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Content
2024
- 2024-05 Education Quality and Economic Growth: A New International Measure of Quality of Education
by Musibau, Hammed & Vespignani, Joaquin & Yanotti, Maria Belen
- 2024-04 Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals
by Saadaoui, Jamel & Smyth, Russell & Vespignani, Joaquin
- 2024-03 The value of a Principles for Responsible Investing designation: A setting for environmental social and governance natural experiments
by Daugaard, Dan
- 2024-02 Artificial intelligence investments reduce risks to critical mineral supply
by Vespignani, Joaquin & Smyth, Russell
- 2024-01 Superstar firms and aggregate fluctuations
by Pavlov, Oscar & Haque, Qazi & Weder, Mark
2023
- 2023-03 Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study
by Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin
- 2023-02 Regulation of petrol and diesel prices and their effects on GDP growth: evidence from China
by Brueckner, Marcus & Hong, Haidi & Vespignani, Joaquin
- 2023-01 Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach
by Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio
2022
2021
- 2021-09 Covid-19 and Firms' Stock Price Growth: The Role of Market Capitalization
by Brueckner, Markus & Kang, Wensheng & Vespignani, Joaquin
- 2021-08 Do we prefer praise from acquaintances or strangers? An experiment on esteem seeking in one-shot versus repeated interactions
by Blacklow, Paul & Sibly, Hugh & Corman, Amy Beth
- 2021-07 Attitudes to gender and personality in the Australian gender wage gap
by Kamal, Mustafa & Blacklow, Paul
- 2021-06 A simple linear alternative to multiplicative error models with an application to trading volume
by Clements, Adam & Hurn, Stan & Volkov, Vladimir
- 2021-05 Environmental performance in the West African economy: MM-quantile and 2SLS approach
by Musibau, Hammed & Yanotti, Maria & Vespignani, Joaquin & Rabindra, Nepal
- 2021-04 Oil prices and fiscal policy in an oil-exporter country: empirical evidence from Oman
by Aljabri, Salwa & Raghavan, Mala & Vespignani, Joaquin
- 2021-03 Dynamic effects of network exposure on equity markets
by Kangogo, Moses & Volkov, Vladimir
- 2021-02 Australian age, period, cohort effects in the gender wage gap - 2001 to 2018
by Kamal, Mustafa & Blacklow, Paul
- 2021-01 Endogenous product scope: Market interlacing and aggregate business cycle dynamics
by Pavlov, Oscar & Weder, Mark
2020
- 2020-13 Commodity price volatility, external debt and exchange rate regimes
by Majumder, Monoj Kumar & Raghavan, Mala & Vespignani, Joaquin
- 2020-12 Real-time forecasting of the Australian macroeconomy using Bayesian VARs
by Zhang, Bo & Nguyen, Bao H.
- 2020-11 Realized volatility, jump and beta: evidence from Canadian stock market
by Gajurel, Dinesh & Chowdhury, Biplob
- 2020-10 Revising the impact of global commodity prices and global stock market volatility shocks: effects across countries
by Kang, Wensheng & Ratti, Ronald A. & Vespignani, Joaquin
- 2020-09 Calm before the storm: an early warning approach before and during the COVID-19 crisis
by Islam, Raisul & Volkov, Vladimir
- 2020-08 Commodity price volatility, fiscal balance and real interest rate
by Majumder, Monoj Kumar & Raghavan, Mala & Vespignani, Joaquin
- 2020-07 COVID-19 and Tasmanian youth unemployment: a policy recommendation
by Vespignani, Joaquin & Yanotti, Maria
- 2020-06 Covid-19 infections and the performance of the stock market: an empirical analysis for Australia
by Brueckner, Markus & Vespignani, Joaquin
- 2020-05 Contagion or interdependence? Comparing signed and unsigned spillovers
by Islam, Raisul & Volkov, Vladimir
- 2020-04 Non-gravity trade
by Brueckner, Markus & Van Long, Ngo & Vespignani, Joaquin
- 2020-03 The moderating role of green energy and energy-innovation in environmental kuznets: Insights from quantile-quantile analysis
by Hammed, Oluwaseyi Musibau & Yanotti, Maria & Vespignani, Joaquin & Nepal, Rabindra
- 2020-02 The role of precautionary and speculative demand in the global market for crude oil
by Cross, James L. & Nguyen, Bao H. & Tran, Trung Duc
- 2020-01 Forecasting natural gas prices using highly flexible time-varying parameter models
by Gao, Shen & Hou, Chenghan & Nguyen, Bao H.
