Journal Article |
Clements, AE and Hurn, AS and Lindsay, KA and Volkov, V, Estimating a non-parametric memory kernel for mutually-exciting point processes, Journal of Financial Econometrics pp. 1-37. ISSN 1479-8409 (In Press) [Refereed Article] | |
Dungey, M and Matei, M and Luciani, M and Veredas, D, Surfing through the GFC: Systemic risk in Australia, The Economic Record, 93, (300) pp. 1-188. ISSN 0013-0249 (In Press) [Refereed Article] |  |
Raghavan, MV and Khan, F and Selvarajan, SK and Devadason, ES, Cross-country linkages between ASEAN and non-ASEAN-RCEP member states: a global VAR analysis, The World Economy pp. 1-33. ISSN 0378-5920 (2022) [Refereed Article] |  |
Islam, R and Volkov, V, Contagion or interdependence? Comparing spillover indices, Empirical Economics, (02 December 2021) ISSN 0377-7332 (2021) [Refereed Article] | |
Brueckner, M and Vespignani, J, COVID-19 Infections and the performance of the stock market: an empirical analysis for Australia, Economic Papers pp. 1-21. ISSN 0812-0439 (2021) [Refereed Article] | |
Dungey, M and Islam, R and Volkov, V, Crisis transmission: Visualizing vulnerability, Pacific Basin Finance Journal, 59 Article 101255. ISSN 0927-538X (2020) [Refereed Article] | |
Bhalli, MT and Raghavan, MV, Financial Inclusion Index: A comprehensive measure, World economics, 21, (4) pp. 139-170. ISSN 1468-1838 (2020) [Refereed Article] | |
Deng, X and Gao, L and Kim, JB, Short-sale constraints and stock price crash risk: causal evidence from a natural experiment, Journal of Corporate Finance Article 101498. ISSN 0929-1199 (2020) [Refereed Article] | |
Dungey, M and Kangogo, M and Volkov, V, Changing vulnerability in Asia: Contagion and systemic risk, Asian Development Bank Economics Working Paper Series, 583 pp. 1-46. ISSN 2313-6537 (2019) [Refereed Article] |  |
Mahmood, J and Mahmood, I, Comprehensive income disclosure (the case of US companies), Cogent Economics and Finance, 7, (1) pp. 1-14. ISSN 2332-2039 (2019) [Refereed Article] |  |
Fan, S and Wang, C, Firm age, ultimate ownership, and R&D investments, International Review of Economics and Finance pp. 1-23. ISSN 1059-0560 (2019) [Refereed Article] | |
Wright, D and Yanotti, MB, Home advantage: The preference for local residential real estate investment, Pacific Basin Finance Journal, 57 pp. 1-21. ISSN 0927-538X (2019) [Refereed Article] | |
Dungey, M and Hurn, S and Shi, S and Volkov, V, Information flow in times of crisis: the case of the European banking and sovereign sectors, Econometrics, 7, (1) Article 5. ISSN 2225-1146 (2019) [Refereed Article] |  |
Owusu Junior, P and Tweneboah, G and Ijasan, K and Jeyasreedharan, N, Modelling return behaviour of global real estate investment trusts equities: evidence from generalised lambda distribution, Journal of European Real Estate Research, 12, (3) pp. 311-328. ISSN 1753-9269 (2019) [Refereed Article] | |
Deng, X and Gao, L, The monitoring of short selling: Evidence from China, Research in International Business and Finance, 43 pp. 68-78. ISSN 0275-5319 (2018) [Refereed Article] | |
Dungey, M and Renault, E, Identifying contagion, Journal of Applied Econometrics, 33, (2) pp. 227-250. ISSN 0883-7252 (2017) [Refereed Article] | |
Kang, W and Ratti, RA and Vespignani, JL, Oil price shocks and policy uncertainty: new evidence on the effects of US and non-US oil production, Energy Economics, 66 pp. 536-546. ISSN 0140-9883 (2017) [Refereed Article] | |
Celik Girgin, S and Nguyen, H-O and Karlis, T, Revisiting the effect of financial development on economic growth after the 2008 Global Financial Crisis, Advances in Economics and Business, 5, (8) pp. 456-465. ISSN 2331-5059 (2017) [Refereed Article] |  |
Dungey, M and Luciana, M and Veredas, D, Systemic risk in the US: interconnectedness as a circuit breaker, Economic Modelling, 71 pp. 305-315. ISSN 0264-9993 (2017) [Refereed Article] |  |
Elhorst, JP and Heijnen, P and Samarina, A and Jacobs, JPAM, Transitions at different moments in time: a spatial probit approach, Journal of Applied Econometrics, 32, (2) pp. 422-439. ISSN 0883-7252 (2017) [Refereed Article] | |
Tian, J and Zhou, Q, Improving equity premium forecasts by incorporating structural break uncertainty, Accounting and Finance pp. 1-38. ISSN 0810-5391 (2016) [Refereed Article] | |
Kang, W and Ratti, RA and Vespignani, JL, The implications of monetary expansion in China for the US dollar, Journal of Asian Economics, 46 pp. 71-84. ISSN 1049-0078 (2016) [Refereed Article] | |
Ratti, RA and Vespignani, J, Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach, Journal of Banking and Finance, 53 pp. 18-33. ISSN 0378-4266 (2015) [Refereed Article] | |
