John L. Simpson

Curtin University - Centre for Research in Applied Economics

GPO Box U1987

Perth, Western Australia 6845

Australia

SCHOLARLY PAPERS

47

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CITATIONS
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44

Scholarly Papers (47)

1.

A Regression Model of Country Risk and Risk Scoring

Curtin School of Economics and Finance Working Paper No. 97.11
Number of pages: 20 Posted: 21 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 1,269 (14,986)

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country risk, risk ratings systems, risk scores, external debt, trade performance

2.

A Regression Model of International Banking Risk and Risk Scoring

Curtin U, Econ. & Finance Working Paper No. 98-02
Number of pages: 24 Posted: 21 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 1,242 (15,516)
Citation 1

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International Banking Risk, Liquidity, Profitability, Capitaliization, Risk Scores, Risk Ratings

3.

The Relationship between Commodity Prices and the Australian Dollar

EFMA 2002 London Meetings
Number of pages: 20 Posted: 20 Jun 2002
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 1,128 (17,958)
Citation 2

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4.

Banking Stock Returns and Their Relationship to Interest Rates and Exchange Rates: Australian Evidence

University of Wollongong in Dubai Working Paper No. 5-2003
Number of pages: 35 Posted: 13 Oct 2003
John L. Simpson and John P. Evans
Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 978 (22,204)

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Banking, stock market returns, interest rates, exchange rates, cointegration

5.

Market Efficiency and Cartel Behaviour in Oil Prices

Number of pages: 13 Posted: 20 Aug 2004
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 674 (37,384)
Citation 1

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Cartel competetitive behaviour, market efficiency, OPEC, Oil prices

6.

Stock Market Efficiency and Development in the GCC

University of Wollongong Working Paper No. 17/2004
Number of pages: 16 Posted: 20 Aug 2004
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 605 (43,158)
Citation 2

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GCC, stock markets, investment, market efficiency, liquidity, interdependence

7.

The Importance of the Relationship between OPEC Oil Prices and Gulf Cooperating Economy Banking Stock Returns

University of Wollongong in Dubai Working Paper No. 21/2004
Number of pages: 24 Posted: 31 Jan 2005
John L. Simpson, John P. Evans and Tasneem Husain
Curtin University - Centre for Research in Applied Economics, Curtin University - Centre for Research in Applied Economics and University of Wollongong - Dubai
Downloads 584 (45,227)
Citation 2

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Oil prices, Banking Stocks, OPEC, GCC, causality, impulse response

8.

Notes on International Banking Regulation

University of Wollongong in Dubai Working Paper No. 3-2003
Number of pages: 17 Posted: 14 Oct 2003
Tasneem Ashique Husain and John L. Simpson
School of Business and Curtin University - Centre for Research in Applied Economics
Downloads 444 (63,834)

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Country risk, international banking risk, systematic risk, unsystematic risk, regulatory capital, economic capital, benchmarking

9.

Benchmarking of Economic and Regulatory Capital for International Banking Systems: A Theoretical Discussion

University of Wollongong in Dubai Working Paper No. 1-2003
Number of pages: 13 Posted: 05 Oct 2003
John L. Simpson and John P. Evans
Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 367 (80,014)
Citation 1

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Country-banking system, systemic risk, Systematic Risk, interdependence, Regulatory Capital, Economic Capital, performance indicator

10.

International Banking Risk Scoring During the Asian Debt and Banking Crisis

Curtin U Economics and Finance Working Paper No. 99-11
Number of pages: 19 Posted: 22 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 362 (81,270)
Citation 1

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International Banking Risk, risk scores, external debt, bank size

11.

