424. Full description at Econpapers || Download paper |
| 2020 | Time-Varying Relationship between Crude Oil Price and Exchange Rate in the Context of Structural Breaks. (2020). Zheng, Yuhang ; Peng, Jiaying ; Failler, Pierre ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2395-:d:356651. Full description at Econpapers || Download paper |
| 2018 | Wealth Effects on Household Final Consumption: Stock and Housing Market Channels. (2018). Morri, Giacomo ; coskun, yener ; Atasoy, Burak ; alp, esra. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:2:p:57-:d:150855. Full description at Econpapers || Download paper |
| 2018 | Why Is the Correlation between Crude Oil Prices and the US Dollar Exchange Rate Time-Varying?—Explanations Based on the Role of Key Mediators. (2018). Liao, Jia ; Xu, Xiangyun ; Shi, YU. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:3:p:61-:d:154226. Full description at Econpapers || Download paper |
| 2019 | Effects of Global Oil Price on Exchange Rate, Trade Balance, and Reserves in Nigeria: A Frequency Domain Causality Approach. (2019). Olayungbo, D O. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:43-:d:213354. Full description at Econpapers || Download paper |
| 2019 | Threshold Stochastic Conditional Duration Model for Financial Transaction Data. (2019). Wirjanto, Tony S ; Kolkiewicz, Adam W ; Men, Zhongxian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:88-:d:230954. Full description at Econpapers || Download paper |
| 2020 | Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms. (2020). Wong, Wing-Keung ; Wu, Yang-Che ; Nguyen, Thi Huong ; Giang, Thi Huong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3883-:d:355969. Full description at Econpapers || Download paper |
| 2018 | The Response of G7 Real Exchange Rates to Oil Price Shocks. (2018). Al Rasasi, Moayad. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:10:y:2018:i:4:p:191-205. Full description at Econpapers || Download paper |
| 2019 | Gender wage gap in the workplace: Does the age of the firm matter?. (2019). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: IBS Working Papers. RePEc:ibt:wpaper:wp012019. Full description at Econpapers || Download paper |
| 2019 | Gender Pay Gap Patterns in Domestic and Foreign-Owned Firms. (2019). Sałach, Katarzyna ; Magda, Iga ; Saach, Katarzyna. In: IBS Working Papers. RePEc:ibt:wpaper:wp052019. Full description at Econpapers || Download paper |
| 2018 | Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises. (2018). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: IBS Working Papers. RePEc:ibt:wpaper:wp082018. Full description at Econpapers || Download paper |
| 2018 | Do Female Managers Help to Lower Within-Firm Gender Pay Gaps? Public Institutions vs. Private Enterprises. (2018). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: IZA Discussion Papers. RePEc:iza:izadps:dp12026. Full description at Econpapers || Download paper |
| 2019 | Gender Pay Gap Patterns in Domestic and Foreign-Owned Firms. (2019). Sałach, Katarzyna ; Magda, Iga ; Salach, Katarzyna. In: IZA Discussion Papers. RePEc:iza:izadps:dp12453. Full description at Econpapers || Download paper |
| 2017 | The effects of information voids on capital flows in emerging markets. (2017). Kingsley, Allison F ; Benjamin, . In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:3:d:10.1057_s41267-016-0056-6. Full description at Econpapers || Download paper |
| 2020 | Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-RodrÃguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y. Full description at Econpapers || Download paper |
| 2018 | Smoking Inequality across Genders and Socio-economic Classes. Evidence from Longitudinal Italian Data. (2018). Migheli, Matteo ; Jacobs, Rowena ; di Novi, Cinzi. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0152. Full description at Econpapers || Download paper |
| 2018 | The impact of government consumption on the private expenditures in developing country: the case of Indonesia. (2018). Kuncoro, Haryo. In: Business and Economic Horizons (BEH). RePEc:pdc:jrnbeh:v:14:y:2018:i:1:p:1-16. Full description at Econpapers || Download paper |
| 2017 | Examination of oil import-exchange nexus for India after currency crisis. (2017). Sinha, Avik. In: MPRA Paper. RePEc:pra:mprapa:100359. Full description at Econpapers || Download paper |
| 2020 | Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates. (2020). Nguyen, Duc Khuong ; Fan, Ying ; Liu, Bing-Yue ; Ji, Qiang. In: MPRA Paper. RePEc:pra:mprapa:101387. Full description at Econpapers || Download paper |
| 2018 | Time-varying relationship between oil price and exchange rate. (2018). Jiménez-RodrÃguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Rozo, Cesar Castro. In: MPRA Paper. RePEc:pra:mprapa:87879. Full description at Econpapers || Download paper |
