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Power ARCH modelling of commod...
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Volatility
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McKenzie, Michael D.
133
McKenzie, Michael
40
Faff, Robert W.
36
Kim, Suk-Joong
21
Dungey, Mardi
13
Mckenzie, Michael D.
13
Mitchell, Heather
12
Berkman, Henk
10
Mckenzie, Michael
10
Hallahan, Terrence
9
Brooks, Robert D.
8
Faff, Robert
8
Brooks, Robert
7
Henry, Ólan Thomas John
7
Entrop, Oliver
6
Frino, Alex
6
McInish, Thomas H.
6
Satchell, Stephen
6
Wilkens, Marco
6
Wongwachara, Warapong
6
Dungey, Mardi H.
5
Henry, Olan T.
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Hillier, David
5
Lecce, Steven
5
Lepone, Andrew
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Verwijmeren, Patrick
5
Devos, Erik
4
Upson, James
4
Winkler, Christoph
4
Brailsford, Timothy J.
3
Henry, Olan
3
Henry, Ólan T.
3
Jain, Archana
3
Jain, Pankaj K.
3
Janeway, William H.
3
MacKenzie, Michael
3
Segara, Reuben
3
Smith, L. Vanessa
3
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3
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2
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1
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Journal of multinational financial management
7
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6
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
5
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5
International review of financial analysis
5
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5
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
International Journal of Managerial Finance
2
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ECONIS (ZBW)
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56
OLC EcoSci
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3
EconStor
1
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11
The effects of exchange rate volatility on trade
McKenzie, Michael D.
- In:
Exchange rate regimes in East Asia
,
(pp. 237-252)
.
2004
Persistent link: https://www.econbiz.de/10002137467
Saved in:
12
Technical trading rules in emerging markets and the 1997 Asian currency crises
McKenzie, Michael D.
- In:
Emerging markets finance & trade : a journal of the …
43
(
2007
)
4
,
pp. 46-73
Persistent link: https://www.econbiz.de/10003565769
Saved in:
13
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
14
Exploring the economic rationale of extremes in GARCH generated betas : the case of US banks
McKenzie, Michael D.
(
contributor
)
- In:
The quarterly review of economics and finance : journal …
40
(
2000
)
1
,
pp. 85-106
Persistent link: https://www.econbiz.de/10001494511
Saved in:
15
New insights into the impact of the introduction of futures trading on stock price volatility
McKenzie, Michael D.
;
Brailsford, Timothy J.
;
Faff, …
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10001556709
Saved in:
16
The impact of stock index futures trading on daily returns seasonality : a multicountry study
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 95-125
Persistent link: https://www.econbiz.de/10001641883
Saved in:
17
A variable rate goods and services tax (GST) for Australia?
Stewart, Mark F.
;
Shannon, John H.
;
McKenzie, Michael D.
- In:
Economic papers : a journal of applied economics and policy
18
(
1999
)
2
,
pp. 78-94
Persistent link: https://www.econbiz.de/10001463519
Saved in:
18
[Rezension] Exchange rates, capital flows, and monetary policy in a changing world economy,
McKenzie, Michael D.
- In:
The economic record : er
75
(
1999
),
pp. 89-90
Persistent link: https://www.econbiz.de/10001378930
Saved in:
19
The use of domestic and world market indexes in the estimation of time-varying betas
McKenzie, Michael D.
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of multinational financial management
10
(
2000
)
1
,
pp. 91-106
Persistent link: https://www.econbiz.de/10001481105
Saved in:
20
The impact of exchange rate volatility on German-US trade flows
McKenzie, Michael D.
- In:
Journal of international financial markets, …
7
(
1997
)
1
,
pp. 73-87
Persistent link: https://www.econbiz.de/10001230294
Saved in:
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