Elizabeth Ann Maharaj

Monash University

Wellington Road

Victoria, Roodepoort 3145

Australia

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 35,149

SSRN RANKINGS

Top 35,149

in Total Papers Downloads

973

CITATIONS

1

Scholarly Papers (3)

1.

What Drives the Libor-OIS Spread? Evidence from Five Major Currency Libor-OIS Spreads

Number of pages: 36 Posted: 11 Nov 2012
Jin Cui, Francis Haeuck In and Elizabeth Ann Maharaj
Monash University, Monash University - Department of Accounting and Monash University
Downloads 385 (48,694)

Abstract:

subprime crisis, Libor-OIS spreads, Libor-OIS spreads determinants, credit risk, liquidity risk, banking system risk

2.

Wavelet Timescales and Conditional Relationship Between Higher-Order Systematic Co-Moments and Portfolio Returns: Evidence in Australian Data

Monash University Econometrics and Business Statistics Working Paper No. WP 16-04
Number of pages: 30 Posted: 30 Sep 2004
Don (Tissa) U. A. Galagedera and Elizabeth Ann Maharaj
Monash University - Department of Econometrics and Business Statistics and Monash University
Downloads 275 (88,133)
Citation 1

Abstract:

Wavelet multi-scaling, higher-order systematic co-moments, asset pricing

3.

Relationship between Downside Risk and Return: New Evidence through a Multiscaling Approach

Number of pages: 27 Posted: 19 Apr 2006
Don (Tissa) U. A. Galagedera, Elizabeth Ann Maharaj and Robert D. Brooks
Monash University - Department of Econometrics and Business Statistics, Monash University and Monash University
Downloads 228 (107,647)

Abstract:

wavelet multiscales, CAPM, downside beta, downside co-skewness