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International linkages and macroeconomic news effects on interest rate volatility : Australia and the US

Kim, Suk-Joong; Sheen, Jeffrey R. - In: Pacific-Basin finance journal 8 (2000) 1, pp. 85-113

Persistent link: https://www.econbiz.de/10001489406

To pool or to aggregate? : Tests with a dynamic panel macroeconometric model of Australian state labour markets

Chaudhuri, Kausik (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001769995

International linkages and macroeconomic news effects on interest rate volatility : Australia and the US

Kim, Suk-Joong - 1998

Persistent link: https://www.econbiz.de/10000996626

Asymmetric monetary policy in Australia

Leu, Shawn Chen-yu; Sheen, Jeffrey R. - 2005

Persistent link: https://www.econbiz.de/10003206263

Asymmetric monetary policy in Australia

Leu, Shawn Chen-yu (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002824631

Asymmetric monetary policy in Australia

Leu, Shawn Chen-yu; Sheen, Jeffrey R. - In: The economic record : er 82 (2006), pp. 85-96

Persistent link: https://www.econbiz.de/10003363391

An empirical analysis of the effects of monetary disequilibria in open economies

Sassanpour, Cyrus - In: Journal of monetary economics 13 (1984) 1, pp. 127-163

Persistent link: https://www.econbiz.de/10015122181

Australian labor market dynamics across the ages

Ponomareva, Natalia; Sheen, Jeffrey R. - In: Economic modelling 35 (2013), pp. 453-463

Persistent link: https://www.econbiz.de/10010336777

To pool or to aggregate? : tests with a dynamic panel macroeconometric model of Australian state labor markets

Chaudhuri, Kausik; Sheen, Jeffrey R. - In: The B.E. journal of macroeconomics 7 (2007) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10009559452

Conditional systemic risk with penalized copula

Okhrin, Ostap; Ristig, Alexander; Sheen, Jeffrey R.; … - 2015

Financial contagion and systemic risk measures are commonly derived from conditional quantiles by using imposed model assumptions such as a linear parametrization. In this paper, we provide model free measures for contagion and systemic risk which are independent of the specifcation of...

Persistent link: https://www.econbiz.de/10011309638