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 2 15 639
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 1 1 32 0 1 20 90
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 3 14 143
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 4 26 181
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 0 2 22 623
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 1 1 637 0 11 66 2,379
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 1 3 22 54
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 0 1 9 228
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 0 1 16 272
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 0 162 0 0 17 502
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 0 2 507 0 1 24 1,359
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 0 0 1 109 0 0 59 232
Testing for identification in SVAR-GARCH models 0 0 2 68 0 2 19 137
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 1 120 0 1 12 292
Valuing Volatility Spillovers 0 0 0 134 0 1 12 417
Valuing Volatility Spillovers 0 0 0 138 0 0 14 421
Total Working Papers 0 2 8 2,507 3 33 367 7,969

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 1 20 39
Bubble detection and sector trading in real time 1 1 2 16 2 2 21 74
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 0 0 9 191
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 0 0 17 51
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 0 4 0 1 11 28
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 21 1 1 18 112
Explaining House Prices in Australia: 1970–2003 0 0 2 370 0 6 35 980
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 0 0 4 35 1 2 25 126
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 1 2 19 35
International Commodity Prices and the Australian Stock Market 0 0 0 20 1 1 21 113
Linkages between international REITs: the role of economic factors 0 0 1 15 0 1 16 62
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 1 11 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 1 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 1 34 0 1 17 202
Measuring the impact of digital exchange cyberattacks on Bitcoin Returns 0 0 0 2 0 0 13 27
On Identifying Structural VAR Models via ARCH Effects 0 1 4 65 1 4 27 184
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 1 4 2 2 17 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 7 108
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 1 1 8 31
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 0 0 12 85
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 0 12 1 2 16 81
Testing for identification in SVAR-GARCH models 0 0 1 54 0 4 35 214
Testing market efficiency in the EU carbon futures market 0 0 0 43 1 1 12 137
Unobservable shocks as carriers of contagion 0 0 1 82 0 1 17 261
Valuing volatility spillovers 0 0 0 46 0 0 12 177
Total Journal Articles 1 2 17 973 12 36 458 3,626

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Statistics updated 2026-08-07