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 0 2 15 639
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 0 1 32 0 0 20 90
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 0 14 143
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 0 26 181
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 0 0 21 623
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 0 1 637 1 5 67 2,384
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 0 1 21 54
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 0 0 9 228
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 0 2 18 274
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 0 162 0 0 15 502
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 0 2 507 0 0 21 1,359
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 0 1 109 1 3 61 235
Testing for identification in SVAR-GARCH models 0 0 2 68 1 1 20 138
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 1 120 2 3 15 295
Valuing Volatility Spillovers 0 0 0 134 0 0 12 417
Valuing Volatility Spillovers 0 0 0 138 0 1 15 422
Total Working Papers 0 0 8 2,507 5 18 370 7,984

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 0 9 1 1 21 40
Bubble detection and sector trading in real time 0 1 2 16 0 2 21 74
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 0 2 11 193
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 0 0 16 51
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 0 4 0 1 12 29
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 21 1 2 19 113
Explaining House Prices in Australia: 1970–2003 0 0 2 370 1 1 34 981
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 0 0 3 35 2 3 25 128
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 0 1 19 35
International Commodity Prices and the Australian Stock Market 0 0 0 20 0 1 21 113
Linkages between international REITs: the role of economic factors 0 0 1 15 0 1 16 63
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 0 9 58
Mapping out network connections between residential property markets 0 0 0 1 0 0 7 30
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York 0 0 0 24 0 0 13 102
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 0 0 15 0 0 12 48
Measuring the Impact of the GFC on European Equity Markets 0 0 0 34 0 2 18 204
Measuring the impact of digital exchange cyberattacks on Bitcoin Returns 0 0 0 2 2 3 16 30
On Identifying Structural VAR Models via ARCH Effects 0 0 3 65 1 2 24 185
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 0 4 0 2 12 23
Regional and global contagion in real estate investment trusts 0 0 0 9 0 0 10 47
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? 0 0 0 24 0 1 8 109
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 2 9 32
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 0 1 13 86
Testing for contagion in US industry portfolios -- a four-factor pricing approach 2 2 2 14 2 3 18 83
Testing for identification in SVAR-GARCH models 0 0 1 54 1 3 33 217
Testing market efficiency in the EU carbon futures market 0 0 0 43 0 2 11 138
Unobservable shocks as carriers of contagion 0 0 1 82 1 1 17 262
Valuing volatility spillovers 0 0 0 46 0 1 12 178
Total Journal Articles 2 3 15 975 12 38 457 3,652

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Statistics updated 2026-10-11