The Operating and Balance Sheet Performance of Japanese International Banks in Relation to Safety Levels: A Comparison with Western European Banks

EFMA 2003 Helsinki Meetings
Number of pages: 22 Posted: 11 Jun 2003
John P. Evans, John L. Simpson and Ashraf A. Mahate
Curtin University - Centre for Research in Applied Economics, Curtin University - Centre for Research in Applied Economics and University of Wollongong - Dubai Campus
Downloads 329 (90,632)
Citation 2

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Japanese Banks, European Banks, Bank Safety Levels, Risk-rating, Balance and Operating Performance

The Effect of OPEC Production Allocations on Oil Prices

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 32 Posted: 18 Aug 2008
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 308 (96,881)
Citation 5

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production allocations, crude oil price series, OPEC, Non-OPEC, US, structural breaks, cointegration, causality, cartel behaviour

The Effect of Opec Production Allocations on Oil Prices

Posted: 17 Jul 2008
John L. Simpson
Curtin University - Centre for Research in Applied Economics

Abstract:

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crude oilprices, OPEC, cartel,

13.

Valuation in the Services Sector of the United Arab Emirates Stock Market

University of Wollongong in Dubai Working Paper No. 24/2004
Number of pages: 11 Posted: 06 Sep 2004
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 280 (107,954)

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Stock market, Services sector, UAE, price to earnings, price to book value

14.

Financial Integration in the GCC Stock Markets: Evidence from the Early 2000s Development Phase

Number of pages: 28 Posted: 22 Jun 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 276 (109,676)

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Informational Efficiency, Cointegration, Causality, Variance Decomposition

15.

Interdependence in Gulf Cooperating Stock Markets

Number of pages: 22 Posted: 21 Aug 2004
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 276 (109,676)
Citation 2

Abstract:

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Stock markets, market efficiency, GCC cointegration, causality

16.

Modelling Global Gas Price Changes: An Expanded Party to Party Bargaining Framework

Oil and Gas Management Research Centre of Excellence Working Paper Series
Number of pages: 36 Posted: 22 Jun 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 275 (110,113)

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Gas pricing, stock prices, oil prices, economic expectations, benchmark, HH

17.

The Performance of Japanese Banks in Relation to Safety Levels

Curtin Univ. Econ. & Finance Working Paper No. 2000-29
Number of pages: 16 Posted: 22 Aug 2001
John L. Simpson and John P. Evans
Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 260 (116,712)

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Japanese banks, European banks, bank safety levels, risk, balance sheet performance

18.

A Re Examination of the Over-Reaction Hypothesis in the Equity Market: Australian Evidence 1980 to 1997

Curtin University School of Economics & Finance Working Paper No. 06:2000
Number of pages: 21 Posted: 06 May 2003
Benjamin Donovon, John P. Evans and John L. Simpson
Curtin University - Department of Finance and Banking, Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 241 (126,190)

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Over-reaction hypothesis, Contrarian, Reversal Behaviour, Risk Premia

19.

The Importance of Banking in Gulf Cooperating Economies

University of Wollongong in Dubai Working Paper No. 2/2004
Number of pages: 16 Posted: 21 Aug 2004
John L. Simpson and John P. Evans
Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 212 (142,966)
Citation 3

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GCC, banking, stock market returns, cointegration, causality

20.

Communism to Capitalism in Mongolia: Privatisation in the First Seven Years

Curtin University Economics and Finance Working Paper No. 2001-8
Number of pages: 17 Posted: 25 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 205 (147,544)
Citation 1

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21.

Telecommunications in Gulf Cooperating Economies: Industry and Market Efficiency

University of Wollongong in Dubai Working Paper No. 22/2004
Number of pages: 14 Posted: 06 Sep 2004
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 203 (148,880)

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Telecomunications, industry efficiency, market efficiency, serial correlation, causality, cointegration

22.

Size, Changing Risk and Seasonality Effects in the Australian Share Market

Curtin University of Technology, Western Australia School of Economics & Finance Working Paper No. 06.2000
Number of pages: 35 Posted: 06 May 2003
Benjamin Donovon, John P. Evans and John L. Simpson
Curtin University - Department of Finance and Banking, Curtin University - Centre for Research in Applied Economics and Curtin University - Centre for Research in Applied Economics
Downloads 199 (151,700)

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Overreaction hypothesis, January Effect, Reversal Behaviour, Risk Premia

23.

