Sandy Suardi : Citation Profile


Are you Sandy Suardi?

University of Wollongong

6

H index

4

i10 index

183

Citations

RESEARCH PRODUCTION:

33

Articles

14

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 12
   Journals where Sandy Suardi has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 11 (5.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psu102
   Updated: 2020-01-25    RAS profile: 2019-11-17    
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Relations with other researchers


Works with:

Chua, Chew (3)

Mahadevan, Renuka (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sandy Suardi.

Is cited by:

Ahmed, Abdullahi (5)

NGUENA, Christian (4)

Zhang, Yue-Jun (4)

Darné, Olivier (4)

Moyo, Clement (3)

Lin, Boqiang (3)

Aldama, Pierre (3)

Filis, George (3)

CHARLES, Amelie (3)

Khobai, hlalefang (3)

Degiannakis, Stavros (3)

Cites to:

Perron, Pierre (17)

Henry, Ólan (14)

Engle, Robert (14)

Bollerslev, Tim (13)

Jagannathan, Ravi (13)

Hansen, Bruce (10)

Kose, Ayhan (10)

Dominguez, Kathryn (9)

Taylor, Mark (8)

Campbell, John (8)

Prasad, Eswar (8)

Main data


Where Sandy Suardi has published?


Journals with more than one article published# docs
Economics Letters3
Contemporary Economic Policy2
Energy Economics2
Journal of International Financial Markets, Institutions and Money2
Economic Modelling2
The Financial Review2

Recent works citing Sandy Suardi (2019 and 2018)


YearTitle of citing document
2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2018Growth and Volatility Nexus in Sub†Saharan Africa. (2018). Mekonnen, Jemberu Lulie ; Dogruel, Ali Suut . In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:2:p:175-186.

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2018The Short Run Impact of Penalty Rate Cuts on Employment Outcomes in Retail and Hospitality Sectors in Australia. (2018). O'Brien, Martin ; Pol, Eduardo ; Markey, Raymond . In: Economic Papers. RePEc:bla:econpa:v:37:y:2018:i:3:p:270-286.

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2018Financial Institutions Network and the Certification Value of Bank Loans. (2018). Godlewski, Christophe ; Sanditov, Bulat. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:253-283.

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2019Asymmetric price adjustment and the effects of structural reforms in a low income environment: the case of the gasoline market in Greece. (2019). Sideris, Dimitrios ; Bragoudakis, Zacharias. In: Working Papers. RePEc:bog:wpaper:274.

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2018A novel hybrid method of forecasting crude oil prices using complex network science and artificial intelligence algorithms. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Chen, Lin ; Du, Ruijin ; Zhao, Longfeng. In: Applied Energy. RePEc:eee:appene:v:220:y:2018:i:c:p:480-495.

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2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

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2018The impact of major fuel retailers on regional New South Wales petrol prices. (2018). Oczkowski, Edward ; Sharma, Kishor ; Wong, Alfred. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:44-59.

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2018The impacts of international migrants’ remittances on household consumption volatility in developing countries. (2018). Mondal, Ripon Kumar ; Khanam, Rasheda. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:59:y:2018:i:c:p:171-187.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2019Fiscal policy in the US: Sustainable after all?. (2019). Aldama, Pierre ; Creel, Jerome. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:471-479.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2018Asymmetric responses in the timing, and magnitude, of changes in Australian monthly petrol prices to daily oil price changes. (2018). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:89-100.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2018A Markov switching long memory model of crude oil price return volatility. (2018). Di Sanzo, Silvestro . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:351-359.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018The dynamics pattern of price dispersion in retail fuel markets. (2018). Ripollés, Jordi ; Balaguer, Jacint ; Ripolles, Jordi. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:546-564.

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2018Forecasting crude oil prices by a semiparametric Markov switching model: OPEC, WTI, and Brent cases. (2018). Nademi, Arash . In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:757-766.

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2019The VEC-NAR model for short-term forecasting of oil prices. (2019). Wei, Yi-Ming ; Fan, Tijun ; Li, Tian ; Cheng, Fangzheng. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:656-667.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting. (2018). Ding, Yishan . In: Energy. RePEc:eee:energy:v:154:y:2018:i:c:p:328-336.

