3

Unobservable shocks as carriers of contagion

Mardi Dungey, George Milunovich, Susan Thorp
Journal:
Journal of Banking & Finance
Year:
2010
Language:
english
File:
PDF, 753 KB
english, 2010
5

Explaining House Prices in Australia: 1970–2003

PETER ABELSON, ROSELYNE JOYEUX, GEORGE MILUNOVICH, DEMI CHUNG
Journal:
Economic Record
Year:
2005
Language:
english
File:
PDF, 94 KB
english, 2005
8

On Identifying Structural VAR Models via ARCH Effects

Milunovich, George, Yang, Minxian
Journal:
Journal of Time Series Econometrics
Year:
2013
Language:
english
File:
PDF, 381 KB
english, 2013
9

Forecasting Demand for Australian Passports

Joyeux, Roselyne, Milunovich, George, Rigg, John
Journal:
Asia Pacific Journal of Tourism Research
Year:
2012
Language:
english
File:
PDF, 580 KB
english, 2012
10

Testing market efficiency in the EU carbon futures market

Joyeux, Roselyne, Milunovich, George
Journal:
Applied Financial Economics
Year:
2010
Language:
english
File:
PDF, 747 KB
english, 2010
11

Measuring the Impact of Carbon Allowance Trading on Energy Prices

Nazifi, Fatemeh, Milunovich, George
Journal:
Energy & Environment
Year:
2010
Language:
english
File:
PDF, 475 KB
english, 2010
13

Testing for identification in SVAR-GARCH models

Lütkepohl, Helmut, Milunovich, George
Journal:
Journal of Economic Dynamics and Control
Year:
2016
Language:
english
File:
PDF, 574 KB
english, 2016
14

Bubble detection and sector trading in real time

Milunovich, George, Shi, Shuping, Tan, David
Journal:
Quantitative Finance
Year:
2018
Language:
english
File:
PDF, 702 KB
english, 2018
17

Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness

Milunovich, George
Journal:
Australian Economic Review
Year:
2018
Language:
english
File:
PDF, 582 KB
english, 2018
18

International Commodity Prices and the Australian Stock Market

CHRIS HEATON, GEORGE MILUNOVICH, ANTHONY PASSÉ-DE SILVA
Journal:
Economic Record
Year:
2011
Language:
english
File:
PDF, 203 KB
english, 2011
19

Valuing volatility spillovers

George Milunovich, Susan Thorp
Journal:
Global Finance Journal
Year:
2006
Language:
english
File:
PDF, 606 KB
english, 2006
20

Local and global illiquidity effects in the Balkans frontier markets

Milunovich, George, Minović, Jelena
Journal:
Applied Economics
Year:
2014
Language:
english
File:
PDF, 273 KB
english, 2014
24

Measuring the Impact of the GFC on European Equity Markets

Milunovich, George
Journal:
SSRN Electronic Journal
Year:
2011
Language:
english
File:
PDF, 497 KB
english, 2011
25

Local and Global Illiquidity Effects in the Balkans Frontier Markets

Milunovich, George, Minovic, Jelena
Journal:
SSRN Electronic Journal
Year:
2013
Language:
english
File:
PDF, 589 KB
english, 2013
27

On Identifying Structural VAR Models via ARCH Effects

Milunovich, George, Yang, Minxian
Journal:
SSRN Electronic Journal
Year:
2010
Language:
english
File:
PDF, 122 KB
english, 2010
31

Mapping out network connections between residential property markets

Milunovich, George
Journal:
Economics Letters
Year:
2020
Language:
english
File:
PDF, 446 KB
english, 2020