Susan Thorp : Citation Profile


Are you Susan Thorp?

University of Sydney

14

H index

20

i10 index

941

Citations

RESEARCH PRODUCTION:

44

Articles

42

Papers

2

Chapters

RESEARCH ACTIVITY:

   35 years (1987 - 2022). See details.
   Cites by year: 26
   Journals where Susan Thorp has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 33 (3.39 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth50
   Updated: 2023-01-28    RAS profile: 2022-10-17    
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Relations with other researchers


Works with:

Dobrescu, Loretti (4)

Iskhakov, Fedor (3)

Ortmann, Andreas (3)

Yeung, Danny (3)

Bird, Ron (2)

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

Is cited by:

GUPTA, RANGAN (21)

McAleer, Michael (19)

Nguyen, Duc Khuong (18)

Filis, George (15)

Degiannakis, Stavros (13)

Chang, Chia-Lin (12)

Mitchell, Olivia (11)

Prokopczuk, Marcel (10)

Tansuchat, Roengchai (9)

Uddin, Gazi (8)

Dungey, Mardi (8)

Cites to:

Madrian, Brigitte (54)

Laibson, David (53)

Mitchell, Olivia (46)

Lusardi, Annamaria (46)

Brown, Jeffrey (39)

Choi, James (35)

Thaler, Richard (28)

Keane, Michael (26)

Campbell, John (22)

Zeldes, Stephen (21)

Mullainathan, Sendhil (19)

Main data


Where Susan Thorp has published?


Journals with more than one article published# docs
The Economic Record8
Journal of Banking & Finance5
Australian Journal of Management4
Journal of Pension Economics and Finance3
Journal of Economic Behavior & Organization2
Emerging Markets Finance and Trade2
Journal of Risk & Insurance2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney14
RBA Research Discussion Papers / Reserve Bank of Australia5
Working Paper Series / The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney4
Discussion Papers / School of Economics, The University of New South Wales2
Working Papers / ARC Centre of Excellence in Population Ageing Research (CEPAR), Australian School of Business, University of New South Wales2
Econometric Society 2004 Australasian Meetings / Econometric Society2
NCER Working Paper Series / National Centre for Econometric Research2

Recent works citing Susan Thorp (2022 and 2021)


YearTitle of citing document
2022Effects of Monetary Policy on Bank’s Credit Dynamics in Tanzania. (2022). Mlamka, Bonaventura ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:320579.

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2021Refundable income annuities: Feasibility of money-back guarantees. (2021). Salisbury, Thomas S ; Milevsky, Moshe A. In: Papers. RePEc:arx:papers:2111.01239.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2021The silver tsunami: an enquiry into the financial needs, preferences and behaviours of retirees. (2021). Gu, Yuanyuan ; Feng, Jun ; Walker, Ruth ; Chambers, Barbara. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:645-687.

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2021The ‘right’ level for the superannuation guarantee: identifying the key considerations. (2021). Warren, Geoffrey J ; Tang, Yifu ; Khemka, Gaurav. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4435-4474.

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2022Cognitive functioning, financial literacy, and judgment in older age. (2022). Earl, Joanne Kaa ; Asher, Anthony ; Gerrans, Paul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:s1:p:1637-1674.

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2022Financial Literacy and Retirement Spending: A University Student Perspective. (2022). Birt, Jacqueline ; Tanner, Mark ; Alpert, Karen ; Richardson, Jeremy . In: Australian Accounting Review. RePEc:bla:ausact:v:32:y:2022:i:3:p:367-387.

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2021Economic Wellbeing. (2021). Wilkins, Roger. In: Australian Economic Review. RePEc:bla:ausecr:v:54:y:2021:i:4:p:469-481.

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2021Super?sizing Renewable Energy Investment: Examining the Portfolio Preferences of Superannuation Fund Members. (2021). Crosby, Paul ; Best, Rohan ; Hammerle, Mara. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:267-284.

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2021Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837.

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2021Spending from Regulated Retirement Drawdowns: The Role of Implied Endorsement. (2021). Stevens, Ralph ; Bonekamp, Johan ; Bateman, Hazel ; Garcia, Jennifer Alonso ; Alonsogarcia, Jennifer. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:810-847.

