Narrow search
Showing 1 - 10 of 13
Cover Image
Macroeconomic risk factors in Australian real estate, listed property trust & property sector stock returns : a comparative analysis using GARCH-M
West, Tracey; Worthington, Andrew Charles - 2003
Persistent link: https://www.econbiz.de/10001812625
Cover Image
Macroeconomic Risk Factors in Australian Commercial Real Estate, Listed Property Trust and Property Sector Stock Returns : A Comparative Analysis Using Garch-M
West, Tracey - 2012
This paper employs a Generalized Autoregressive Conditional Heteroskedasticity in Mean (GARCH-M) model to consider the effect of macroeconomic factors on Australian property returns over the period 1985 to 2002. Three direct (office, retail and industrial property) and two indirect (listed...
Persistent link: https://www.econbiz.de/10013102073
Cover Image
Return relationships among European equity sectors : a comparative analysis across selected sectors in small and large economies
Taing, Siv Heng; Worthington, Andrew Charles - In: Journal of applied economics 8 (2005) 2, pp. 371-388
Persistent link: https://www.econbiz.de/10003310852
Cover Image
The impact of natural events and disasters on the Australian stock market : a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
Worthington, Andrew Charles - In: Global business & economics review 10 (2008) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10003688416
Cover Image
Australian evidence on the role of interregional flows, production capacity, and generation mix in wholesale electricity prices and price volatility
Higgs, Helen; Lien, Gudbrand; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 48 (2015), pp. 172-181
Persistent link: https://www.econbiz.de/10011484007
Cover Image
Estimating the effects of global oil market shocks on Australian merchandise trade
Sotoudeh, M-Ali; Worthington, Andrew Charles - In: Economic analysis and policy : EAP ; journal of the … 50 (2016), pp. 74-84
Persistent link: https://www.econbiz.de/10011485448
Cover Image
Transmission of prices and price volatility in Australian electricity spot markets : a multivariate GARCH analysis
Worthington, Andrew Charles; Kay-Spratley, Adam; Higgs, … - In: Energy economics 27 (2005) 2, pp. 337-350
Persistent link: https://www.econbiz.de/10002875191
Cover Image
A multivariate GARCH analysis of equity returns and volatility in Asian equity markets
Worthington, Andrew Charles; Higgs, Helen - 2001
Persistent link: https://www.econbiz.de/10001601635
Cover Image
The relationship between energy spot and futures prices : evidence from the Australian electricity market
Worthington, Andrew Charles; Higgs, Helen - 2002
Persistent link: https://www.econbiz.de/10001715952