Country Risk Components in Risk Adjusted Time Varying Natural Gas Price Benchmark Returns: Implications for Export Pricing with Evidence from Australia, China and the United States

Oil and Gas Management Research Centre of Excellence Working Paper Series, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 28 Posted: 22 Jun 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 196 (153,896)

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Natural gas, prices, returns, benchmark, export pricing

24.

Towards a Composite Political Risk Indicator for Country Oil and Gas Industry Stock Market Sectors

Number of pages: 25 Posted: 22 Mar 2010
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 195 (154,642)

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Political risk, oil and gas industry sector, market model, risks scores, economic and financial risk.

25.

Valuing Composite Political Risk: Towards a Market Based Indicator

Number of pages: 18 Posted: 23 Oct 2008
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 195 (154,642)

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Political risk, market model, risks scores, economic and financial risk

26.

Systemic Risk in the Major Eurobanking Markets: Evidence from Interbank Offered Rates

Curtin University Economics and Finance Working Paper No. 12:2002
Number of pages: 27 Posted: 14 Apr 2003
John L. Simpson, Lurion and John P. Evans
Curtin University - Centre for Research in Applied Economics, affiliation not provided to SSRN and Curtin University - Centre for Research in Applied Economics
Downloads 192 (156,867)
Citation 3

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Eurobanking, interbank offered rates, contagion, financial stability, systemic risk

Do the Major Oil Companies Anticipate OPEC Production Allocations?

Number of pages: 35 Posted: 17 Jul 2008
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 88 (288,744)
Citation 1

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OPEC, anticipation, crude oil returns, regression, production allocation

Do the Major Oil Companies Anticipate OPEC Production Allocations?

21st Australasian Finance and Banking Conference 2008 Paper
Number of pages: 36 Posted: 18 Aug 2008 Last Revised: 15 Mar 2015
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 87 (290,897)
Citation 1

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stock price, stock market, OPEC, production allocations, cointegration, causality, cartel behaviour, structural break

28.

Communism to Capitalism in Mongolia: Macroeconomic Reform and Sectorial Reform in the Banking and Finance Industry in the First Seven Years

Curtin University Economics and Finance Working Paper No. 2000-02
Number of pages: 36 Posted: 25 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 170 (174,930)

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29.

Global Integration of Banking Markets: At What Cost?

University of Wollongong in Dubai Working Paper No. 37/2005
Number of pages: 35 Posted: 26 Dec 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 162 (182,225)
Citation 1

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Integration, interdependence, price index data, banking systems, bank regulation

30.

Expert Political Risk Opinions and Banking System Returns: A Revised International Banking Market Model

Number of pages: 32 Posted: 08 Feb 2006
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 155 (189,237)
Citation 3

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Political risk, international banking market model, exogeneity, and risks scores

31.

The Effects of Extreme Political Acts and Political Risk on International Banking Systems

Number of pages: 29 Posted: 22 Jun 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 154 (190,261)
Citation 3

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9/11, political risk, banking returns, world-banking, USA-banking, country-banking

32.

Financial Integration in the Asian Region

University of Wollongong in Dubai Working Paper No. 37/2005
Number of pages: 22 Posted: 14 Apr 2005
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 146 (198,782)

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Contagion, integration, interdependence, banking systems, variance decomposition

33.

The Impact of International Market Effects and Pure Political Risk on UK, EMU and the USA Oil and Gas Stock Market Sectors

Number of pages: 12 Posted: 22 Mar 2010
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 144 (201,036)

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34.

USA and International Banking System Interaction: Have the Effects of 9/11 Dissipated?

Number of pages: 30 Posted: 08 Feb 2006
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 135 (211,858)

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terrorist, 9/11, political risk, banking returns, world banking, USA banking, country banking

35.

Communism to Capitalism in Mongolia: International Trade in the First Seven Years

Curtin University Economics and Finance Working Paper No. 99-01
Number of pages: 17 Posted: 25 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 123 (227,615)

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36.

