Vance Lindsay Martin : Citation Profile

University of Melbourne

19

H index

31

i10 index

1596

Citations

RESEARCH PRODUCTION:

65

Articles

39

Papers

3

Books

3

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   38 years (1986 - 2024). See details.
   Cites by year: 42
   Journals where Vance Lindsay Martin has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 44 (2.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma552
   Updated: 2025-12-27    RAS profile: 2025-08-15    
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Relations with other researchers

Works with:

Hurn, Stan (3)

Tang, Chrismin (2)

Fry-McKibbin, Renee (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Vance Lindsay Martin.

Is cited by:

Flavin, Thomas (38)

Fry-McKibbin, Renee (33)

Hsiao, Cody Yu-Ling (28)

Fratzscher, Marcel (24)

Panopoulou, Ekaterini (24)

Sentana, Enrique (21)

Fiorentini, Gabriele (15)

GUPTA, RANGAN (15)

Thorp, Susan (13)

Baur, Dirk (13)

Mahadeo, Scott (12)

Cites to:

Fry-McKibbin, Renee (53)

Kaminsky, Graciela (48)

Reinhart, Carmen (41)

Rose, Andrew (35)

Engle, Robert (32)

Diebold, Francis (31)

Bekaert, Geert (30)

Bollerslev, Tim (26)

Harvey, Campbell (25)

Campbell, John (25)

Masson, Paul (23)

Main data

Where Vance Lindsay Martin has published?

Journals with more than one article published# docs
The Economic Record6
Australian Economic Papers6
Journal of Time Series Analysis5
The North American Journal of Economics and Finance4
Journal of Applied Econometrics4
Studies in Nonlinear Dynamics & Econometrics3
Journal of Banking & Finance3
Journal of Environmental Economics and Management2
Journal of Business & Economic Statistics2
The Review of Economics and Statistics2
Journal of International Economics2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics6
IMF Working Papers / International Monetary Fund6
Department of Economics, Working Paper Series / Department of Economics, Institute for Business and Economic Research, UC Berkeley2
Econometric Society 2004 Australasian Meetings / Econometric Society2

Recent works citing Vance Lindsay Martin (2025 and 2024)

YearTitle of citing document
2024Generalized measure Black-Scholes equation: Towards option self-similar pricing. (2024). Riane, Nizar ; David, Claire. In: Papers. RePEc:arx:papers:2404.05214.

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2024Probabilistic Predictions of Option Prices Using Multiple Sources of Data. (2024). Martin, Gael M ; Frazier, David T ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2412.00658.

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2024The global transmission of U.S. monetary policy. (2024). Ricco, Giovanni ; Degasperi, Riccardo ; Hong, Seokki Simon. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1466_24.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024The determinants of systemic risk contagion. (2024). Atasoy, Burak ; Erden, Lutfi ; Ozkan, Brahim. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2025Cost-effective policy instruments for biodiversity conservation under climate change – The need for flexibility. (2025). Wtzold, Frank ; Sturm, Astrid ; Leins, Johannes A ; Drechsler, M ; Gerling, Charlotte. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s0921800924003112.

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2024Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis. (2024). Umutlu, Mehmet ; Harb, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400510x.

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2024Industrial Connectedness and Business Cycle Comovements. (2024). Owyang, Michael ; Guisinger, Amy ; Soques, Daniel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:132-149.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

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2025Information linkages across countries around net zero announcements. (2025). Linnenluecke, Martina ; Rajabi, Mona Mashhadi ; Smith, Tom. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007710.

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2024Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2024Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336.

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2024Global dynamics of bond co-movements: insights from the response to the US bond yields using wavelet methods. (2024). Adhikari, Hari ; Gladson, Eben Josecliff ; Choi, Youngran. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010304.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2025A generalized tail mean-variance model for optimal capital allocation. (2025). Xie, Hengyue ; Yao, Jing ; Wang, Guojing ; Yang, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:157-179.

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2025Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains. (2025). Zhou, Shengjie ; Qin, QI ; Gao, Jieying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000265.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2024Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries. (2024). Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010553.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2025Risk contagion network and characteristic measurement among international financial markets. (2025). Jiang, Yuanying ; Chen, Binxia ; Zhou, Donghai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x25001039.

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2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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2024How does the supply chain market respond to policy shocks? Evidence from solar photovoltaic sectors in China. (2024). Ou, Yinlin ; Hsiao, Cody Yu-Ling ; Chui, Chin Man. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011972.

