| 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 |
2 |
3 |
10 |
124 |
| A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis |
0 |
0 |
0 |
25 |
3 |
4 |
11 |
84 |
| A New Class of Tests of Contagion With Applications |
0 |
0 |
1 |
188 |
3 |
3 |
12 |
424 |
| A Non-linear Model of the Real US-UK Exchange Rate |
0 |
0 |
0 |
106 |
0 |
0 |
6 |
601 |
| A Spectral-Temporal Index with an Application to U.S. Interest Rates |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
114 |
| A multivariate latent factor decomposition of international bond yield spreads |
0 |
0 |
0 |
520 |
3 |
4 |
17 |
1,525 |
| A nonlinear model of asset returns with multiple shocks |
0 |
0 |
0 |
14 |
3 |
3 |
4 |
61 |
| A reexamination of the equity-premium puzzle: A robust non-parametric approach |
0 |
0 |
0 |
31 |
1 |
1 |
9 |
151 |
| A threshold mixed count time series model: estimation and application |
0 |
0 |
0 |
13 |
0 |
3 |
13 |
48 |
| Addressing water shortages by force of habit |
0 |
0 |
0 |
8 |
2 |
3 |
14 |
122 |
| An Investigation into the Major Causes 01 Australia's Recent Inflation and Some Policy Implications |
0 |
0 |
0 |
0 |
8 |
9 |
16 |
19 |
| Asset Substitution and Aggregate Liquidity in Australia: 1969–1983 |
0 |
0 |
0 |
0 |
3 |
4 |
14 |
22 |
| Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991 |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
248 |
| CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION |
0 |
0 |
0 |
76 |
0 |
0 |
2 |
289 |
| Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration |
0 |
0 |
0 |
6 |
3 |
5 |
13 |
39 |
| Computing the Distributions of Economic Models via Simulation |
0 |
0 |
0 |
102 |
2 |
10 |
20 |
360 |
| Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises |
0 |
0 |
0 |
99 |
2 |
3 |
7 |
234 |
| Contagion in international bond markets during the Russian and the LTCM crises |
0 |
0 |
1 |
128 |
4 |
5 |
13 |
360 |
| Correlation, Contagion, and Asian Evidence |
0 |
0 |
0 |
117 |
2 |
5 |
16 |
426 |
| Derivation of a Leading Index for the United States Using Kalman Filters |
0 |
0 |
0 |
66 |
3 |
3 |
7 |
216 |
| EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS |
0 |
0 |
1 |
14 |
3 |
8 |
10 |
51 |
| ENDOGENOUS JUMPING AND ASSET PRICE DYNAMICS |
0 |
0 |
0 |
23 |
3 |
4 |
9 |
74 |
| Empirical modelling of contagion: a review of methodologies |
0 |
0 |
0 |
112 |
2 |
4 |
13 |
343 |
| Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? |
0 |
0 |
0 |
5 |
2 |
2 |
4 |
42 |
| Financial contagion and asset pricing |
0 |
1 |
1 |
35 |
3 |
12 |
20 |
160 |
| Forecasting the volatility of asset returns: The informational gains from option prices |
0 |
0 |
1 |
11 |
3 |
5 |
16 |
54 |
| Global and regional financial integration in East Asia and the ASEAN |
0 |
0 |
1 |
33 |
5 |
6 |
11 |
109 |
| Hedging Supply Risks: An Optimal Water Portfolio |
0 |
0 |
0 |
4 |
1 |
1 |
5 |
47 |
| Household willingness to take financial risk: Stockmarket movements and life‐cycle effects |
0 |
2 |
7 |
20 |
6 |
11 |
24 |
48 |
| Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 |
0 |
0 |
0 |
44 |
2 |
2 |
10 |
191 |
| Implicit Bayesian Inference Using Option Prices |
0 |
0 |
0 |
36 |
2 |
5 |
8 |
195 |
| Indirect estimation of ARFIMA and VARFIMA models |
0 |
0 |
0 |
182 |
3 |
4 |
21 |
431 |
| Interest Rate Conundrum |
0 |
0 |
1 |
53 |
2 |
4 |
14 |
194 |
| Intergenerational earnings mobility: A new decomposition of investment and endowment effects |
