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Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006) An analysis of Asian market integration pre- and post-crisis. International Journal of Theoretical and Applied Finance, 9 4: 483-501. doi:10.1142/S0219024906003718 65   Cited 2 times in Scopus2 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). A new approach to testing PPP: Evidence from the Yen. In A. H. Chen (Ed.), Research in Finance (pp. 135-154) USA: Elsevier. doi:10.1016/S0196-3821(04)21006-1 90   Cited 2 times in Scopus2 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). A proposal for 'measuring financial integration in the region of Asia'. In R. Deane Terrell and T.J. Brailsford (Ed.), Collaborative Research in Econometrics and Quantitative Finance 1st ed. (pp. 69-80) Canberra, Australia: Evergreen Publishing. 101  
Brailsford, T. J., Lin, S. L. and Penm, J. H. W. (2006) Conditional risk, return and contagion in the banking sector in Asia. Research in International Business and Finance, 20 3: 322-339. doi:10.1016/j.ribaf.2005.03.001 91   Cited 5 times in Scopus5 0
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006). International linkages of the Japanese Government bond market: Time-series evidence. In J. A. Batten, T. A. Fetherston and P. G. Szilagyi (Ed.), Japanese Fixed Income Markets: Money, Bond and Interest Rate Derivatives (pp. 395-412) Amsterdam, The Netherlands: Elsevier. 60  
Terrell, R. D., Brailsford, T. J., Chen, A. H., Brogan, B., Wu, S. and Penm, J. H. W. (2005). Proposal on investment evaluation and price formation in markets for oil and mineral resources. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices (pp. 27-47) Canberra, Australia: Evergreen Publishing. 84  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004). Subset autoregressive filtering using the forgetting factor for financial simulations. In R. D. Terrell and T.J. Brailsford (Ed.), Collaborative Research in Econometrics and Quantitative Finance 1st ed. (pp. 178-205) Canberra, Australia: Evergreen Publishing. 47  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2006) The equivalence of causality detection in VAR and VECM modeling with applications to exchange rates. Multinational Finance Journal, 10 3/4: 153-177. 549  
Brailsford, T. J., O'Neill, T. J. and Penm, J. H. W. (2005). The Impact of US Mutual Fund Value Movements on Global Bond and Stock Markets: Evolutionary Kernel-based Subset Time-series. In R.D. Terrell, T.J. Brailsford, T.J. O'Neill and J. Penm (Ed.), Collaborative Research in Econometrics, Quantitative Finance, Operations Research and Risk Management: Improvement of National Competitiveness (pp. 235-259) ACT, Australia: Evergreen Publishing. 71  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2004) The price elasticity of the Euro to movements in foreign reserves through European Central Bank intevention. Finance India, 18 4: 1627-1642. 78  
Brailsford, T. J., Hyung, N., Penm, J. H. W. and Terrell, R. D. (2004) The sequential fitting of subset auto regressions with a forgetting factor. Journal of Economic Research, 9 29-57. 57  
Brailsford, T. J., Penm, J. H. W. and Terrell, R. D. (2005) Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships. Research in Finance, 22 305-326. doi:10.1016/S0196-3821(05)22011-7 228   0