| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| "Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond": Comment |
0 |
0 |
0 |
8 |
0 |
0 |
14 |
56 |
| A Capital Adequacy Buffer Model |
0 |
0 |
1 |
48 |
0 |
2 |
17 |
131 |
| A Capital Adequacy Buffer Model |
0 |
0 |
0 |
51 |
0 |
1 |
11 |
93 |
| A Capital Adequacy Buffer Model |
0 |
0 |
0 |
10 |
0 |
0 |
8 |
110 |
| A Capital Adequacy Buffer Model |
0 |
0 |
0 |
21 |
0 |
1 |
17 |
104 |
| A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices |
0 |
0 |
0 |
41 |
0 |
5 |
17 |
183 |
| A Cointegration Analysis of Agricultural, Energy and Bio-Fuel Spot and Futures Prices |
0 |
0 |
1 |
79 |
0 |
1 |
17 |
95 |
| A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
0 |
13 |
0 |
0 |
5 |
65 |
| A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
0 |
10 |
0 |
1 |
11 |
72 |
| A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
1 |
60 |
0 |
0 |
10 |
89 |
| A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies |
0 |
0 |
0 |
16 |
0 |
0 |
11 |
53 |
| A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 |
0 |
0 |
0 |
38 |
0 |
0 |
18 |
141 |
| A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 |
0 |
0 |
0 |
30 |
0 |
1 |
27 |
141 |
| A non-parametric and entropy based analysis of the relationship between the VIX and S&P500 |
0 |
0 |
0 |
30 |
0 |
3 |
17 |
192 |
| An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series |
0 |
0 |
1 |
16 |
0 |
2 |
16 |
124 |
| An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series |
0 |
0 |
0 |
2 |
0 |
1 |
8 |
54 |
| An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series |
0 |
0 |
0 |
34 |
0 |
0 |
16 |
87 |
| Asset Pricing Tests, Endogeneity issues and Fama-French factors |
0 |
1 |
2 |
9 |
1 |
2 |
22 |
58 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
37 |
0 |
0 |
9 |
101 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
45 |
0 |
1 |
11 |
86 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
84 |
1 |
1 |
14 |
112 |
| Carpooling with heterogeneous users in the bottleneck model |
0 |
0 |
1 |
77 |
1 |
1 |
18 |
163 |
| Cointegrated Dynamics for A Generalized Long Memory Process |
0 |
0 |
0 |
25 |
0 |
0 |
15 |
48 |
| Cointegrated Dynamics for A Generalized Long Memory Process: An Application to Interest Rates |
0 |
0 |
0 |
26 |
2 |
2 |
18 |
65 |
| Cryptocurrencies, Diversification and the COVID-19 Pandemic |
0 |
0 |
0 |
11 |
0 |
0 |
21 |
38 |
| Daily Market News Sentiment and Stock Prices |
0 |
0 |
1 |
70 |
0 |
1 |
17 |
349 |
| Daily Market News Sentiment and Stock Prices |
0 |
1 |
2 |
16 |
0 |
1 |
24 |
138 |
| Daily Market News Sentiment and Stock Prices |
0 |
0 |
0 |
31 |
0 |
2 |
13 |
159 |
| Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
14 |
0 |
3 |
13 |
56 |
| Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
21 |
0 |
0 |
9 |
59 |
| Down-side Risk Metrics as Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
22 |
0 |
0 |
8 |
76 |
| Drawbacks in the 3-Factor Approach of Fama and French (2018) |
0 |
0 |
0 |
441 |
0 |
1 |
16 |
2,538 |
| Drawbacks in the 3-factor approach of Fama and French |
0 |
0 |
0 |
30 |
0 |
2 |
11 |
61 |
| Econometric modelling in finance and risk management: An overview |
0 |
0 |
0 |
261 |
1 |
1 |
6 |
616 |
| European Market Portfolio Diversifcation Strategies across the GFC |
0 |
0 |
0 |
21 |
0 |
0 |
9 |
111 |
| European Market Portfolio Diversification Strategies across the GFC |
0 |
0 |
1 |
13 |
0 |
1 |
10 |
81 |
| European Market Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
