| Explaining house prices in Australia: 1970–2003 P Abelson, R Joyeux, G Milunovich, D Chung Economic record 81, S96-S103, 2005 | 332 | 2005 |
| Testing market efficiency in the EU carbon futures market R Joyeux, G Milunovich Applied Financial Economics 20 (10), 803-809, 2010 | 136* | 2010 |
| Endogenous crisis dating and contagion using smooth transition structural GARCH M Dungey, G Milunovich, S Thorp, M Yang Journal of Banking & Finance 58, 71-79, 2015 | 96 | 2015 |
| Forecasting Australia's real house price index: A comparison of time series and machine learning methods G Milunovich Journal of Forecasting 39 (7), 1098-1118, 2020 | 92 | 2020 |
| Unobservable shocks as carriers of contagion M Dungey, G Milunovich, S Thorp Journal of Banking & Finance 34 (5), 1008-1021, 2010 | 91 | 2010 |
| Measuring the impact of carbon allowance trading on energy prices F Nazifi, G Milunovich Energy & environment 21 (5), 367-383, 2010 | 64 | 2010 |
| Valuing volatility spillovers G Milunovich, S Thorp Global Finance Journal 17 (1), 1-22, 2006 | 60 | 2006 |
| Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins G Milunovich Economics Letters 211, 110243, 2022 | 43 | 2022 |
| On identifying structural VAR models via ARCH effects G Milunovich, M Yang Journal of Time Series Econometrics 5 (2), 117-131, 2013 | 42 | 2013 |
| Testing for identification in SVAR-GARCH models H Luetkepohl, G Milunovich Journal of Economic Dynamics and Control 73, 241-258, 2016 | 41 | 2016 |
| Cryptocurrencies, mainstream asset classes and risk factors: A study of connectedness G Milunovich Australian Economic Review 51 (4), 551-563, 2018 | 36 | 2018 |
| Bubble detection and sector trading in real time G Milunovich, S Shi, D Tan Quantitative Finance 19 (2), 247-263, 2019 | 32 | 2019 |
| Regional and global contagion in real estate investment trusts: The case of the financial crisis of 2007‐2009 G Milunovich, S Trück Journal of Property Investment & Finance 31 (1), 53-77, 2013 | 32 | 2013 |
| House prices in Australia: 1970 to 2003; facts and explanations P Abelson, D Chung, R Joyeux, G Milunovich Macquarie Univ., Department of Economics, 2005 | 30 | 2005 |
| Testing market efficiency and price discovery in European carbon markets G Milunovich, R Joyeux Macquarie University, Department of Economics Research Papers, 2007 | 28 | 2007 |
| Cryptocurrency exchanges: Predicting which markets will remain active G Milunovich, SA Lee Journal of forecasting 41 (5), 945-955, 2022 | 27 | 2022 |
| Symmetric versus asymmetric conditional covariance forecasts: Does it pay to switch? S Thorp, G Milunovich Journal of Financial Research 30 (3), 355-377, 2007 | 24 | 2007 |
| Linkages between international REITs: the role of economic factors J Liu, G Loudon, G Milunovich Journal of Property Investment & Finance 30 (5), 473-492, 2012 | 23 | 2012 |
| Speculative bubbles, financial crises and convergence in global real estate investment trusts R Joyeux, G Milunovich Applied Economics 47 (27), 2878-2898, 2015 | 21 | 2015 |
| Measuring the impact of digital exchange cyberattacks on Bitcoin Returns G Milunovich, SA Lee Economics Letters 221, 110893, 2022 | 17 | 2022 |
Susan ThorpProfessor of Finance, University of SydneyVerified email at sydney.edu.au
