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Information about:
Susan Thorp

Personal Details | Affiliation | Works
This is information that was supplied by Susan Thorp in registering through RePEc. If you are Susan Thorp , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Susan
Middle Name:
Last Name: Thorp
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RePEc Short-ID: pth50

Email:
Homepage: http://datasearch.uts.edu.au/business/staff/finance/details.cfm?StaffId=1318
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Susan Thorp & Hardy Hulley & Rebecca McKibbin & Andreas Pedersen, 2009. "Means-Tested Income Support, Portfolio Choice and Decumulation in Retirement," Research Paper Series 248, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Other versions:

  2. Stephen Satchell & Susan Thorp, 2008. "Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments," CAMA Working Papers 2008-03, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    Other versions:

  3. 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!]

  4. Stephen Satchell & Susan Thorp, 2008. "Discounting And Consumption Over An Uncertain Horizon: Draw-Down Plans For Family Trusts," CAMA Working Papers 2008-02, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
    Other versions:

  5. Gordon Menzies & Jonathan Pratt & Susan Thorp & Peter Docherty, 2008. "Piloting a Peer Feedback Program in the Faculty of Business at UTS," Working Paper Series 154, School of Finance and Economics, University of Technology, Sydney. [Downloadable!]

  6. Konstantin Petrichev & Susan Thorp, 2007. "The Private Value of Public Pensions," Research Paper Series 211, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Published as:

  7. Hazel Bateman & Susan Thorp, 2007. "Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations," Research Paper Series 200, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Other versions:
    Published as:

  8. 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!]

  9. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," International Finance 0506008, EconWPA. [Downloadable!]
    Other versions:
    Published as:

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

  11. Hazel Bateman & Susan Thorp, 2005. "Decentralised Portfolio Management: Analysis of Australian Accumulation Funds," Research Paper Series 161, Quantitative Finance Research Centre, University of Technology, Sydney.

  12. Susan Thorp, 2004. "That Courage is not inconsistent with Caution: Foreign Currency Hedging for Superannuation Funds," Econometric Society 2004 Australasian Meetings 148, Econometric Society. [Downloadable!]

  13. Geoffrey Kingston & Susan Thorp, 2004. "Annuitization and Asset Allocation with HARA Utlity," Econometric Society 2004 Australasian Meetings 248, Econometric Society.
    Published as:

  14. Robert Trevor & Susan Thorp, . "VAR Forecasting Models of the Australian Economy:A Preliminary Analysis," RBA Research Discussion Papers rdp8802, Reserve Bank of Australia.
    Published as:

  15. Adrian Blundell-Wignall & Susan Thorp, . "Money Demand, Own Interest Rates and Deregulation," RBA Research Discussion Papers rdp8703, Reserve Bank of Australia.

  16. Glenn Stevens & Susan Thorp, . "The Relationship between Financial Indicators and Economic Activity: Some Further Evidence," RBA Research Discussion Papers rdp8903, Reserve Bank of Australia.

  17. Glenn Stevens & Susan Thorp & John Anderson, . "The Australian Demand Function for Money: Another Look at Stability," RBA Research Discussion Papers rdp8701, Reserve Bank of Australia.

  18. Michele Bullock & Glenn Stevens & Susan Thorp, . "Do Financial Aggregates Lead Activity?A Preliminary Analysis," RBA Research Discussion Papers rdp8803, Reserve Bank of Australia.

Articles

  1. Hazel Bateman & Susan Thorp, 2008. "Choices and Constraints over Retirement Income Streams: Comparing Rules and Regulations," The Economic Record, The Economic Society of Australia, vol. 84(s1), pages S17-S31, 09. [Downloadable!] (restricted)
    Other versions:

  2. Petrichev, Konstantin & Thorp, Susan, 2008. "The private value of public pensions," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1138-1145, June. [Downloadable!] (restricted)
    Other versions:

  3. 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)

  4. Bateman, Hazel & Thorp, Susan, 2007. "Decentralized investment management: an analysis of non-profit pension funds," Journal of Pension Economics and Finance, Cambridge University Press, vol. 6(01), pages 21-44, March. [Downloadable!]

  5. 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)

  6. Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September. [Downloadable!] (restricted)
    Other versions:

  7. Susan Thorp, 2005. "'That Courage is not Inconsistent with Caution': Currency Hedging for Superannuation Funds," The Economic Record, The Economic Society of Australia, vol. 81(252), pages 38-50, 03. [Downloadable!] (restricted)

  8. Kingston, Geoffrey & Thorp, Susan, 2005. "Annuitization and asset allocation with HARA utility," Journal of Pension Economics and Finance, Cambridge University Press, vol. 4(03), pages 225-248, November. [Downloadable!]
    Other versions:

  9. Trevor, R G & Thorp, S J, 1988. "VAR Forecasting Models of the Australian Economy: A Preliminary Analysis," Australian Economic Papers, Blackwell Publishing, vol. 27(0), pages 108-20, Supplemen.
    Other versions:

NEP Fields

16 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGE: Economics of Ageing (3) 2008-02-23 2009-05-23 2009-06-10
  2. NEP-CFN: Corporate Finance (1) 2005-08-13
  3. NEP-CMP: Computational Economics (1) 2009-06-10
  4. NEP-DGE: Dynamic General Equilibrium (1) 2008-02-23
  5. NEP-EDU: Education (1) 2008-05-24
  6. NEP-ETS: Econometric Time Series (2) 2006-06-03 2008-08-21
  7. NEP-FIN: Finance (3) 2005-11-09 2006-03-05 2006-06-03
  8. NEP-FMK: Financial Markets (4) 2005-08-13 2005-11-09 2006-03-05 2006-06-03 Author is listed
  9. NEP-FOR: Forecasting (1) 2006-03-05
  10. NEP-IAS: Insurance Economics (1) 2008-02-23
  11. NEP-IFN: International Finance (1) 2004-10-30
  12. NEP-LAB: Labour Economics (1) 2008-05-24
  13. NEP-PUB: Public Finance (1) 2008-02-23
  14. NEP-RMG: Risk Management (2) 2004-10-30 2005-08-13
  15. NEP-SEA: South East Asia (1) 2008-08-21
  16. NEP-UPT: Utility Models & Prospect Theory (2) 2008-02-02 2008-02-23
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This page was last updated on 2009-11-25.

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