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Transmission of financial crises and contagion : a latent factor approach
Dungey, Mardi H.; Fry, Renée A.; González Hermosillo, … - 2011
Persistent link: https://www.econbiz.de/10008842351
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Contagion in global equity markets in 1998 : the effects of the Russian and LTCM crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: The North American journal of economics and finance : a … 18 (2007) 2, pp. 155-174
Persistent link: https://www.econbiz.de/10003608961
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The role of portfolio shocks in a structural vector autoregressive model of the Australian economy
Fry, Renée; Hocking, James; Martin, Vance - In: The economic record : er 84 (2008), pp. 17-33
Persistent link: https://www.econbiz.de/10003687591
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Overvaluation in Australian housing and equity markets : wealth effects or monetary policy?
Fry, Renée A.; Martin, Vance; Voukelatos, Nicholas - In: The economic record : er 86 (2010), pp. 465-485
Persistent link: https://www.econbiz.de/10008987004
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Interest rate conundrum
Craine, Roger N.; Martin, Vance - In: The B.E. journal of macroeconomics 9 (2009) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10009576191
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A goodness of fit test for ergodic Markov processes
Martin, Vance; Nishiyama, Yoshihiko; Stachurski, John - 2011
Persistent link: https://www.econbiz.de/10009411424
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Econometric modelling with time series : specification, estimation and testing
Martin, Vance; Hurn, Stan; Harris, David - 2013
Maximum likelihood estimation is a general method for estimating the parameters of econometric models from observed data. The principle of maximum likelihood plays a central role in the exposition of this book, since a number of estimators used in econometrics can be derived within this...
Persistent link: https://www.econbiz.de/10009720457
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Hedging supply risks : an optimal urban water portfolio
Leroux, Anke D.; Martin, Vance - 2014
Persistent link: https://www.econbiz.de/10010246108
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Financial contagion and asset pricing
Fry-McKibbin, Renée; Martin, Vance; Tang, Chrismin - 2013
Persistent link: https://www.econbiz.de/10009788794
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Modelling nonlinearities in equity returns : the mean impact curve analysis
Martin, Vance; Sarkar, Saikat; Kanto, Antti Jaakko - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 18 (2014) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10010347338