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2019Analyzing the economic sources of oil price volatility: An out-of-sample perspective. (2019). Liu, LI ; Meng, Fanyi . In: Energy. RePEc:eee:energy:v:177:y:2019:i:c:p:476-486.

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2018Stock market liquidity and trading activity: Is China different?. (2018). Marshall, Ben ; Anderson, Hamish D. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:32-51.

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2017The persistence in real interest rates: Does it solve the intertemporal consumption behavior puzzle?. (2017). Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi ; Mohamad, Nurul Sima . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:36-51.

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2018Forecasting crude oil price volatility. (2018). Herrera, Ana Maria ; Pastor, Daniel ; Hu, Liang. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:622-635.

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2019Healthy food diversity and supermarket interventions: Evidence from the Seacroft Intervention Study. (2019). Freire, Tiago ; Rudkin, Simon. In: Food Policy. RePEc:eee:jfpoli:v:83:y:2019:i:c:p:125-138.

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2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters. (2019). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:572-584.

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2019Efficiency of Enterprise Risk Management (ERM) systems. Comparative analysis in the fuel sector and energy sector on the basis of Central-European companies listed on the Warsaw Stock Exchange. (2019). Jonek-Kowalska, Izabela. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:405-415.

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2018The predictive content of CBOE crude oil volatility index. (2018). Li, Xiaolei ; Liu, LI ; Chen, Hongtao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:492:y:2018:i:c:p:837-850.

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2019Improved EEMD-based crude oil price forecasting using LSTM networks. (2019). Wu, Yu-Xi ; Zhu, Jia-Qi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:114-124.

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2018The influence of risk culture on firm returns in times of crisis. (2018). Bui, Dien Giau ; Lin, Chih-Yung ; Fang, Yiwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:291-306.

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2019Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?. (2019). He, Ling-Yun ; Ripple, Ronald ; Yao, Ting ; Zhang, Yue-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:302-317.

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2018Analysis and Bayes statistical probability inference of crude oil price change point. (2018). Chai, Jian ; Liu, Hongtao ; Lai, Kin Keung ; Wang, Shouyang ; Hu, YI ; Lu, Quanying . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:126:y:2018:i:c:p:271-283.

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2018The determinants of cross-border portfolio equity flows: new evidence from emerging markets. (2018). Alderighi, Stefano ; Varanasi, Padmasai ; Cleary, Siobhan. In: Economics Discussion Papers. RePEc:esx:essedp:23310.

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2017Fiscal policy in the US : Ricardian after all ?. (2017). Creel, Jerome ; Aldama, Pierre. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1723.

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2018Persistence of Oil Prices in Gas Import Prices and the Resilience of the Oil-Indexation Mechanism. The Case of Spanish Gas Import Prices. (2018). Cansado-Bravo, Pablo ; Rodriguez-Monroy, Carlos. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3486-:d:190416.

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2019An Adaptive Hybrid Learning Paradigm Integrating CEEMD, ARIMA and SBL for Crude Oil Price Forecasting. (2019). Wu, Jiang ; Li, Taiyong ; Zhou, Tengfei ; Chen, YU. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:7:p:1239-:d:218826.

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2018A Comparative Analysis on Food Security in Bangladesh, India and Myanmar. (2018). Chen, Yuanyuan ; Lu, Changhe . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:405-:d:130207.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Grol, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201504.

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2018A Microfounded Model of Money Demand Under Uncertainty, and some Empirical Evidence. (2018). Tarassow, Artur ; Groessl, Ingrid . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201802.

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2018Race and the City. (2018). Ross, Stephen ; Ellen, Ingrid Gould. In: Working Papers. RePEc:hka:wpaper:2018-022.

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2018Forward Unbiasedness in the Short End of the Interest Rate Market. (2018). Azar, Samih Antoine. In: International Business Research. RePEc:ibn:ibrjnl:v:11:y:2018:i:2:p:70-78.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201806.

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2019The effects of technology transfers and institutional factors on economic growth: evidence from Europe and Oceania. (2019). Ferreira, Joao ; Ratten, Vanessa ; Fernandes, Cristina . In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:44:y:2019:i:5:d:10.1007_s10961-019-09730-3.

