Items where Subject is "38 ECONOMICS > 3802 Econometrics > 380205 Time-series analysis"
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- 3802 Econometrics (29)
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Aftab, Hira, and Beg, A.B.M. Rabiul Alam (2021) Does time varying risk premia exist in the international bond market? An empirical evidence from Australian and French bond market. International Journal of Financial Studies, 9 (1). 3.
Aftab, Hira, Beg, A.B.M. Rabiul Alam, Sun, Sizhong, and Zhou, Zhang-Yue (2018) Multivariate BEKK-TGARCH approach to testing and predicting volatility spillovers & leverage effects. In: [Presented at the Asia-Pacific Conference on Economics & Finance 2018]. From: Asia-Pacific Conference on Economics & Finance 2018, 26-27 July 2018, Singapore.
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Cross, Jamie L., Huo, Chenghan, and Trinh, Kelly (2021) Returns, volatility and the cryptocurrency bubble of 2017–18. Economic Modelling, 104. 105643.
Chaiechi, Taha, Pryce, Josephine, Ciccotosto, Sue, and Billa, Lawal (2020) State-wide effects of natural disasters on the labor market. In: Chaiechi, Taha, (ed.) Economic Effects of Natural Disasters: theoretical foundations, methods, and tools. Elsevier, London, UK, pp. 211-224.
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Emodi, Nnaemeka, Chaiechi, Taha, and Beg, Rabiul (2019) A techno-economic and environmental analysis of Queensland's transition towards a low carbon society. In: Smart Innovation, Systems and Technologies (131) pp. 178-188. From: KES SEB 2018: 10th International Conference on Sustainability in Energy and Buildings, 24-26 June 2018, Gold Coast, QLD, Australia.
Emodi, Nnaemeka Vincent, Chaiechi, Taha, and Beg, Rabiul Alam (2018) The impact of climate change on electricity demand in Australia. Energy and Environment, 29 (7). pp. 1263-1297.
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Hong, Meenchee, Sun, Sizhong, Beg, Rabiul, and Zhou, Zhang-Yue (2020) Malaysia’s exports to China: does diplomatic relationship matter? Economic Papers, 39 (1). pp. 72-88.
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Koczyrkewycz, Michael (2023) The impact of financial market developments on growth and the effectiveness of fiscal policy. PhD thesis, James Cook University.
Koczyrkewycz, Michael, Chaiechi, Taha, and Beg, Rabiul (2022) How resilient is the investment climate in Australia? Unpacking the driving factors. In: Community Empowerment, Sustainable Cities, and Transformative Economies. pp. 31-48. From: BEMAS: 1st International Conference in Business, Economics, Management, and Sustainability, 2-3 July 2021, Cairns, QLD, Australia.
Koczyrkewycz, Michael, Chaiechi, Taha, and Beg, Rabiul (2021) Productivity growth recovery mechanisms: an ARDL approach lessons from the United States, Japan and South Korea. Bulletin of Applied Economics, 8 (2). pp. 163-184.
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Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Dynamic impacts of SME stock market development and innovation on macroeconomic indicators: a post-Keynesian approach. Economic Analysis and Policy, 68. pp. 327-347.
Nguyen, Thi Minh Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Dynamic transmissions between main stock markets and SME stock markets: evidence from tropical economies. Quarterly Review of Economics and Finance, 75. pp. 308-324.
Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Feedback of macroeconomic indicators to shocks in second-tier stock market development and innovation within Kaleckian framework: Hong Kong case study. In: Advances in Cross-Section Data Methods in Applied Economic Research: 2019 International Conference on Applied Economics. pp. 531-552. From: ICOAE 2019: International Conference on Applied Economics, 4-6 July 2019, Milan, Italy.
Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Growth enterprise market in Hong Kong: efficiency evolution and long memory in return and volatility. Journal of Asian Business and Economic Studies, 27 (1). pp. 19-34.
Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2020) Return and asymmetric volatility transmissions between main stock market and second-tier stock market: the case of Hong Kong. In: Economics and Finance Readings: selected papers from Asia-Pacific Conference on Economics & Finance. pp. 29-49. From: 2019 Asia-Pacific Conference on Economics and Finance, 25-26 July 2019, Singapore.
Nguyen, Thi Minh Trang, and Chaiechi, Taha (2020) The effects of natural disasters on stock market return and volatility in Hong Kong. In: Chaiechi, Taha, (ed.) Economic Effects of Natural Disasters: theoretical foundations, methods, and tools. Elsevier, London, UK, pp. 11-18.
Nguyen, Trang, Chaiechi, Taha, Eagle, Lynne, and Low, David (2019) SME stock markets in tropical economies: evolving efficiency and dual long memory. Economic Papers, 39 (1). pp. 28-47.
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Tan, Sook Rei, Wood, Jacob, Jang, Haejin, Wong, Caroline, and Li, Changtai (2024) Tourism-induced growth and quality of life: the Singapore story. Asian-Pacific Economic Literature, 38 (1). pp. 204-224.
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Vijayalakshmi, S., Girish, G.P., Singhania, Keshav, and Emodi, Nnaemeka Vincent (2017) Is Indian spot electricity price series stationary? Energy Procedia, 138. pp. 1067-1072.
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Yeap, Xiu Wei, Tan, Sook Rei, and Lean, Hooi Hooi (2024) Uncovering Interdependencies Between Crude Palm Oil Commodity and ASEAN-5 Equity Markets. In: Tan, Sook Rei, Jang, Haejin, and Wood, Jacob, (eds.) Economic Growth and Development in the Tropics. Routledge Advances in Business, Industry and Trade in the Tropics . Routledge, London, United Kingdom, pp. 223-249.