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2024Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497.

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2024Does digital finance increase household risk-taking? Evidence from China. (2024). Zhang, Xinyue ; Shang, Jianing ; Guo, Fang ; Hu, Debao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1197-1210.

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2024The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia. (2024). de Mello, Lurion ; Yahyaei, Hamid ; Singh, Abhay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003897.

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2024Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

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2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2024The double disadvantage faced by adolescents from low socioeconomic backgrounds with mental health problems affects earnings up to mid-life. (2024). Knapp, Martin ; Gilabert, Paulino Font ; Evans-Lacko, Sara. In: Social Science & Medicine. RePEc:eee:socmed:v:362:y:2024:i:c:s0277953624008396.

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2024The double disadvantage faced by adolescents from low socioeconomic backgrounds with mental health problems affects earnings up to mid-life. (2024). Evans-Lacko, Sara. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125804.

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2024Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42.

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2024Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty. (2024). Siu, Tak Kuen. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:436-:d:1488913.

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2025Identifying Higher-Order Moment Risk Contagion Between the US Dollar Exchange Rate and China’s Major Asset Classes. (2025). Zou, Zongfeng ; Zhang, Chao ; Li, Judong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:707-:d:1597031.

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2025Heterogeneous Spillover Networks and Spatial–Temporal Dynamics of Systemic Risk Transmission: Evidence from G20 Financial Risk Stress Index. (2025). Wang, Xing ; Zhang, Jiahui ; Chen, Xiaolong ; Un, Cora ; Chan, Thomas. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1353-:d:1639101.

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2024Impacto de las variables sociodemográficas en los niveles de alfabetización financiera en México. (2024). Garca, Elena Moreno ; Morteo, Georgina Manrique ; Salazar, Hctor Francisco. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:4:a:3.

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2024Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2025The ‘Climate Adaptation Problem’ in Biodiversity Conservation: The Value of Spatial Flexibility in Land Purchase. (2025). Schöttker, Oliver ; Hearne, John ; Schttker, Oliver ; Gerling, Charlotte. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:2:d:10.1007_s10640-024-00932-4.

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2024High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8.

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2025Life at the brink: Livelihood portfolios of the food insecure. (2025). Martin, Vance L ; Leroux, Anke D. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-11.

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2025Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis. (2025). Ofori-Boateng, Kenneth ; Amewu, Godfred ; Gyamfi, Emmanuel Numapau ; Adom-Dankwa, Akwasi ; Atsu, Francis. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04599-0.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01.

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2024Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

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2024Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7.

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2024Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives. (2024). Baba, Boubekeur. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09696-5.

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2025Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x.

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2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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2025Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation. (2025). Jeribi, Ahmed ; Bejaoui, Azza ; ben Salem, Salha ; Gkgz, Halilibrahim. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2981-3002.

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2024Bank tail risk in China. (2024). Huang, Lin ; Cai, Jun ; Yang, Huan. In: International Studies of Economics. RePEc:wly:intsec:v:19:y:2024:i:2:p:186-222.

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Vance Lindsay Martin has edited the books:

YearTitleTypeCited

Works by Vance Lindsay Martin:

