Purpose: This paper aims to model the asset portfolio rebalancing decisions of Australian households experiencing a severe life event shock. Design/methodology/approach: The paper uses household longitudinal data from the Household, Income, and Labour Dynamics in Australia (HILDA) survey since...

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...

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...

Purpose – The purpose of this paper is to investigate the relationships between stock market returns of 13 countries based upon monthly data spanning December 1987 to April 2007. Design/methodology/approach – Specifically, the principal component (PC) and maximum likelihood (ML) methods are...

Purpose – The purpose of this paper is to investigate the efficiency and productivity growth of the Iranian banking industry between 2003 and 2008, encompassing pre- and post-2005-reform years. Design/methodology/approach – The study uses a new decomposition of the Hicks-Moorsteen total...

Purpose – The purpose of this paper is to investigate the relationships between stock market returns of 13 countries based upon monthly data spanning December 1987 to April 2007. Design/methodology/approach – Specifically, the principal component (PC) and maximum likelihood (ML) methods are...

Purpose – The purpose of this paper is to investigate the efficiency and productivity growth of the Iranian banking industry between 2003 and 2008, encompassing pre‐ and post‐2005‐reform years. Design/methodology/approach – The study uses a new decomposition of the Hicks‐Moorsteen...

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...

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...