| 2020 | Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 144 Studies Say Probably Not. (). Sokolova, Anna ; Havranek, Tomas. In: Review of Economic Dynamics. RePEc:red:issued:18-255. Full description at Econpapers || Download paper |
| 2019 | . Full description at Econpapers || Download paper |
| 2017 | A wavelet transformation approach to crude oil price and CZK/USD exchange rate dependence. (2017). Frd, Luka. In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507429. Full description at Econpapers || Download paper |
| 2019 | Relative efficiency of oil price versus oil output in promoting economic growth: Is OPEC’s strategy right?. (2019). Kozlova, Olesia ; Noguera-Santaella, Jose . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1537-1. Full description at Econpapers || Download paper |
| 2020 | Consumer behavior in a monetary economy and smoothing of composite consumption. (2020). Hayakawa, Hiroaki. In: Eurasian Economic Review. RePEc:spr:eurase:v:10:y:2020:i:1:d:10.1007_s40822-019-00134-0. Full description at Econpapers || Download paper |
| 2018 | Nonlinearity between CEO power and firm leverage: evidence from the threshold model. (2018). Munir, Qaiser ; Li, Tongxia. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:3:d:10.1007_s11846-016-0224-x. Full description at Econpapers || Download paper |
| 2018 | Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility. (2018). Xia, Xiao-Hua ; Huang, Chuangxia ; Xiao, Jihong ; Wen, Fenghua. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:3:p:319-334. Full description at Econpapers || Download paper |
| 2018 | Variations in farm consumption and their relationship to income: an empirical investigation of Illinois farm households. (2018). Durguner, Sena. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:9:p:990-1005. Full description at Econpapers || Download paper |
| 2017 | Financing behavior of firms in tranquil and crisis period: Evidence from China. (2017). Mirza, Sultan Sikandar ; McMillan, David ; Iqbal, Amjad ; Yan, YU ; Jebran, Khalil. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1339770. Full description at Econpapers || Download paper |
| 2017 | Extreme Returns and Intensity of Trading. (2017). Gonzalez-Rivera, Gloria ; Lin, Wei. In: Working Papers. RePEc:ucr:wpaper:201801. Full description at Econpapers || Download paper |
| 2018 | The interaction of institutional quality and human capital in shaping the dynamics of capital structure in Vietnam. (2018). Santarelli, Enrico ; Tran, Hien Thu. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp-2018-66. Full description at Econpapers || Download paper |
| 2018 | The interaction of institutional quality and human capital in shaping the dynamics of capital structure in Viet Nam. (2018). Santarelli, Enrico ; Hien, Tran ; Enrico, Santarelli . In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2018-66. Full description at Econpapers || Download paper |
| 2018 | Smoking Inequality across Genders and Socio-economic Classes. Evidence from Longitudinal Italian Data.. (2018). Di Novi, Cinzia ; Migheli, Matteo ; Jacobs, Rowena. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:201802. Full description at Econpapers || Download paper |
| 2020 | Climate change and coffee farm relocation in Ethiopia: a real-options approach. (2020). Ginbo, Tsegaye ; di Corato, Luca. In: Working Papers. RePEc:ven:wpaper:2020:02. Full description at Econpapers || Download paper |
| 2017 | Information Arrival and Volatility: Evidence from the Saudi Stock Exchange (Tadawul). (2017). . In: Panoeconomicus. RePEc:voj:journl:v:64:y:2017:i:1:p:45-59. Full description at Econpapers || Download paper |
| 2019 | Do female managers help to lower within-firm gender pay gaps? Public institutions vs. private enterprises. (2019). Magda, Iga ; Cukrowska-Torzewska, Ewa. In: Working Papers. RePEc:war:wpaper:2019-01. Full description at Econpapers || Download paper |
| 2017 | Fiscal Activism and the Zero Nominal Interest Rate Bound. (2017). Schmidt, Sebastian. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:49:y:2017:i:4:p:695-732. Full description at Econpapers || Download paper |
Works by Tony S. Wirjanto:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1994 | A Further Analysis of Exchange Rate Targeting in Canada In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 1994 | A Further Analysis of Exchange Rate Targeting in Canada.(1994) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 1994 | The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation In: Staff Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 1994 | The Dynamic Behaviour of Canadian Imports and the Linear-Quadratic Model: Evidence Based on the Euler Equation.(1994) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1994 | An Empirical Investigation into Government Spending and Private Sector Behaviour In: Staff Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 1995 | An Empirical Investigation into Government Spending and Private Sector Behaviour.(1995) In: Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2000 | On the Stability of Long-Run M2 Demand in Japan In: The Japanese Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2010 | Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
