Business and economics research discussion papers

Our discussion papers are written by economics and finance researchers in the College of Business and Economics, often in collaboration with our partners in academia and industry around the world.

The papers are usually early versions of articles that will go on to be submitted to top tier academic journals. We provide the papers here to give access to our latest research findings early and to make them accessible to as wide an audience as possible. The papers are mirrored on the Research Papers in Economics (RePEc) service. We invite you to explore the papers and to get in touch with the corresponding author if you are interested in discussing any particular topic further.

Paper NoTitleAuthor(s)
2020-13 Commodity Price Volatility, External Debt and Exchange Rate Regimes (PDF 540KB) Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani
2020-12 Real-time Forecasting of the Australian Macroeconomy Using Flexible Bayesian VARs (PDF 493 KB) Bo Zhang, Bao H. Nguyen
2020-11 Realized Volatility, Jump and Beta: Evidence from Canadian Stock Market (PDF 1.00MB) Dinesh Gajurel, Biplob Chowdhury
2020-10 Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries (PDF 1.34MB) Wensheng Kang, Ronald A Ratti, Joaquin Vespignani
2020-09 Calm before the storm: an early warning approach before and during the COVID-19 crisis (PDF 3.30MB) Raisul Islam, Vladimir Volkov
2020-08 Commodity Price Volatility, Fiscal Balance and Real Interest Rate (PDF 1.23MB) Monoj Kumar Majumder, Mala Raghavan, Joaquin Vespignani
2020-07 COVID-19 and Tasmanian Youth Unemployment: A Policy Recommendation (PDF 643KB) Joaquin Vespignani, Maria Yanotti
2020-06 Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia (PDF 406KB) Markus Brueckner, Joaquin Vespignani
2020-05 Contagion or interdependence? Comparing signed and unsigned spillovers (PDF 1.11MB) Raisul Islam, Vladimir Volkov
2020-04 Non-Gravity Trade (PDF 834KB) Markus Brueckner, Ngo Van Long, Joaquin Vespignani
2020-03 The moderating role of green energy and energy-innovation in Environmental Kuznets: Insights from Quantile-Quantile Analysis (PDF 736KB) Hammed Oluwaseyi Musibau, Maria Yanotti, Joaquin Vespignani, Rabindra Nepal
2020-02 The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil (PDF 790KB) Jamie L. Cross, Bao H. Nguyen, Trung Duc Tran
2020-01 Forecasting natural gas prices using highly flexible time-varying parameter models (PDF 416KB) Shen Gao, Chenghan Hou, Bao H. Nguyen
Paper NoTitleAuthor(s)
2017-15 A State Space Approach to Evaluate Multi-horizon Forecasts (PDF 628KB) Thomas Goodwin, Jing Tian
2017-14 Short Selling and Politically Motivated Negative Information Hoarding (PDF 938KB) Xiaohu Deng
2017-13 The information content of short selling and put option trading: When are they substitutes? (PDF 707KB) Xiaohu Deng, Lei Gao, David Kemme
2017-12 R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks (PDF 520KB) Mardi Dungey, Vladimir Volkov
2017-11 Signed spillover effects building on historical decompositions (PDF 1.5MB) Mardi Dungey, John Harvery, Pierre Siklos, Vladimir Volkov
2017-10 Quantile relationships between standard, diffusion and jump betas across Japanese banks (PDF 611KB) Biplob Chowdhury, Nagaratnam Jeyasreedharan, Mardi Dungey
