Items where Subject is "Australian and New Zealand Standard Research Classification > COMMERCE MANAGEMENT TOURISM AND SERVICES (150000) > BANKING FINANCE AND INVESTMENT (150200) > Financial Econometrics (150202)"
|Up a level|
- Subjects classification (45864)
- Australian and New Zealand Standard Research Classification (45864)
Group by: Authors/Creators | Item Type
Number of items at this level: 34.
Becker, Ralf & Clements, Adam (2008) Are combination forecasts of S&P 500 volatility statistically superior? International Journal of Forecasting, 24(1), pp. 122-133.
Becker, Ralf, Clements, Adam, & Curchin, James (2008) How does implied volatility differ from model based volatility forecasts? In Robinson, T, Christensen, M, & Fletcher, A (Eds.) Proceedings of the 16th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, 2-4 July 2008, Australia, Queensland, Brisbane.
Becker, Ralf, Clements, Adam, & Hurn, Stan (2011) Semi-parametric forecasting of realized volatility. Studies in Nonlinear Dynamics and Econometrics, 15(3), pp. 1-21.
Becker, Ralf, Clements, Adam E., & White, Scott I. (2007) Does implied volatility provide any information beyond that captured in model-based volatility forecasts? Journal of Banking & Finance, 31(8), pp. 2535-2549.
Bianchi, Robert, Clements, Adam, & Drew, Michael (2008) HACking at non-linearity : evidence from stocks and bonds. In Robinson, T, Christensen, M, & Fletcher, A (Eds.) 16th Annual conference on Pacific Basin Finance Economics Accounting and Management 2008, 2-4 July 2008, Australia, Queensland, Brisbane.
Chernobai, Anna, Menn, Christian, Moscadelli, Marco, Rachev, Svetlozar, & Trueck, Stefan (2006) Treatment of Incomplete Data in the Field of Operational Risk: The Effects on Parameter Estimates, EL and UL Figures. In The Advanced Measurement Approach to Operational Risk. Risk Books, Spain, pp. 145-168.
Chikolwa, Bwembya (2008) Determinants Of Australian listed property trust bond ratings. Pacific Rim Property Research Journal, 14(2), pp. 123-149.
Chikolwa, Bwembya (2008) Determinants of listed property trust bond ratings : Australian evidence. In Adnan, Yasmin Mohd (Ed.) Proceedings from the PRRES Conference - 2008, Pacific Rim Real Estate Society , Istana Hotel, Kuala Lumpur, pp. 1-34.
Chikolwa, Bwembya (2009) Development and structuring of CMBS in Australia. VDM Verlag, Saarbruecken, Germany.
Chikolwa, Bwembya (2008) Development and structuring of commercial mortgage-backed securities in Australia. PhD thesis, Curtin University of Technology.
Chikolwa, Bwembya (2007) An empirical analysis of structuring commercial mortgage-backed securities : Australian evidence. In 13th Pacific-Rim Real Estate Society Conference, 21-24 January 2007, Fremantle, WA.
Chikolwa, Bwembya (2006) An empirical analysis of structuring commercial mortgage-backed securities : Australian evidence. In Curtin Business School Doctoral Colloquium, 27-28 April 2006, Perth, WA. (Unpublished)
Chikolwa, Bwembya & Chan, Felix (2008) Determinants of commercial mortgage-backed securities credit ratings : Australian evidence. International Journal of Strategic Property Management, 12(2), pp. 69-94.
Chikolwa, Bwembya & Kim, Jinu (2009) Determinants and market impact of seasoned equity offerings : the case of A-REITs. In 22nd Australasian Finance and Banking Conference 2009 , 16-18 December 2009, Shangri-La Hotel, Sydney. (Unpublished)
Clements, Adam & Collet, Jerome (2008) Do common volatility models capture cyclical behaviour in volatility? Applied Financial Economics, 18(7), pp. 599-604.
Eves, Chris (2006) An Analysis of UK Farmland : 1981-2004. In Proceeding of the 13th Annual European Real Estate Society Conference, The European Real Estate Society (ERES), Bauhaus University, Weimar.
Eves, Chris (2009) Developing a rural land investment performance index for New Zealand. In Royal Institution of Chartered Surveyors, Cambridge, England.
Eves, Chris (2003) The Influence of Farm Management on NSW Rural Property Income and Total Average Annual Returns. In Proceedings of Pacific Rim Real Estate Society, Pacific Rim Real Estate Society, Brisbane, Australia.
Eves, Chris (2001) Total rural land performance in a free trade economy. In Proceeding of the 7th Annual Conference of Pacific Rim Real Estate Society, Pacific Rim Real Estate Society, Adelaide.
Eves, Chris (2002) The role of rural land in mixed asset investment portfolios. In Proceedings of the 8th Pacific Rim Real Estate Society Conference, Christchurch, New Zealand.
Eves, Chris & Newell, Graeme (2006) The role of timber plantations in U.K. investment portfolios. In ROOTS 2006, Royal Institution of Chartered Surveyors , Wadham College, Oxford.
Eves, Chris & Newell, Graeme (2008) The role of timber plantations in UK Investment portfolios. In 15th Annual European Real Estate Society Conference, 18th to 21st June 2008, Krakow, Poland. (Unpublished)
Eves, Chris & Painter, Marvin (2008) A comparison of farmland returns in Australia, Canada, New Zealand and United States. Australian & New Zealand Property Journal, 1(7), pp. 588-598.
Eves, Chris, Wright, Christopher, & Jefferies, Rod (2008) Bubble geometry and chaotic pricing behaviour. In Proceedings from the PRRES Conference - 2008, Pacific Rim Real Estate Society, Kuala Lumpur, Malaysia.
Henneke, Jan & Trueck, Stefan (2006) Asset Correlations and Capital Requirements for SME in the Revised Basel II Framework. Banks and Bank Systems, 1(1), pp. 75-92.
Perignon, Christophe & Smith, Daniel (2010) The level and quality of Value-at-Risk disclosure by commercial banks. Journal of Banking and Finance, 34(2), pp. 362-377.
Ryan, Suzanne K. & Worthington, Andrew C. (2004) Market, interest rate and foreign exchange rate risk in Australian banking: A GARCH-M approach. International Journal of Applied Business and Economic Research, 2(2), pp. 81-103.
Worthington, Andrew C. & Higgs, Helen (2004) Comovements in Asia-Pacific Equity Markets: Developing Patterns in APEC. Asia-Pacific Journal of Economics and Business, 8(1), pp. 79-93.
Worthington, Andrew C. & Higgs, Helen (2003) Comovements in UK regional property markets: A multivariate cointegration analysis. Journal of Property Investment and Finance, 21(4), pp. 326-347.
Worthington, Andrew C. & Higgs, Helen (2004) Random walks and market efficiency in European equity markets. Global Journal of Finance and Economics, 1(1), pp. 59-78.
Worthington, Andrew C. & Higgs, Helen (2004) Transmission of equity returns and volatility in Asian developed and emerging markets : a multivariate Garch analysis. International Journal of Finance and Economics, 9(1), pp. 71-80.
Worthington, Andrew C., Katsuura, Masaki, & Higgs, Helen (2003) Financial integration in European equity markets: The final stage of Economic and Monetary Union (EMU) and its impact on capital markets. Economia, 54(1), pp. 79-99.
Worthington, Andrew C., Katsuura, Masaki, & Higgs, Helen (2003) Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. Asia-Pacific Financial Markets, 10(1), pp. 29-44.
Xavier, Robina J. (1999) Changing roles for changing times? How listed companies interpret their role as communicator. Australian Journal of Communication, 26(3), pp. 49-65.