Access Statistics for George Milunovich

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Risk and International Portfolio Choice 0 0 0 169 0 0 0 624
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 0 0 31 0 1 3 69
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 0 4 128
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 0 1 155
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 0 0 1 600
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 2 7 636 1 4 17 2,313
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 1 3 5 30
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 0 1 2 219
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 0 1 1 255
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 0 161 0 0 0 484
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 2 5 505 0 2 9 1,333
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 0 0 108 0 0 0 173
Testing for identification in SVAR-GARCH models 0 0 0 66 0 0 2 118
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 0 119 0 0 0 280
Valuing Volatility Spillovers 0 0 0 134 0 0 0 405
Valuing Volatility Spillovers 0 0 0 138 1 2 3 407
Total Working Papers 0 4 12 2,498 3 14 48 7,593

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins 1 2 5 9 1 2 5 19
Bubble detection and sector trading in real time 0 0 0 14 0 0 3 53
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 0 0 0 182
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 1 1 2 34
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 2 4 0 0 5 16
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 20 1 1 3 93
Explaining House Prices in Australia: 1970–2003 1 1 10 367 1 3 24 942
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 0 2 14 30 0 7 29 97
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 0 0 2 16
International Commodity Prices and the Australian Stock Market 1 1 1 20 2 2 2 91
Linkages between international REITs: the role of economic factors 0 0 2 14 1 1 8 46
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 0 0 45
Mapping out network connections between residential property markets 0 0 0 1 0 0 1 21
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York 0 0 0 24 0 0 0 88
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 1 1 15 0 1 2 34
Measuring the Impact of the GFC on European Equity Markets 0 0 0 33 0 0 1 185
On Identifying Structural VAR Models via ARCH Effects 0 0 4 61 0 5 15 153
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 0 3 0 0 0 6
Regional and global contagion in real estate investment trusts 0 0 0 9 0 0 1 36
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? 0 0 0 24 0 0 0 100
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 0 2 23
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 1 13 0 0 3 72
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 0 11 0 0 0 64
Testing for identification in SVAR-GARCH models 1 2 2 53 1 12 13 178
Testing market efficiency in the EU carbon futures market 0 0 0 43 0 1 1 125
Unobservable shocks as carriers of contagion 0 0 0 81 0 1 4 243
Valuing volatility spillovers 0 0 0 46 0 1 2 164
Total Journal Articles 4 9 42 950 8 38 128 3,126

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Statistics updated 2025-06-06