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2018US Inflation and Inflation Uncertainty Over 200 Years. (2018). Fountas, Stilianos ; Bredin, Don. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_04.

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2018Trade openess and economic growth in SADC countries. (2018). Moyo, Clement ; Khobai, hlalefang. In: Working Papers. RePEc:mnd:wpaper:1820.

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2018Trade openness and economic growth in SADC countries. (2018). Moyo, Clement ; Khobai, hlalefang. In: MPRA Paper. RePEc:pra:mprapa:84254.

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2018Interest rate reforms and economic growth: the savings and investment channel. (2018). Moyo, Clement ; le Roux, Pierre. In: MPRA Paper. RePEc:pra:mprapa:85297.

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2018An Empirical Test for the Effectiveness of Central Bank Interventions in Foreign Exchange Markets: An Application to the Canadian and Swiss Central Banks. (2018). Abbuy, Kwami Edem. In: MPRA Paper. RePEc:pra:mprapa:89647.

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2018Effective energy commodities’ risk management: Econometric modeling of price volatility. (2018). HALKOS, GEORGE ; Tzirivis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:90781.

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2019Central Bank Intervention in Foreign Exchange Market under Managed Float: A Three Regime Threshold VAR Analysis of Indian Rupee-US Dollar Exchange Rate. (2019). Kundu, Srikanta ; Ghosh, Sunandan. In: MPRA Paper. RePEc:pra:mprapa:93466.

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2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972.

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2018The Effect of Minimum Wage Increases on Wages, Hours Worked and Job Loss. (2018). Bishop, James. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-06.

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2018Trade Openness and Economic Growth in SADC Countries. (2018). Khobai, hlalefang ; Moyo, Clement Zibusiso. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0834.

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2017Fiscal policy in the US : Ricardian after all ?. (2017). Creel, Jerome ; Aldama, Pierre. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4718gto3ar8s3r4k307p0bvbcs.

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2018The erratic behaviour of the EU ETS on the path towards consolidation and price stability. (2018). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena. In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:18:y:2018:i:5:d:10.1007_s10784-018-9411-3.

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2018Nonparametric NAR-ARCH Modelling of Stock Prices by the Kernel Methodology. (2018). Chikhi, Mohamed ; BENDOB, ALI. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0020.

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2018Race and the City. (2018). Ross, Stephen ; Ellen, Ingrid Gould. In: Working papers. RePEc:uct:uconnp:2018-03.

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Works by Sandy Suardi:


YearTitleTypeCited
2011Minimum Wages and Employment: Reconsidering the Use of a Time Series Approach as an Evaluation Tool In: British Journal of Industrial Relations.
[Citation analysis]
article3
2008Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool.(2008) In: Melbourne Institute Working Paper Series.
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2010Minimum Wages and Employment: Reconsidering the Use of a Time-Series Approach as an Evaluation Tool.(2010) In: IZA Discussion Papers.
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2010THE AUSTRALIAN FIREARMS BUYBACK AND ITS EFFECT ON GUN DEATHS In: Contemporary Economic Policy.
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article1
2008The Australian Firearms Buyback and Its Effect on Gun Deaths.(2008) In: Melbourne Institute Working Paper Series.
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2017THE BEHAVIOR OF U.S. PUBLIC DEBT AND DEFICITS DURING THE GLOBAL FINANCIAL CRISIS In: Contemporary Economic Policy.
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article4
2013AN EXAMINATION OF LINEAR AND NONLINEAR CAUSAL RELATIONSHIPS BETWEEN COMMODITY PRICES AND U.S. INFLATION In: Economic Inquiry.
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article1
2007Markov-Switching Mean Reversion in Short-Term Interest Rates: Evidence from East Asian Economies In: The Economic Record.
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article5
2017Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions In: The Financial Review.
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article2
2019Tiered Information Disclosure: An Empirical Analysis of the Advance Peek into the Michigan Index of Consumer Sentiment In: The Financial Review.
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2013The Cascade Effect on Lending Conditions: Evidence from the Syndicated Loan Market In: Journal of Business Finance & Accounting.
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2011ARE EMPIRICAL MEASURES OF MACROECONOMIC UNCERTAINTY ALIKE? In: Journal of Economic Surveys.
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2007SOURCES OF ECONOMIC GROWTH AND TECHNOLOGY TRANSFER IN SUB‐SAHARAN AFRICA1 In: South African Journal of Economics.
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2011The effects of uncertainty dynamics on exports, imports and productivity growth In: Journal of Asian Economics.
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article1
2008Central bank intervention, threshold effects and asymmetric volatility: Evidence from the Japanese yen-US dollar foreign exchange market In: Economic Modelling.
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2013Is there a role for caste and religion in food security policy? A look at rural India In: Economic Modelling.
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2012An impulse-response function for a VAR with multivariate GARCH-in-Mean that incorporates direct and indirect transmission of shocks In: Economics Letters.
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2007Testing for rate dependence and asymmetry in inflation uncertainty: Evidence from the G7 economies In: Economics Letters.
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2006Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty:Evidence from the G7 Economies.(2006) In: Department of Economics - Working Papers Series.
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Testing for Rate-Dependence and Asymmetry in Inflation Uncertainty: Evidence from the G7 Economies.() In: MRG Discussion Paper Series.
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2008Are levels effects important in out-of-sample performance of short rate models? In: Economics Letters.
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2019Government ownership and stock liquidity: Evidence from China In: Emerging Markets Review.
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2011Modelling and forecasting short-term interest rate volatility: A semiparametric approach In: Journal of Empirical Finance.
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2012A nonparametric GARCH model of crude oil price return volatility In: Energy Economics.
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2017Do petrol prices increase faster than they fall in market disequilibria? In: Energy Economics.
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2012Are changes in foreign exchange reserves a good proxy for official intervention? In: Journal of International Financial Markets, Institutions and Money.
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2014Factor reversal in the euro zone stock returns: Evidence from the crisis period In: Journal of International Financial Markets, Institutions and Money.
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2013Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data In: International Journal of Forecasting.
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2008A dynamic analysis of the impact of uncertainty on import- and/or export-led growth: The experience of Japan and the Asian Tigers In: Japan and the World Economy.
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2018Racial segregation in the United States since the Great Depression: A dynamic segregation approach In: Journal of Housing Economics.
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2017Foreign exchange intervention in Asian countries: What determine the odds of success during the credit crisis? In: International Review of Economics & Finance.
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2009Macroeconomic Volatility, Trade and Financial Liberalization in Africa In: World Development.
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2010Dynamic effects of trade and output volatility on the trade-growth nexus: Evidence from Singapore In: Journal of Economic Studies.
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2013Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry In: Working Papers.
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2013Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry.(2013) In: Knut Wicksell Working Paper Series.
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2006Testing for a Unit Root in the Presence of a Jump Diffusion Process with GARCH Errors In: Melbourne Institute Working Paper Series.
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2011Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement? In: Melbourne Institute Working Paper Series.
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2004Testing for a Level Effect in Short-Term Interest Rates In: Department of Economics - Working Papers Series.
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2005Equity Return and Short-Term Interest Rate Volatility : Level Effects and Asymmetric Dynamics In: Department of Economics - Working Papers Series.
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Equity Return and Short-Term Interest Rate Volatility: Level Effects and Asymmetric Dynamics.() In: MRG Discussion Paper Series.
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2005TESTING FOR ASYMMETRY IN INTEREST RATE VOLATILITY IN THE PRESENCE OF A NEGLECTED LEVEL EFFECT In: Department of Economics - Working Papers Series.
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Making Abundant Natural Resources Work for Developing Economies: The Role of Financial Institutions In: MRG Discussion Paper Series.
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2012Impact of socio-economic factors and social affiliation on living standards: a quantile regression approach In: Applied Economics Letters.
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2012When the US sneezes the world catches cold: are worldwide stock markets stable? In: Applied Financial Economics.
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2010Nonstationarity, cointegration and structural breaks in the Australian term structure of interest rates In: Applied Economics.
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2017A re-examination of Libor rigging: a time-varying cointegration perspective In: Quantitative Finance.
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2014Regional Differences Pose Challenges for Food Security Policy: A Case Study of India In: Regional Studies.
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