11 |
0 |
1 |
10 |
74 |
| Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather |
0 |
0 |
2 |
108 |
0 |
2 |
13 |
837 |
| Fake News and Indifference to Truth |
0 |
0 |
1 |
15 |
1 |
2 |
26 |
112 |
| Fake News and Indifference to Truth: Dissecting Tweets and State of the Union Addresses by Presidents Obama and Trump |
0 |
0 |
0 |
8 |
1 |
1 |
18 |
135 |
| Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany |
0 |
0 |
2 |
90 |
0 |
1 |
41 |
455 |
| Fake news and indifference to truth: Dissecting tweets and State of the Union Addresses by Presidents Obama and Trump |
0 |
0 |
0 |
20 |
0 |
0 |
12 |
80 |
| Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany |
0 |
0 |
1 |
131 |
1 |
3 |
61 |
2,723 |
| Financial Dependence Analysis: Applications of Vine Copulae |
0 |
0 |
1 |
13 |
0 |
2 |
13 |
90 |
| Financial Dependence Analysis: Applications of Vine Copulae |
0 |
0 |
0 |
67 |
0 |
0 |
8 |
121 |
| Financial Dependence Analysis: Applications of Vine Copulae |
0 |
0 |
0 |
23 |
0 |
2 |
18 |
126 |
| Hedge Fund Portfolio Diversification Strategies Across the GFC |
0 |
0 |
0 |
27 |
0 |
3 |
8 |
79 |
| Hedge Fund Portfolio Diversification Strategies Across the GFC |
0 |
0 |
0 |
42 |
0 |
3 |
12 |
122 |
| Hedge Fund Portfolio Diversification Strategies across the GFC |
0 |
0 |
0 |
20 |
0 |
0 |
28 |
113 |
| Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series |
0 |
0 |
0 |
29 |
0 |
0 |
19 |
189 |
| Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series |
0 |
0 |
0 |
15 |
0 |
1 |
13 |
108 |
| Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series |
0 |
0 |
0 |
21 |
1 |
2 |
21 |
183 |
| Modeling trading games in a stochastic non-life insurance market |
0 |
0 |
0 |
8 |
0 |
1 |
11 |
20 |
| Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan |
0 |
0 |
0 |
10 |
0 |
0 |
9 |
26 |
| Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
1 |
6 |
0 |
0 |
8 |
63 |
| Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
16 |
0 |
0 |
11 |
88 |
| Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
4 |
1 |
1 |
10 |
87 |
| Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies |
0 |
0 |
0 |
97 |
0 |
1 |
9 |
240 |
| Nonlinear time series and neural-network models of exchange rates between the US dollar and major currencies |
0 |
0 |
0 |
52 |
0 |
1 |
12 |
101 |
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis |
0 |
0 |
0 |
11 |
0 |
0 |
11 |
120 |
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis |
0 |
0 |
0 |
7 |
0 |
0 |
10 |
94 |
| Nonparametric Multiple Change Point Analysis of the Global Financial Crisis |
0 |
0 |
0 |
4 |
0 |
0 |
14 |
95 |
| REALIZED VOLATILITY RISK |
0 |
0 |
0 |
80 |
0 |
1 |
18 |
218 |
| Realized Volatility Risk |
0 |
0 |
0 |
68 |
1 |
3 |
23 |
171 |
| Realized Volatility Risk |
0 |
0 |
0 |
90 |
0 |
1 |
20 |
136 |
| Realized Volatility Risk |
0 |
0 |
0 |
62 |
0 |
0 |
15 |
149 |
| Realized Volatility Risk |
0 |
0 |
0 |
29 |
1 |
3 |
9 |
125 |
| Realized volatility risk |
0 |
0 |
0 |
48 |
0 |
2 |
24 |
87 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
1 |
46 |
1 |
1 |
22 |
227 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
1 |
91 |
1 |
1 |
10 |
350 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
0 |
62 |
1 |
2 |
14 |
203 |
| Recent Developments in Financial Economics and Econometrics: An Overview |
0 |
0 |
0 |
52 |
0 |
2 |
15 |
181 |
| Recent Developments in Financial Economics and Econometrics:An Overview |
0 |
0 |
1 |
91 |
0 |
1 |
16 |
267 |
| Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression |
0 |
0 |
1 |
63 |
0 |
1 |
16 |
203 |
| Risk Measurement and Risk Modelling Using Applications of Vine Copulas |
0 |
0 |
0 |
29 |
0 |
1 |
11 |
89 |
| Risk Measurement and Risk Modelling using Applications of Vine Copulas |
0 |
0 |
0 |
40 |
0 |
0 |
7 |
86 |
| Risk Measurement and risk modelling using applications of Vine Copulas |
0 |
0 |
0 |
23 |
0 |
0 |
11 |
81 |
| Risk Modeling and Management: An Overview |
0 |
0 |
0 |
42 |
1 |
2 |
12 |
131 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
116 |
0 |
3 |
11 |
133 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
28 |
0 |
0 |
11 |
141 |
| Risk Modelling and Management: An Overview |
0 |
1 |
1 |
51 |
0 |
1 |
16 |
153 |
| Risk Modelling and Management: An Overview |
0 |
0 |
0 |
4 |
0 |
1 |
10 |
86 |
| Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective |
0 |
1 |
1 |
44 |
0 |
1 |
15 |
139 |
| The Duration Derby: A Comparison of Duration Based Strategies in Asset Liability Management |
0 |
0 |
0 |
0 |
0 |
0 |
14 |
980 |
| The Influence of Dust Levels on Atmospheric Carbon Dioxide and Global Temperature |
0 |
1 |
1 |
6 |
0 |
2 |
14 |
50 |
| The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions |
0 |
0 |
0 |
79 |
0 |
1 |
8 |
124 |
| The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions |
0 |
0 |
0 |
48 |
0 |
1 |
17 |
180 |
| Theoretical and Empirical Differences Between Diagonal and Full BEKK for Risk Management |
0 |
0 |
0 |
18 |
0 |
1 |
14 |
56 |
| Theoretical and Empirical Differences Between Diagonal and Full Bekk for Risk Management |
0 |
0 |
0 |
33 |
0 |
0 |
11 |
111 |
| Using Regression Techniques to Estimate Futures Hedge Ratios Some Results from Alternative Approaches Applied to Australian 10 Year Treasury Bond Futures |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
15 |
| Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
12 |
0 |
1 |
13 |
62 |
| Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
32 |
0 |
0 |
7 |
61 |
| Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events |
0 |
0 |
0 |
29 |
0 |
1 |
7 |
85 |
| Volatility Spillovers from Australia's Major Trading Partners across the GFC |
0 |
0 |
0 |
9 |
0 |
0 |
15 |
93 |
| Volatility Spillovers from Australia's major trading partners across the GFC |
0 |
0 |
1 |
30 |
0 |
1 |
16 |
150 |
| Volatility Spillovers from Australia's major trading partners across the GFC |
0 |
0 |
0 |
3 |
1 |
2 |
13 |
92 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
32 |
0 |
0 |
18 |
187 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
9 |
0 |
0 |
10 |
118 |
| Volatility Spillovers from the Chinese Stock Market to Economic Neighbours |
0 |
0 |
0 |
18 |
0 |
2 |
16 |
144 |
| Volatility Spillovers from the US to Australia and China across the GFC |
0 |
0 |
0 |
44 |
0 |
0 |
9 |
100 |
| Volatility Spillovers from the US to Australia and China across the GFC |
0 |
0 |
0 |
12 |
0 |
1 |
8 |
78 |
| Volatility spillovers from the US to Australia and China across the GFC |
0 |
0 |
0 |
33 |
0 |
0 |
5 |
122 |
| “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment |
0 |
0 |
0 |
5 |
0 |
2 |
12 |
48 |
| Total Working Papers |
0 |
5 |
27 |
4,227 |
18 |
107 |
1,470 |
19,398 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A CLOSER LOOK AT THE CHARACTERISTICS OF STOCK HOLDINGS OF FOREIGN AND LOCAL INVESTORS IN THE INDONESIAN STOCK EXCHANGE (IDX) |
0 |
0 |
0 |
1 |
0 |
8 |
20 |
42 |
| A Gourmet's delight: CAViaR and the Australian stock market |
0 |
0 |
0 |
21 |
0 |
0 |
10 |
97 |