2017-09 Divergence of Opinion and Long-Run Performance of Private Placements: Evidence from the Auction Market (PDF 651KB) Jianlei Han, Zheyao Pan, Guangli Zhang
2017-08 World Steel Production: A New Monthly Indicator of Global Real Economic Activity (PDF 876KB) Francesco Ravazzolo and Joaquin Vespignani
2017-07 Macro-Financial Effects of Portfolio Flows: Malaysia’s Experience (PDF 607KB) Tng Boon Hwa, Mala Raghavan, Teh Tian Huey
2017-06 A semi-parametric point process model of the interactions between equity markets (PDF 483KB) Adam Clements, Stan Hurn, Kenneth Lindsay, Vladimir Volkov
2017-05 Global Commodity Prices and Global Stock Volatility Shocks: Effects across Countries (PDF 961KB) Wensheng Kang, Ronald A Ratti, Joaquin Vespignani
2017-04 The Changing International Network of Sovereign Debt and Financial Institutions (PDF 534KB) Mardi Dungey, John Harvery, Vladimir Volkov
2017-03 Trade Uncertainty and Income Inequality (PDF 728KB) Markus Brueckner and Joaquin Vespignani
2017-02 Oil Price Shocks and Policy Uncertainty: New Evidence on the Effects of US and non-US Oil Production (PDF 2.6MB) Wensheng Kang, Ronald A Ratti, Joaquin Vespignani
2017-01 The Impact of Global Uncertainty on the Global Economy, and Large Developed and Developing Economies (PDF 3.0MB) Wensheng Kang, Ronald A Ratti, Joaquin Vespignani
Paper NoTitleAuthor(s)
2014-01 A Review of the Australian Mortgage Market (PDF 1.5MB)Maria Yanotti
2014-02 Concurrent Momentum and Contrarian Strategies in the Australian Stock Market (PDF 6.3MB) Minh Phuong Doan, Vitali Alexeev and Robert Brooks
2014-03 Mortgage Choice Determinants: the Role of Risk and Bank Regulation (PDF 1.1MB) Mardi Dungey, Firmin Doko Tchatoka, Graeme Wells and Maria Yanotti
2014-04 Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? (PDF 1.8MB)Mala Raghavan and Mardi Dungey
2014-05 The Sectorial Impact of Commodity Price Shocks in Australia (PDF 2.7MB) Stephen Knop and Joaquin Vespignani
2014-06 Canadian Monetary Policy Analysis using a Structural VARMA Model (PDF 1.6MB)Mala Raghavan, George Athanasopoulos and Param Silvapulle
2014-07 Forecasting with EC-VARMA Models (PDF 1.0MB) George Athanasopoulos, Don Poskitt, Farshid Vahid and Wenying Yao
2014-08 How Many Stocks are Enough for Diversifying Canadian Institutional Portfolios? (PDF 1.3MB) Vitali Alexeev and Francis Tapon
2014-09 VAR Modelling in the Presence of China's Rise: An Application to the Taiwanese Economy (PDF 794.5KB) Mardi Dungey, Tugrul Vehbi and Charlton Martin
2014-10 Contagion and Banking Crisis - International Evidence for 2007-2009 (PDF 707.8KB) Mardi Dungey and Dinesh Gajurel
2014-11 The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms (PDF 1020.7KB) Biplob Chowdhury, Mardi Dungey and Thu Phuong Pham
2014-12 Identifying Periods of Financial Stress in Asian Currencies: The Role of High Frequency Financial Market Data (PDF 1.7MB) Mardi Dungey, Marius Matei and Sirimon Treepongkaruna
2014-13 OPEC and non-OPEC oil production and the global economy (PDF 1.0MB) Ronald Ratti and Joaquin Vespignani
2014-14 VAR(MA), What is it Good For? More Bad News for Reduced-form Estimation and Inference (PDF 1.2MB) Wenying Yao, Timothy Kam and Farshid Vahid
Paper NoTitleAuthor(s)
2013-01 Why crude oil prices are high when global activity is weak? (PDF 478.4KB) Ronald Ratti and Joaquin Vespignani
