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

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 ..

A comparison of developed and emerging equity market return volatility at different time scales

EA Maharaj, DUA Galagedera, J Dark

Journal article  |  2011  |  Managerial Finance

EXCHANGE TRADED CONTRACTS FOR DIFFERENCE: DESIGN, PRICING, AND EFFECTS

Christine Brown, Jonathan Dark, Kevin Davis

Journal article  |  2010  |  Journal of Futures Markets

Influence diagnostics for multivariate GARCH processes

Jonathan Dark, Xibin Zhang, Nan Qu

Journal article  |  2010  |  Journal of Time Series Analysis

Impact of capital control measures on the Malaysian stock market: A multiresolution analysis

M Raghavan, J Dark, EA Maharaj

Journal article  |  2010  |  International Journal of Managerial Finance

How Do Patients Aged 85 and Older Fare with Abdominal Surgery?

Naseem Mirbagheri, Jonathan G Dark, David AK Watters

Journal article  |  2010  |  Journal of the American Geriatrics Society

Estimation of Time Varying Skewness and Kurtosis with an Application to Value at Risk

Jonathan Graeme Dark

Journal article  |  2010  |  Studies in Nonlinear Dynamics & Econometrics

Will tight futures price limits decrease hedge effectiveness?

J DARK

Report  |  2010

Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?

EA Maharaj, I Moosa, J DARK, P Silvapulle

Journal article  |  2008  |  International journal of business and economics

Basis convergence and long memory in volatility when dynamic hedging with futures

J Dark

Journal article  |  2007  |  Journal of Financial and Quantitative Analysis

AbstractWhen market returns follow a long memory volatility process, standard approaches to estimating dynamic minimum variance he..

A Critique of Minimum Variance Hedging

J Dark

Journal article  |  2005  |  Accounting Research Journal

A critique of minimum variance hedging

J DARK

Journal article  |  2005  |  Accounting Research Journal