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What makes a safe haven? : equity and currency returns for six OECD countries during the financial crisis
Min, Hong-ghi; McDonald, Judith Ann; Shin, Sang-Ook - In: Annals of economics and finance 17 (2016) 2, pp. 365-402
Persistent link: https://www.econbiz.de/10011656925
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Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices
Buhr, Klaus E.; Li, Xiaoming; Rose, Lawrence Craig - 2005
Persistent link: https://www.econbiz.de/10003332229
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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
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Modelling the dependence structure between Australian equity and real estate markets : a copula approach
Rong, Ning; Trück, Stefan - In: Australasian accounting business and finance journal : AABF 8 (2014) 5, pp. 93-113
Persistent link: https://www.econbiz.de/10010520425
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Exchange rate influences on stock market returns and volatility dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika - In: Review of applied economics 10 (2014) 1/2, pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
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Alternative settlement methods and Australian individual share futures contracts
Lien, Da-hsiang Donald; Li, Yang - In: Journal of international financial markets, … 14 (2004) 5, pp. 473-490
Persistent link: https://www.econbiz.de/10002187102
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Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.; Brooks, Robert - 1999
Persistent link: https://www.econbiz.de/10001372125
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Return and volatility dynamics in the spot and futures markets in Australia : an intervention analysis in a bivariate EGARCH-X framework
Bhar, Ramaprasad - In: The journal of futures markets 21 (2001) 9, pp. 833-850
Persistent link: https://www.econbiz.de/10001595309
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Common stochastic trends and volatility in Asian-Pacific equity markets
Pan, Ming-Shiun; Liu, Y. Angela; Roth, Herbert J. - In: Global finance journal 10 (1999) 2, pp. 161-172
Persistent link: https://www.econbiz.de/10001493037
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Intraday Volatility Forecast in Australian Equity Market
Singh, Abhay Kumar - 2013
Australia's S&P/ASX-50 stock market, we also use the model to forecast the intraday Value at Risk. As the model requires a daily …
Persistent link: https://www.econbiz.de/10013077912