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 2 2 626
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 0 0 31 1 1 5 71
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 2 2 4 131
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 1 1 1 156
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 2 4 5 605
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 0 3 636 0 3 13 2,319
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 2 2 9 35
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 2 2 3 221
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 0 1 3 257
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 1 162 1 3 4 488
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 0 3 505 4 6 13 1,342
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 0 0 108 3 4 4 177
Testing for identification in SVAR-GARCH models 0 0 0 66 1 1 2 119
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 0 119 0 1 1 281
Valuing Volatility Spillovers 0 0 0 138 1 1 3 408
Valuing Volatility Spillovers 0 0 0 134 0 1 1 406
Total Working Papers 0 0 7 2,499 21 35 73 7,642

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 4 9 1 1 5 20
Bubble detection and sector trading in real time 0 0 0 14 2 3 5 56
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 1 1 1 183
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 0 3 5 37
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 1 4 0 2 6 19
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 1 2 4 96
Explaining House Prices in Australia: 1970–2003 0 1 5 369 4 9 22 955
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 1 3 10 34 1 4 22 106
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 1 3 3 19
International Commodity Prices and the Australian Stock Market 0 0 1 20 3 3 6 95
Linkages between international REITs: the role of economic factors 0 1 1 15 4 6 9 53
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 1 2 5 50
Mapping out network connections between residential property markets 0 0 0 1 0 1 3 24
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York 0 0 0 24 1 2 3 91
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 0 1 15 1 1 5 37
Measuring the Impact of the GFC on European Equity Markets 0 0 1 34 0 2 3 188
Measuring the impact of digital exchange cyberattacks on Bitcoin Returns 0 0 0 2 1 1 5 15
On Identifying Structural VAR Models via ARCH Effects 1 1 2 63 4 5 18 166
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 1 4 0 2 5 11
Regional and global contagion in real estate investment trusts 0 0 0 9 1 3 4 40
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? 0 0 0 24 0 0 1 101
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 1 3 24
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 1 1 3 74
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 1 12 4 4 5 69
Testing for identification in SVAR-GARCH models 0 0 2 53 0 4 19 184
Testing market efficiency in the EU carbon futures market 0 0 0 43 1 3 4 128
Unobservable shocks as carriers of contagion 0 0 0 81 0 1 5 246
Valuing volatility spillovers 0 0 0 46 3 4 8 170
Total Journal Articles 2 6 31 965 36 74 187 3,257

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Statistics updated 2025-12-06