| 2005 | A stylized exchange rate pass‐through model of crude oil price formation In: OPEC Energy Review. [Full Text][Citation analysis] | article | 7 |
| 1991 | Testing the Permanent Income Hypothesis: The Evidence from Canadian Data. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 7 |
| 1989 | Testing the Permanent Income Hypothesis: The Evidence from Canadian Data..(1989) In: Working Paper. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 1995 | Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence. In: Canadian Journal of Economics. [Citation analysis] | article | 15 |
| 1993 | Aggregate Consumption Behavior and Liquidity Constraints: The Canadian Evidence..(1993) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 1999 | Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 41 |
| 1998 | Does More Mean Less? The Male/Female Wage Gap and the Proportion of Female at the Establishment Level..(1998) In: Centre for Labour Market and Social Research, Danmark-. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1997 | Does More Mean Less? The Male/Female Wage Gap and the Proportion of Females at the Establishment Level.(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 1999 | The Proportion of Females in the Establishment: Discrimination, Preferences and Technology In: Canadian Public Policy. [Full Text][Citation analysis] | article | 3 |
| 2004 | The Proportion of Females in the Establishment: Discrimination, Preferences and Technology.(2004) In: Labor and Demography. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1999 | Intraperiod and Intertemporal Substitution in Import Demand In: Cahiers de recherche CREFE / CREFE Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Do Chinese publicly listed companies adjust their capital structure toward a target level? In: China Economic Review. [Full Text][Citation analysis] | article | 20 |
| 2012 | Inference about clustering and parametric assumptions in covariance matrix estimation In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2010 | Inference about Clustering and Parametric Assumptions in Covariance Matrix Estimation.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1990 | Seasonal unit-root tests on Canadian macroeconomic time series In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2008 | The impact of sales taxation on internet commerce -- An empirical analysis In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1993 | The effect of sampling error on the time series behavior of consumption data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2003 | Exchange rate of the US dollar and the J curve: the case of oil exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
| 2004 | The empirical role of the exchange rate on the crude-oil price formation In: Energy Economics. [Full Text][Citation analysis] | article | 52 |
| 2007 | An analytic approximation formula for pricing zero-coupon bonds In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
| 2008 | Modeling the leverage effect with copulas and realized volatility In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2009 | Extreme return-volume dependence in East-Asian stock markets: A copula approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 25 |
| 2008 | Extreme Return-Volume Dependence in East-Asian Stock Markets: A Copula Approach.(2008) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
| 2009 | Empirical tests of the float-adjusted return model In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2010 | Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming In: Journal of Forest Economics. [Full Text][Citation analysis] | article | 11 |
| 2008 | Contrasting two approaches in real options valuation: contingent claims versus dynamic programming.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 1996 | Intertemporal substitution, imports and the permanent income model In: Journal of International Economics. [Full Text][Citation analysis] | article | 7 |
| 2012 | Do foreigners facilitate information transmission in emerging markets? In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 42 |
| 1997 | Adjustment costs and import demand behavior: evidence from Canada and the United States In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 1997 | An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 2 |
| 1996 | The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 2 |
| 1996 | Money Stock Targeting and Money Supply: A Closer Examination of the Data. In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
