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Valuing volatility spillovers

Milunovich, George; Thorp, Susan - In: Global finance journal 17 (2006) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10003381764

Symmetric versus asymmetric conditional covariance forecasts : does it pay to switch?

Thorp, Susan; Milunovich, George - In: The journal of financial research 30 (2007) 3, pp. 355-377

Persistent link: https://www.econbiz.de/10003536978

Valuing volatility spillovers

Milunovich, George; Thorp, Susan - 2005

Persistent link: https://www.econbiz.de/10002996477

Hedgers, investors and futures return volatility : the case of NYMEX crude oil

Milunovich, George; Ripple, Ronald D. - 2006

Persistent link: https://www.econbiz.de/10003391540

International commodity prices and the Australian stock market

Heaton, Christopher; Milunovich, George; Passé-de … - In: The economic record : er 87 (2011), pp. 37-44

Persistent link: https://www.econbiz.de/10008987819

Do Equity Market Correlations Really Change Over Time? The Case of the US and Asia-Pacific Markets

Milunovich, George - 2012

Existing literature suggests that conditional correlations between equity markets vary over time, and increase over periods of financial crises. I test this hypothesis on a set of eight national equity indices from the Asia-Pacific region on one hand, and the US market on the other. Tse (2000)...

Persistent link: https://www.econbiz.de/10013113552