Details about John Hunter

Access statistics for papers by John Hunter.

Last updated 2022-09-10. Update your information in the RePEc Author Service.

Short-id: phu41

Working Papers

2013

1. On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010
   CESifo Working Paper Series, CESifo View citations (11)
   Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) View citations (3)
   See also Journal Article On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010, International Review of Financial Analysis, Elsevier (2014) View citations (68) (2014)

2006

2. AGGREGATE ECONOMY RISK AND COMPANY FAILURE: AN EXAMINATION OF UK QUOTED FIRMS
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University

2004

3. Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s
   Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group
   Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
   Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
   See also Journal Article Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s, Journal of Policy Modeling, Elsevier (2006) View citations (11) (2006)
4. Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM
   Royal Economic Society Annual Conference 2004, Royal Economic Society
5. Identifying and Solving Multivariate Rational Expectations Models
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
   Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)
6. The specification of cross exchange rate equations used to test Purchasing Power Parity
   Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
   Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004)

2003

7. A PANEL ANALYSIS OF UK INDUSTRIAL COMPANY FAILURE
   Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
   Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003)
   Working Papers, Centre for Business Research, University of Cambridge (2002) View citations (3)

2001

8. On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990's
   Working Papers, Centre for Business Research, University of Cambridge

2000

9. Identifying long-run behaviour with non-stationary data
   LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (1)
   Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University

Undated

10. A Local Interpretation of Neural Net Outputs
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
11. Cointegration representation, identification and estimation
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
12. Global Identification of Linear Rational Expectations Models
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
13. Tests of exogeneity for long run PPP and uncovered interest parity in an identified model of the UK effective exchange rate
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University

Journal Articles

2022

1. Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
   Annals of Operations Research, 2022, 313, (2), 1077-1116 View citations (8)

2020

2. Long-run price behaviour in the gasoline market - The role of exogeneity
   Journal of Business Research, 2020, 116, (C), 620-627

2014

3. Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate
   Economic Modelling, 2014, 40, (C), 42-51 View citations (10)
4. Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies
   Economic Modelling, 2014, 36, (C), 557-565 View citations (5)
5. On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010
   International Review of Financial Analysis, 2014, 33, (C), 87-103 View citations (68)
   See also Working Paper On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010, CESifo Working Paper Series (2013) View citations (11) (2013)

2009

6. An empirical investigation of the relationship between the real economy and stock returns for the United States
   Journal of Policy Modeling, 2009, 31, (1), 133-143 View citations (8)

2006

7. Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s
   Journal of Policy Modeling, 2006, 28, (8), 911-919 View citations (11)
   See also Working Paper Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s, Money Macro and Finance (MMF) Research Group Conference 2004 (2004) (2004)

2001

8. Failure risk: A comparative study of UK and Russian firms
   Journal of Policy Modeling, 2001, 23, (5), 511-521 View citations (13)

1992

9. Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom
   Journal of Policy Modeling, 1992, 14, (4), 453-463 View citations (21)

1990

10. Cointegrating exogeneity
    Economics Letters, 1990, 34, (1), 33-35 View citations (12)

1985

11. Cross arbitrage and specification in exchange rate models
    Economics Letters, 1985, 18, (4), 375-376 View citations (1)