High levels of social capital may be associated with positive mental health in adults. However, quantifying the various dimensions of social capital has presented a challenge due in part to the diverse definitions and measures used. Data from a representative, population-wide survey of...

Over several decades, clinicians have documented a pattern of explosive anger amongst survivors of gross human rights violations. Yet there is a dearth of epidemiological research investigating explosive anger in post-conflict countries. In the present study undertaken in Timor-Leste between...

We use a general Markov switching model to examine the relationships between returns over three different asset classes: financial assets (US stocks and Treasury bonds), commodities (oil and gold) and real estate assets (US Case-Shiller index). We confirm the existence of two distinct regimes: a...

The paper analyses the prediction of test cricket outcomes using an ordered response model. The results, based on data over the period 1994 to 1999, suggest that the ordered categorized production outcome of test cricket (win, draw, loss) can be explained by simple measures of the batting and...

The finance literature is replete with studies using the market model (MM) and the quadratic market model (QMM) as the return generating model. An alternative model, using the quadratic market model framework, was adopted by Barone-Adesi (1985) to test a two factor APT model related to the Three...

The applicability is explored of using ARCH/GARCH models to investigate Australian financial futures data. The extent to which the parameters of the models change over time is examined through analysing the data contract by contract. The results do vary over time and simple models such as the...

This article explores the impacts of sovereign rating changes by multiple rating agencies on foreign exchange rate volatility during the Asian crisis. We extend the existing literature to explore the impacts of multiple agency sovereign rating changes on the realized volatility of foreign...

This paper explores variance ratio testing of the Australian forward foreign exchange market. Our results support autocorrelation in our first sample period (July 1985 to January 1990) but an absence of autocorrelation in our second sample period (February 1990 to September 1995). This is...