published-papers

"Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread" (with Dominique Dupont, Univ. of Twente), July 2003

"Time Varying Uncertainty with the Credit Channel" (with Kevin D. Salyer and Victor Dorofeenko), July 2003

"Endowment Effect, Status Quo Bias, and Loss Aversion: Rational Alternative Explanation", (with Dominique Dupont, Univ. of Twente), Journal of Risk and Uncertainty, Vol. 25, Issue 1, July 2002

"Legal Restriction on Portfolio Holdings: Some Analytical and Empirical Results," (with John Binder and Jarka Hlouskova), June 2003

"Empirical Performance of Czech and Hungarian Index Options Under Jump", (with M.Boss and C. Klisz), July 2001

"Austrian Housing Demand and Demography: Is there a Connection?", (with B. Felderer, C. Helmenstein and P. Schmidt-Dengler), Empirica, vo. 28, page. 259-276, 2001.

pdf
Also appeared in Vienna Yearbook of Population Research 2003, Publisher: Austrian Academy of Science, page. 35 – 50, 2003.

"Marktbewertung und Liquidität" (I. Fortin and C. Helmenstein), Wirtschaftspolitische Blätter, Oct. 2000, Nr. 4, pg. 455-463.

"Housing Cycles and the Period of Production", Applied Economics, 1999, vol.31, pg.1219-1230

"Housing Investment Dynamics, Period of Production, and Adjustment Cost", Journal of Housing Economics, 1999, vol.8, no.1, pg.1-25.

"Structural Versus Non-Structural VAR Models of Agricultural Prices and Exports", (Joint with W. Adamowicz and G. Armstrong; Dept. of Ag. Econ., Univ. of Alberta), 1999

"Macroeconomics impacts on Canadian Agricultural Economy", ( Working Paper, Dept. of Ag. Econ., Univ. of Alberta), 1992

Papers In Progress

"Effects of Resale and Purchase Taxes on Primary and Secondary Real Estate Markets" (with Li, Hao, Univ of Toronto), September 2003.
"Job Search, Unemployment and Housing Ownership: Dynamic Stochastic General Equilibrium Approach", June 2003
"Agency Costs and Investment Behavior" (with Kevin Salyer, University of California, Davis and Victor Dorofeenko), January 2004
"Agency Costs, Increasing Returns and Business Cycles" (with Kevin Salyer, University of California, Davis and Victor Dorofeenko), March 2003
"Quantity Theory of Money and Core Inflation" (with Thomas Hintermaier and Judita Kucserova) September 2003
"What Can Gold Options Tell Us about Market Sentiment: Implied Probability Distribution Approach" (with Dominique Y. Dupont, Univ. of Twente) September 2003

Projects Under Grants

"Economic Growth, Inflationary Pressure and Government Policies: Lessons to be Learned from Japan” with Emilio Espino, Walter H. Fisher (I.H.S.) and David Andolfatto (Simon Fraser University), Research Grant Nr. 10331: Jubiläumsfonds at the Austrian National Bank, September 2003.
"Financial Intermediation, Increasing Returns Real Business Cycles: Theory and Evidence Across E.U.", (with Kevin Salyer at Univ. of California, Davis). Research Grant Nr. 9220: Jubiläumsfonds at the Austrian National Bank, July 2001.
"Die Entwicklung der regionalen Wohnraumnachfrage in Österreich" (with B. Felderer, C. Helmenstein, P. Schmidt-Dengler). Studie im Auftrag des Bundesministerium für wirtschaftliche Angelegenheiten, 1999

"Financial Markets, Banking Development and Economic Growth" (with I. Fortin, C. Helmenstein). Contract under Vienna Stock Exchange, 1999

"Behavioral Finance" (with I. Fortin, C. Helmenstein, S. Kossmeier, S. Weinberger, B. Maciejovsky, Haumer), June 2001. Research Grant from the Austrian National Bank.