| 1993 | Money Stock Targetting and Money Supply: A Closer Examination of the Data..(1993) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 1998 | On the Efficiency of Conditional Heteroskedasticity Models. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 1998 | Re-examining Variance-Bounds Tests for Asset Prices. In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2004 | A Direct Test of the Permanent Income Hypothesis with an Application to the U.S. States. In: Journal of Money, Credit and Banking. [Citation analysis] | article | 12 |
| 2003 | A Direct Test of the Permanent Income Hypothesis with an Application to the US States..(2003) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2011 | Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 4 |
| 2008 | Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 1989 | National Savings and Domestic Investment in the Long Run: Some Time Series Evidence for the U.S. and Canada In: Working Paper. [Citation analysis] | paper | 9 |
| 1998 | Government Expenditures and the Permanent-Income Model In: Review of Economic Dynamics. [Full Text][Citation analysis] | article | 41 |
| 1997 | Government Expenditures and the Permanent-Income Model.(1997) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
| 2013 | Bayesian Inference of Asymmetric Stochastic Conditional Duration Models In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Stochastic Conditional Duration Models with Mixture Processes In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | A Threshold Stochastic Conditional Duration Model for Financial Transaction Data In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Uncertainty, Unemployment Insurance, Individuals Optimal Stopping Time and Duration of Unemployment In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Pricing Financial Derivatives by Gram-Charlier Expansions In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Impacts of Financial Crisis on Sovereign Credit Risk Analysis in Asia and Europe In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Bayesian Inference of Multiscale Stochastic Conditional Duration Models In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2006 | Testing the permanent-income hypothesis: new evidence from West-German states ( Länder) In: Empirical Economics. [Full Text][Citation analysis] | article | 9 |
| 1997 | Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
| 2004 | Exploring consumption-based asset pricing model with stochastic-trend forcing processes In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Intratemporal Substitution And Government Spending In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 31 |
| 2008 | An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Time-Deformation Modeling Of Stock Returns Directed By Duration Processes In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A Simple Model of the Nominal Term Structure of Interest Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Re-examining Accounting Conservatism: The Importance of Adjusting for Firm Heterogeneity In: Working Papers. [Citation analysis] | paper | 0 |
| 2008 | IT Innovation Persistence and State Dependence: An Empirical Investigation In: Working Papers. [Citation analysis] | paper | 0 |
| 2011 | The Impact of Stochastic Convenience Yield on Long-term Forestry Investment Decisions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1993 | The Consequences of Specification errors for Sample- selection Model. In: Working Papers. [Citation analysis] | paper | 0 |
| 1993 | A Unified Framework for Estimation od a Sur Model in Accounting Information. In: Working Papers. [Citation analysis] | paper | 0 |
| 1993 | The Dynamic Demand for Money in Germany, Japan and the United Kingdom. In: Working Papers. [Citation analysis] | paper | 9 |
| 1993 | On Non-Stationary Linear Regressions Model with a Lagged Dependent Variable. In: Working Papers. [Citation analysis] | paper | 0 |
| 1993 | The GMM Estimation of Conditional Heteroskedasticity Models. In: Working Papers. [Citation analysis] | paper | 0 |
| 1995 | Intertemporal Substitution, Imports and Permanent-Income. In: Working Papers. [Citation analysis] | paper | 0 |
| 1997 | The Role of Risk Aversion and Uncertainty in Individuals Migration Decision In: Working Papers. [Citation analysis] | paper | 1 |
| 1997 | On the Existence and Duration Wait Migration in a Generalized Model In: Working Papers. [Citation analysis] | paper | 0 |
| 1999 | Bootstrapping and Jackknifing Neural Networks for Noisy Financial Time Series In: Working Papers. [Citation analysis] | paper | 0 |
| 2010 | Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada In: Health Economics. [Full Text][Citation analysis] | article | 10 |
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