George Milunovich
Names
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George |
| last: |
Milunovich |
Identifer
Contact
| homepage: |
https://www.georgemilunovich.com/ |
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| postal address: |
Department of Actuarial Studies and Business Analytics
Macquarie Business School
Macquarie University
Sydney, Australia |
Affiliations
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Macquarie University
/ Business School
/ Department of Economics
Research profile
author of:
- Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness (RePEc:arx:papers:1809.03072)
by George Milunovich - Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness (RePEc:bla:ausecr:v:51:y:2018:i:4:p:551-563)
by George Milunovich - Explaining House Prices in Australia: 1970–2003 (RePEc:bla:ecorec:v:81:y:2005:i:s1:p:s96-s103)
by Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung - International Commodity Prices and the Australian Stock Market (RePEc:bla:ecorec:v:87:y:2011:i:276:p:37-44)
by Chris Heaton & George Milunovich & Anthony Passé‐De Silva - Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch? (RePEc:bla:jfnres:v:30:y:2007:i:3:p:355-377)
by Susan Thorp & George Milunovich - On Identifying Structural VAR Models via ARCH Effects (RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5)
by Milunovich George & Yang Minxian - Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates (RePEc:diw:diwwpp:dp1455)
by Helmut Lütkepohl & George Milunovich - Crude Oil Volatility: Hedgers or Investors (RePEc:ebl:ecbull:eb-10-00521)
by George Milunovich & Ronald Ripple - Measuring the Impact of the GFC on European Equity Markets (RePEc:ebl:ecbull:eb-11-00039)
by George Milunovich - Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model (RePEc:ecm:ausm04:55)
by George Milunovich - Testing for identification in SVAR-GARCH models (RePEc:eee:dyncon:v:73:y:2016:i:c:p:241-258)
by Lütkepohl, Helmut & Milunovich, George - Mapping out network connections between residential property markets (RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300379)
by Milunovich, George - Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins (RePEc:eee:ecolet:v:211:y:2022:i:c:s0165176521004778)
by Milunovich, George - Inference in partially identified heteroskedastic simultaneous equations models (RePEc:eee:econom:v:218:y:2020:i:2:p:317-345)
by Lütkepohl, Helmut & Milunovich, George & Yang, Minxian - Valuing volatility spillovers (RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22)
by Milunovich, George & Thorp, Susan - Unobservable shocks as carriers of contagion (RePEc:eee:jbfina:v:34:y:2010:i:5:p:1008-1021)
by Dungey, Mardi & Milunovich, George & Thorp, Susan - Endogenous crisis dating and contagion using smooth transition structural GARCH (RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79)
by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian - Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York (RePEc:eee:mulfin:v:17:y:2007:i:4:p:275-289)
by Milunovich, George & Thorp, Susan - Linkages between international REITs: the role of economic factors (RePEc:eme:jpifpp:v:30:y:2012:i:5:p:473-492)
by Jing Liu & Geoffrey Loudon & George Milunovich - Regional and global contagion in real estate investment trusts (RePEc:eme:jpifpp:v:31:y:2013:i:1:p:53-77)
by George Milunovich & Stefan Trück - Testing for Identification in SVAR-GARCH Models (RePEc:hum:wpaper:sfb649dp2015-030)
by Helmut Luetkepohl & George Milunovich - House Prices in Australia - 1970 to 2003 - Facts and Explanations (RePEc:mac:wpaper:0504)
by Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung - Valuing Volatility Spillovers (RePEc:mac:wpaper:0506)
by George Milunovich & Susan Thorp - Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil (RePEc:mac:wpaper:0607)
by George Milunovich & Ronald D. Ripple - Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia (RePEc:mac:wpaper:0610)
by George Milunovich - Testing Market Efficiency and Price Discovery in European Carbon Markets (RePEc:mac:wpaper:0701)
by George Milunovich & Roselyne Joyeux - Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH (RePEc:qut:auncer:2008-11)
by Mardi Dungey & George Milunovich & Susan Thorp - Measuring the Impact of Carbon Allowance Trading on Energy Prices (RePEc:sae:engenv:v:21:y:2010:i:5:p:367-383)
by Fatemeh Nazifi & George Milunovich - Rail stations and residential sorting: The case of Sydney metropolitan area (RePEc:sae:urbstu:v:59:y:2022:i:15:p:3132-3149)
by Laurence Carleton & Roselyne Joyeux & George Milunovich - Inference in Partially Identified Heteroskedastic Simultaneous Equations Models (RePEc:swe:wpaper:2016-19)
by Helmut Lutkepohl & George Milunovich & Minxian Yang - Unknown item RePEc:taf:apfiec:v:20:y:2010:i:10:p:803-809 (article)
- Unknown item RePEc:taf:apfiec:v:23:y:2013:i:1:p:15-26 (article)
- Local and global illiquidity effects in the Balkans frontier markets (RePEc:taf:applec:v:46:y:2014:i:31:p:3861-3873)
by George Milunovich & Jelena Minović - Speculative bubbles, financial crises and convergence in global real estate investment trusts (RePEc:taf:applec:v:47:y:2015:i:27:p:2878-2898)
by Roselyne Joyeux & George Milunovich - Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:288-308)
by George Milunovich & Minxian Yang - Bubble detection and sector trading in real time (RePEc:taf:quantf:v:19:y:2019:i:2:p:247-263)
by George Milunovich & Shuping Shi & David Tan - Endogenous crisis dating and contagion using smooth transition structural GARCH (RePEc:tas:wpaper:15030)
by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian - Asymmetric Risk and International Portfolio Choice (RePEc:uts:rpaper:160)
by Susan Thorp & George Milunovich - Information processing and measures of integration: New York, London and Tokyo (RePEc:uts:rpaper:177)
by Susan Thorp & George Milunovich - Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH (RePEc:uts:rpaper:312)
by Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang - Forecasting Australia's real house price index: A comparison of time series and machine learning methods (RePEc:wly:jforec:v:39:y:2020:i:7:p:1098-1118)
by George Milunovich - Cryptocurrency exchanges: Predicting which markets will remain active (RePEc:wly:jforec:v:41:y:2022:i:5:p:945-955)
by George Milunovich & Seung Ah Lee - Valuing Volatility Spillovers (RePEc:wpa:wuwpif:0506008)
by George Milunovich & Susan Thorp - Testing for identification in SVAR-GARCH models (RePEc:zbw:sfb649:sfb649dp2015-030)
by Luetkepohl, Helmut & Milunovich, George