Faculty & Research

Latest Publications

1. Cvitanic, Jaksa, Ali Lazrak, and Tan Wang, 2008, Implications of the Sharpe ratio as a performance measure in multi-period settings, Journal of Economic Dynamics & Control

2. Sims, Christopher A., Daniel F. Waggoner, and Tao Zha, 2008, Methods for Inference in Large Multiple-Equation Markov-Switching Models, Journal of Econometrics

3. Restuccia, Diego, Zhu, Xiaodong, and Dennis Tao Yang, 2008, Agriculture and Aggregate Productivity: A Quantitative Cross-country Analysis, Journal of Monetary Economics

4. Lindsey, Robin, Anming Zhang, and José A Gómez-Ibáñez, 2008, Prospects for Urban Road Pricing in Canada, Brookings-Wharton Papers on Urban Affairs

5. Zhang, Anming, Shinya Hanaoka, Hajime Inamura, and Tomoki Ishikura, 2008, Low Cost Carriers in Asia: Deregulation, Regional Liberalization and Secondary Airports, Research in Transportation Economics

6. Liu, Zheng, and Evi Pappa, 2008, Gains from International Monetary Policy Coordination: Does It Pay to be Different?, Journal of Economic Dynamics & Control

7. He, Hui, and Zheng Liu, 2008, Investment-Specific Technological Change, Skill Accumulation, and Wage Inequality, Review of Economic Dynamics

8. Zhou, Lin, 2008, Nash Implementation in Pure Public Good Economies, Economics Letters

9. Cao, Charles, Eric C. Chang, and Ying Wang, 2008, An Empirical Analysis of the Dynamic Relationship between Mutual Fund Flow and Market Return Volatility, Journal of Banking & Finance

10. Tse, Wai-Man, Eric C. Chang, Leong Kwan Li, and Henry M.K. Mok, 2008, Pricing and Hedging of Discrete Dynamic Guaranteed Funds, Journal of Risk and Insurance