Forecasting the volatility of asset returns: The informational gains from option prices
Martin, Vance L., Tang, Chrismin, Yao, Wenying
Published in International journal of forecasting (01.04.2021)
Published in International journal of forecasting (01.04.2021)
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Journal Article
A New Class of Tests of Contagion With Applications
Fry, Renée, Martin, Vance L., Tang, Chrismin
Published in Journal of business & economic statistics (01.07.2010)
Published in Journal of business & economic statistics (01.07.2010)
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Journal Article
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée, Hsiao, Cody Yu-Ling, Martin, Vance L.
Published in Journal of banking & finance (01.01.2021)
Published in Journal of banking & finance (01.01.2021)
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Journal Article
Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach
Hurn, Stan, Martin, Vance, Tian, Jing
Published in The Energy journal (Cambridge, Mass.) (01.05.2023)
Published in The Energy journal (Cambridge, Mass.) (01.05.2023)
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Journal Article
Financial contagion and asset pricing
Fry-McKibbin, Renée, Martin, Vance L., Tang, Chrismin
Published in Journal of banking & finance (01.10.2014)
Published in Journal of banking & finance (01.10.2014)
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Journal Article
Joint tests of contagion with applications
Fry-McKibbin, Renée, Hsiao, Cody Yu-Ling, Martin, Vance L.
Published in Quantitative finance (04.03.2019)
Published in Quantitative finance (04.03.2019)
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Journal Article
Addressing water shortages by force of habit
Leroux, Anke D., Martin, Vance L., Zheng, Hao
Published in Resource and energy economics (01.08.2018)
Published in Resource and energy economics (01.08.2018)
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Journal Article
Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration
Vinent, Orencio Duran, Johnston, Robert J., Kirwan, Matthew L., Leroux, Anke D., Martin, Vance L.
Published in Journal of environmental economics and management (01.11.2019)
Published in Journal of environmental economics and management (01.11.2019)
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Journal Article
Unravelling financial market linkages during crises
Dungey, Mardi, Martin, Vance L.
Published in Journal of applied econometrics (Chichester, England) (01.01.2007)
Published in Journal of applied econometrics (Chichester, England) (01.01.2007)
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Journal Article
Global and regional financial integration in East Asia and the ASEAN
Fry-McKibbin, Renée, Hsiao, Cody Yu-Ling, Martin, Vance L.
Published in The North American journal of economics and finance (01.11.2018)
Published in The North American journal of economics and finance (01.11.2018)
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Journal Article