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An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III
Uylangco, Katherine; Li, Siqiwen - In: Australian journal of management 41 (2016) 4, pp. 699-718
Persistent link: https://www.econbiz.de/10011583150
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Volatility spillover between the US, Chinese and Australian stock markets
Bissoondoyal-Bheenick, Emawtee; Brooks, Robert; Chi, Wei; … - In: Australian journal of management 43 (2018) 2, pp. 263-285
Persistent link: https://www.econbiz.de/10011890710
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Pricing bonds in the Australian market
Bilson, Chris M.; Brailsford, Timothy J.; Sullivan, Luke J. - In: Australian journal of management 33 (2008/09) 1, pp. 123-143
Persistent link: https://www.econbiz.de/10003740514
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A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
Faff, Robert W.; Sirimon Treepongkaruna - In: Australian journal of management 38 (2013) 2, pp. 333-352
Persistent link: https://www.econbiz.de/10009786619
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Monetary policy surprises and the bank bill term premium
Walsh, Kathleen; Tan, David - In: Australian journal of management 33 (2008/09) 2, pp. 231-260
Persistent link: https://www.econbiz.de/10003828942
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Forecasting volatilities in equity, bond and money markets : a market-based approach
Wang, Kent - In: Australian journal of management 35 (2010) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10008656214
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Do higher order moments of return distribution provide better decisions in minimum-variance hedging? : evidence from US stock index futures
Hou, Yang; Holmes, Mark J. - In: Australian journal of management 45 (2020) 2, pp. 240-265
Persistent link: https://www.econbiz.de/10012216958
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The stairway to the top : the remuneration of academic executives
Clements, Kenneth W.; Izan, H. Y. - In: Australian journal of management 33 (2008/09) 1, pp. 1-30
Persistent link: https://www.econbiz.de/10003740467
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Australian options
Moreno, Manuel; Navas, Javier F. - In: Australian journal of management 33 (2008/09) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10003740503
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Cost-of-capital estimation and capital-budgeting practice in Australia
Truong, Giang; Partington, Graham H.; Peat, Maurice - In: Australian journal of management 33 (2008/09) 1, pp. 95-121
Persistent link: https://www.econbiz.de/10003740508