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Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.; Brooks, Robert - 1999
Persistent link: https://www.econbiz.de/10001372125
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Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatility
Higgs, Helen; Lien, Gudbrand; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 48 (2015), pp. 172-181
Persistent link: https://www.econbiz.de/10011484007
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Estimating the effects of global oil market shocks on Australian merchandise trade
Sotoudeh, M-Ali; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 50 (2016), pp. 74-84
Persistent link: https://www.econbiz.de/10011485448
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Macroeconomic risk factors in Australian real estate, listed property trust & property sector stock returns : a comparative analysis using GARCH-M
West, Tracey; Worthington, Andrew Charles - 2003
Persistent link: https://www.econbiz.de/10001812625
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The relationship between energy spot and futures prices : evidence from the Australian electricity market
Worthington, Andrew Charles; Higgs, Helen - 2002
Persistent link: https://www.econbiz.de/10001715952
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Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns : a Garch-M approach
Ryan, Suzanne K.; Worthington, Andrew Charles - 2002
Persistent link: https://www.econbiz.de/10001677735
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Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles; Kay-Spratley, Adam; Higgs, … - 2002
Persistent link: https://www.econbiz.de/10001683703
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Power transformation and forecasting the magnitude of exchange rate changes
McKenzie, Michael D. - In: International journal of forecasting 15 (1999) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001428473
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An empirical examination of the relationship between central bank intervention and exchange rate volatility : some Australian evidence
McKenzie, Michael D. - In: Australian economic papers 43 (2004) 1, pp. 59-74
Persistent link: https://www.econbiz.de/10001976159
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The economics of exchange rate volatility asymmetry
McKenzie, Michael D. - In: International journal of finance & economics : IJFE 7 (2002) 3, pp. 247-260
Persistent link: https://www.econbiz.de/10001694050