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Efficiency in the Australian stock market, 1875 - 2006 : a note on extreme long-run random walk behaviour

Worthington, Andrew Charles; Higgs, Helen - In: Applied economics letters 16 (2009) 1/3, pp. 301-306

Persistent link: https://www.econbiz.de/10003823023

Transmission of returns and volatility in art markets : a multivariate GARCH analysis

Higgs, Helen; Worthington, Andrew Charles - In: Applied economics letters 11 (2004) 4, pp. 217-222

Persistent link: https://www.econbiz.de/10002001478

Stock market linkages among new EMU members and the euro area: Implications for financial integration and portfolio diversification

Dunis, Christian; Higgs, Helen; Karampelia, Maria Ferenia - In: Studies in Economics and Finance 30 (2013) April, pp. 370-370

Purpose – The purpose of this paper is to focus on the empirical dimension of financial integration among the five newest members of the European Monetary Union (Cyprus, Estonia, Malta, Slovakia and Slovenia) and the euro area. The main objective is to study the level and the speed of...

Persistent link: https://www.econbiz.de/10010711289

Macro drivers of Australian housing affordability, 1985-2010: An autoregressive distributed lag approach

Worthington, Andrew; Higgs, Helen - In: Studies in Economics and Finance 30 (2013) April, pp. 347-347

Purpose – Model the drivers of Australian housing affordability and forecast equilibrium affordability. The paper aims to discuss these issues. Design/methodology/approach – Uses autoregressive distributed lag (ARDL) approach to model housing affordability measured by the Housing Industry...

Persistent link: https://www.econbiz.de/10010711294

Macro drivers of Australian housing affordability, 1985-2010

Worthington, Andrew; Higgs, Helen - In: Studies in Economics and Finance 30 (2013) 4, pp. 347-369

Persistent link: https://www.econbiz.de/10015014055

An empirical note on the holiday effect in the Australian stock market, 1996 - 2006

Marrett, George J.; Worthington, Andrew Charles - In: Applied economics letters 16 (2009) 16/18, pp. 1769-1772

Persistent link: https://www.econbiz.de/10003932409

Long-term effects of global oil price changes on the macroeconomy and financial markets a comparative panel co-integration approach

Sotoudeh, M. Ali; Worthington, Andrew Charles - In: Applied economics letters 22 (2015) 10/12, pp. 960-966

Persistent link: https://www.econbiz.de/10011285980

Nonlinear interest rate effects of global oil price changes : the comparison of net oil-consuming and net oil-producing countries

Sotoudeh, M. Ali; Worthington, Andrew Charles - In: Applied economics letters 22 (2015) 7/9, pp. 693-699

Persistent link: https://www.econbiz.de/10010530090

A comparative analysis of oil as a risk factor in Australian industry stock returns, 1980-2006

McSweeney, Evan J.; Worthington, Andrew C. - In: Studies in Economics and Finance 25 (2008) March, pp. 131-145

Purpose – This paper aims to examine the impact of crude oil prices on Australian industry stock returns. With rising energy prices, it is important to consider oil as a pricing factor in asset pricing models. Design/methodology/approach – Multifactor static and dynamic models consider crude...

Persistent link: https://www.econbiz.de/10005008717

Testing the Association Between Production and Financial Performance: Evidence from a Not-for-Profit, Cooperative Setting

Worthington, Andrew C. - In: Annals of Public and Cooperative Economics 69 (1998) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10010716466