YearTitleTypeCited
2011A Goodness of Fit Test for Ergodic Markov Processes In: ANU Working Papers in Economics and Econometrics.
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2011A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES.(2011) In: KIER Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2014Optimal Portfolio Management of Urban Water In: 2014 Conference (58th), February 4-7, 2014, Port Macquarie, Australia.
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2019Coastal Dynamics and Adaptation to Uncertain Sea Level Rise: Optimal Portfolios for Salt Marsh Migration In: 2019 Conference (63rd), February 12-15, 2019, Melbourne, Australia.
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2019Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration.(2019) In: Journal of Environmental Economics and Management.
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1994A Spectral-Temporal Index with an Application to U.S. Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article0
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article110
1987Leads and Lags in the Australian Business Cycle: A Canonical Approach in the Frequency Domain. In: Australian Economic Papers.
[Citation analysis]		article0
1989Weighted Monetary Aggregates: An Empirical Study Using Australian Monetary Data, 1969-1987. In: Australian Economic Papers.
[Citation analysis]		article1
1992Testing the Causal Properties of Economic Theories: An Application to a Small Australian Macroeconomic Model. In: Australian Economic Papers.
[Citation analysis]		article1
1992No, Business Cycles Are Not All Alike: The United States and Australia Compared. In: Australian Economic Papers.
[Citation analysis]		article0
1994Australian Short-Term Interest Rates: An Empirical Analysis of the Transmission Process, 1988-1991. In: Australian Economic Papers.
[Citation analysis]		article1
2004CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION In: Australian Economic Papers.
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1998Nonlinear Modelling Using the Generalized Exponential Family of Distributions. In: Bulletin of Economic Research.
[Citation analysis]		article1
1986Asset Substitution and Aggregate Liquidity in Australia: 1969–1983 In: The Economic Record.
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1989An Investigation into the Major Causes 01 Australias Recent Inflation and Some Policy Implications In: The Economic Record.
[Full Text][Citation analysis]		article8
2008The Role of Portfolio Shocks in a Structural Vector Autoregressive Model of the Australian Economy In: The Economic Record.
[Full Text][Citation analysis]		article8
2010Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? In: The Economic Record.
[Full Text][Citation analysis]		article16
2009Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?.(2009) In: CAMA Working Papers.
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2019Once in a Lifetime? The Effects of the Global Financial Crisis on Household Willingness to Take Financial Risk In: The Economic Record.
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2022The Dynamics of Structural Transformation in Australia, 1960–2020 In: The Economic Record.
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1992THRESHOLD TIME SERIES MODELS AS MULTIMODAL DISTRIBUTION JUMP PROCESSES In: Journal of Time Series Analysis.
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1994NON‐LINEAR TIME SERIES MODELLING AND DISTRIBUTIONAL FLEXIBILITY In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2003On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations In: Journal of Time Series Analysis.
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2005Implicit Bayesian Inference Using Option Prices In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article11
2000Implicit Bayesian Inference Using Option Prices..(2000) In: Monash Econometrics and Business Statistics Working Papers.
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2003Implicit Bayesian Inference Using Option Prices.(2003) In: Monash Econometrics and Business Statistics Working Papers.
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2014EFFICIENT METHOD OF MOMENTS ESTIMATORS FOR INTEGER TIME SERIES MODELS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
1994A Model of the Distribution of Prices. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article9
2009Interest Rate Conundrum In: The B.E. Journal of Macroeconomics.
[Full Text][Citation analysis]		article16
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2004Empirical Modeling of Contagion: A Review of Methodologies.(2004) In: IMF Working Papers.
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2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
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2007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises In: The North American Journal of Economics and Finance.
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2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
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2019The effects of the Global Financial Crisis on the stock holding decisions of Australian households In: The North American Journal of Economics and Finance.
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1997Indirect Estimation of Arfima and Varfima Models..(1997) In: Department of Economics - Working Papers Series.
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2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
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2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
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2021Measuring financial interdependence in asset markets with an application to eurozone equities In: Journal of Banking & Finance.
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2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
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2009Optimal conservation, extinction debt, and the augmented quasi-option value In: Journal of Environmental Economics and Management.
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2005SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers.
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2008A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS In: CAMA Working Papers.
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2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
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2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
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2017Joint Tests of Contagion with Applications to Financial Crises In: CAMA Working Papers.
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2017Joint Tests of Contagion with Applications to Financial Crises.(2017) In: CAMA Working Papers.
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2018Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities In: CAMA Working Papers.
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2003Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers.
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2005Parametric pricing of higher order moments in S&P500 options In: Journal of Applied Econometrics.
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2002Parametric Pricing of Higher Order Moments in S&P500 Options..(2002) In: Monash Econometrics and Business Statistics Working Papers.
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2005Parametric pricing of higher order moments in S&P500 options.(2005) In: Journal of Applied Econometrics.
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1997Private and Public Consumption Expenditure Substitutability : Bayesian Estimates for the G7 Countries. In: Monash Econometrics and Business Statistics Working Papers.
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2003Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms In: Monash Econometrics and Business Statistics Working Papers.
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2016Hedging Supply Risks: An Optimal Water Portfolio In: American Journal of Agricultural Economics.
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2011Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue.
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2000Weighted Monetary Aggregates: Empirical Evidence for Australia In: Palgrave Macmillan Books.
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2014Sectoral Contagion: A Dynamic Factor Analysis of the Great Recession In: 2014 Meeting Papers.
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2003Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? In: Australian Journal of Management.
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2004A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis In: Journal of Emerging Market Finance.
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