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)"

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Number of items at this level: 34.

Book

Chikolwa, Bwembya (2009) Development and structuring of CMBS in Australia. VDM Verlag, Saarbruecken, Germany.

Book Chapter

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.

Journal Article

Becker, Ralf & Clements, Adam (2008) Are combination forecasts of S&P 500 volatility statistically superior? International Journal of Forecasting, 24(1), pp. 122-133.
Number of citations in Scopus 16
Number of citations in Web of Science® 10

Becker, Ralf, Clements, Adam, & Hurn, Stan (2011) Semi-parametric forecasting of realized volatility. Studies in Nonlinear Dynamics and Econometrics, 15(3), pp. 1-21.
Number of full-text downloads 245
Number of citations in Scopus 2

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.
Number of full-text downloads 535
Number of citations in Scopus 25
Number of citations in Web of Science® 24

Chikolwa, Bwembya (2008) Determinants Of Australian listed property trust bond ratings. Pacific Rim Property Research Journal, 14(2), pp. 123-149.
Number of full-text downloads 331
Number of citations in Scopus 4

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.
Number of full-text downloads 184
Number of citations in Scopus 2
Number of citations in Web of Science® 1

Clements, Adam & Collet, Jerome (2008) Do common volatility models capture cyclical behaviour in volatility? Applied Financial Economics, 18(7), pp. 599-604.
Number of citations in Scopus 1

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.
Number of full-text downloads 1,888

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.
Number of citations in Scopus 55
Number of citations in Web of Science® 37

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.
Number of full-text downloads 5,598

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.
Number of full-text downloads 943

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.
Number of full-text downloads 775

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.
Number of full-text downloads 3,622

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.
Number of full-text downloads 1,987
Number of citations in Scopus 47
Number of citations in Web of Science® 21

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.
Number of full-text downloads 1,024

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.
Number of full-text downloads 934
Number of citations in Scopus 10

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.
Number of full-text downloads 229

Conference Paper

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.
Number of full-text downloads 42

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.

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.
Number of full-text downloads 45

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.
Number of full-text downloads 559

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)
Number of full-text downloads 205

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)
Number of full-text downloads 1,593

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.
Number of full-text downloads 158

Eves, Chris (2009) Developing a rural land investment performance index for New Zealand. In Royal Institution of Chartered Surveyors, Cambridge, England.
Number of full-text downloads 187

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.
Number of full-text downloads 374

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.
Number of full-text downloads 463

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.
Number of full-text downloads 134

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.
Number of full-text downloads 109

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)
Number of full-text downloads 68

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.
Number of full-text downloads 161

Thesis

Chikolwa, Bwembya (2008) Development and structuring of commercial mortgage-backed securities in Australia. PhD thesis, Curtin University of Technology.
Number of full-text downloads 2,043

This list was generated on Sat Jun 27 13:31:03 2015 AEST.