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The international transmission of stock returns and stock return volatility
(Lincoln University, 1997)
This thesis examines the level and degree of interdependence between the United States and New Zealand. In particular, I examine the effects of the arrival of new information in the United States stockmarket, as measured ...
Essays on the volatility and spillover effects of oil and food price shocks
(Lincoln University, 2012)
This thesis comprises five self contained but related essays on the volatility and spillover effects of oil and food price shocks, making contributions to the understanding of food and energy price dynamics and their ...
An empirical analysis of Malaysian housing market: switching and non-switching models
(Lincoln University, 2010)
Increasing inflows of foreign investment particularly in the real estate sector in the early 1990s, has contributed to the building up of “bubble” in the economies of several Asian countries. In 2004, house prices increased ...