1 |
1 |
2 |
42 |
5 |
5 |
16 |
153 |
| International Business Cycles and Financial Integration |
0 |
0 |
0 |
70 |
1 |
1 |
6 |
204 |
| International monetary policy surprise spillovers |
0 |
0 |
0 |
189 |
0 |
4 |
21 |
523 |
| Joint tests of contagion with applications |
0 |
0 |
1 |
4 |
1 |
1 |
6 |
29 |
| Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
86 |
| Measuring financial interdependence in asset markets with an application to eurozone equities |
0 |
0 |
1 |
12 |
0 |
2 |
7 |
63 |
| Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach |
0 |
0 |
1 |
2 |
1 |
2 |
8 |
12 |
| Modeling time varying risk of natural resource assets: Implications of climate change |
0 |
0 |
0 |
2 |
2 |
3 |
6 |
15 |
| Modelling nonlinearities in equity returns: the mean impact curve analysis |
0 |
1 |
1 |
26 |
2 |
4 |
9 |
124 |
| Multiple equilibria and hysteresis in simple exchange models |
0 |
0 |
0 |
33 |
1 |
2 |
8 |
102 |
| NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
12 |
| News and expected returns in East Asian equity markets: The RV-GARCHM model |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
47 |
| No, Business Cycles Are Not All Alike: The United States and Australia Compared |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
120 |
| Nonlinear Modelling Using the Generalized Exponential Family of Distributions |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
414 |
| On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations |
0 |
2 |
3 |
164 |
2 |
6 |
13 |
389 |
| Once in a Lifetime? The Effects of the Global Financial Crisis on Household Willingness to Take Financial Risk |
0 |
0 |
1 |
6 |
1 |
2 |
5 |
27 |
| Optimal conservation, extinction debt, and the augmented quasi-option value |
0 |
0 |
0 |
38 |
0 |
0 |
9 |
180 |
| Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? |
0 |
0 |
1 |
45 |
2 |
5 |
26 |
172 |
| Parametric pricing of higher order moments in S&P500 options |
0 |
0 |
0 |
1 |
5 |
5 |
15 |
20 |
| Parametric pricing of higher order moments in S&P500 options |
0 |
0 |
0 |
84 |
3 |
6 |
41 |
515 |
| Pricing currency options in the presence of time-varying volatility and non-normalities |
0 |
0 |
0 |
27 |
2 |
3 |
8 |
114 |
| Real sectoral spillovers: A dynamic factor analysis of the great recession |
0 |
0 |
1 |
15 |
2 |
2 |
15 |
68 |
| Regression‐based cointegration estimators with applications |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
4 |
| Specification tests for univariate diffusions |
0 |
0 |
0 |
0 |
2 |
3 |
9 |
11 |
| THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
9 |
| Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
62 |
| The Dynamics of Structural Transformation in Australia, 1960–2020 |
0 |
0 |
0 |
1 |
4 |
8 |
15 |
19 |
| The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy |
0 |
0 |
0 |
40 |
1 |
3 |
11 |
130 |
| The distribution of exchange rate returns and the pricing of currency options |
0 |
1 |
1 |
61 |
1 |
4 |
9 |
196 |
| The effects of the Global Financial Crisis on the stock holding decisions of Australian households |
0 |
0 |
1 |
14 |
3 |
4 |
8 |
121 |
| Unravelling financial market linkages during crises |
0 |
0 |
1 |
276 |
3 |
3 |
16 |
676 |
| Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
65 |
| Total Journal Articles |
1 |
8 |
29 |
3,235 |
133 |
226 |
693 |
12,088 |
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