Communism to Capitalism in Mongolia: Foreign Investment in the First Seven Years

Curtin University Economics and Finance Working Paper 99-10
Number of pages: 20 Posted: 25 Aug 2001
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 117 (236,259)
Citation 1

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Transition, capitalism, economic reform, foreign investment

37.

A Market Based Composite Political Risk Indicator for the International Banking Industry

CRAE Research Paper No. 201008
Number of pages: 25 Posted: 26 Nov 2010
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 104 (256,803)

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political risk, market model, risks scores, economic and financial risk

38.

Financial Integration in Europe: Should the United Kingdom Banking Market Formally Integrate?

University of Wollongong in Dubai Working Paper No. 36/2005
Number of pages: 38 Posted: 26 Dec 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 76 (312,884)
Citation 2

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Systematic and unsystematic risk, systemic risk, banking markets, integration, interdependence

39.

Latin American Financial Contagion: A Lingering Threat?

University of Wollongong in Dubai Working Paper No. 30/2005
Number of pages: 29 Posted: 27 Dec 2007
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 70 (327,688)

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Contagion, integration, interdependence, Eurobanking systems, Latin American banking systems

40.

Economic, Financial and Political Indicators, Energy Stock Markets and Their Relationships with Electricity Markets

USAEE Working Paper No. 12-138
Number of pages: 20 Posted: 18 Oct 2012
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 67 (335,535)

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41.

The Economics of Constitutional Monarchy: The Antipodean Anachronism?

CRAE Research Paper No. 201013
Number of pages: 11 Posted: 15 Jan 2014
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 45 (403,694)

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Constitutional monarchy, risk ratings, cointegration, causality.

42.

An Empirical Economic Development Based Model of International Banking Risk and Risk Scoring

Review of Development Economics, Vol. 6, pp. 91-102, 2002
Number of pages: 12 Posted: 29 Dec 2002
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 37 (434,487)
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43.

Cointegration and Exogeneity in Eurobanking and Latin American Banking: Does Systemic Risk Linger?

Financial Review, Vol. 43, Issue 3, pp. 439-460, August 2008
Number of pages: 22 Posted: 14 Jul 2008
John L. Simpson
Curtin University - Centre for Research in Applied Economics
Downloads 2 (636,577)
Citation 1
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44.

Independent Directors and Firm Performance in Family Controlled Firms: Evidence from Indonesia

Asian-Pacific Economic Literature, Vol. 25, Issue 1, pp. 121-132, 2011
Number of pages: 12 Posted: 10 May 2011
Muhammad Agung Prabowo and John L. Simpson
Sebelas Maret University and Curtin University - Centre for Research in Applied Economics
Downloads 1 (649,206)
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45.

Contagion in Financial Markets: Are the Causes and Solutions Economic or Banking and Financial in Nature?

Banker's Journal Malaysia Institut Bank-Bank Malaysia, February 2003
Posted: 06 Jan 2004
John L. Simpson
Curtin University - Centre for Research in Applied Economics

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currency, debt, banking, crises, lending practice, risk assessment, economic and regulatory capital

46.

A Comparative Study of International Banking Risk in Open Islamic Economies

University of Wollongong in Dubai Working Paper No. 4-2003
Posted: 10 Oct 2003
John L. Simpson, John P. Evans and Ashraf A. Mahate
Curtin University - Centre for Research in Applied Economics, Curtin University - Centre for Research in Applied Economics and University of Wollongong - Dubai Campus

Abstract:

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International banking risk, risk ratings, Asian crisis, and Asian banks

47.

Notes on Country Risk and International Banking Risk

University of Wollongong in Dubai Working Paper No. 1-2003
Posted: 05 Oct 2003
Tasneem Ashique Husain and John L. Simpson
School of Business and Curtin University - Centre for Research in Applied Economics

Abstract:

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International Banking, Economic Capital, Regulatory Capital, Systemic Risk, Systematic Risk, Bank Regulation