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Content
1998
- 98-5 Hedging Operating Exposure Financially: The Effect of the Abandonment Option
by Aabo, T.
- 98-4 A Multi-Country of Power ARCH Models and National Stock Market Returns
by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
- 98-3 Power ARCH Modelling of Commodity Futures Data on the London Metal Exchange
by McKenzie, M. & Michell, H. & Brooks, R.D. & Faff, R.W.
- 98-2 Generalized Asymmetric Power ARCH Modeling of Exchange Rate Volatility
by McKenzie, M. & Michell, H.
- 98-1 Common Information in a Common Market? Variance Changes in European Capital Markets
by Alford, A. & Meric, G. & Meric, I.
1997
- 97-10 Forecasting Australian Exchange Rate Volatility: A Comparative Study of Alternate Modelling Techniques and the Impact of Power Transformations
by McKenzie, M.D.
- 97-9 Persistence in Fund Portfolio Performance and the Information Content of Portfolio Performance History: An Examination of Rollover Funds
by Hallahan, T.A.
- 97-8 Numeraire Effects in International Portfolio Investment
by Alford, A.
- 97-7 Modelling the Time-Varying Correlations Between National Stock Market Returns
by Ragunathan, V. & Mitchell, H.
- 97-6 Missing Values in Vector Time Series
by Mitchell, H.
- 97-5 Using Simulations in the Training of Finance Students : A Tool to Enhance Team Building, Communication and the Use of Information in Real Time
by Campbell, S
- 97-4 An Examination of the Effects of Major Political Change on Stock Market Volatility : The South African Experience
by Brooks, R & Davidson, S & Faff, R
- 97-3 Patterns of Australian State and Local Government Finance
by Dollery, B & Stewart, M & Worthington, A
- 97-2 The Effects of Financial Deregulation on Integration : An Australian Perspective
by Ragunathan, V
- 97-1 The Right To Host The Olympic Games Should Be Auctioned To The Highest Bidder
by Stewart, M & Wu, C-L
1996
- 96-10 Further Evidence on the Relationship between Beta Stability and the length of the Estimation Period
by Faff, R. & Brooks, R.
- 96-9 The Stability of ARCH Models Across Australian Financial Markets
by Lee, J. & Brooks, R.
- 96-8 The Impact of the Return Interval on The estimation of Systematic Risk in Australia
by Jesev, T. & Brailsford, T.
- 96-7 What's in a Name? : Evidence On Corporate Name Changes from the Australian Capital Market
by Jesev, T. & Peker, A.
- 96-6 The of Consumer demand Systems to Evaluate the Determinants of Australian State and Local Government Expenditure
by Stewart, M.
- 96-5 Forecasting the S&P500: A Disequilibrium Indicator
by Davidson, S. & Meyer, S.
- 96-4 Empirical Tests of Agency theory in South Africa
by Davidson, S.
- 96-3 Access to Sino-Australian Joint Venture
by Bannister, B. & Zhang, H.
- 96-2 Weekends in Malaysia
by Davidson, S. & Peker, A.
- 96-1 Distortion Effects and Extreme Observations in Empirical Research: An Analysis of the Incremental Information Content of Cash Flows
by Wilson, C.R.
1995
- 95-10 Capital Market Responses to Corporate Restructuring
by Blount, G. & Davidson, S.
- 95-9 Autocorrelations, Returns and Australian Financial Futures
by Brooks, R. & Michaelides, P.
- 95-8 First and Seccond Order Inefficiency in Australian Currency Markets
by Gannon, G.
- 95-7 Derivative Secutrities: What do Directors Need to Know
by Nathan, K.
- 95-6 The Corporate Use of Debt: The Case of South Africa
by Davidson, S. & Rapp, L.
- 95-5 Director Remuneration: Turnover, Profit and Agency
by Davidson, S.
- 95-4 Volatility Spillovers and Transmission Effects: Currency Futures and Equity Index Futures
by Gannon, G.
- 95-3 Financial Market Deregulation and Bank Risk: Testing for Beta Instability
by Brooks, R. & Faff, R.
- 95-2 An Organizational Theory of Advertising
by Davidson, S. & Kapelianis, D.
- 95-1 Volatility Persistence and Contemporaneous Effetcs
by Gannon, G. & Weatherill, L.
1994
- 94-11 The Unbiased Prediction Hypothesis in Futures Markets: A Varying Coefficient Approach
by Brooks, R.
- 94-10 Testing Earnings Multiple Forecast Models in Singapore
by Ariff, M. & Ong, S.P.
- 94-9 An Overview of Sino-Australia Trade and Investment
by Haier, Z. & Sheean, B.
- 94-8 A Cost-Push/Demand Deficiency Model of Non-Cyclical Unemployment
by Braby, R.
- 94-7 The Australian Fiscal Federal System of Government
by Stewart, M.
- 94-6 Some Observations about the Supply and Demand Model
by Wu, C.L.
- 94-5 A Multi-Country Study of Asia-Pacific Share Markets
by Groenewold, N. & Ariff, N.
- 94-4 Speculative Bubbles in the Stock Market of Singapore : An Empirical Study
by Goh, M.L. & Tan, T.Y.
- 94-3 Beta Stability and Portfolio Formation
by Brooks, R.D. & Faff, R.W. & Lee, J.H.H.
- 94-2 Declining Quality of Education and Its Consequences for the Future
by Bahrami, B.
- 94-1 Simultaneous Volatility Effects in Index Futures
by Gannon, G.L.
1993