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2022Is the Tracking Error Time-Varying? Evidence from Agricultural ETCs. (2022). Biakowski, Jdrzej ; Perera, Devmali ; Bohl, Martin T. In: Working Papers in Economics. RePEc:cbt:econwp:22/13.

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2021Integrated nested Laplace approximations for threshold stochastic volatility models. (2021). Rue, Havard ; Lopes, Maria Helena ; de Zea, P ; Marin, Juan Miguel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31804.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004.

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2021Survival Pessimism and the Demand for Annuities. (2021). Sturrock, David ; O'Dea, Cormac. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2276.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2022The Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios. (2022). Ozay, Tugba ; Umut, Alican ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-54.

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2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2022Easy to shove, difficult to show: Effect of educative and default nudges on financial self-management. (2022). Dulleck, Uwe ; Rojas, Andres ; Isler, Ozan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000089.

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2022Smart defaults: Determining the number of default funds in a pension scheme. (2022). MacPhee, Laura ; Blower, Dean ; Haig, Alistair ; Tonks, Ian ; Duffield, Mel ; Blake, David. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:4:s0890838921000688.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2021Risk spillovers and hedge strategies between global crude oil markets and stock markets: Do regime switching processes combining long memory and asymmetry matter?. (2021). Lin, Ling ; Ou, Yangchen ; Jiang, Yong ; Zhou, Zhongbao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000334.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2021Evaluating consumers’ choices of Medicare Part D plans: A study in behavioral welfare economics. (2021). Ketcham, Jonathan ; Keane, Michael ; Neal, Timothy ; Kuminoff, Nicolai . In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:107-140.

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2022Novel utility-based life cycle models to optimise income in retirement. (2022). Wang, Yunxiao ; Pantelous, Athanasios A ; Koo, Bonsoo. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:1:p:346-361.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study. (2021). Leong, Soon Heng. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100431x.

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2022Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2022The evolution of day-of-the-week and the implications in crude oil market. (2022). Nor, Normaziah Mohd ; Wen, Fenghua ; Zhu, QI ; Li, Wenhui. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832200007x.

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2022Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic. (2022). Tiwari, Aviral ; Naifar, Nader ; Nasreen, Samia ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000299.

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2022Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

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2022Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2021Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China. (2021). Huo, Rui ; Ahmed, Abdullahi D. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988320300803.

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2021A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021Determinants of project bond prices – Insights into infrastructure and energy capital markets. (2021). Wunsche, Andreas ; Horsch, Andreas ; Heyde, Frank ; Richter, Sylvia. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000803.

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2021Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882.

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2021The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market. (2021). Liang, Chao ; Niu, Tianjiao ; Ma, Feng ; Wang, LU. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002255.

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2021Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Suleman, Muhammed Tahir ; Boachie, Micheal Kofi. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326918.

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2021Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004394.

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2022Energy markets – Who are the influencers?. (2022). Ferreira, Paulo ; Quintino, Derick ; Bouri, Elie ; Dionisio, Andreia ; Almeida, Dora. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221022106.

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2022The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

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2022Investor sentiment and machine learning: Predicting the price of Chinas crude oil futures market. (2022). Zhang, Lin ; Wen, BO ; Owen, B ; Jiang, Zhe. In: Energy. RePEc:eee:energy:v:247:y:2022:i:c:s0360544222003747.

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2021How sub-optimal are age-based life-cycle investment products?. (2021). Warren, Geoffrey J ; Steffensen, Mogens ; Khemka, Gaurav. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302623.

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2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2022Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x.

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2022Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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2021Commodity financialisation and price co-movement: Lessons from two centuries of evidence. (2021). Mikutowski, Mateusz ; Zaremba, Adam ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319308402.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2021Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds. (2021). Vo, Xuan Vinh ; Balli, Hatice ; Naeem, Muhammad Abubakr ; Ha, Thi Thu. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320304207.

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2022Interest in cryptocurrencies predicts conditional correlation dynamics. (2022). Chuffart, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002956.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021On the stability of stock-bond comovements across market conditions in the Eurozone periphery. (2021). Lagoa-Varela, Dolores ; Flavin, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028318303144.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2021Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). McIver, Ron ; Suleman, Muhammad Tahir ; Kang, Sang Hoon. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100051x.

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2021Optimal retirement products under subjective mortality beliefs. (2021). Rach, Manuel ; Hieber, Peter ; Chen, AN. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:55-69.

