Jonathan Thong

The University of Sydney Business School

Lecturer

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

2

DOWNLOADS

182

CITATIONS

0

Scholarly Papers (2)

1.

International Equity Correlations, Integration and Contagion

Number of pages: 57 Posted: 13 Sep 2012 Last Revised: 08 Oct 2012
Steven Nicklas and Jonathan Thong
affiliation not provided to SSRN and The University of Sydney Business School
Downloads 103 (196,237)

Abstract:

Finance, Factor Models, Bayesian Finance, Correlations, Contagion, Integration, International, Equities

2.

Time-Scale and the S-Curve: A Wavelet Analysis of Trade Dynamics

Number of pages: 42 Posted: 13 Sep 2012
James B. Ramsey and Jonathan Thong
New York University - Leonard N. Stern School of Business - Department of Economics and The University of Sydney Business School
Downloads 63 (269,182)

Abstract:

International Trade, Wavelet, S Curve, Terms of Trade, J Curve, Granger Causality, Trade Dynamics