Access Statistics for Vance Lindsay Martin

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
A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES 0 0 0 60 0 0 1 135
A Goodness of Fit Test for Ergodic Markov Processes 0 0 0 30 0 1 3 107
A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS 1 1 3 299 1 3 5 575
A Nonlinear Characterization of Asset Dynamics with an Application to the 1987 Stock Market Crash 0 0 0 1 0 0 1 303
A reexamination of the equity-premium puzzle: A robust non-parametric approach 0 0 0 100 0 0 0 368
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 3 3 561
Are Financial Crises Alike? 0 1 1 166 0 1 1 318
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 289 0 0 1 988
Coastal Dynamics and Adaptation to Uncertain Sea Level Rise: Optimal Portfolios for Salt Marsh Migration 0 0 0 14 0 2 3 47
Discounting The Equity Premium Puzzle 0 0 0 132 0 1 1 586
Does Capital Chase Labour Internationally 0 0 0 0 0 0 0 431
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 401 0 0 0 906
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 339 0 2 5 827
Empirical Modelling of Contagion: A Review of Methodologies 0 0 1 326 0 1 2 806
Financial Contagion and Asset Pricing 0 0 0 39 0 1 2 121
Hedging Supply Risks: An Optimal Urban Water Portfolio 0 0 0 20 0 0 2 48
Implicit Bayesian Inference Using Option Prices 0 0 1 274 0 0 2 795
Implicit Bayesian Inference Using Option Prices 0 0 1 143 0 0 1 503
Indirect Estimation of Arfima and Varfima Models 0 0 0 3 0 0 3 1,088
Interest Rate Conundrum 0 1 2 2 0 2 4 13
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 1 428 0 1 2 1,246
Joint tests of contagion with applications to financial crises 0 0 0 78 0 1 1 141
Joint tests of contagion with applications to financial crises 0 0 0 47 0 1 4 51
Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence 0 0 2 18 2 3 12 37
Measuring financial interdependence in asset returns with an application to euro zone equities 0 0 1 35 0 1 3 103
Modelling the Term Structure 0 0 0 2 0 3 6 656
Optimal Portfolio Management of Urban Water 0 0 0 20 0 1 2 67
Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? 0 0 0 157 0 1 3 415
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 0 1 1,025
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 0 2 2 497
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 1 334 0 2 4 1,442
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 1 1 1 1,204
Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession 0 0 0 19 0 0 1 35
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 0 1 1 427
Sectoral Contagion: A Dynamic Factor Analysis of the Great Recession 0 0 0 0 0 0 0 65
Teaching Financial Econometrics to Students Converting to Finance 0 5 29 29 1 9 51 51
Testingh Speculative Efficiency: Pitfalls, Puzzles and Parametrics 0 0 0 0 0 1 3 657
The Interest Rate Conundrum 0 1 1 2 0 3 5 14
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 0 0 0 325
Total Working Papers 1 9 44 4,742 5 48 142 17,984


