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01 April 2021

Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Vol: 36/2021 Author name: Fry-McKibbin R; Greenwood-Nimmo M; Hsiao CYL; Qi L Year: 2021 Month: April
  • Fry-McKibbin
  • Greenwood-Nimmo
  • Hsiao
  • Qi
  • COVID-19 and the Macroeconomy
  • Finance and the Macroeconomy program
Icon of open book, ANU
08 March 2022

Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics: A Threshold Vector Autoregression Approach
Vol: 24/2022 Author: Lin Qi Month: March Year: 2022
  • Qi
  • Finance and the Macroeconomy