2019
- 2019-09 Forecasting energy commodity prices: a large global dataset sparse approach
by Ferrari, Davide & Ravazzolo, Francesco & Vespignani, Joaquin
- 2019-08 The industrial impact of economic uncertainty shocks in Australia
by Burrell, Hamish & Vespignani, Joaquin
- 2019-07 Crisis transmission: visualizing vulnerability
by Dungey, Mardi & Islam, Raisul & Volkov, Vladimir
- 2019-06 Oil Curse, Economic Growth and Trade Openness
by Vespignani, Joaquin & Raghavan, Mala & Majumder, Monoj Kumar
- 2019-05 Multi-product firms and increasing marginal costs
by Pavlov, Oscar
- 2019-04 How resilient is ASEAN-5 to trade shocks? Regional and global shocks compared
by Raghavan, Mala & Devadason, Evelyn S
- 2019-03 Profit and equity trade-offs in the management of small pelagic fisheries: the case of the Japanese sardine fishery
by Jang, Ho Geun & Yamazaki, Satoshi & Hoshino, Eriko
- 2019-02 An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence
by Chowdhury, Biplob & Jeyasreedharan, Nagaratnam
- 2019-01 An analysis of the global oil market using SVARMA models
by Raghavan, Mala
2018
- 2018-10 Tourist arrivals, energy consumption and pollutant emissions in a developing economy–implications for sustainable tourism
by Nepal, Rabindra & al Irsyad, M. Indra & Nepal, Sanjay Kumar
- 2018-09 Estimating the impacts of financing support policies towards photovoltaic market in Indonesia: A social-energy-economy-environment (SE3) model simulation
by al Irsyad, M. Indra & Halog, Anthony & Nepal, Rabindra
- 2018-08 Annual report "Graphicity" and stock returns
by Deng, Xiaohu & Gao, Lei
- 2018-07 Financial and non-financial global stock market volatility shocks
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
- 2018-06 Home advantage: the preference for local residential real estate
by Wright, Danika & Yanotti, Maria. B
- 2018-05 The changing network of financial market linkages: the Asian experience
by Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir
- 2018-04 An unobserved component modeling approach to evaluate multi-horizon forecasts
by Tian, Jing & Goodwin, Thomas
- 2018-03 The demand and supply for esteem: an experimental analysis
by Blacklow, Paul & Corman, Amy Beth & Sibly, Hugh
- 2018-02 Analysis of shock transmissions to a small open emerging economy using a SVARMA model
by Raghavan, Mala & Athanasopoulos, George
- 2018-01 Who, What, Where? Residential Property Investment in Australia
by Dungey, Mardi & Wright, Danika & Yanotti, Maria
2017
- 2017-15 A State Space Approach to Evaluate Multi-horizon Forecasts
by Goodwin, Thomas & Tian, Jing
- 2017-15 A state space approach to evaluate multi-horizon forecasts
by Goodwin, Thomas & Tian, Jing
- 2017-14 Short Selling and Politically Motivated Negative Information Hoarding
by Deng, Xiaohu & Jiang, Christine & Young, Danqing
- 2017-13 The information content of short selling and put option trading: When are they substitutes?
