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George Milunovich

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Personal Details

First Name:George
Middle Name:
Last Name:Milunovich
RePEc Short-ID:pmi115
Division of Economic and Financial Studies Macquarie University NSW 2109 Australia Phone:+61 2 9850 8543
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  1. Helmut Luetkepohl & George Milunovich, 2015. "Testing for Identification in SVAR-GARCH Models," SFB 649 Discussion Papers SFB649DP2015-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Helmut Lütkepohl & George Milunovich, 2015. "Testing for Identification in SVAR-GARCH Models: Reconsidering the Impact of Monetary Shocks on Exchange Rates," Discussion Papers of DIW Berlin 1455, DIW Berlin, German Institute for Economic Research.
  3. Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian, 2012. "Endogenous crisis dating and contagion using smooth transition structural GARCH," Working Papers 15030, University of Tasmania, Tasmanian School of Business and Economics, revised 29 Aug 2012.
  4. 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.
  5. George Milunovich & Roselyne Joyeux, 2007. "Testing Market Efficiency and Price Discovery in European Carbon Markets," Research Papers 0701, Macquarie University, Department of Economics.
  6. 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.
  7. 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.
  8. George Milunovich, 2006. "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers 0610, Macquarie University, Department of Economics.
  9. Susan Thorp & George Milunovich, 2005. "Asymmetric Risk and International Portfolio Choice," Research Paper Series 160, Quantitative Finance Research Centre, University of Technology, Sydney.
  10. 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.
  11. George Milunovich & Susan Thorp, 2005. "Valuing Volatility Spillovers," Research Papers 0506, Macquarie University, Department of Economics.
  12. George Milunovich, 2004. "Modeling dependence structure in size-sorted portfolios: A Structural Multivariate GARCH Model," Econometric Society 2004 Australasian Meetings 55, Econometric Society.
  1. Roselyne Joyeux & George Milunovich, 2015. "Speculative bubbles, financial crises and convergence in global real estate investment trusts," Applied Economics, Taylor & Francis Journals, vol. 47(27), pages 2878-2898, June.
  2. George Milunovich & Jelena Minović, 2014. "Local and global illiquidity effects in the Balkans frontier markets," Applied Economics, Taylor & Francis Journals, vol. 46(31), pages 3861-3873, November.
  3. Milunovich George & Yang Minxian, 2013. "On Identifying Structural VAR Models via ARCH Effects," Journal of Time Series Econometrics, De Gruyter, vol. 5(2), pages 117-131, May.
  4. George Milunovich & Antony Tan, 2013. "Testing for contagion in US industry portfolios -- a four-factor pricing approach," Applied Financial Economics, Taylor & Francis Journals, vol. 23(1), pages 15-26, January.
  5. George Milunovich, 2011. "Measuring the Impact of the GFC on European Equity Markets," Economics Bulletin, AccessEcon, vol. 31(2), pages 1237-1246.
  6. Chris Heaton & George Milunovich & Anthony Passé‐De Silva, 2011. "International Commodity Prices and the Australian Stock Market," The Economic Record, The Economic Society of Australia, vol. 87(276), pages 37-44, March.
  7. Dungey, Mardi & Milunovich, George & Thorp, Susan, 2010. "Unobservable shocks as carriers of contagion," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 1008-1021, May.
  8. George Milunovich & Ronald Ripple, 2010. "Crude Oil Volatility: Hedgers or Investors," Economics Bulletin, AccessEcon, vol. 30(4), pages 2877-2883.
  9. Roselyne Joyeux & George Milunovich, 2010. "Testing market efficiency in the EU carbon futures market," Applied Financial Economics, Taylor & Francis Journals, vol. 20(10), pages 803-809.
  10. 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.
  11. Susan Thorp & George Milunovich, 2007. "Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does It Pay To Switch?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 30(3), pages 355-377.
  12. Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
  13. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 11 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-ETS: Econometric Time Series (6) 2004-10-30 2006-06-03 2008-08-21 2012-12-22 2015-03-05 2015-06-20. Author is listed
  2. NEP-FIN: Finance (4) 2004-10-30 2006-03-05 2006-03-05 2006-06-03. Author is listed
  3. NEP-FMK: Financial Markets (4) 2005-08-13 2006-03-05 2006-06-03 2007-01-14. Author is listed
  4. NEP-ECM: Econometrics (2) 2004-10-30 2015-03-05
  5. NEP-ENE: Energy Economics (2) 2007-01-14 2007-05-04
  6. NEP-MON: Monetary Economics (2) 2015-03-05 2015-06-20
  7. NEP-CBA: Central Banking (1) 2015-03-05
  8. NEP-CFN: Corporate Finance (1) 2005-08-13
  9. NEP-EEC: European Economics (1) 2007-05-04
  10. NEP-ENV: Environmental Economics (1) 2007-05-04
  11. NEP-FOR: Forecasting (1) 2006-03-05
  12. NEP-GEO: Economic Geography (1) 2006-03-05
  13. NEP-MFD: Microfinance (1) 2015-03-05
  14. NEP-MST: Market Microstructure (1) 2007-05-04
  15. NEP-ORE: Operations Research (1) 2015-06-20
  16. NEP-RMG: Risk Management (1) 2005-08-13
  17. NEP-SEA: South East Asia (1) 2008-08-21
  18. NEP-URE: Urban & Real Estate Economics (1) 2006-03-05
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