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Worthington, Andrew Charles
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ECONIS (ZBW)
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Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate GARCH analysis
Worthington, Andrew Charles
;
Higgs, Helen
- In:
International journal of finance & economics : IJFE
9
(
2004
)
1
,
pp. 71-80
Persistent link: https://www.econbiz.de/10001905066
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2
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
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3
Modelling the intraday return volatility process in the Australian equity market : an examination of the role of information arrival in S&P/Asx 50 stocks
Worthington, Andrew Charles
;
Higgs, Helen
-
2003
Persistent link: https://www.econbiz.de/10001852115
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4
Financial returns and price determinants in the Australian art market : 1973 - 2003
Higgs, Helen
;
Worthington, Andrew Charles
-
2004
Persistent link: https://www.econbiz.de/10002199131
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5
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
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6
Financial returns and price determinants in the Australian art market, 1973 - 2003
Higgs, Helen
;
Worthington, Andrew Charles
- In:
The economic record : er
81
(
2005
)
253
,
pp. 113-123
Persistent link: https://www.econbiz.de/10002949796
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7
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
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8
The usefulness of economic value-added (EVA) and its components in the Australian context
West, Tracey
;
Worthington, Andrew Charles
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 121-140)
.
2000
Persistent link: https://www.econbiz.de/10001586270
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9
Time-varying market, interest rate and exchange rate risk in Australian bank portfolio stock returns : a Garch-M approach
Ryan, Suzanne K.
;
Worthington, Andrew Charles
-
2002
Persistent link: https://www.econbiz.de/10001677735
Saved in:
10
A review and synthesis of the economic value-added literature
Worthington, Andrew Charles
;
West, Tracey
-
2000
Persistent link: https://www.econbiz.de/10001517789
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