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 1 3 3 69
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 1 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 1 2 6 635 1 3 15 2,310
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 1 24 1 1 4 28
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 1 1 2 219
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 0 0 0 254
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 2 3 7 505 2 4 14 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 1 3 118
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 0 138 0 0 1 405
Valuing Volatility Spillovers 0 0 0 134 0 0 0 405
Total Working Papers 3 5 14 2,497 6 14 48 7,585

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 0 2 3 7 0 2 3 17
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 0 0 1 33
Cryptocurrency exchanges: Predicting which markets will remain active 0 1 2 4 0 3 5 16
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 20 0 0 2 92
Explaining House Prices in Australia: 1970–2003 0 2 18 366 1 5 36 940
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 1 3 13 29 4 8 29 94
Inference in partially identified heteroskedastic simultaneous equations models 0 0 1 3 0 0 3 16
International Commodity Prices and the Australian Stock Market 0 0 0 19 0 0 1 89
Linkages between international REITs: the role of economic factors 0 0 2 14 0 1 7 45
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 0 1 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 1 1 1 15 1 2 2 34
Measuring the Impact of the GFC on European Equity Markets 0 0 1 33 0 0 2 185
On Identifying Structural VAR Models via ARCH Effects 0 0 6 61 0 0 12 148
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 2 2 23
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 1 13 0 1 4 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 1 1 52 4 5 7 170
Testing market efficiency in the EU carbon futures market 0 0 0 43 0 0 0 124
Unobservable shocks as carriers of contagion 0 0 0 81 1 1 5 243
Valuing volatility spillovers 0 0 0 46 0 1 2 163
Total Journal Articles 3 10 49 944 11 31 129 3,099

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Statistics updated 2025-04-04