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 1 7 9 633
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 0 0 31 3 9 12 80
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 5 8 136
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 2 18 19 174
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 0 9 14 614
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 0 2 636 2 13 23 2,332
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 3 13 21 48
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 4 6 9 227
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 1 9 12 266
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 1 162 1 9 13 497
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 0 2 505 0 10 21 1,352
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 1 1 109 18 39 43 216
Testing for identification in SVAR-GARCH models 0 0 0 66 3 7 8 126
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 0 119 0 4 5 285
Valuing Volatility Spillovers 0 0 0 134 0 9 10 415
Valuing Volatility Spillovers 0 0 0 138 2 7 10 415
Total Working Papers 0 1 6 2,500 40 174 237 7,816

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 2 9 4 12 15 32
Bubble detection and sector trading in real time 0 1 1 15 2 12 15 68
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 2 4 5 187
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 3 10 14 47
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 0 4 2 6 9 25
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 1 11 15 107
Explaining House Prices in Australia: 1970–2003 0 1 4 370 1 14 30 969
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 1 1 7 35 4 12 28 118
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 1 11 14 30
International Commodity Prices and the Australian Stock Market 0 0 1 20 0 11 17 106
Linkages between international REITs: the role of economic factors 0 0 1 15 1 7 15 60
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 5 10 55
Mapping out network connections between residential property markets 0 0 0 1 2 5 8 29
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York 0 0 0 24 1 8 11 99
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 0 1 15 2 4 8 41
Measuring the Impact of the GFC on European Equity Markets 0 0 1 34 4 11 14 199
Measuring the impact of digital exchange cyberattacks on Bitcoin Returns 0 0 0 2 1 8 13 23
On Identifying Structural VAR Models via ARCH Effects 0 0 2 63 0 6 24 172
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 1 4 3 10 15 21
Regional and global contagion in real estate investment trusts 0 0 0 9 0 4 8 44
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? 0 0 0 24 1 4 5 105
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 2 3 26
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 3 8 10 82
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 1 12 2 7 12 76
Testing for identification in SVAR-GARCH models 0 1 3 54 6 15 33 199
Testing market efficiency in the EU carbon futures market 0 0 0 43 2 7 11 135
Unobservable shocks as carriers of contagion 1 1 1 82 5 10 14 256
Valuing volatility spillovers 0 0 0 46 1 5 12 175
Total Journal Articles 2 5 27 970 54 229 388 3,486

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Statistics updated 2026-03-04