Jonathan Dark

THE IMPACT OF COVID-19 ON AUSTRALIA’S HOUSING MARKET

James Brugler, Jonathan Dark

Scholarly Contribution to Database/Website  |  2020

As the world faces one of the fastest and largest global economic contractions in living memory, Australia’s house prices are like..

Multivariate models with long memory dependence in conditional correlation and volatility

Jonathan Dark

Journal article  |  2018  |  Journal of Empirical Finance

Randomized controlled trial of probiotics after colonoscopy

Basil D'Souza, Timothy Slack, Shing W Wong, Francis Lam, Mark Muhlmann, Jakob Koestenbauer, Jonathan Dark, Graham Newstead

Journal article  |  2017  |  ANZ Journal of Surgery

Futures hedging with Markov switching vector error correction FIEGARCH and FIAPARCH

Jonathan Dark

Journal article  |  2015  |  Journal of Banking & Finance

CURRENCY OVERLAY FOR GLOBAL EQUITY PORTFOLIOS: CROSS-HEDGING AND BASE CURRENCY

Wei Opie, Jonathan Dark

Journal article  |  2015  |  Journal of Futures Markets

Lymph node status as a prognostic indicator after preoperative neoadjuvant chemoradiotherapy of rectal cancer

N Mirbagheri, B Kumar, S Deb, BR Poh, JG Dark, CC Leow, WMK Teoh

Journal article  |  2014  |  Colorectal Disease

Factors predicting stomal wound closure infection rates

N Mirbagheri, J Dark, S Skinner

Journal article  |  2013  |  TECHNIQUES IN COLOPROCTOLOGY

Will tighter futures price limits decrease hedge effectiveness?

Jonathan Dark

Journal article  |  2012  |  Journal of Banking & Finance

Will tighter futures price limits decrease hedge effectiveness?

Jonathan Dark

Report  |  2012  |  Journal of Banking and Finance

Dynamic currency hedging for international stock portfolios

W Opie, C Brown, JG Dark

Journal article  |  2012  |  Review of Futures Markets

The paper studies dynamic currency risk hedging of international stock portfolios using a currency overlay. A dynamic conditional ..