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George Milunovich

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First Name:George
Middle Name:
Last Name:Milunovich
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RePEc Short-ID:pmi115
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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
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Location: Sydney, Australia
Homepage: http://www.econ.mq.edu.au/
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Postal: Sydney NSW 2109
Handle: RePEc:edi:edmqqau (more details at EDIRC)
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  1. 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.
  2. Helmut Luetkepohl & George Milunovich, 2015. "Testing for Identification in SVAR-GARCH Models," SFB 649 Discussion Papers SFB649DP2015-030, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang, 2012. "Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH," Research Paper Series 312, Quantitative Finance Research Centre, University of Technology, Sydney.
  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, 2006. "Information Spillovers and Size-sorted Portfolios: Structural Evidence from Australia," Research Papers 0610, Macquarie University, Department of Economics.
  8. 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.
  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. 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.
  2. 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.
  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. 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.
  5. George Milunovich, 2011. "Measuring the Impact of the GFC on European Equity Markets," Economics Bulletin, AccessEcon, vol. 31(2), pages 1237-1246.
  6. 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.
  7. George Milunovich & Ronald Ripple, 2010. "Crude Oil Volatility: Hedgers or Investors," Economics Bulletin, AccessEcon, vol. 30(4), pages 2877-2883.
  8. 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.
  9. 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.
  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. Milunovich, George & Thorp, Susan, 2006. "Valuing volatility spillovers," Global Finance Journal, Elsevier, vol. 17(1), pages 1-22, September.
  12. 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.
12 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2015-03-05
  2. NEP-CFN: Corporate Finance (1) 2005-08-13
  3. NEP-ECM: Econometrics (2) 2004-10-30 2015-03-05
  4. NEP-EEC: European Economics (1) 2007-05-04
  5. NEP-ENE: Energy Economics (2) 2007-01-14 2007-05-04
  6. NEP-ENV: Environmental Economics (1) 2007-05-04
  7. NEP-ETS: Econometric Time Series (7) 2004-10-30 2006-06-03 2008-08-21 2012-10-13 2012-12-22 2015-03-05 2015-06-20. Author is listed
  8. NEP-FIN: Finance (4) 2004-10-30 2006-03-05 2006-03-05 2006-06-03. Author is listed
  9. NEP-FMK: Financial Markets (4) 2005-08-13 2006-03-05 2006-06-03 2007-01-14. Author is listed
  10. NEP-FOR: Forecasting (1) 2006-03-05
  11. NEP-GEO: Economic Geography (1) 2006-03-05
  12. NEP-MFD: Microfinance (1) 2015-03-05
  13. NEP-MON: Monetary Economics (2) 2015-03-05 2015-06-20
  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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