Information about:
George Milunovich

Other registered authors

Email:
Homepage: http://www.econ.mq.edu.au/staff/position/staff_by_position/george_milunovich
Postal Address: Division of Economic and Financial Studies Macquarie University NSW 2109 Australia Phone:+61 2 9850 8543
Phone:

Affiliation

• Department of Economics
  Division of Economic and Financial Studies
  Macquarie University

  Location: Sydney, Australia
  Homepage: http://www.econ.mq.edu.au/
  Email:
  Phone:
  Fax:
  Postal: Sydney NSW 2109
  Handle: RePEc:edi:edmqqau (registered authors at this institution)

Working papers

1. Mardi Dungey & George Milunovich & Susan Thorp, 2008. "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH," NCER Working Paper Series 22, National Centre for Econometric Research. [Downloadable!]

2. George Milunovich & Roselyne Joyeux, 2007. "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers 0701, Macquarie University, Department of Economics. [Downloadable!]

3. George Milunovich & Ronald D. Ripple, 2006. "Hedgers, Investors and Futures Return Volatility: the Case of NYMEX Crude Oil," Research Papers 0607, Macquarie University, Department of Economics. [Downloadable!]

4. Susan Thorp & George Milunovich, 2006. "Information processing and measures of integration: New York, London and Tokyo," Research Paper Series 177, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

5. George Milunovich, 2006. "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers 0610, Macquarie University, Department of Economics. [Downloadable!]

6. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics. [Downloadable!]
   Other versions:
   • George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, EconWPA. [Downloadable!]
   
   Published as:
   • Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September. [Downloadable!] (restricted)

7. Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005. "House Prices in Australia - 1970 to 2003 - Facts and Explanations," Research Papers 0504, Macquarie University, Department of Economics. [Downloadable!]

8. Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]

9. George Milunovich, 2004. "Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model," Econometric Society 2004 Australasian Meetings 55, Econometric Society. [Downloadable!]

1. Milunovich, George & Thorp, Susan, 2007. "Measuring equity market integration using uncorrelated information flows: Tokyo, London and New York," Journal of Multinational Financial Management, Elsevier, vol. 17(4), pages 275-289, October. [Downloadable!] (restricted)

2. Susan Thorp & George Milunovich, 2007. "Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch?," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 30(3), pages 355-377. [Downloadable!] (restricted)

3. Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September. [Downloadable!] (restricted)
   Other versions:
   • George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, EconWPA. [Downloadable!]
   • George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics. [Downloadable!]

4. Peter Abelson & Roselyne Joyeux & George Milunovich & Demi Chung, 2005. "Explaining House Prices in Australia: 1970-2003," The Economic Record, The Economic Society of Australia, vol. 81(s1), pages S96-S103, 08. [Downloadable!] (restricted)

1. NEP-CFN: Corporate Finance (1) 2005-08-13
2. NEP-ECM: Econometrics (1) 2004-10-30
3. NEP-EEC: European Economics (1) 2007-05-04
4. NEP-ENE: Energy Economics (2) 2007-01-14 2007-05-04
5. NEP-ENV: Environmental Economics (1) 2007-05-04
6. NEP-ETS: Econometric Time Series (3) 2004-10-30 2006-06-03 2008-08-21 Author is listed
7. NEP-FIN: Finance (4) 2004-10-30 2006-03-05 2006-03-05 2006-06-03 Author is listed
8. NEP-FMK: Financial Markets (4) 2005-08-13 2006-03-05 2006-06-03 2007-01-14 Author is listed
9. NEP-FOR: Forecasting (1) 2006-03-05
10. NEP-GEO: Economic Geography (1) 2006-03-05
11. NEP-MST: Market Microstructure (1) 2007-05-04
12. NEP-RMG: Risk Management (1) 2005-08-13
13. NEP-SEA: South East Asia (1) 2008-08-21
14. NEP-URE: Urban & Real Estate Economics (1) 2006-03-05

This page was last updated on 2009-11-23.