2013-02 The impact of jumps and thin trading on realized hedge ratios? (PDF 244.4KB) Mardi Dungey, Olan T. Henry, Lyudmyla Hvozdyk
2013-03 International Monetary Transmission to the Euro Area: Evidence from the US, Japan and China (PDF 338.4KB)Joaquin Vespignaniand Ronald Ratti
2013-04 Chinese Monetary Expansion and the US Economy (PDF 669.1KB)Joaquin Vespignaniand Ronald Ratti
2013-05 On Bootstrap Validity for Specification Tests with Weak Instruments (PDF 276.2KB) Firmin Doko Tchatoka
2013-06 Not All International Monetary Shocks are alike for the Japanese Economy (PDF 928.2KB)Joaquin Vespignaniand Ronald Ratti
2013-07 Chinese Resource Demand and the Natural Resource Supplier (PDF 411.4KB) Mardi Dungey, Renée Fry-McKibbin and Verity Linehan
2013-08 Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach (PDF 824.0KB) Ronald Ratti and Joaquin Vespignani
2013-09 Are Per Capita CO2 Emissions Increasing Among OECD Countries? A Test of Trends and Breaks (PDF 288.9KB)Satoshi Yamazaki, Jing Tianand Firmin Doko Tchatoka
2013-10 International Transmissions to Australia: The Roles of the US and Euro Area (PDF 898.2KB) Mardi Dungey, Denise Osborn and Mala Raghavan
2013-11 On the Impact of the Global Financial Crisis on the Euro Area (PDF 407.8KB) Xiaoli He, Jan P.A.M. Jacobs, Gerard H. Kuper and Jenny E. Ligthart
2013-12 An international trend in market design: Endogenous effects of limit order book transparency on volatility,spreads, depth and volume (PDF 428.3KB) Thu Phuong Pham and P. Joakim Westerholm
2013-13 Broker ID Transparency and Price Impact of Trades:Evidence from the Korean Exchange Thu Phuong Pham
2013-14 A survey of research into broker identity and limit order book (PDF 209.7KB) Thu Phuong Pham and P. Joakim Westerholm
2013-15 Equity Market Contagion during the Global Financial Crisis: Evidence from the World's Eight Largest Economies (PDF 731.9KB) Mardi Dungey and Dinesh Gajurel
2013-16 Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets (PDF 1.7MB) Vitali Alexeev and Francis Tapon
2013-17 What Australian Investors Need to Know to Diversify their Portfolios (PDF 649.5KB) Vitali Alexeev and Francis Tapon
2013-18 Measuring the Performance of Hedge Funds Using Two-Stage Peer Group Benchmarks (PDF 499.6KB) Marco Wilkens, Juan Yao, Nagaratnam Jayasreedharan and Patrick Oehler
2013-19 Equity Portfolio Diversification with High Frequency Data (PDF 1.8MB) Vitali Alexeev and Mardi Dungey
2013-20 Towards a Diagnostic Approach to Climate Adaptation for Fisheries (PDF 982.7KB) Peat Leith, Emily Oguer, Gretta Pecl, Eriko Hoshino, Julie Davidson and Marcus Haward
Paper NoTitleAuthor(s)
2011-01 First Home Buyers' Support Schemes in Australia (PDF 392.0KB) Mardi Dungey, Graeme Wells and Sam Thompson
2011-02 First Home Buyers' Support Schemes in Australia - Results Spreadsheet (XLS 2.9 MB) Mardi Dungey, Graeme Wells and Sam Thompson
2011-03 Subset Hypotheses Test in and Instrument Exclusion in the Linear IV Regression (PDF 391.5KB) Firmin Doko Tchatoka
2011-04 Do Contacts Matter in the Process of Getting a Job in Cameroon? (PDF 138.4KB) Firmin Doko Tchatoka and Urbain Thierry Yogo
2011-05 A SVECM Model of the UK Economy and the Term Premium (PDF 312.6KB) Mardi Dungey and M. Tugrul Vehbi