| A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500 |
0 |
0 |
0 |
22 |
0 |
3 |
16 |
139 |
| A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index |
0 |
0 |
1 |
13 |
1 |
1 |
20 |
68 |
| A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of the FTSE and S&P500 Indexes |
1 |
1 |
4 |
21 |
3 |
5 |
45 |
101 |
| A Test of the Persistence in the Performance of UK Managed Funds |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
42 |
| A capital adequacy buffer model |
0 |
0 |
0 |
7 |
0 |
0 |
15 |
73 |
| A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices |
0 |
1 |
1 |
9 |
1 |
4 |
25 |
107 |
| A hidden Markov chain model for the term structure of bond credit risk spreads |
0 |
0 |
0 |
135 |
1 |
1 |
10 |
382 |
| An Examination of the Role of Time and its Impact on Price Revision |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
24 |
| An entropy-based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series |
0 |
0 |
0 |
5 |
0 |
0 |
13 |
55 |
| Analysing the return distributions of Australian stocks: the CAPM, factor models and quantile regressions |
0 |
0 |
0 |
40 |
0 |
1 |
5 |
127 |
| Asymmetric Realized Volatility Risk |
0 |
0 |
0 |
26 |
0 |
2 |
19 |
145 |
| Australian domestic porfolio diversification and estimation risk: A review of investment strategies |
0 |
0 |
0 |
18 |
1 |
2 |
9 |
172 |
| Australian domestic portfolio diversification and estimation risk: A review of investment strategies |
0 |
0 |
0 |
25 |
1 |
1 |
7 |
168 |
| Benchmarking Australian fixed interest fund performance: finding the optimal factors |
0 |
0 |
0 |
23 |
0 |
0 |
9 |
138 |
| Beyond reasonable doubt: multiple tail risk measures applied to European industries |
0 |
0 |
0 |
4 |
0 |
0 |
12 |
83 |
| Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates |
0 |
0 |
0 |
6 |
1 |
1 |
12 |
46 |
| Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market |
0 |
0 |
1 |
8 |
0 |
1 |
17 |
68 |
| Cryptocurrencies, Diversification and the COVID-19 Pandemic |
0 |
0 |
0 |
3 |
1 |
3 |
15 |
28 |
| Daily market news sentiment and stock prices |
1 |
2 |
4 |
36 |
2 |
6 |
46 |
227 |
| Determinants of the cross-section of stock returns in the Malaysian stock market |
0 |
0 |
0 |
70 |
1 |
2 |
14 |
198 |
| Do UK stock prices deviate from fundamentals? |
0 |
0 |
0 |
9 |
0 |
0 |
7 |
91 |
| Do We Need Stochastic Volatility and Generalised Autoregressive Conditional Heteroscedasticity? Comparing Squared End-Of-Day Returns on FTSE |
0 |
0 |
0 |
2 |
0 |
2 |
12 |
43 |
| Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis |
0 |
0 |
0 |
15 |
1 |
1 |
14 |
109 |
| Drawbacks in the 3-Factor Approach of Fama and French (2018) |
0 |
1 |
3 |
10 |
0 |
2 |
27 |
56 |
| EVT and tail-risk modelling: Evidence from market indices and volatility series |
0 |
1 |
7 |
41 |
0 |
3 |
38 |
182 |
| Econometric modelling in finance and risk management: An overview |
0 |
0 |
0 |
78 |
0 |
2 |
11 |
226 |
| Editorial: Statement for the Special Issue in Honor of Michael McAleer |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
18 |
| Effects of Bank Funds Management Activities on the Disintermediation of Bank Deposits |
0 |
0 |
1 |
12 |
0 |
0 |
14 |
75 |
| Efficient modelling and forecasting with range based volatility models and its application |
0 |
0 |
0 |
6 |
0 |
1 |
11 |
50 |
| Empirical performance of affine option pricing models: evidence from the Australian index options market |
0 |
0 |
0 |
17 |
0 |
1 |
8 |
114 |
| Estimating and simulating Weibull models of risk or price durations: An application to ACD models |
