George Milunovich
DEPARTMENT OF ECONOMICS
Macquarie University
Australia
Biography
Professor in Economics at Macquarie University
Research Interest
Financial contagion; Interdependencies across financial markets; GARCH models; Structural models in econometrics; identification and estimation of SVAR models; Pairs trading and statistical arbitrage; Real estate markets
Publications
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Dungey M, Milunovich G, Thorp S. Unobservable shocks as carriers of contagion. Journal of Banking & Finance. 2010 May 31;34(5):1008-21.
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Joyeux R, Milunovich G. Testing market efficiency in the EU carbon futures market. Applied Financial Economics. 2010 May 1;20(10):803-9.
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Abelson P, Joyeux R, Milunovich G, Chung D. Explaining house prices in Australia: 1970–2003. Economic Record. 2005 Aug 1;81(s1)