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2021Optimal life insurance and annuity demand under hyperbolic discounting when bequests are luxury goods. (2021). Wei, Jiaqin ; Purcal, Sachi ; Zhang, Jinhui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:80-90.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2022Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531.

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2022Saving preferences after retirement. (2022). Stevens, Ralph ; van Soest, Arthur ; Bonekamp, Johan ; Bateman, Hazel ; Alonso-Garcia, Jennifer. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:198:y:2022:i:c:p:409-433.

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2021Speculation and informational efficiency in commodity futures markets. (2021). Bonnier, Jean-Baptiste. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s026156062100108x.

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2022Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473.

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2021Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167.

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2021Commodity index risk premium. (2021). Schwartz, Eduardo S ; Rojas, Maximiliano ; Ortega, Hector ; Cortazar, Gonzalo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300337.

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2022The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209.

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2022An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting. (2022). Wang, Shixuan ; Liu, Zhenya ; Han, Xuyuan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000222.

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2021Trust and retirement preparedness: Evidence from Singapore. (2021). Mitchell, Olivia ; Fong, Joelle H. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:18:y:2021:i:c:s2212828x20300487.

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2021Modelling reference dependence for repeated choices: A horse race between models of normalisation. (2021). Chernulich, Aleksei. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:87:y:2021:i:c:s0167487021000611.

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2021Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions. (2021). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720308746.

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2021Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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2021Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021On interdependence structure of Chinas commodity market. (2021). Yang, Xuan ; He, Limin ; Chen, Peng. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002671.

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2021Information transmission and entropy-based network between Chinese stock market and commodity futures market. (2021). Hu, Ziang ; Niu, Hongli. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003044.

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2021Financial regimes and oil prices. (2021). Mohammed, Mikidadu ; Barrales-Ruiz, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003093.

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2022Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations. (2022). Herbst, Patrick ; McMillan, David G ; Ziadat, Salem Adel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004694.

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2022How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Ozturk, Ilhan ; Sharif, Arshian ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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2022The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002501.

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2022Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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2022Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Manickavasagam, Jeevananthan ; Gkillas, Konstantinos. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003324.

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2022A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach. (2022). Sharma, Aarzoo. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003671.

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2021VC fund preferences and exits of individual investors. (2021). Anderson, Hamish D ; Lai, Shaojie ; Wang, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000445.

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2022Heterogeneity in optimal investment and drawdown strategies in retirement. (2022). Warren, Geoffrey J ; Khemka, Gaurav ; Butt, Adam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000932.

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2022On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

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2022Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400.

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2021Financial advice: Who Exactly Follows It?. (2021). Yagil, Joseph ; Qadan, Mahmoud ; Reiter-Gavish, Liron. In: Research in Economics. RePEc:eee:reecon:v:75:y:2021:i:3:p:244-258.

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2022Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Junttila, Juha ; Uddin, Gazi Salah ; Kits, Ilya ; Borg, Elin. In: Renewable Energy. RePEc:eee:renene:v:190:y:2022:i:c:p:879-892.

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2022Dynamic asymmetric impact of equity market uncertainty on energy markets: A time-varying causality analysis. (2022). Zhang, Yaojie ; Ye, Xiaoqing ; Wang, LU ; Hong, Yanran. In: Renewable Energy. RePEc:eee:renene:v:196:y:2022:i:c:p:535-546.

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2022Dependence structure between the international crude oil market and the European markets of biodiesel and rapeseed oil. (2022). Yahya, Muhammad ; Dutta, Anupam ; Bouri, Elie ; Wadstrom, Christoffer ; Uddin, Gazi Salah. In: Renewable Energy. RePEc:eee:renene:v:197:y:2022:i:c:p:594-605.

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2021Commodity futures returns and policy uncertainty. (2021). Bannigidadmath, Deepa ; Narayan, Paresh Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:364-383.

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2021Fair-weather Friends? Sector-specific volatility connectedness and transmission. (2021). Power, Gabriel ; Vedenov, Dmitry ; Liu, Pan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736.

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More than 100 citations found, this list is not complete...

