Web Access Research Portal

Research Report 2017 - Economics and Finance

Journal Article
Alexeev, V and Dungey, M and Yao, W, “Time-varying continuous and jump betas: the role of firm characteristics and periods of stress”, Journal of Empirical Finance, 40 pp. 1-19. doi:10.1016/j.jempfin.2016.11.002 ISSN 0927-5398 (2017) [Refereed Article] [Full Text] [Detail]
Dungey, M and Jacobs, JPAM and Tian, J, “Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks”, Applied Economics, 49 (45) pp. 4554-4566. doi:10.1080/00036846.2017.1284998 ISSN 0003-6846 (2017) [Refereed Article] [Full Text] [Detail]
Dungey, M and Luciana, M* and Veredas, D*, “Systemic risk in the US: interconnectedness as a circuit breaker”, Economic Modelling, 71 pp. 305-315. doi:10.1016/j.econmod.2017.10.004 ISSN 0264-9993 (2017) [Refereed Article] [Full Text] [Detail]
Hensher, M and Tisdell, JG and Zimitat, C, ““Too much medicine”: insights and explanations from economic theory and research”, Social Science & Medicine, 176 pp. 77-84. doi:10.1016/j.socscimed.2017.01.020 ISSN 0277-9536 (2017) [Refereed Article] [Full Text] [Detail]
Hoshino, E and Pascoe, S and Hutton, T* and Kompas, T* and Yamazaki, S, “Estimating maximum economic yield in multispecies fisheries: a review”, Reviews in Fish Biology and Fisheries, 28 (2) pp. 261-276. doi:10.1007/s11160-017-9508-8 ISSN 0960-3166 (2017) [Refereed Article] [Full Text] [Detail]
Hoshino, E and van Putten, EI* and Girsang, W* and Resosudarmo, BP* and Yamazaki, S, “Fishers percieved objectives of community-based coastal resource management in the Kei Islands, Indonesia”, Frontiers in Marine Science, 4 Article 141. doi:10.3389/fmars.2017.00141 ISSN 2296-7745 (2017) [Refereed Article] [Full Text] [Detail]
Hudson, KB* and Vespignani, J, “Understanding the deviation of Australian policy rate from the Taylor rule”, Applied Economics, 50 (9) pp. 973-989. doi:10.1080/00036846.2017.1346367 ISSN 0003-6846 (2018) [Refereed Article] [Full Text] [Detail]
Jing, Z* and Elhorst, JP* and Jacobs, JPAM and de Haan, J*, “The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects”, Empirical Economics, 55 (1) pp. 169-192. doi:10.1007/s00181-017-1249-y ISSN 0377-7332 (2018) [Refereed Article] [Full Text] [Detail]
Kandulu, JM* and Hatton MacDonald, D and Dandy, G* and Marchi, A*, “Ecosystem service impacts of urban water supply and demand management”, Water Resources Management, 31 (15) pp. 4785-4799. doi:10.1007/s11269-017-1778-3 ISSN 0920-4741 (2017) [Refereed Article] [Full Text] [Detail]
Kang, W* and Ratti, RA* and Vespignani, JL, “Oil price shocks and policy uncertainty: new evidence on the effects of US and non-US oil production”, Energy Economics, 66 pp. 536-546. doi:10.1016/j.eneco.2017.01.027 ISSN 0140-9883 (2017) [Refereed Article] [Full Text] [Detail]
Levitt, CJ and Saaby, M* and Sorensen, A*, “Australia’s consumption-based greenhouse gas emissions”, Australian Journal of Agricultural and Resource Economics, 61 pp. 1-21. doi:10.1111/1467-8489.12198 ISSN 1364-985X (2017) [Refereed Article] [Full Text] [Detail]
Marsden, A* and Sibly, H, “Third-degree price discrimination in a short-stay accommodation industry”, Applied Economics, 49 (51) pp. 5166-5182. doi:10.1080/00036846.2017.1302063 ISSN 0003-6846 (2017) [Refereed Article] [Full Text] [Detail]
Paredes, S* and Pascoe, S* and Coglan, L* and Jennings, S and Yamazaki, S and Innes, J*, “At-sea dumping of dredge spoil: an overview of the Australian policy and legislative framework”, Australasian Journal of Environmental Management, 24 (2) pp. 184-199. doi:10.1080/14486563.2017.1310675 ISSN 1448-6563 (2017) [Refereed Article] [Full Text] [Detail]
Pool, S* and de Haan, L* and Jacobs, JPAM, “Loan loss provisioning, bank credit and the real economy”, Journal of Macroeconomics, 45 pp. 124-136. doi:10.1016/j.jmacro.2015.04.006 ISSN 0164-0704 (2015) [Refereed Article] [Full Text] [Detail]