by Deng, Xiaohu & Gao, Lei & Kemme, David
- 2017-12 R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks
by Dungey, Mardi & Volkov, Vladimir
- 2017-11 Signed spillover effects building on historical decompositions
by Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir
- 2017-10 Quantile relationships between standard, diffusion and jump betas across Japanese banks
by Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi
- 2017-09 Divergence of opinion and long-run performance of private placements: evidence from the auction market
by Han, Jianlei & Pan, Zheyao & Zhang, Guangli
- 2017-08 World steel production: A new monthly indicator of global real economic activity
by Ravazzolo, Francesco & Vespignani, Joaquin
- 2017-07 Macro-financial effects of portfolio flows: Malaysia’s experience
by Hwa, Tng Boon & Raghavan, Mala & Huey, Teh Tian
- 2017-06 A semi-parametric point process model of the interactions between equity markets
by Clements, A.E. & Hurn, A.S. & Lindsay, K.A. & Volkov, V.V
- 2017-05 Global commodity prices and global stock volatility shocks: effects across countries
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
- 2017-04 The changing international network of sovereign debt and financial institutions
by Dungey, Mardi & Harvey, John & Volkov, Vladimir
- 2017-03 Trade uncertainty and income inequality
by Brueckner, Markus & Vespignani, Joaquin
- 2017-02 Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
- 2017-01 The impact of global uncertainty on the global economy, and large developed and developing economies
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
2016
- 2016-04 Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks
by Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing
- 2016-03 The impact of oil price shocks on the US stock market: A note on the roles of the US and non-US oil production
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
- 2016-02 The implications of liquidity expansion in China for the US dollar
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
- 2016-01 Global uncertainty and the global economy: Decomposing the impact of uncertainty shocks
by Kang, Wensheng & Ratti, Ronald. A. & Vespignani, Joaquin
2015
- 2015-10 The macroeconomic effects of oil price shocks on ASEAN-5 economies
by Raghavan, Mala
- 2015-09 What drives the global official/policy interest rate?
by Ratti, Ronald & Vespignani, Joaquin
- 2015-08 Oil prices and global factor macroeconomic variables
by Ratti, Ronald & Vespignani, Joaquin
- 2015-07 A new monthly indicator of global real economic activity
by Ravazzolo, Francesco & Vespignani, Joaquin
- 2015-06 Understanding the deviations of the Taylor Rule: a new methodology with an application to Australia
by Hudson, Kerry & Vespignani, Joaquin
- 2015-05 The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements
by Yao, Wenying & Tian, Jing
- 2015-04 High frequency characterization of Indian banking stocks
by Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying
- 2015-02 Intra- and inter-village conflict in rural coastal communites in Indonesia: the case of the Kei islands
by Yamazaki, Satoshi & Resosudarmo, Budy & Girsang, Wardis & Hoshino, Eriko
- 2015-01 Surfing through the GFC: systemic risk in Australia
by Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David
2014
- 2014-14 VAR(MA), what is it good for? more bad news for reduced-form estimation and inference
by Yao, Wenying & Kam, Timothy & Vahid, Farshid
- 2014-13 OPEC and non-OPEC oil producioon and the global economy
by Ratti, Ronald & Vespignani, Joaquin
- 2014-12 Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data
by Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon
- 2014-11 The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms
by Chowdhury, Biplob & Dungey, Mardi & Pham, Thu Phuong
- 2014-10 Contagion and banking crisis — internatonal evidence for 2007-2009
by Dungey, Mardi & Gajurel, Dinesh
- 2014-09 VAR modelling in the presence of China’s rise : an application to the Taiwanese economy
by Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton
- 2014-08 How many stocks are enough for diversifying Canadian institutional portfolios?
by Alexeev, Vitali & Tapon, Francis
- 2014-07 Forecasting with EC-VARMA models
by Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying
- 2014-06 Canadian monetary policy analysis using a structural VARMA model
by Raghavan, Mala & Athanasopoulos, George & Silvapulle, Param
- 2014-05 The sectorial impact of commodity price shocks in Australia
by Knop, Stephen J. & Vespignani, Joaquin L.
