eCite Digital Repository

Items where Subject is Field of Research, Economics, Applied economics, Financial economics

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, Surfing through the GFC: Systemic risk in Australia, The Economic Record ISSN 0013-0249 (In Press) [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] 
Book
Strong, RA and Jeyasreedharan, N, Understanding Derivatives: Options, Futures, Swaps, MBSs, CDOs and Others, Tilde Publishing and Distribution, Prahan, Vic, pp. 396. ISBN 978-0-7346-1256-4 (2017) [Revision/New Edition] 
Strong, RA and Jeyasreedharan, N, Understanding Derivatives: Theory and Practice, Tilde Publishing and Distribution, Australia, pp. 396. ISBN 9780734612557 (2016) [Authored Other Book] 
Chapter in Book
Deng, X and Goebert, C and Morgulis, G and Yates, I, Municipal Bonds, Debt Markets and Products, Oxford University Press, Oxford, United Kingdom, pp. 200. (In Press) [Research Book Chapter] 
Deng, X and Spieler, AC and Tsang, D, Livestock, Commodities: Markets, Performance, and Strategies, Oxford University Press, HK Baker, G Filbeck, and JH Harris (ed), Oxford, United Kingdom, pp. 175-193. ISBN 9780190656010 (2018) [Research Book Chapter] 
Higgs, K, Reform of the Financial Sector, Come On! Capitalism, Short-termism, Population and the Destruction of the Planet, Springer, EU von Weizsacher, A Wijkman (ed), New York, pp. 152-158. ISBN 9781493974184 (2018) [Other Book Chapter]
Conference Publication
Jeyasreedharan, N, Extremal expectations: A paradigm for fat-tails, Society for the Advancement of Behavioral Economics (SABE) Conference, 6-8 July 2017, Newcastle, NSW, pp. 1. (2017) [Conference Extract] 
Ahadzie, R, Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis, The Quantitative Methods in Finance 2017 Conference, 12-15 December 2017, Sydney, NSW, pp. 1. (2017) [Conference Extract] 
Hwa, TB and Raghavan, M and Huey, TT, Macroeconomic surveillance of portfolio flows and its real effects: Malaysia's experience, Statistical implications of the new financial landscape, 8-9 September, pp. 1-13. (2016) [Conference Extract]
Dungey, M, Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?, Bank for International Settlements proceedings, 19-21 August, Jakarta, pp. 207-212. (2016) [Non Refereed Conference Paper] 
Jeyasreedharan, N and Alles, L and Yatawara, N, The Asymptotics of Extreme Returns in the Australian Stock Market, 22 Australasian Finance & Banking Conference 2009, 16-18 December 2009, Sydney, Australia EJ (2009) [Refereed Conference Paper] 
Jeyasreedharan, N, Yet Another Trading Simulation: The Nonimmediacy Model, Proceedings of the Australian Conference of Economists, 2007, 24-26 September, Hobart Tasmania, pp. Session 3, Paper 3 (1-33). ISBN 978-0-9593370-1-3 (2007) [Refereed Conference Paper] 
Cooray, AV and Felmingham, BS, An Overview of Real Interest Rate Interdependence Among the G7 Nations, Proceedings of the Australian Conference of Economists, 2005, 26-28 September 2005, University of Melbourne, pp. Session 35, Paper 2 (1-23). ISBN 0734026080 (2005) [Refereed Conference Paper] 
Nguyen, H-O, Investment Behaviour under the Impact of Financial Constraints and Financial Market Development: A Study of US Manufacturing Industries, Perth WA, 5-7 November 2003, Western Australia, pp. 1. (2003) [Refereed Conference Paper] 
Contract Report, Consultant's Report
Yanotti, MB and Banks, M and de Silva, A and Anantharama, N and Whiteford, P and Bowman, D and Csereklyei, Z, The utility of new data in understanding housing insecurity, Australian Housing and Urban Research Institute Limited Melbourne, Australia (2021) [Contract Report]
Yanotti, MB and Ripoll Gonzalez, L, Local and fresh food and community interactions more important during the pandemic, The Tasmania Project, Institute for Social Change, University of Tasmania, Australia, 24 (2020) [Consultants Report]
