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Endogenous crisis dating and contagion using smooth transition structural GARCH

Dungey, Mardi H.; Milunovich, George; Thorp, Susan; … - In: Journal of banking & finance 58 (2015), pp. 71-79

Persistent link: https://www.econbiz.de/10011543895

Valuing volatility spillovers

Milunovich, George; Thorp, Susan - In: Global Finance Journal 17 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10005235152

Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York

Milunovich, George; Thorp, Susan - In: Journal of Multinational Financial Management 17 (2007) 4, pp. 275-289

Persistent link: https://www.econbiz.de/10005323662

Cryptocurrencies, mainstream asset classes and risk factors : a study of connectedness

Milunovich, George - In: The Australian economic review 51 (2018) 4, pp. 551-563

Persistent link: https://www.econbiz.de/10012159184

Mapping out network connections between residential property markets

Milunovich, George - In: Economics letters 189 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012227971

Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins

Milunovich, George - In: Economics letters 211 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013172514

Forecasting Australia's real house price index : A comparison of time series and machine learning methods

Milunovich, George - In: Journal of Forecasting 39 (2020) 7, pp. 1098-1118

Persistent link: https://www.econbiz.de/10012189079

Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness

Milunovich, George - In: Australian Economic Review 51 (2018) 4, pp. 551-563

Persistent link: https://www.econbiz.de/10012085482

Linkages between international REITs: the role of economic factors

Liu, Jing; Loudon, Geoffrey; Milunovich, George - In: Journal of Property Investment & Finance 30 (2012) 5, pp. 473-492

Purpose – The purpose of this paper is to study correlations between the national real estate investment trusts (REIT) markets in the USA and the four Asia‐Pacific countries of Australia, Hong Kong, Japan and Singapore, and document the extent to which the time variation present in these...

Persistent link: https://www.econbiz.de/10014898346

Regional and global contagion in real estate investment trusts : The case of the financial crisis of 2007‐2009

Milunovich, George; Trück, Stefan - In: Journal of Property Investment & Finance 31 (2013) 1, pp. 53-77

Purpose – The purpose of this paper is to investigate contagion between real estate investment trusts (REITs) within and across three geographical regions: North America, Europe and Asia‐Pacific. The paper also examines excess comovement between the considered national REIT markets on the...

Persistent link: https://www.econbiz.de/10014898354