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 2 5 13 637
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 0 0 31 5 12 20 89
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 1 4 12 140
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 3 5 22 177
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 7 7 21 621
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 0 0 636 12 38 56 2,368
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 2 6 22 51
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 0 4 8 227
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 3 6 16 271
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 1 162 3 6 18 502
Testing Market Efficiency and Price Discovery in European Carbon Markets 1 2 2 507 3 6 25 1,358
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 0 1 109 3 34 59 232
Testing for identification in SVAR-GARCH models 2 2 2 68 5 12 17 135
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 1 1 1 120 6 6 11 291
Valuing Volatility Spillovers 0 0 0 134 0 1 11 416
Valuing Volatility Spillovers 0 0 0 138 6 8 15 421
Total Working Papers 4 5 7 2,505 61 160 346 7,936

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 0 1 9 5 10 20 38
Bubble detection and sector trading in real time 0 0 1 15 2 6 19 72
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 3 6 9 191
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 3 7 18 51
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 0 4 2 4 11 27
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 3 5 19 111
Explaining House Prices in Australia: 1970–2003 0 0 4 370 3 6 33 974
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 0 1 5 35 4 10 27 124
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 3 4 17 33
International Commodity Prices and the Australian Stock Market 0 0 1 20 2 6 23 112
Linkages between international REITs: the role of economic factors 0 0 1 15 1 2 16 61
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 1 2 12 57
Mapping out network connections between residential property markets 0 0 0 1 1 3 9 30
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York 0 0 0 24 2 3 13 101
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 0 0 15 5 9 14 48
Measuring the Impact of the GFC on European Equity Markets 0 0 1 34 1 6 16 201
Measuring the impact of digital exchange cyberattacks on Bitcoin Returns 0 0 0 2 2 5 15 27
On Identifying Structural VAR Models via ARCH Effects 0 1 3 64 5 8 27 180
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 1 4 0 3 15 21
Regional and global contagion in real estate investment trusts 0 0 0 9 3 3 11 47
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? 0 0 0 24 1 3 7 107
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 2 4 7 30
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 3 6 13 85
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 1 12 2 5 15 79
Testing for identification in SVAR-GARCH models 0 0 2 54 8 17 33 210
Testing market efficiency in the EU carbon futures market 0 0 0 43 0 3 11 136
Unobservable shocks as carriers of contagion 0 1 1 82 3 9 17 260
Valuing volatility spillovers 0 0 0 46 0 3 13 177
Total Journal Articles 0 3 23 971 70 158 460 3,590

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Statistics updated 2026-05-06