0 |
0 |
0 |
20 |
0 |
0 |
15 |
104 |
| Extreme market risk and extreme value theory |
0 |
0 |
1 |
41 |
3 |
4 |
20 |
164 |
| FAKE NEWS AND INDIFFERENCE TO TRUTH: DISSECTING TWEETS AND STATE OF THE UNION ADDRESSES BY PRESIDENTS OBAMA AND TRUMP |
0 |
0 |
0 |
8 |
0 |
1 |
15 |
83 |
| FLATTENING THE CURVE IN RISK MANAGEMENT OF COVID-19: DO LOCKDOWNS WORK? |
0 |
0 |
0 |
3 |
0 |
1 |
13 |
39 |
| Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany |
0 |
0 |
0 |
8 |
0 |
0 |
26 |
100 |
| Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather |
0 |
0 |
0 |
18 |
0 |
1 |
11 |
162 |
| Financial dependence analysis: applications of vine copulas |
0 |
0 |
0 |
11 |
1 |
1 |
16 |
85 |
| Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks |
0 |
0 |
1 |
88 |
0 |
3 |
25 |
308 |
| Forecasting profitability and earnings: a study of the UK market (1982-2000) |
0 |
0 |
0 |
77 |
2 |
3 |
20 |
259 |
| GANs and synthetic financial data: calculating VaR* |
0 |
0 |
0 |
0 |
0 |
2 |
14 |
14 |
| GARMA, HAR and Rules of Thumb for Modelling Realized Volatility |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
9 |
| Generalized Correlation Measures of Causality and Forecasts of the VIX Using Non-Linear Models |
0 |
0 |
0 |
7 |
1 |
1 |
13 |
74 |
| Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN |
0 |
0 |
0 |
1 |
0 |
0 |
12 |
19 |
| Investigating other leading indicators influencing Australian domestic tourism demand |
0 |
0 |
1 |
12 |
0 |
0 |
5 |
38 |
| Investors' response to mutual fund company mergers |
0 |
0 |
1 |
1 |
0 |
1 |
7 |
9 |
| Long-run underperformance of seasoned equity offerings: Fact or an illusion? |
0 |
0 |
0 |
3 |
0 |
1 |
14 |
66 |
| Making sense of digital traces: An activity theory driven ontological approach |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
20 |
| Measuring and modelling risk |
0 |
0 |
0 |
12 |
0 |
0 |
7 |
53 |
| Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants |
0 |
1 |
1 |
14 |
0 |
1 |
10 |
96 |
| Modelling and managing financial risk: An overview |
0 |
0 |
0 |
6 |
0 |
0 |
8 |
69 |
| Modelling interstate tourism demand in Australia: A cointegration approach |
0 |
0 |
0 |
12 |
2 |
2 |
14 |
66 |
| Modelling tail credit risk using transition matrices |
0 |
0 |
0 |
18 |
0 |
0 |
7 |
97 |
| Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets |
0 |
0 |
2 |
2 |
1 |
1 |
6 |
6 |
| Monte Carlo option pricing with asymmetric realized volatility dynamics |
0 |
0 |
0 |
8 |
1 |
1 |
16 |
88 |
| Multivariate GARCH hedge ratios and hedging effectiveness in Australian futures markets |
0 |
0 |
0 |
124 |
1 |
1 |
12 |
350 |
| NON-PARAMETRIC MULTIPLE CHANGE POINT ANALYSIS OF THE GLOBAL FINANCIAL CRISIS |
0 |
0 |
0 |
7 |
0 |
3 |
17 |
101 |
| Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies |
0 |
0 |
0 |
15 |
1 |
2 |
12 |
103 |
| Optimal Time Series Forecasting Through the GARMA Model |
0 |
0 |
0 |
0 |
0 |
3 |
11 |
27 |
| PREDICTING CASES AND DEATHS IN EUROPE FROM COVID-19 TESTS AND COUNTRY POPULATIONS |
0 |
0 |
1 |
6 |
0 |
0 |
5 |
27 |
| Post-Takeover Effects on Thai Bidding Firms: Are Takeovers in the Bidder's Interests? |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
25 |
| Predicting COVID-19 Cases and Deaths in the USA from Tests and State Populations |
0 |
0 |
0 |
21 |
0 |
0 |
15 |
102 |
| President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change † |
0 |
0 |
0 |
5 |
0 |
0 |
29 |
102 |
| Purchasing Power Parity-evidence from a new panel test |