Rust, SA and Yamazaki, S and Jennings, S and Emery, T and Gardner, C, “Excess capacity and efficiency in the quota managed Tasmanian Rock Lobster Fishery”, Marine Policy, 76 pp. 55-62. doi:10.1016/j.marpol.2016.11.020 ISSN 0308-597X (2017) [Refereed Article] [Full Text] [Detail]
Sibly, H and Tisdell, J and Evans, S, “How do people design a mechanism? Experimental evidence”, Economic Record, 93 (302) pp. 379-394. doi:10.1111/1475-4932.12336 ISSN 0013-0249 (2017) [Refereed Article] [Full Text] [Detail]
Sibly, H, “Product quality with heterogeneous consumers and linear pricing”, Australian Economic Papers, 56 (4) pp. 328-351. doi:10.1111/1467-8454.12105 ISSN 1467-8454 (2017) [Refereed Article] [Full Text] [Detail]
Wheeler, SA* and Hatton MacDonald, D and Boxall, P*, “Water policy debate in Australia: Understanding the tenets of stakeholders’ social trust”, Land Use Policy, 63 pp. 246-254. doi:10.1016/j.landusepol.2017.01.035 ISSN 0264-8377 (2017) [Refereed Article] [Full Text] [Detail]
Zimmerman, F* and Yamazaki, S, “Exploring conflicting management objectives in rebuilding of multi-stock fisheries”, Ocean & Coastal Management, 138 pp. 124-137. doi:10.1016/j.ocecoaman.2017.01.014 ISSN 0964-5691 (2017) [Refereed Article] [Full Text] [Detail]
Strong, RA* and Jeyasreedharan, N, Understanding Derivatives: Options, Futures, Swaps, MBSs, CDOs and Others, Tilde Publishing and Distribution, Prahan, Vic, pp. 396. ISBN 978-0-7346-1256-4 (2017) [Revision/New Edition] [Detail]
Chapter in Book
Chowdhury, B and Dungey, M and Jeyasreedharan, N and Sayeed, M, “Learning about the role of market micro-structure from high-frequency data on Asian banks”, Regional Growth and Sustainable Development in Asia, Springer International Publishing, AA Batabyal and P Nijkamp (ed), Switzerland, pp. 151-180. ISBN 978-3-319-27587-1 (2017) [Research Book Chapter] [Full Text] [Detail]
Dungey, M and Fry, RA* and Gonzalez-hermosillo, B* and Martin, VL* and Tang, C*, “Contagion and the Transmission of Financial Crises”, Financial Contagion: The Viral Threat to the Wealth of Nations, John Wiley & Sons, RW Kolb (ed), New Jersey, USA, pp. 129-136. ISBN 978-047092238-5 (2011) [Research Book Chapter] [Full Text] [Detail]
Eccleston, RG and Hardy, A and Tinch, DR, “Case study: Tasmania driving innovation in the visitor economy”, Improving service sector productivity: the economic imperative, CEDA, CEDA (ed), Australia, pp. 112-116. ISBN 0858013134 (2017) [Other Book Chapter] [Full Text] [Detail]
Dungey, M, “Macro-financial Linkages in the Pacific Region”, Asian-Pacific Economic Literature, 30 (2) pp. 113-114. ISSN 0818-9935 (2016) [Review Single Work] [Full Text] [Detail]
Maxwell-Stewart, H, “Early Merchant Families of Sydney: Speculation and Risk Management on the Fringes of Empire”, Australian Economic History Review, 55 (1) pp. 99-101. ISSN 0004-8992 (2015) [Review Single Work] [Full Text] [Detail]
Robertson, PL, “The Invisible Hook: The Hidden Economics of Pirates”, Australian Economic History Review, 52 (1) pp. 96-97. ISSN 0004-8992 (2012) [Review Single Work] [Full Text] [Detail]
Conference Publication
Ahadzie, R, “Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis”, 12-15 December 2017, Sydney, NSW, pp. 1. (2017) [Conference Extract] [Detail]
Ahadzie, R and Jeyasreedharan, N, “Optimal sampling frequencies for realized variance, realized skewness and realized kurtosis”, 12-15 December 2017, Sydney, NSW (2017) [Conference Extract] [Detail]
Hwa, TB* and Raghavan, M and Huey, TT*, “Macroeconomic surveillance of portfolio flows and its real effects: Malaysia’s experience”, Statistical implications of the new financial landscape, 8-9 September, pp. 1-13. (2016) [Conference Extract] [Full Text] [Detail]
Jeyasreedharan, N, “Extremal expectations: A paradigm for fat-tails”, 6-8 July 2017, Newcastle, NSW, pp. 1. (2017) [Conference Extract] [Detail]
Contract Report, Consultant's Report
Blacklow, P, Illicit Drug Reform in Tasmania A Cost Benefit Analysis, B Bartl, Community Legal Centres Tasmania, Tasmania (2017) [Consultants Report] [Full Text] [Detail]

* This author is not affiliated with the University of Tasmania.