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Daniel Buncic

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

Personal Details

First Name:Daniel
Middle Name:
Last Name:Buncic
Suffix:
RePEc Short-ID:pbu128
http://www.danielbuncic.com

Works

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Working Papers

  1. Buncic, Daniel & Tischhauser, Martin, 2015. "Macroeconomic Factors and Equity Premium Predictability," Economics Working Paper Series 1522, University of St. Gallen, School of Economics and Political Science.
  2. Buncic, Daniel & Gisler, Katja I. M., 2015. "Global Equity Market Volatility Spillovers: A Broader Role for the United States," Economics Working Paper Series 1508, University of St. Gallen, School of Economics and Political Science.
  3. Buncic, Daniel & Piras, Gion Donat, 2014. "Heterogeneous Agents, the Financial Crisis and Exchange Rate Predictability," Economics Working Paper Series 1436, University of St. Gallen, School of Economics and Political Science, revised Oct 2015.
  4. Buncic, Daniel & Moretto, Carlo, 2014. "Forecasting Copper Prices with Dynamic Averaging and Selection Models," Economics Working Paper Series 1430, University of St. Gallen, School of Economics and Political Science.
  5. Buncic, Daniel & Martin Melecky, 2013. "Equilibrium Credit: The Reference Point for Macroprudential Supervisors," Economics Working Paper Series 1301, University of St. Gallen, School of Economics and Political Science, revised Feb 2014.
  6. Buncic, Daniel & Melecky, Martin, 2011. "Macroprudential Stress Testing of Credit Risk: A Practical Approach for Policy Makers," Economics Working Paper Series 1139, University of St. Gallen, School of Economics and Political Science.
  7. Daniel Buncic & Jon E. Eggins & Robert J. Hill, 2010. "Mutual Fund Style, Characteristic-Matched Performance Benchmarks and Activity Measures: A New Approach," University of St. Gallen Department of Economics working paper series 2010 2010-20, Department of Economics, University of St. Gallen.
  8. Daniel Buncic, 2009. "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series EERI_RP_2009_18, Economics and Econometrics Research Institute (EERI), Brussels.
  9. Buncic, Daniel, 2008. "A note on long horizon forecasts of nonlinear models of real exchange rates: Comments on Rapach and Wohar (2006)," MPRA Paper 6904, University Library of Munich, Germany.
  10. Buncic, Daniel & Melecky, Martin, 2007. "An estimated New Keynesian policy model for Australia," MPRA Paper 4138, University Library of Munich, Germany.
  11. Brand, Claus & Buncic, Daniel & Turunen, Jarkko, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 0657, European Central Bank.

Articles

  1. Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
  2. Daniel Buncic & Jon E. Eggins & Robert J. Hill & David Gallagher, 2015. "Measuring fund style, performance and activity: a new style-profiling approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 55(1), pages 29-55, 03.
  3. Buncic, Daniel & Moretto, Carlo, 2015. "Forecasting copper prices with dynamic averaging and selection models," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 1-38.
  4. Buncic, Daniel & Melecky, Martin, 2014. "Equilibrium credit: The reference point for macroprudential supervisors," Journal of Banking & Finance, Elsevier, vol. 41(C), pages 135-154.
  5. Buncic, Daniel & Melecky, Martin, 2013. "Macroprudential stress testing of credit risk: A practical approach for policy makers," Journal of Financial Stability, Elsevier, vol. 9(3), pages 347-370.
  6. Daniel Buncic, 2012. "Understanding forecast failure of ESTAR models of real exchange rates," Empirical Economics, Springer, vol. 43(1), pages 399-426, August.
  7. Claus Brand & Daniel Buncic & Jarkko Turunen, 2010. "The Impact of ECB Monetary Policy Decisions and Communication on the Yield Curve," Journal of the European Economic Association, MIT Press, vol. 8(6), pages 1266-1298, December.
  8. Daniel Buncic & Martin Melecky, 2008. "An Estimated New Keynesian Policy Model for Australia," The Economic Record, The Economic Society of Australia, vol. 84(264), pages 1-16, 03.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 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-FOR: Forecasting (8) 2005-12-09 2008-02-02 2008-02-16 2009-02-07 2009-08-30 2014-09-25 2015-01-03 2015-10-25. Author is listed
  2. NEP-MAC: Macroeconomics (7) 2005-12-09 2006-07-28 2007-07-27 2008-08-31 2011-10-15 2015-01-03 2015-10-25. Author is listed
  3. NEP-BAN: Banking (5) 2011-10-09 2011-10-15 2012-01-18 2013-02-16 2013-03-09. Author is listed
  4. NEP-CBA: Central Banking (5) 2006-07-28 2007-07-27 2008-08-31 2013-02-16 2013-03-09. Author is listed
  5. NEP-IFN: International Finance (4) 2008-02-02 2008-02-16 2009-02-07 2009-08-30
  6. NEP-MON: Monetary Economics (3) 2006-07-28 2007-07-27 2008-08-31
  7. NEP-RMG: Risk Management (3) 2011-10-09 2011-10-15 2012-01-18
  8. NEP-TRA: Transition Economics (3) 2011-10-09 2011-10-15 2012-01-18
  9. NEP-ECM: Econometrics (2) 2008-02-02 2009-08-30
  10. NEP-EEC: European Economics (2) 2006-07-28 2008-08-31
  11. NEP-ETS: Econometric Time Series (2) 2008-02-02 2009-02-07
  12. NEP-OPM: Open Economy Macroeconomics (2) 2009-02-07 2009-08-30
  13. NEP-DGE: Dynamic General Equilibrium (1) 2005-12-09
  14. NEP-FIN: Finance (1) 2006-07-28
  15. NEP-FMK: Financial Markets (1) 2006-07-28
  16. NEP-MST: Market Microstructure (1) 2006-07-28

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