0 |
0 |
0 |
51 |
0 |
0 |
5 |
217 |
| QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS |
0 |
1 |
2 |
13 |
0 |
5 |
19 |
52 |
| Recent developments in financial economics and econometrics: An overview |
0 |
0 |
1 |
24 |
1 |
2 |
15 |
130 |
| Risk Analysis and Portfolio Modelling |
0 |
0 |
1 |
14 |
0 |
0 |
10 |
72 |
| Risk Measurement and Risk Modelling Using Applications of Vine Copulas |
0 |
0 |
0 |
2 |
1 |
2 |
14 |
68 |
| Robust newsvendor problems: effect of discrete demands |
0 |
0 |
2 |
10 |
0 |
2 |
17 |
75 |
| Semiparametric Autoregressive Conditional Duration Model: Theory and Practice |
0 |
0 |
0 |
10 |
0 |
1 |
13 |
63 |
| Some statistical models for durations and an application to News Corporation stock prices |
0 |
0 |
0 |
1 |
0 |
0 |
9 |
31 |
| Spare Debt Capacity: Company Practices in Australia, Britain and Japan |
0 |
0 |
0 |
2 |
0 |
0 |
10 |
62 |
| Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information? |
0 |
1 |
1 |
3 |
0 |
1 |
11 |
32 |
| THE CONTRIBUTION OF FOREIGN INVESTORS TO PRICE DISCOVERY IN THE INDONESIAN STOCK EXCHANGE |
0 |
0 |
0 |
3 |
1 |
3 |
14 |
36 |
| Tail dependence analysis of stock markets using extreme value theory |
0 |
0 |
0 |
11 |
1 |
2 |
14 |
56 |
| Take it to the limit: Innovative CVaR applications to extreme credit risk measurement |
0 |
0 |
0 |
19 |
1 |
3 |
12 |
111 |
| Technical Change, Economies of Scope and Contestable Markets |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
50 |
| The Determinants of Capital Structure: Empirical evidence from Thai Banks |
0 |
0 |
0 |
0 |
1 |
1 |
16 |
57 |
| The Determinants of the Capital Structure of Listed Australian Companies: The Financial Manager's Perspective |
0 |
0 |
0 |
38 |
2 |
3 |
14 |
145 |
| The Global Financial Crisis: some attributes and responses |
0 |
0 |
0 |
111 |
0 |
0 |
8 |
255 |
| The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics |
0 |
0 |
0 |
15 |
1 |
2 |
9 |
101 |
| The fluctuating default risk of Australian banks |
0 |
0 |
2 |
19 |
0 |
1 |
17 |
151 |
| The long-run performance of initial public offerings in Thailand |
0 |
0 |
0 |
147 |
1 |
1 |
13 |
451 |
| The suitability of a monetary union in East Asia: What does the cointegration approach tell? |
0 |
0 |
0 |
6 |
0 |
0 |
7 |
46 |
| The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk |
0 |
0 |
0 |
31 |
0 |
0 |
6 |
165 |
| Theoretical and Empirical Differences between Diagonal and Full BEKK for Risk Management |
0 |
0 |
0 |
8 |
0 |
0 |
8 |
71 |
| Transitional credit modelling and its relationship to market value at risk: an Australian sectoral perspective |
0 |
0 |
0 |
37 |
0 |
0 |
14 |
157 |
| Trump’s COVID-19 tweets and Dr. Fauci’s emails |
0 |
0 |
0 |
3 |
1 |
6 |
22 |
55 |
| Volatility Spillovers from Australia's major trading partners across the GFC |
0 |
0 |
0 |
16 |
0 |
0 |
18 |
97 |
| Volatility spillover and multivariate volatility impulse response analysis of GFC news events |
0 |
0 |
0 |
16 |
0 |
0 |
20 |
89 |
| Volatility spillovers from the Chinese stock market to economic neighbours |
0 |
0 |
0 |
10 |
1 |
3 |
11 |
106 |
| WHAT'S SO SUPER ABOUT SUPER? |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
33 |
| YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODEL |
0 |
1 |
2 |
4 |
0 |
2 |
11 |
44 |
| “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality |
0 |
0 |
0 |
3 |
0 |
1 |
9 |
23 |
| Total Journal Articles |
2 |
10 |
41 |
1,883 |
40 |
130 |
1,293 |
9,460 |
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