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~subject:"Volatility"
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Volatility
Australia
170
Australien
136
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45
Estimation
41
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41
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31
Theory
31
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26
United States
25
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11
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11
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11
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11
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10
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10
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English
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Valadkhani, Abbas
18
Karunanayake, Indika
7
O'Brien, Martin
5
Layton, Allan P.
3
Karunaratne, Neil Dias
2
O'Mahony, Barry
2
Chancharat, Surachai
1
Chen, George
1
Hajargasht, Gholamreza
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Harvie, Charles
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Havie, Charles
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School of Accounting, Economics, and Finance, University of Wollongong
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4
Economic papers : a journal of applied economics and policy
2
Applied econometrics and international development
1
Applied economics
1
Australasian accounting business and finance journal : AABF
1
Australian economic papers
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Economics Working Papers / School of Accounting, Economics, and Finance, University of Wollongong
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ECONIS (ZBW)
17
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1
Export price volatility in Australia : an application of ARCH and GARCH models
Valadkhani, Abbas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003002194
Saved in:
2
Sources of volatility in Australia's export prices : evidence from ARCH and GARCH modelling
Valadkhani, Abbas
;
Layton, Allan P.
;
Karunaratne, Neil Dias
- In:
Global business & economics review
7
(
2005
)
4
,
pp. 295-310
Persistent link: https://www.econbiz.de/10003318959
Saved in:
3
A cross-country analysis of export prices in OECD countries
Valadkhani, Abbas
;
Layton, Allan P.
- In:
Economic papers : a journal of applied economics and policy
25
(
2006
)
4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003413417
Saved in:
4
Do retail petrol prices rise more rapidly than they fall in Australia’s capital cities?
Valadkhani, Abbas
-
2009
Persistent link: https://www.econbiz.de/10008667277
Saved in:
5
Asymmetric downside risk across different sectors of the US equity market
Valadkhani, Abbas
- In:
Global finance journal
57
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014479016
Saved in:
6
Financial crises and international stock market volatility transmission
Karunanayake, Indika
;
Valadkhani, Abbas
;
O'Brien, Martin
- In:
Australian economic papers
49
(
2010
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10008665076
Saved in:
7
Modelling Australian stock market volatility : a multivariate GARCH approach
Karunanayake, Indika
;
Valadkhani, Abbas
;
O'Brien, Martin
-
2009
Persistent link: https://www.econbiz.de/10008667249
Saved in:
8
An empirical analysis of international stock market volatility transmission
Karunanayake, Indika
;
Valadkhani, Abbas
;
O'Brien, Martin
-
2010
Persistent link: https://www.econbiz.de/10008667632
Saved in:
9
GDP growth and the interdependency of volatility spillovers
Karunanayake, Indika
;
Valadkhani, Abbas
;
O'Brien, Martin
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10010244294
Saved in:
10
Global output growth and volatility spillovers
Valadkhani, Abbas
;
Harvie, Charles
;
Karunanayake, Indika
- In:
Applied economics
45
(
2013
)
4/6
,
pp. 637-649
Persistent link: https://www.econbiz.de/10009715019
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