Milunovich, G. & Nasrabadi, D. (2024) "Airbnb Pricing in Sydney: Predictive Modelling and Explainable Machine Learning", forthcoming in Applied Economics (ABDC: A)
Lee, S. A., & Milunovich, G. (2024). Beyond the breach: Bitcoin’s response to exchange-related cyberattacks and closures. Applied Economics Letters, 1–5. (ABDC: B)
Lee, S. A., & Milunovich, G. (2023). Digital exchange attributes and the risk of closure. Blockchain: Research and Applications, 4(2), 100131.
Milunovich, G. and Lee, S. A. (2022) “Measuring the impact of digital exchange cyberattacks on Bitcoin Returns", Economics Letters, 221, 110893. (ABDC: A)
Carlton, L., Joyeux, R. and Milunovich, G. (2022) “Rail Stations and Residential Sorting: The Case of Sydney Metropolitan Area” Urban Studies, 59(5), 3132-3149 (ABDC: A*)
Milunovich, G. and Lee, S. A. (2022) “Cryptocurrency Exchanges: Predicting Which Markets Will Remain Active", Journal of Forecasting, 41(5), 945-955. (ABDC: A)
Milunovich, G. (2022) “Assessing the Connectedness between Proof of Work and Proof of Stake/Other Digital Coins” Economics Letters, 211, 110243. (ABDC: A)
Lütkepohl, H., Milunovich, G. and Yang, M. (2020) “Inference in Partially Identified Heteroskedastic Simultaneous Equations Models” Journal of Econometrics, 218(2), 317-345. (ABDC: A*)
Milunovich, G., (2020), "Forecasting Australian Real House Price Index: A Comparison Study of Machine Learning and Time Series Methods", Journal of Forecasting, 39(7), 1098-1118. (ABDC: A)
Milunovich, G. (2020) “Mapping out network connections between residential property markets”, Economics Letters, 189, 109006. (ABDC: A)
Milunovich, G, Shi, S. and Tan. D. (2019) "Bubble Detection and Sector Trading in Real Time" Quantitative Finance, 19(2), 247-263. (ABDC: A)
Milunovich, G. (2018) “Cryptocurrencies, Mainstream Asset Classes and Risk Factors: A Study of Connectedness”, Australian Economic Review, 51(4), 551-563. (ABDC: B)
Milunovich, G. and Yang, M. (2018) “Simultaneous Equation Systems with Heteroskedasticity: Identification, Estimation, and Stock Price Elasticities”, Journal of Business and Economic Statistics, 36(2), 288-308. (ABDC: A*)
Lütkepohl, H. and Milunovich, G. (2016) “Testing for Identification in SVAR-GARCH Models” Journal of Economic Dynamics and Control, 73, 241-258. (ABDC: A*)
Dungey, M., Milunovich, G., Thorp, S., and Yang, M. (2015), “Endogenous crisis dating and contagion using smooth transition structural GARCH”, Journal of Banking and Finance, 58, 71-79. (ABDC: A*)
Joyeux, R., and Milunovich, G. (2015), “Speculative Bubbles, Financial Crises and Convergence in Global Real Estate Investment Trusts”, Applied Economics, 47(27), 2878-2898. (ABDC: A)
Milunovich, G. and Minović, J. (2014) “Local and Global Illiquidity Effects in the Balkans Frontier Markets“, Applied Economics, 46(31), 3861-3873. (ABDC: A)
Milunovich, G. and Yang, M. (2013) “On Identifying Structural VAR models via ARCH Effects”, Journal of Time Series Econometrics, 5(2), 117–131. (ABDC: B)
Milunovich, G. and Trueck, S. (2013) “Regional and Global Contagion in Real Estate Investment Trusts: The case of the Financial Crisis of 2007-2009”, Journal of Property Investment & Finance, 31(1), 53-77. (ABDC: B)
Milunovich, G. and Tan, A. (2013), “Testing for Contagion in US Industry Portfolios – A Four-Factor Pricing Approach”, Applied Financial Economics, 23(1), 15-26. (ABDC: B)
Liu, J., Loudon, G, and Milunovich, G. (2012), “Linkages between the U.S. and Asia-Pacific REITs: The Role of Economic and Financial Factors”, Journal of Property Investment & Finance, 30(5), 100-119. (ABDC: B)
Joyeux, R., and Milunovich, G., Rigg, J., (2012), “Forecasting Demand for Australian Passports”, Asia Pacific Journal of Tourism Research, 17(1), 100-119. (ABDC: A)
Milunovich, G. (2011), “Do Equity Market Correlations Really Change Over Time? The Case of the US and Asia-Pacific Markets” Insurance Markets and Companies: Analyses and Actuarial Computations, 2(2), 107-114.
Milunovich, G. (2011) “Measuring the Impact of the GFC on European Equity Markets”, Economics Bulletin, Vol. 31(2), 1237-1246. (ABDC: C)
Heaton, C, Milunovich, G, and Passé-de Silva, A., (2011), “International Commodity Prices and the Australian Stock Market” Economic Record, 87, 37-44. (ABDC: A)
Milunovich, G., (2010) “Temporal Links Between the Asia-Pacific and International Stock Markets: 1971-2010”, Investment Management and Financial Innovations 7(2), 200-208. (ABDC: B)
Dungey, M., Milunovich, G., and Thorp, S., (2010) "Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH”, Journal of Banking and Finance, 34(5), 1008-1021. (ABDC: A*)
Joyeux, R., and Milunovich, G., (2010) “Testing Market Efficiency in the EU Carbon Futures Market”, Applied Financial Economics 20(10), 803-809. (ABDC: B)
Nazifi, F., and Milunovich, G., (2010) "Measuring the Impact of Carbon Allowance Trading on Energy Prices”, Energy and Environment, 21(5), 367-383. (ABDC: C)
Milunovich, G. and Ripple, R., (2010) “Crude Oil Volatility: Hedgers or Investors”, Economics Bulletin, 30(4), 2877-2883. (ABDC: C)
Milunovich, G., (2009) “Size-Sorted Portfolios and Information Spillovers: Structural Evidence from Australia”, Investment Management and Financial Innovations, 4(6), 75-83. (ABDC: B)
Milunovich, G. and Joyeux, R. (2007) “Pricing efficiency and arbitrage in the EU ETS carbon futures market”, Journal of Investment Strategy. 2(2), 23-25.
Milunovich, G., and Thorp, S., (2007) "Measuring Equity Market Integration Using Uncorrelated Information Flows: Tokyo, London and New York", Journal of Multinational Financial Management, 17(4), 275 - 289. (ABDC: B)
Milunovich, G., Stegman, A. and Cotton, D., (2007) “Carbon Trading Theory and Practice”, Journal of the Australian Society of Securities Analysts (JASSA), (3), 3-9. (ABDC: B)
Thorp, S., Milunovich, G., (2007), "Symmetric Versus Asymmetric Conditional Covariance Forecasts: Does it Pay to Switch", Journal of Financial Research, 30(3), 355 - 377. (ABDC: A)
Milunovich, G. and Thorp, S., (2006), “Valuing Volatility Spillovers”, Global Finance Journal, 17(1), 1-22. (ABDC: A)
Abelson, P, Joyeux, R., Milunovich, G. and Chung, D. (2005) "Explaining House Prices in Australia: 1970-2003", Economic Record, (81), 96-103. (ABDC: A)
Note: The ordering of author names in my publications is typically alphabetical as is common in the fields of economics and finance and does not represent author contributions. In joint work with research students we often list the students' names first.