- 2014-04 Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?
by Raghavan, Mala & Dungey, Mardi
- 2014-03 Mortgage Choice Determinants: the Role of Risk and Bank Regulation
by Dungey, Mardi & Tchatoka, Firmin Doko & Wells, Graeme & Yanotti, Maria Belen
- 2014-02 Concurrent momentum and contrarian strategies in the Australian stock market
by Doan, Minh Phuong & Alexeev, Vitali & Brooks, Robert
2013
- 2014-01 A review of the Australian mortgage market
by Yanotti, Maria Belen
- 2013-20 Towards a diagnostic approach to climate adaptation for fisheries
by Leith, Peat & Ogier, Emily & Pecl, Gretta & Hoshino, Eriko & Davidson, Julie & Haward, Marcus
- 2013-18 Measuring the performance of hedge funds using two-stage peer group benchmarks
by Wilkens, Marco & Yao, Juan & Jeyasreedharan, Nagaratnam & Oehler, Patrick
- 2013-18 Equity portfolio diversification with high frequency data
by Alexeev, Vitali & Dungey, Mardi
- 2013-17 What Australian investors need to know to diversity their portfolios
by Alexeev, Vitali & Tapon, Francis
- 2013-16 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets
by Alexeev, Vitali & Tapon, Francis
- 2013-02 The impact of jumps and thin trading on realized hedge ratios
by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla
- 2013-01 Why crude oil prices are high when global activity is weak?
by Ratti, Ronald A & Vespignani, Joaquin L.
- 2012-12 The industrial impact of monetary shocks during the inflation targeting era in Australia
by Vespignani, Joaquin L.
- 17518 Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks
by Yamazaki, Satoshi & Tian, Jing & Tchatoka, Firmin Doko
- 17213 Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies
by Dungey, Mardi & Gajurel, Dinesh
- 17212 A survey of research into broker identity and limit order book
by Pham, Thu Phuong & Westerholm, P. Joakim
- 17211 Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange
by Pham, Thu Phuong
- 17210 An international trend in market design: Endogenous effects of limit order book transparency on volatility, spreads, depth and volume
by Pham, Thu Phuong & Westerholm, P. Joakim
- 17209 On the Impact of the Global Financial Crisis on the Euro Area
by He, Xiaoli & Jacobs, Jan P.A.M. & Kuper, Gerard H. & Ligthart, Jenny E.
- 17208 International Transmissions to Australia: The Roles of the US and Euro Area
by Dungey, Mardi & Osborne, Denise
- 17096 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach
by Ratti, Ronald A & Vespignani, Joaquin L.
- 17027 Chinese resource demand and the natural resource supplier
by Dungey, Mardi & Fry-McKibbin, Renée & Linehan, Verity
- 16920 Not all international monetary shocks are alike for the Japanese economy
by Vespignani, Joaquin L. & Ratti, Ronald A.
- 16875 On bootstrap validity for specification tests with weak instruments
by Doko Tchatoka, Firmin
- 16874 Chinese Monetary Expansion and the US Economy
by Vespignani, Joaquin L. & Ratti, Ronald A.
- 16436 International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China
by Vespignani, Joaquin L. & Ratti, Ronald A.
2012
- 2012-09 Exchange Rate Risk Exposure and the Value of European Firms
by Parlapiano, Fabio & Alexeev, Vitali
- 15728 Crude Oil Prices: China’s Influence Over 1996-2011
by Ratti, Ronald A & Vespignani, Joaquin L.
- 15727 Crude Oil Prices and Liquidity, the BRIC and G3 countries
by Ratti, Ronald A & Vespignani, Joaquin L.
