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 13 637
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 1 1 1 32 1 6 20 90
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 1 4 15 143
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 7 26 181
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 2 9 23 623
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 1 1 637 4 23 66 2,379
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 1 4 21 53
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 1 1 9 228
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 0 4 17 272
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 0 162 0 3 17 502
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 1 2 507 0 4 26 1,359
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 0 1 109 0 3 59 232
Testing for identification in SVAR-GARCH models 0 2 2 68 2 7 19 137
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 1 1 120 0 7 12 292
Valuing Volatility Spillovers 0 0 0 134 1 1 12 417
Valuing Volatility Spillovers 0 0 0 138 0 6 14 421
Total Working Papers 1 6 8 2,507 13 91 369 7,966

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 0 6 20 39
Bubble detection and sector trading in real time 0 0 1 15 0 2 19 72
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 0 3 9 191
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 0 3 17 51
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 0 4 1 3 12 28
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 0 3 18 111
Explaining House Prices in Australia: 1970–2003 0 0 2 370 2 9 36 980
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 0 0 4 35 0 5 25 125
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 1 4 18 34
International Commodity Prices and the Australian Stock Market 0 0 0 20 0 2 21 112
Linkages between international REITs: the role of economic factors 0 0 1 15 0 2 16 62
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 2 13 58
Mapping out network connections between residential property markets 0 0 0 1 0 1 9 30
Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York 0 0 0 24 1 3 14 102
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 0 0 15 0 5 13 48
Measuring the Impact of the GFC on European Equity Markets 0 0 1 34 0 2 17 202
Measuring the impact of digital exchange cyberattacks on Bitcoin Returns 0 0 0 2 0 2 13 27
On Identifying Structural VAR Models via ARCH Effects 1 1 4 65 2 8 26 183
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 1 4 0 0 15 21
Regional and global contagion in real estate investment trusts 0 0 0 9 0 3 10 47
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? 0 0 0 24 1 2 8 108
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 2 7 30
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 0 3 12 85
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 0 12 0 3 15 80
Testing for identification in SVAR-GARCH models 0 0 1 54 1 12 36 214
Testing market efficiency in the EU carbon futures market 0 0 0 43 0 0 11 136
Unobservable shocks as carriers of contagion 0 0 1 82 0 4 17 261
Valuing volatility spillovers 0 0 0 46 0 0 13 177
Total Journal Articles 1 1 17 972 9 94 460 3,614

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Statistics updated 2026-07-10