Ratti, RAJ and Vespignani, J, OPEC and non-OPEC oil production and the global economy, Energy Economics, 50 pp. 364-378. ISSN 0140-9883 (2015) [Refereed Article] |  |
Ali, J and Banks, M, Into the mainstream: the Australian payday loans industry on the move, JASSA: The Journal of the Securities Institute of Australia, (3) pp. 35-42. ISSN 0313-5934 (2014) [Refereed Article] | |
Pham, TP and Westerholm, PJ, An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume, Journal of International Financial Markets, Institutions and Money, 27 pp. 202-223. ISSN 1042-4431 (2013) [Refereed Article] | |
Ratti, RA and Vespignani, J, Crude oil prices and liquidity, the BRIC and G3 countries, Energy Economics, 39 pp. 28-38. ISSN 0140-9883 (2013) [Refereed Article] | |
Ratti, RA and Vespignani, J, Liquidity and crude oil prices: China's influence over 1996-2011, Economic Modelling, 33 pp. 517-525. ISSN 0264-9993 (2013) [Refereed Article] | |
Dungey, M and Jacobs, JPAM and Tian, J and van Norden, S, On the correspondence between data revision and trend-cycle decomposition, Applied Economics Letters, 20, (4) pp. 312-315. ISSN 1350-4851 (2013) [Refereed Article] | |
Doko Tchatoka, F, On the validity of Durbin-Wu-Hausman tests for partial exogeneity with weak identification, International Journal of Statistics and Economics, 12, (3) pp. 1-17. ISSN 0973-7022 (2013) [Refereed Article] |  |
Vespignani, J, The Industrial Impact of Monetary Shocks During the Inflation-Targeting Era in Australia, Australian Economic History Review, 53, (1) pp. 47-71. ISSN 0004-8992 (2013) [Refereed Article] | |
Ratti, R and Vespignani, J, Why are crude oil prices high when global activity is weak?, Economics Letters, 121, (1) pp. 133-136. ISSN 0165-1765 (2013) [Refereed Article] |  |
Banks, M, Producing Workfare, The Journal of Australian Political Economy, (70) pp. 87-109. ISSN 0156-5826 (2012) [Refereed Article] | |
Raghavan, MV and Dark, J and Maharaj, E, Impact of capital control measures on the Malaysian stock market : a multiresolution analysis, International Journal of Managerial Finance, 6, (2) pp. 116-127. ISSN 1743-9132 (2010) [Refereed Article] | |
Dungey, MH and Fry, R, More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets, Journal of Economic Asymmetries, 6, (3) pp. 41-70. ISSN 1703-4949 (2009) [Refereed Article] |  |
Tseng, CL and Zhu, W and Dmitriev, A, Variable capacity utilization, ambient temperature shocks and generation asset valuation, Energy Economics, 31, (6) pp. 888-896. ISSN 0140-9883 (2009) [Refereed Article] | |
Cooray, AV and Felmingham, BS, Do Australian Investment and Saving Behave Procyclically?, International Journal of Economic Issues, 1, (1) pp. 1-10. ISSN 0974-603X (2008) [Refereed Article] | |
Claus, E and Dungey, MH and Fry, R, Monetary Policy in Illiquid Markets: Options for a Small Open Economy, Open Economies Review, 19, (3) pp. 305-336. ISSN 0923-7992 (2008) [Refereed Article] | |
Raghavan, MV, The Impact of Asian Financial Crisis and the Spillover Effects on Three Pacific-Basin Stock Markets - Malaysia, Singapore and Hong Kong, The ICFAI Journal of Applied Finance, 14, (5) pp. 5-16. ISSN 0972-5105 (2008) [Refereed Article] |  |
Pham, TP and Bui, AT, the time to shut down, Economics Bulletin, 7, (14) pp. 1-14. ISSN 1545-2921 (2007) [Refereed Article] | |
Cooray, AV, The Implications of Long Range Dependence for Stock Prices, Evidence From The South Asian Region, The Indian Economic Journal, 54, (2) pp. 83-93. ISSN 0019-4662 (2006) [Refereed Article] | |
Dungey, MH and Pitchford, J, Potential Growth and Inflation: Estimates for Australia, the US and Canada, The Australian Economic Review, 37, (1) pp. 89-101. ISSN 0004-9018 (2004) [Refereed Article] | |
Felmingham, BS and Mansfield, P, A note on the stability of real interest rates in Australia, International Review of Economics & Finance, 12, (4) pp. 517-524. ISSN 1059-0560 (2003) [Refereed Article] | |
Cooray, AV, An Evaluation of the Financial Reform Process in Sri Lanka, Sri Lanka Economic Journal, 4, (1) pp. 1-23. ISSN 1391-5894 (2003) [Refereed Article] | |
Felmingham, BS and Leong, S, The stationarity of Australian real interest rates with and without structural breaks, Applied Economics Letters, 10, (4) pp. 239-241. ISSN 1350-4851 (2003) [Refereed Article] | |
Felmingham, BS and Zhang, Q, The Long Run Demand for Broad Money in Australia Subject to Regime Shifts, Australian Economics Papers, 40, (2) pp. 146-155. ISSN 0004-900X (2001) [Refereed Article] | |
Dungey, MH and Hayward, B, Dating Changes in Monetary Policy in Australia, The Australian Economic Review, 33, (3) pp. 281-85. ISSN 0004-9018 (2000) [Refereed Article] | |
Mansfield, P, GARCH in question ... and as a benchmark, International Review of Financial Analysis, 8, (1) pp. 1-20. ISSN 1057-5219 (1999) [Refereed Article] | |