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1. Renée Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor and Francis Journals, vol. 36(8), pages 849-863, May. [Downloadable!] (restricted)
2. Tuysuz, Sukriye, 2007. "The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K," MPRA Paper 5263, University Library of Munich, Germany. [Downloadable!]
3. Suk-Joong Kim & Jeffrey Sheen, . "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Working Papers 9918, University of Sydney, Department of Economics. [Downloadable!]
   Other versions:
   • Kim, S.-J. & Sheen, J., 1999. "Minute-by-Minute Dynamics of the Australian Bond Futures Market in Response to New Macroeconomic Information," Papers 99-18, Sydney - Department of Economics.
   • Kim, Suk-Joong & Sheen, Jeffrey, 2001. "Minute-by-minute dynamics of the Australian bond futures market in response to new macroeconomic information," Journal of Multinational Financial Management, Elsevier, vol. 11(2), pages 117-137, April. [Downloadable!] (restricted)
4. Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? interest rate interdependence between the euro area and the United States," International Finance Discussion Papers 800, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
   Other versions:
   • Michael Ehrmann & Marcel Fratzscher, 2004. "Equal size, equal role? Interest rate interdependence between the euro area and the United States," Working Paper Series 342, European Central Bank. [Downloadable!]
   • Michael Ehrmann & Marcel Fratzscher, 2005. "Equal Size, Equal Role? Interest Rate Interdependence Between the Euro Area and the United States," Economic Journal, Royal Economic Society, vol. 115(506), pages 928-948, October. [Downloadable!] (restricted)
5. Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany. [Downloadable!]
6. TUYSUZ, Sukriye, 2007. "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany. [Downloadable!]
7. Menelaos Karanasos & J. Kim, . "Moments of the ARMA-EGARCH Model," Discussion Papers 00/29, Department of Economics, University of York. [Downloadable!]
   Other versions:
   • M. Karanasos & J. Kim, 2003. "Moments of the ARMA--EGARCH model," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 146-166, 06. [Downloadable!] (restricted)
8. Michael Ehrmann & Marcel Fratzscher, 2002. "Interdependence between the euro area and the US: what role for EMU?," Working Paper Series 200, European Central Bank. [Downloadable!]
   Other versions:
   • M. Ehrmann & M. Fratzscher, 2003. "Interdependence between the Euro area and the U.S.: what role for EMU?," Proceedings, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
9. Tuysuz, Sukriye, 2007. "The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility," MPRA Paper 5381, University Library of Munich, Germany. [Downloadable!]
10. Michael Graham & Jussi Nikkinen & Petri Sahlström, 2003. "Relative importance of scheduled macroeconomic news for stock market investors," Journal of Economics and Finance, Springer, vol. 27(2), pages 153-165, June. [Downloadable!] (restricted)
11. Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Research Discussion Papers rdp2004-10, Reserve Bank of Australia. [Downloadable!]
    Other versions:
    • Ellis Connolly & Marion Kohler, 2004. "News and Interest Rate Expectations: A Study of Six Central Banks," RBA Annual Conference Volume, in: Christopher Kent & Simon Guttmann (ed.), The Future of Inflation Targeting Reserve Bank of Australia. [Downloadable!]
12. L. Gangadharan & P. Maitra, . "Testing for Son Preference in South Africa," Working Papers 9917, University of Sydney, Department of Economics. [Downloadable!]
    Other versions:
    • Lata Gangadharan & Pushkar Maitra, 2000. "Testing for Son Preference in South Africa," Econometric Society World Congress 2000 Contributed Papers 0072, Econometric Society. [Downloadable!]
13. M. D. Mckenzie & R. D. Brooks, 2003. "The role of information in Hong Kong individual stock futures trading," Applied Financial Economics, Taylor and Francis Journals, vol. 13(2), pages 123-131, January. [Downloadable!] (restricted)
14. Renee Fry, 2002. "International SVAR Factor Modelling," School of Economics and Finance Discussion Papers and Working Papers Series 109, School of Economics and Finance, Queensland University of Technology. [Downloadable!]