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11 Dec 2017
Credit Risk Modeling and Regulatory Expectation
OCC promotes a safe, sound, and stable banking and financial system and has established frameworks and programs f
06 Dec 2017
Real Business Cycles in Emerging Economies: the Role of Interest Rates and Exchange Rates
In this paper, we document difference in comovement of real exchange rates (RER) with other macroeconomic aggregat
06 Dec 2017
Pricing American Options: An Asymptotic Expansion Approach
This paper proposes and implements a novel asymptotic expansion approach for pricing discretely monitored American
17 Nov 2017
Incentivizing Innovation Under Ambiguity: The Role for Intrinsic Incentives and Corporate Identity
This paper examines the role of intrinsic incentives and corporate identity in motivating innovation We show that
17 Nov 2017
Research is Easy for Universities but does it Make Commercial Sense?
In this talk, I will give a brief overview of current academic research on innovation and how Australia is work
17 Nov 2017
The Nexus of Monetary Policy and Shadow Banking in China
We estimate the quantity-based monetary policy system in China We argue that China& 39;s rising shadow banking wa
15 Nov 2017
Inner-Self vs. Outer-Self: Demystifying the Process of Corporate Social Responsibility Product Consumption
We investigate the process of CSR product consumption In particular, we study how two individual characteristics,
15 Nov 2017
Asset Bubbles and Monetary Policy
We provide an infinite-horizon model of rational asset bubbles in a dynamic new Keynesian framework Entrepreneurs
15 Nov 2017
Leverage and Asset Prices: An Experiment
We test the asset pricing implications of collateralized borrowing (that is, using assets as collateral to borrow
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