- 15473 Ranking systemically important financial institutions
by Dungey, Mardi & Luciani, Matteo & Veredas, David
- 15064 Identification-robust inference for endogeneity parameters in linear structural models
by Doko Tchatoka, Firmin & Dufour, Jean-Marie
- 15063 Specification tests with weak and invalid instruments
by Doko Tchatoka, Firmin
- 15062 Liquidity and crude oil prices: China’s influence over 1996-2011
by Ratti, Ronald & Vespignani, Joaquin
- 15061 On the validity of Durbin-Wu-Hausman tests for assessing partial exogeneity hypotheses with possibly weak instruments
by Doko Tchatoka, Firmin
- 15030 Endogenous crisis dating and contagion using smooth transition structural GARCH
by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian
- 14565 Testing for partial exogeneity with weak identification
by Doko Tchatoka, Firmin
- 12975 On the correspondence between data revision and trend-cycle decomposition
by Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon
2011
2010
- 10575 Financial crises in Asia: concordance by asset market or country?
by Dungey, Mardi & Jacobs, Jan & Lestano
- 10451 Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market
by Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo
- 10450 Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06)
by Dungey, Mardi & Hvozdyk, Lyudmyla
- 10448 Non-Linear Pricing with Homogeneous Customers and Limited Unbundling
by Sibly, Hugh
- 10447 Detecting Contagion with Correlation: Volatility and Timing Matter
by Dungey, Mardi & Yalama, Abdullah
- 10446 From Trade-to-Trade in US Treasuries
by Dungey, Mardi & Henry, Olan & McKenzie, Michael
- 10445 Economic Assessment of the Gunns Pulp Mill 2004 - 2008
by Wells, Graeme
- 10282 Innovation contracts with leakage through licensing
by Evans, Shane
- 10281 Franchise Contracts with Ex Post Limited Liability
by Evans, Shane
- 10280 Menus of linear contracts in procurement with type-dependent reservation utility
by Evans, Shane
- 9854 How Firms Innovate: R&D, Non-R&D, and Technology Adoption
by Huang, Can & Arundel, Anthony & Hollanders, Hugo
2009
2008
- 9289 Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence
by Blacklow, Paul & Nicholas, Aaron & Ray, Ranjan
- 7383 Software for Teaching Aggregate Demand and Supply Models
by Wells, Graeme
- 7339 A Taxonomy of Monopolistic Pricing
by Sibly, Hugh & Marsden, Ann
- 7335 Quality Versus Quantity in Vertically Differentiated Products Under Non-Linear Pricing
by Sibly, Hugh
- 7335 Vertical Product Differentiation with Linear Pricing
by Sibly, Hugh
- 7284 Economics, Property Rights and Fishery Management
by Campbell, Harry
2007
- 3156 Yet Another Trading Simulation: The nonimmediacy Model
by Jeyasreedharan, Nagaratnam
- 2519 Rationing Recreational Access to Wilderness and Other Natural Areas
by Hugh Sibly
- 2511 The Determinants of the Quantity-Quality Balance in Monopoly
by Hugh Sibly
- 2510 Moving Towards the USDA Food Guide Pyramid Food: Evidence from Household Food Group Choice in Vietnam
by Elkana Ngwenya
- 2508 The Term Spread and GDP Growth in Australia
by Jacob Poke & Graeme Wells
- 2486 Changes in Indonesian Food Consumption Patterns and their Nutritional Implications
by Elkana Ngwenya & Ranjan Ray
- 2373 Bringing Competition to Urban Water Supply
by Hugh Sibly & Richard Tooth
- 2174 Markets, Institutions and Sustainability
by Reeks, Ella
- 2173 Teaching Aggregate Demand and Supply Models
by Wells, Graeme
- 2139 A Re-examination of the Real Interest Parity Condition Using Threshold Cointegration
by Cooray, Arusha
- 2133 Dietary Changes, Calorie Intake and Undernourishment: A Comparative Study of India and Vietnam
by Ray, Ranjan
- 1455 Transaction costs, trust, and the structuring of markets
by Robertson, Paul
- 818 A Regular Demand System with Commodity-Specific Demographic Effects
by Blacklow, Paul & Cooper, Russell & Ham, Roger & McLaren, Keith
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