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Size-sorted portfolios and information spillovers : structural evidence from Australia

Milunovich, George - In: Investment management and financial innovations 6 (2009) 4, pp. 200-208

Persistent link: https://www.econbiz.de/10003968027

Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins

Milunovich, George - In: Economics letters 211 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013172514

Mapping out network connections between residential property markets

Milunovich, George - In: Economics letters 189 (2020), pp. 1-3

Persistent link: https://www.econbiz.de/10012227971

Cryptocurrencies, mainstream asset classes and risk factors : a study of connectedness

Milunovich, George - In: The Australian economic review 51 (2018) 4, pp. 551-563

Persistent link: https://www.econbiz.de/10012159184

Size-sorted portfolios and information spillovers : structural evidence from Australia

Milunovich, George - In: Investment management and financial innovations 6 (2009) 4, pp. 200-208

Persistent link: https://www.econbiz.de/10009910640

Temporal links between the Asia-Pacific and international stock markets : 1971-2010

Milunovich, George - In: Investment management and financial innovations 7 (2010) 2, pp. 200-208

Persistent link: https://www.econbiz.de/10009910670

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

'That courage is not inconsistent with caution' : currency hedging for superannuation funds

Thorp, Susan - In: The economic record : er 81 (2005) 252, pp. 38-50

Persistent link: https://www.econbiz.de/10002712826

Investing internationally : currency issues for superannuation funds

Thorp, Susan - 2003

Persistent link: https://www.econbiz.de/10001746110

Inference in partially identified heteroskedastic simultaneous equations models

Lütkepohl, Helmut; Milunovich, George; Yang, Minxian - 2016

Identification through heteroskedasticity in heteroskedastic simultaneous equations models (HSEMs) is considered. The possibility that heteroskedasticity identifies the structural parameters only partially is explicitly allowed for. The asymptoticproperties of the identified parameters are...

Persistent link: https://www.econbiz.de/10011595945