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John Hunter

Personal Details

First Name:John
Middle Name:
Last Name:Hunter
Suffix:
RePEc Short-ID:phu41
http://www.brunel.ac.uk/about/acad/sss/depts/economics/ef_staff/johnhunter
Department of Economics and Finance Brunel University Uxbridge Middlesex, UB8 3PH
00-44-1895-266648
Terminal Degree:1989 Economics Department; London School of Economics (LSE) (from RePEc Genealogy)

Affiliation

Department of Economics and Finance
Brunel University London

Uxbridge, United Kingdom
https://www.brunel.ac.uk/economics-and-finance
RePEc:edi:debruuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Guglielmo Maria Caporale & John Hunter & Faek Menla Ali, 2013. "On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010," CESifo Working Paper Series 4189, CESifo.
  2. John Hunter & Natalia Isachenkova, 2006. "Aggregate Economy Risk And Company Failure: An Examination Of Uk Quoted Firms," Economics and Finance Discussion Papers 06-12, Economics and Finance Section, School of Social Sciences, Brunel University.
  3. John Hunter & Christos Ioannidis, 2004. "Identifying and Solving Multivariate Rational Expectations Models," Public Policy Discussion Papers 04-08, Economics and Finance Section, School of Social Sciences, Brunel University.
  4. John Hunter & Christos Ioannidis, 2004. "Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM," Royal Economic Society Annual Conference 2004 122, Royal Economic Society.
  5. John Hunter & Natalia Isachenkova, 2004. "Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s," Money Macro and Finance (MMF) Research Group Conference 2004 74, Money Macro and Finance Research Group.
  6. John Hunter & Mark Simpson, 2004. "The specification of cross exchange rate equations used to test Purchasing Power Parity," Public Policy Discussion Papers 04-22, Economics and Finance Section, School of Social Sciences, Brunel University.
  7. Natalia Isachenkova & John Hunter, 2002. "A Panel Analysis Of UK Industrial Company Failure," Working Papers wp228, Centre for Business Research, University of Cambridge.
  8. J Hunter & N Isachencova, 2001. "On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990's," Working Papers wp208, Centre for Business Research, University of Cambridge.
  9. John Hunter & C. Dislis, "undated". "Cointegration representation, identification and estimation," CERF Discussion Paper Series 96-15, Economics and Finance Section, School of Social Sciences, Brunel University.
  10. John Hunter & Mark Simpson, "undated". "Tests of exogeneity for long run PPP and uncovered interest parity in an identified model of the UK effective exchange rate," CERF Discussion Paper Series 95-07, Economics and Finance Section, School of Social Sciences, Brunel University.
  11. John Hunter, "undated". "Global Identification of Linear Rational Expectations Models," CERF Discussion Paper Series 92-03, Economics and Finance Section, School of Social Sciences, Brunel University.
  12. John Hunter & David Fairclough, "undated". "A Local Interpretation of Neural Net Outputs," Economics and Finance Discussion Papers 98-09, Economics and Finance Section, School of Social Sciences, Brunel University.
  13. John Hunter, "undated". "Identifying Long-run Behaviour with Non-stationary Data," Economics and Finance Discussion Papers 98-01, Economics and Finance Section, School of Social Sciences, Brunel University.

Articles

  1. M. Karanasos & S. Yfanti & J. Hunter, 2022. "Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises," Annals of Operations Research, Springer, vol. 313(2), pages 1077-1116, June.
  2. Tabaghdehi, Seyedeh Asieh H. & Hunter, John, 2020. "Long-run price behaviour in the gasoline market - The role of exogeneity," Journal of Business Research, Elsevier, vol. 116(C), pages 620-627.
  3. Caporale, Guglielmo Maria & Hunter, John & Menla Ali, Faek, 2014. "On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 87-103.
  4. Hunter, John & Wu, Feng, 2014. "Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies," Economic Modelling, Elsevier, vol. 36(C), pages 557-565.
  5. Hunter, John & Menla Ali, Faek, 2014. "Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate," Economic Modelling, Elsevier, vol. 40(C), pages 42-51.
  6. Gregoriou, Andros & Hunter, John & Wu, Feng, 2009. "An empirical investigation of the relationship between the real economy and stock returns for the United States," Journal of Policy Modeling, Elsevier, vol. 31(1), pages 133-143.
  7. Hunter, John & Isachenkova, Natalia, 2006. "Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s," Journal of Policy Modeling, Elsevier, vol. 28(8), pages 911-919, November.
  8. Hunter, John & Isachenkova, Natalia, 2001. "Failure risk: A comparative study of UK and Russian firms," Journal of Policy Modeling, Elsevier, vol. 23(5), pages 511-521, July.
  9. Hunter, John, 1992. "Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom," Journal of Policy Modeling, Elsevier, vol. 14(4), pages 453-463, August.
  10. Hunter, J., 1990. "Cointegrating exogeneity," Economics Letters, Elsevier, vol. 34(1), pages 33-35, September.
  11. Smith, R. P. & Hunter, J., 1985. "Cross arbitrage and specification in exchange rate models," Economics Letters, Elsevier, vol. 18(4), pages 375-376.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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  1. Record of graduates

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ACC: Accounting and Auditing (3) 2004-07-18 2004-07-18 2004-09-30
  2. NEP-ECM: Econometrics (3) 2004-08-30 2004-09-30 2004-12-02
  3. NEP-ETS: Econometric Time Series (2) 2004-08-23 2004-09-30
  4. NEP-DCM: Discrete Choice Models (1) 2002-07-21
  5. NEP-EEC: European Economics (1) 2013-04-27
  6. NEP-IFN: International Finance (1) 2004-12-02
  7. NEP-MON: Monetary Economics (1) 2013-04-27

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