| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model of the Distribution of Prices |
0 |
0 |
0 |
1 |
0 |
2 |
14 |
78 |
| A Non-linear Model of the Real US-UK Exchange Rate |
0 |
0 |
4 |
80 |
1 |
6 |
22 |
525 |
| A Spectral-Temporal Index with an Application to U.S. Interest Rates |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
71 |
| A multivariate latent factor decomposition of international bond yield spreads |
3 |
7 |
28 |
357 |
8 |
15 |
102 |
1,092 |
| A reexamination of the equity-premium puzzle: A robust non-parametric approach |
0 |
0 |
4 |
16 |
0 |
0 |
8 |
54 |
| An Investigation into the Major Causes of Australia's Recent Inflation and Some Policy Implications |
0 |
0 |
0 |
0 |
2 |
3 |
42 |
426 |
| Asset Substitution and Aggregate Liquidity in Australia: 1969-1983 |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
68 |
| Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991 |
0 |
0 |
0 |
0 |
5 |
15 |
51 |
193 |
| CURRENCY MARKET CONTAGION IN THE ASIA-PACIFIC REGION |
1 |
1 |
12 |
37 |
1 |
3 |
27 |
171 |
| Computing the Distributions of Economic Models via Simulation |
2 |
4 |
18 |
36 |
5 |
13 |
64 |
120 |
| Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises |
2 |
5 |
18 |
48 |
2 |
9 |
37 |
87 |
| Contagion in international bond markets during the Russian and the LTCM crises |
1 |
3 |
8 |
44 |
3 |
8 |
23 |
108 |
| Correlation, Contagion, and Asian Evidence |
1 |
5 |
22 |
61 |
2 |
9 |
45 |
163 |
| Derivation of a Leading Index for the United States Using Kalman Filters |
0 |
1 |
5 |
46 |
0 |
1 |
15 |
143 |
| ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS |
1 |
2 |
7 |
7 |
2 |
5 |
11 |
11 |
| Econometric Society Australasian Meetings 1997 (ESAM97) |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
| Exchange Rate Indicators and Optimal Currency Baskets: A Macroeconomic Analysis with Application to Developing Countries |
0 |
0 |
0 |
3 |
0 |
0 |
22 |
161 |
| Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 |
0 |
0 |
4 |
20 |
1 |
2 |
14 |
106 |
| Implicit Bayesian Inference Using Option Prices |
0 |
0 |
1 |
22 |
0 |
1 |
9 |
131 |
| Indirect estimation of ARFIMA and VARFIMA models |
6 |
7 |
32 |
114 |
6 |
9 |
42 |
207 |
| Interest Rate Conundrum |
0 |
1 |
1 |
1 |
2 |
5 |
5 |
5 |
| International Business Cycles and Financial Integration |
0 |
0 |
4 |
57 |
0 |
2 |
11 |
136 |
| International monetary policy surprise spillovers |
2 |
4 |
7 |
13 |
2 |
6 |
29 |
46 |
| Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
56 |
| Multiple equilibria and hysteresis in simple exchange models |
2 |
3 |
6 |
23 |
2 |
3 |
8 |
54 |
| No, Business Cycles Are Not All Alike: The United States and Australia Compared |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
88 |
| Nonlinear Modelling Using the Generalized Exponential Family of Distributions |
0 |
0 |
0 |
0 |
2 |
2 |
16 |
347 |
| On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* |
2 |
3 |
14 |
90 |
3 |
7 |
26 |
203 |
| Optimal conservation, extinction debt, and the augmented quasi-option value |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
5 |
| Parametric pricing of higher order moments in S&P500 options |
1 |
1 |
7 |
65 |
4 |
5 |
37 |
364 |
| Pricing currency options in the presence of time-varying volatility and non-normalities |
0 |
0 |
1 |
13 |
1 |
1 |
6 |
56 |
| Regression-based cointegration estimators with applications |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
3 |
| Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
41 |
| The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy |
0 |
0 |
5 |
9 |
1 |
2 |
16 |
27 |
| The distribution of exchange rate returns and the pricing of currency options |
0 |
0 |
3 |
31 |
1 |
1 |
5 |
96 |
| Unravelling financial market linkages during crises |
4 |
7 |
49 |
112 |
7 |
16 |
94 |
249 |
| Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987 |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
47 |
| Total Journal Articles |
29 |
55 |
261 |
1,307 |
70 |
162 |
843 |
5,743 |
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