Works by Susan Thorp:


YearTitleTypeCited
2011Financial Competence, Risk Presentation and Retirement Portfolio Preferences In: Working Papers.
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2014Financial competence, risk presentation and retirement portfolio preferences*.(2014) In: Journal of Pension Economics and Finance.
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2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice In: Working Papers.
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2011Economic Rationality, Risk Presentation, and Retirement Portfolio Choice..(2011) In: MPRA Paper.
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2017Design of MySuper default funds: influences and outcomes In: Accounting and Finance.
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1988VAR Forecasting Models of the Australian Economy: A Preliminary Analysis. In: Australian Economic Papers.
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1988VAR Forecasting Models of the Australian Economy: A Preliminary Analysis.(1988) In: RBA Research Discussion Papers.
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paper
2005‘That Courage is not Inconsistent with Caution’: Currency Hedging for Superannuation Funds In: The Economic Record.
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2008Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations In: The Economic Record.
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article2
2007Choices and constraints over retirement income streams: comparing rules and regulations.(2007) In: Discussion Papers.
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2007Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations.(2007) In: Research Paper Series.
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2012Financial Competence and Expectations Formation: Evidence from Australia In: The Economic Record.
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article16
2013Means-Tested Public Pensions, Portfolio Choice and Decumulation in Retirement In: The Economic Record.
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article15
2009Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement.(2009) In: Research Paper Series.
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2014Just Interested or Getting Involved? An Analysis of Superannuation Attitudes and Actions In: The Economic Record.
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article9
2015Optimal Annuity Purchases for Australian Retirees In: The Economic Record.
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2016How Portfolios Evolve after Retirement: Evidence from Australia In: The Economic Record.
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article22
2013How Portfolios Evolve After Retirement: Evidence from Australia.(2013) In: CAMA Working Papers.
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2015How portfolios evolve after retirement: evidence from Australia.(2015) In: CAMA Working Papers.
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2013How Portfolios Evolve After Retirement: Evidence From Australia.(2013) In: Working Paper Series.
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2019Superannuation in Australia: A Survey of the Literature In: The Economic Record.
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article5
2014Infrastructure: Real Assets and Real Returns In: European Financial Management.
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article19
2011Infrastructure: Real Assets and Real Returns.(2011) In: Working Paper Series.
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2019Engagement with Retirement Savings: It Is a Matter of Trust In: Journal of Consumer Affairs.
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article7
2007SYMMETRIC VERSUS ASYMMETRIC CONDITIONAL COVARIANCE FORECASTS: DOES IT PAY TO SWITCH? In: Journal of Financial Research.
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article7
2018Individual Capability and Effort in Retirement Benefit Choice In: Journal of Risk & Insurance.
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article6
2022Flexible insurance for long?term care: A study of stated preferences In: Journal of Risk & Insurance.
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article0
2005Annuitization and asset allocation with HARA utility In: Journal of Pension Economics and Finance.
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article29
2004Annuitization and Asset Allocation with HARA Utlity.(2004) In: Econometric Society 2004 Australasian Meetings.
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2007Decentralized investment management: an analysis of non-profit pension funds In: Journal of Pension Economics and Finance.
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article4
2004That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds In: Econometric Society 2004 Australasian Meetings.
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paper0
2022Defaults, disclosures, advice and calculators: One size does not fit all In: Journal of Behavioral and Experimental Finance.
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article0
2015Cohort and target age effects on subjective survival probabilities: Implications for models of the retirement phase In: Journal of Economic Dynamics and Control.
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article22
2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis In: Emerging Markets Review.
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2006Valuing volatility spillovers In: Global Finance Journal.
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2005Valuing Volatility Spillovers.(2005) In: International Finance.
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2016Complex Decision Making In: Handbook of the Economics of Population Aging.
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2008The private value of public pensions In: Insurance: Mathematics and Economics.
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article1
2007The Private Value of Public Pensions.(2007) In: Research Paper Series.
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2013Financialization, crisis and commodity correlation dynamics In: Journal of International Financial Markets, Institutions and Money.
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2010Financialization, Crisis and Commodity Correlation Dynamics.(2010) In: Research Paper Series.
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2020Flicking the switch: Simplifying disclosure to improve retirement plan choices In: Journal of Banking & Finance.
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article1
2022Reducing credit card delinquency using repayment reminders In: Journal of Banking & Finance.
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article0
2010Unobservable shocks as carriers of contagion In: Journal of Banking & Finance.
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article46
2015Endogenous crisis dating and contagion using smooth transition structural GARCH In: Journal of Banking & Finance.
