eCite Digital Repository

Items where Subject is Socio-Economic Objective, Economic Framework , Macroeconomics, Savings and investments

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] 
Islam, R and Volkov, V, Contagion or interdependence? Comparing spillover indices, Empirical Economics, (02 December 2021) ISSN 0377-7332 (2021) [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]
Sayeed, MA and Dungey, M and Yao, W, High frequency characterisation of Indian banking stocks, Journal of Emerging Market Finance, 17, (2S) pp. 1S-26S. ISSN 0972-6527 (2018) [Refereed Article] 
Dungey, M and Erdemlioglu, D and Matei, M and Yang, X, Testing for mutually exciting jumps and financial flights in high frequency data, Journal of Econometrics, 202, (1) pp. 18-44. ISSN 0304-4076 (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] 
Yao, W and Kam, T and Vahid, F, On weak identification in structural VARMA models, Economics Letters, 156 pp. 1-6. ISSN 0165-1765 (2017) [Refereed Article] 
Alexeev, V and Dungey, M and Yao, W, Time-varying continuous and jump betas: the role of firm characteristics and periods of stress, Journal of Empirical Finance, 40 pp. 1-19. ISSN 0927-5398 (2017) [Refereed Article] 
Alexeev, V and Dungey, M and Yao, W, Continuous and jump betas: implications for portfolio diversification, Econometrics, 3, (27) pp. 1-15. ISSN 2225-1146 (2016) [Refereed Article]
Cooray, AV and Felmingham, BS, Are Australia's Savings and Investment Fractionally Cointegrated?, International Journal of Applied Economics, 5, (1) pp. 48-53. ISSN 1548-0003 (2008) [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] 
Nguyen, H-O, Dynamic Properties of business investment under the neoclassical synthesis, Vietnam Economic Management Review, 3, (1) pp. 21-32. ISSN 1859-039X (2008) [Refereed Article] 
Felmingham, BS and Cooray, AV, The Cyclical and Trend Behaviour of Australian Investment and Savings, Journal of Business Cycle Measurement and Analysis, 3, (3) pp. 367-386. ISSN 1729-3618 (2008) [Refereed Article] 
Conference Publication
Ayentimi, DT and Burgess, J and Brown, K, Attracting MNCs and enforcing local content laws: the double breasting dilemma in less developed countries in sub-Sahara Africa, CRIMT 2015 International Conference: Institutional Change and Experimentation: Shaping the future of Work and Employment, 21-23 May 2015, Montreal, pp. 14. (2015) [Conference Extract]
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] 
Other Public Output
Yanotti, M, How liar loans' undermine sound lending practices, The Conversation, The Conversation Media Group Ltd, Australia, 17 November 2018 (2018) [Magazine Article]

This list was generated on Sat Dec 10 07:22:53 2022.