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 0 1 114
A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis 0 0 1 25 0 0 2 73
A New Class of Tests of Contagion With Applications 0 0 5 187 0 0 8 412
A Non-linear Model of the Real US-UK Exchange Rate 0 0 1 106 0 0 3 595
A Spectral-Temporal Index with an Application to U.S. Interest Rates 0 0 0 0 0 1 7 109
A multivariate latent factor decomposition of international bond yield spreads 0 0 3 520 0 0 6 1,508
A nonlinear model of asset returns with multiple shocks 0 0 0 14 0 0 0 57
A reexamination of the equity-premium puzzle: A robust non-parametric approach 0 0 0 31 0 0 1 142
A threshold mixed count time series model: estimation and application 0 0 0 13 0 0 1 35
Addressing water shortages by force of habit 0 0 1 8 0 0 3 108
An Investigation into the Major Causes 01 Australia's Recent Inflation and Some Policy Implications 0 0 0 0 0 0 2 3
Asset Substitution and Aggregate Liquidity in Australia: 1969–1983 0 0 0 0 0 0 0 8
Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991 0 0 0 0 0 1 2 246
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 0 0 1 76 0 0 1 287
Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration 0 0 1 6 0 1 2 26
Computing the Distributions of Economic Models via Simulation 0 0 0 102 0 0 1 340
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 1 1 99 0 1 1 227
Contagion in international bond markets during the Russian and the LTCM crises 0 0 0 127 0 0 0 347
Correlation, Contagion, and Asian Evidence 0 0 0 117 0 0 0 410
Derivation of a Leading Index for the United States Using Kalman Filters 0 0 0 66 0 0 1 209
EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS 0 0 0 13 0 0 0 41
ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS 0 0 0 23 0 1 2 65
Empirical modelling of contagion: a review of methodologies 0 0 0 112 0 1 6 330
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 0 0 1 38
Financial contagion and asset pricing 0 0 1 34 0 0 3 140
Forecasting the volatility of asset returns: The informational gains from option prices 1 1 1 11 1 1 4 39
Global and regional financial integration in East Asia and the ASEAN 0 0 1 32 0 0 4 98
Hedging Supply Risks: An Optimal Water Portfolio 0 0 0 4 0 0 1 42
Household willingness to take financial risk: Stockmarket movements and life‐cycle effects 0 0 2 13 1 2 8 25
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 0 0 0 181
Implicit Bayesian Inference Using Option Prices 0 0 0 36 0 0 2 187
Indirect estimation of ARFIMA and VARFIMA models 0 0 0 182 0 2 4 410
Interest Rate Conundrum 0 0 0 52 0 1 1 180
Intergenerational earnings mobility: A new decomposition of investment and endowment effects 1 1 1 41 2 2 3 139
International Business Cycles and Financial Integration 0 0 0 70 1 2 4 199
International monetary policy surprise spillovers 0 0 2 189 0 1 16 502
Joint tests of contagion with applications 0 0 1 3 0 0 1 23
Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain 0 0 0 0 0 0 0 82
Measuring financial interdependence in asset markets with an application to eurozone equities 0 0 0 11 0 1 2 56
Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach 0 0 1 1 0 0 3 4
Modeling time varying risk of natural resource assets: Implications of climate change 0 0 0 2 0 0 1 9
Modelling nonlinearities in equity returns: the mean impact curve analysis 0 0 0 25 0 0 1 115
Multiple equilibria and hysteresis in simple exchange models 0 0 0 33 0 0 1 94
NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY 0 0 0 1 0 1 2 8
News and expected returns in East Asian equity markets: The RV-GARCHM model 0 0 0 7 0 0 1 43
No, Business Cycles Are Not All Alike: The United States and Australia Compared 0 0 0 0 0 0 1 116
Nonlinear Modelling Using the Generalized Exponential Family of Distributions 0 0 0 0 1 1 2 410
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations 0 2 5 161 0 2 8 376
Once in a Lifetime? The Effects of the Global Financial Crisis on Household Willingness to Take Financial Risk 0 0 0 5 0 0 1 22
Optimal conservation, extinction debt, and the augmented quasi-option value 0 0 0 38 0 0 0 171
Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? 0 0 0 44 0 1 2 146
Parametric pricing of higher order moments in S&P500 options 0 0 0 1 0 1 2 5
Parametric pricing of higher order moments in S&P500 options 0 0 3 84 0 2 7 474
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 3 5 106
Real sectoral spillovers: A dynamic factor analysis of the great recession 0 0 0 14 0 0 0 53
Regression‐based cointegration estimators with applications 0 0 1 2 0 0 2 3
Specification tests for univariate diffusions 0 0 0 0 0 0 1 2
THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES 0 0 0 1 0 0 0 6
Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model 0 0 0 0 0 0 0 58
The Dynamics of Structural Transformation in Australia, 1960–2020 0 0 0 1 1 1 2 5
The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy 0 0 0 40 0 1 2 119
The distribution of exchange rate returns and the pricing of currency options 0 0 1 60 0 1 2 187
The effects of the Global Financial Crisis on the stock holding decisions of Australian households 0 0 0 13 0 0 3 113
Unravelling financial market linkages during crises 0 0 2 275 1 2 8 661
Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987 0 0 0 0 0 0 0 64
Total Journal Articles 2 5 36 3,208 8 34 161 11,403


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Modelling with Time Series 0 0 0 0 2 5 21 524
Econometric Modelling with Time Series 0 0 0 0 2 5 20 327
Transmission of Financial Crises and Contagion: A Latent Factor Approach 0 0 0 0 0 3 5 346
Total Books 0 0 0 0 4 13 46 1,197


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic letter volume models: how does an economic downturn affect substitution propensities? 0 0 0 10 0 0 2 27
Forecasting Letter Volumes: Augmenting Econometric Baseline Projections 0 0 0 12 0 0 1 41
Weighted Monetary Aggregates: Empirical Evidence for Australia 0 0 0 0 0 2 3 7
Total Chapters 0 0 0 22 0 2 6 75


Statistics updated 2025-06-06