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article56
2012Endogenous crisis dating and contagion using smooth transition structural GARCH.(2012) In: Working Papers.
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paper
2012Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH.(2012) In: Research Paper Series.
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2017Determinants of the crude oil futures curve: Inventory, consumption and volatility In: Journal of Banking & Finance.
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article13
2016As easy as pie: How retirement savers use prescribed investment disclosures In: Journal of Economic Behavior & Organization.
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2013As Easy as Pie: How Retirement Savers use Prescribed Investment Disclosures.(2013) In: Research Paper Series.
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2018One size fits all? Tailoring retirement plan defaults In: Journal of Economic Behavior & Organization.
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article19
2007Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York In: Journal of Multinational Financial Management.
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article4
2008DISCOUNTING AND CONSUMPTION OVER AN UNCERTAIN HORIZON: DRAW-DOWN PLANS FOR FAMILY TRUSTS In: CAMA Working Papers.
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paper0
2007Discounting and Consumption Over an Uncertain Horizon: Draw-Down Plans for Family Trusts.(2007) In: Research Paper Series.
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2008SCENARIO ANALYSIS WITH RECURSIVE UTILITY: DYNAMIC CONSUMPTION PLANS FOR CHARITABLE ENDOWMENTS In: CAMA Working Papers.
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paper0
2007Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments.(2007) In: Research Paper Series.
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paper
2009Means-tested income support, portfolio choice and decumulation in retirement In: CAMA Working Papers.
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paper1
2009Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement.(2009) In: Research Paper Series.
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2007Financial engineering for Australian annuitants In: Chapters.
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chapter3
2018First Impressions Matter: An Experimental Investigation of Online Financial Advice In: Management Science.
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article5
2014Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds In: Emerging Markets Finance and Trade.
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article2
2014Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds.(2014) In: Emerging Markets Finance and Trade.
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2013Financial Autarchy as Contagion Prevention: The Case of Colombian Pension Funds.(2013) In: Research Paper Series.
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2016Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing In: Economics Papers.
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paper12
2016Risk Presentation and Portfolio Choice In: Review of Finance.
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article8
2008Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH In: NCER Working Paper Series.
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paper7
2015Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics In: NCER Working Paper Series.
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paper20
2016Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics.(2016) In: Journal of Futures Markets.
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article
1987The Australian Demand Function for Money: Another Look at Stability In: RBA Research Discussion Papers.
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paper14
1987Money Demand, Own Interest Rates and Deregulation In: RBA Research Discussion Papers.
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paper15
1988Do Financial Aggregates Lead Activity?: A Preliminary Analysis In: RBA Research Discussion Papers.
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1989The Relationship between Financial Indicators and Economic Activity: Some Further Evidence In: RBA Research Discussion Papers.
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2017Default and naive diversification heuristics in annuity choice In: Australian Journal of Management.
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2017Age pensioner decumulation: Responses to incentives, uncertainty and family need In: Australian Journal of Management.
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article10
2018Who starts a self-managed superannuation fund and why? In: Australian Journal of Management.
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2021Experiences of current and former members of self-managed superannuation funds In: Australian Journal of Management.
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2011Uncertain survival and time discounting: intertemporal consumption plans for family trusts In: Journal of Population Economics.
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2015Suspicious Minds (can be a good thing when saving for retirement) In: Discussion Papers.
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paper1
2019Reversing disbursement rates to estimate stationary wealth processes for endowments with recursive preferences In: Applied Economics.
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2011Private Equity: Strategies for Improving Performance In: Working Paper Series.
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2012The Tortoise and the Hare: Risk Premium Versus Alternative Asset Portfolios In: Working Paper Series.
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paper7
2010Hedge Fund Excess Returns Under Time-Varying Beta In: Working Paper Series.
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paper1
2005Asymmetric Risk and International Portfolio Choice In: Research Paper Series.
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paper1
2005Decentralised Portfolio Management: Analysis of Australian Accumulation Funds In: Research Paper Series.
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paper0
2006Information processing and measures of integration: New York, London and Tokyo In: Research Paper Series.
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paper0
2012Estimating Consumption Plans for Recursive Utility by Maximum Entropy Methods In: Research Paper Series.
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paper0
2008Piloting a Peer Feedback Program in the Faculty of Business at UTS In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2018Retirement Savings: A Tale of Decisions and Defaults In: Economic Journal.
[Full Text][Citation analysis]
article16

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