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Unobservable shocks as carrier...
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Dungey, Mardi
29
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12
Thorp, Susan
12
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6
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4
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The economic record : er
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Journal of banking & finance
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International journal of applied business and economic research
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Unobservable shocks as carriers of contagion
Dungey, Mardi
;
Milunovich, George
;
Thorp, Susan
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1008-1022
Persistent link: https://www.econbiz.de/10008390014
Saved in:
2
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/10007753008
Saved in:
3
SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH?
Thorp, Susan
;
Milunovich, George
- In:
The journal of financial research : a publ. of the …
30
(
2007
)
3
,
pp. 355-378
Persistent link: https://www.econbiz.de/10007760003
Saved in:
4
Valuing volatility spillovers
Milunovich, George
;
Thorp, Susan
- In:
Global finance journal
17
(
2006
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10007630934
Saved in:
5
Size-sorted portfolios and information spillovers : structural evidence from Australia
Milunovich, George
- In:
Investment management and financial innovations
6
(
2009
)
4
,
pp. 200-208
Persistent link: https://www.econbiz.de/10009910640
Saved in:
6
Temporal links between the Asia-Pacific and international stock markets : 1971-2010
Milunovich, George
- In:
Investment management and financial innovations
7
(
2010
)
2
,
pp. 200-208
Persistent link: https://www.econbiz.de/10009910670
Saved in:
7
Testing market efficiency in the EU carbon futures market
Joyeux, Roselyne
;
Milunovich, George
- In:
Applied financial economics
20
(
2010
)
10
,
pp. 803-810
Persistent link: https://www.econbiz.de/10008424750
Saved in:
8
Explaining House Prices in Australia: 1970-2003
Abelson, Peter
;
Joyeux, Roselyne
;
Milunovich, George
; …
- In:
The economic record : er
81
(
2005
),
pp. S96
Persistent link: https://www.econbiz.de/10005880295
Saved in:
9
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
Persistent link: https://www.econbiz.de/10010070536
Saved in:
10
Testing for contagion in US industry portfolios a four-factor pricing approach
Milunovich, George
;
Tan, Antony
- In:
Applied financial economics
23
(
2013
)
1
,
pp. 15-26
Persistent link: https://www.econbiz.de/10010054045
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