Verdouw, J and Yanotti, MB and De Vries, J and Flanagan, K and Ben Haman, O, Pathways to regional recovery from COVID-19, Australian Housing and Urban Research Institute Limited Melbourne, Australia (2020) [Contract Report]
Yanotti, MB and Ripoll Gonzalez, L, Community, culture and value: An exploraton of Harvest Launceston farmers' market, Launceston Farmers' Market, Australia (2018) [Consultants Report]
Yanotti, M, Junction Arts Festival Economic Report: 2015, Junction Arts Festival, Australia (2016) [Consultants Report]
Yanotti, MB, Events Tasmania Research Program Junction Arts Festival Research Report 2015, Events Tasmania, Australia (2015) [Consultants Report]
Other Public Output
Yanotti, M and Scheule, H, Deferring your mortgage: interview with Hilary Harper, Life Matters - ABC Radio National, Australia (2021) [Media Interview]
Yanotti, M, End of national rental scheme to compound Tasmania's housing crisis as unaffordability sweeps the state: interview with Alexandra Humphries, ABC News, Australia (2021) [Media Interview]
Yanotti, M, COVID-19 Vs Australian Property, Ripehouse Advisory, Ripehouse Advisory Pty Ltd., Australia (2020) [Media Interview]
Yanotti, MB and Gonzalez, LR, Food, community and wellbeing: An exploration of Harvest Launceston farmers' market, Tasmanian School of Business and Economics, University of Tasmania and the Griffith Centre for Social and Cultural Research, Griffith University, Australia (2020) [Government or Industry Research]
Yanotti, MB, Housing prices could plunge by 20 per cent in a coronavirus recession, The New Daily, online, 20 March 2020 (2020) [Media Interview]
Yanotti, MB, No Supply In Sight As Prices Continue To Soar In Hobart, Australian Property Investor, online, 13 March 2020 (2020) [Media Interview]
Yanotti, MB, Can't decide between a car or a house? These are some other financial goals to consider, ABC News, online, 25 June 2019 (2019) [Media Interview]
Yanotti, M and Wright, D, Location, location, location: why up to two-thirds of property investors may get it wrong, The Conversation, online, 15 October 2019 (2019) [Magazine Article]
Yanotti, MB, Media mania: Sydney's property market - seeing it for what it is, CurtiseCall, Curtis Associates, online, 10 April 2019 (2019) [Magazine Article]
Salisbury, C and Gauja, A and Hayward, D and Cook, I and Yanotti, M and Manwaring, R and Gerritsen, R, Federal Budget 2018: a state-by-state spending analysis, The Conversation, online, 8 May 2018 (2018) [Magazine Article]
Yanotti, MB, We asked five experts: will the banking royal commission push down property prices?, The Conversation, online, 14 May 2018 (2018) [Media Interview]
Yanotti, MB, 'Liar Loans' on the rise: UBS survey, ABC Radio, 11 September 2017 (2017) [Media Interview]
Yanotti, M, Best paper: Who is a residential investor in Australia? (2017) [Award]
Yanotti, M, Capital gains tax concession is too generous: economists poll, The Conversation, online, 24 March 2017 (2017) [Magazine Article]
Yanotti, M, Capital gains tax hikes will put 'substantial upward pressure' on property prices, Financial Review, online, 16 February 2017 (2017) [Media Interview]
Yanotti, M, Three charts on: who is the typical investor in the Australian property market?, The Conversation, online, 1 August 2017 (2017) [Magazine Article]
Yanotti, MB, What does the average property investor look like?, Your Mortgage, online, 7 August 2017 (2017) [Media Interview]
Yanotti, MB, Who are the typical investors in the Australian property market?, 2ser107.3, online, 7 August 2017 (2017) [Media Interview]
Yanotti, MB, SIRCA/CoreLogic Research Committee Award: Who are residential property investors in Australia? (2016) [Award]

This list was generated on Sun Jul 3 00:00:06 2022.