2011-06 Systematic and Liquidity Risk in Subprime Mortgage Backed Securities (PDF 1.6MB) Mardi Dungey, Gerald P. Dwyer and Thomas Flavin
Paper NoTitleAuthor(s)
2005-01 Investment and Savings Cycles and Tests for Capital Market Integration (PDF 62.9KB) Arusha Cooray and Bruce Felmingham
2005-02 The Efficiency of Emerging Stock Markets: Empirical Evidence from the South Asian Region (PDF 195.8KB) Arusha Cooray and Guneratne Wickremasinghe
2005-03 Error-Correction Relationships Between High, Low and Consensus Prices (PDF 637.3KB) Nagaratnam Jeyasreedharan
2005-04 Tests for RIP Among the G7 When Structural Breaks are Accommodated (PDF 142.1KB) Bruce Felmingham and Arusha Cooray
2005-05 Alternative Approaches to Measuring Temporal Changes in Poverty with Application to India (PDF 199.1KB) Dipankor Coondoo, Amita Majumder, Geoffrey Lancaster and Ranjan Ray
2005-06 Intertemporal Household Demographic Models for Cross Sectional Data (PDF 183.8KB)Paul Blacklow
2005-07 Some Recent Evidences about the Global Integration of Chinese Share Markets (PDF 820.2KB) Yong Hong Yan and Bruce Felmingham
2005-08 Managerial Objectives and Use Limits on Resource-Based Recreations (PDF 130.1KB) Hugh Sibly
2005-09 The Feldstein-Horioka Model Re-Visited for African Countries (PDF 163.5KB) Arusha Cooray and Dipendra Sinha
2005-10 Analysis of Changes in Food Consumption and their Implications for Food Security and Undernourishment: The Indian Experience in the 1900s (PDF 123.6KB) Ranjan Ray
2005-11 An Extended Feldstein-Horioka Test for the Degree of Capital Mobility (PDF 158.0KB) Alexis Wadlsey, Bruce Felmingham and Arusha Cooray
2005-12 Extreme-Valued Distributional Relationships in Asset Prices (PDF 2.0MB) Nagaratnam Jeyasreedharan
Paper NoTitleAuthor(s)
2001-01 Optimal Commodity Taxes in Australia and their Sensitivity to Consumer Preference and Demographic Specification (PDF 81.1KB) Paul Blacklow and Ranjan Ray
2001-02 Tests of Income Pooling on Household Budget Data: The Australian Evidence (PDF 98.3KB) Geoffrey Lancaster and Ranjan Ray
2001-03 Neighborhood Effects, Preference Heterogeneity and Immigrant Educational Attainment (PDF 72.2KB) Buly A Cardak and James Ted McDonald
2001-04 Simultaneous Analysis of Child Labour and Child Schooling: Comparative Evidence from Nepal and Pakistan (PDF 60.0KB) Ranjan Ray
2001-05 The Impact of Resource Inflows on Child Health: Evidence from South Africa (PDF 77.4KB) Pushkar Maitra and Ranjan Ray
2001-06 Traverse Analysis: Progenitors and Pioneers (PDF 63.3KB) Colin Richardson
2001-07 Profitability Gap Theories of Investment (PDF 76.6KB) Colin Richardson
2001-08 Michal Kalecki as a Behavioural Economist: Implications for Modern Evolutionary Economic Analysis (PDF 65.4KB) Jerry Courvisanos
2001-09 On a Method of Calculating Regional Price Differentials with Illustrative Evidence from India (PDF 197.9KB) D Coondoo, A Majumder and R Ray
2001-10 The Interdependence of Share Markets in the Developed Economies of East Asia (PDF 184.6KB) Su Chan Leong and Bruce Felmingham
2001-11 The Range of Equilibria, Inflation Targeting and the Non-inflationary Expansion. (PDF 80.6KB) IM McDonald and H Sibly
2001-12 Running Economics Down: Perceptions and Reality in the Presentation of Economists in the Media (PDF 52.4KB) William Coleman