Sydney, NSW 1797
Western Sydney University - Department of Economics & Finance
in Total Papers Downloads
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Stock return and volatility, oil price shocks, stock volatility, structural VAR
Probit model, out-of-sample forecast, inflation targets, inflation indicators
Home bias, Monitors, Foreign ownership, Chinese stock market
Global, Uncertainty Shocks, Monetary Policy, FAVAR
Ownership Structure, Agency Problem, Investment, Financial Constraints, Legal System
US oil production, Economic policy uncertainty, CPI forecast uncertainty, Structural VAR
China’s policy uncertainty, China’s stock market return, Oil shocks, Structural VAR
Float home bias, Cross border taxation, Dividend imputation, Dividend tax credit
State-contingent rules, Exchange rate target, Nominal income target
Global interest rate, global monetary aggregates, oil prices, GFAVEC
Demand shocks, Oil prices, Bond returns, Supply shocks
Global commodity prices, Global stock volatility, Output, Heterogeneity
Foreign equity investment, Domestic dividend taxes, Dividend imputation schemes, Franking ratio
China’s liquidity, trade-weighted US dollar, forecasting US dollar exchange rate
Parameter uncertainty, investor information, option value, Bayesian updating, FDI
Coal Stock Price; Coal Price; Oil Price
OPEC production, non-OPEC, oil Price, global oil market
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File name: obes.
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mixture innovation, oil shocks, real stock return, time-varying parameter VAR
Commodity Prices, BRIC countries, G3, Global liquidity, SFAVEC
Global interest rate, global monetary aggregates, oil prices, GFAVAR
International Monetary shocks, Japanese economy, Oil/commodity prices, SVEC models
File name: ECOT.
China's policy uncertainty, China's stock market return, oil shocks, structural VAR
File name: ecca.
Global, Uncertainty shocks, Monetary Policy, FAVAR
Oil prices, Stock returns, U.S. oil production
Iron ore spot prices; Industry sectors; Stock returns
File name: ecor12034.
long-run neutrality, inflation crises, bank insolvencies
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