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 4 4 628
Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness 0 0 0 31 1 2 6 72
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 2 4 6 133
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 1 2 2 157
Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil 0 0 0 174 2 5 7 607
House Prices in Australia - 1970 to 2003 - Facts and Explanations 0 0 3 636 7 9 19 2,326
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 4 6 12 39
Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia 0 0 0 39 0 2 3 221
Information processing and measures of integration: New York, London and Tokyo 0 0 0 61 2 3 5 259
Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model 0 0 1 162 2 3 6 490
Testing Market Efficiency and Price Discovery in European Carbon Markets 0 0 3 505 3 7 16 1,345
Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates 1 1 1 109 3 6 7 180
Testing for identification in SVAR-GARCH models 0 0 0 66 2 3 4 121
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 0 119 1 2 2 282
Valuing Volatility Spillovers 0 0 0 134 2 3 3 408
Valuing Volatility Spillovers 0 0 0 138 1 2 4 409
Total Working Papers 1 1 8 2,500 35 63 106 7,677

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 0 1 5 20
Bubble detection and sector trading in real time 1 1 1 15 3 6 6 59
Crude Oil Volatility: Hedgers or Investors 0 0 0 40 0 1 1 183
Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness 0 0 0 2 3 5 7 40
Cryptocurrency exchanges: Predicting which markets will remain active 0 0 1 4 1 3 7 20
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 3 5 7 99
Explaining House Prices in Australia: 1970–2003 0 1 5 369 7 15 27 962
Forecasting Australia's real house price index: A comparison of time series and machine learning methods 0 2 8 34 2 5 22 108
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 2 5 5 21
International Commodity Prices and the Australian Stock Market 0 0 1 20 1 4 7 96
Linkages between international REITs: the role of economic factors 0 1 1 15 5 11 14 58
Local and global illiquidity effects in the Balkans frontier markets 0 0 0 6 0 1 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 3 4 92
Measuring the Impact of Carbon Allowance Trading on Energy Prices 0 0 1 15 0 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 2 6 16
On Identifying Structural VAR Models via ARCH Effects 0 1 2 63 1 6 19 167
Rail stations and residential sorting: The case of Sydney metropolitan area 0 0 1 4 1 1 6 12
Regional and global contagion in real estate investment trusts 0 0 0 9 0 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 1 2 4 25
Speculative bubbles, financial crises and convergence in global real estate investment trusts 0 0 0 13 2 3 5 76
Testing for contagion in US industry portfolios -- a four-factor pricing approach 0 0 1 12 1 5 6 70
Testing for identification in SVAR-GARCH models 0 0 2 53 1 1 20 185
Testing market efficiency in the EU carbon futures market 0 0 0 43 1 2 5 129
Unobservable shocks as carriers of contagion 0 0 0 81 0 1 4 246
Valuing volatility spillovers 0 0 0 46 2 6 10 172
Total Journal Articles 1 6 30 966 39 101 218 3,296

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09