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Details about John Hunter

E-mail:
Homepage:http://www.brunel.ac.uk/about/acad/sss/depts/economics/ef_staff/johnhunter
Phone:00-44-1895-266648
Postal address:Department of Economics and Finance Brunel University Uxbridge Middlesex, UB8 3PH
Workplace:Department of Economics and Finance, Brunel University, (more information at EDIRC)

Access statistics for papers by John Hunter.

Last updated 2018-03-10. Update your information in the RePEc Author Service.

Short-id: phu41


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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 Downloads View citations (11)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2013) Downloads View citations (2)

    See also Journal Article in International Review of Financial Analysis (2014)

2006

  1. 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 Downloads

2004

  1. 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 Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads

    See also Journal Article in Journal of Policy Modeling (2006)
  2. Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM
    Royal Economic Society Annual Conference 2004, Royal Economic Society Downloads
  3. Identifying and Solving Multivariate Rational Expectations Models
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads
  4. 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 Downloads
    Also in Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2004) Downloads

2003

  1. A PANEL ANALYSIS OF UK INDUSTRIAL COMPANY FAILURE
    Public Policy Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University Downloads
    Also in Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University (2003) Downloads
    Working Papers, Centre for Business Research, University of Cambridge (2002) Downloads View citations (2)

2001

  1. 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

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

Undated

  1. A Local Interpretation of Neural Net Outputs
    Economics and Finance Discussion Papers, Economics and Finance Section, School of Social Sciences, Brunel University
  2. Cointegration representation, identification and estimation
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  3. Global Identification of Linear Rational Expectations Models
    CERF Discussion Paper Series, Economics and Finance Section, School of Social Sciences, Brunel University
  4. 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

2014

  1. Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate
    Economic Modelling, 2014, 40, (C), 42-51 Downloads View citations (8)
  2. 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 Downloads View citations (5)
  3. 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 Downloads View citations (41)
    See also Working Paper (2013)

2009

  1. 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 Downloads View citations (7)

2006

  1. 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 Downloads View citations (10)
    See also Working Paper (2004)

2001

  1. Failure risk: A comparative study of UK and Russian firms
    Journal of Policy Modeling, 2001, 23, (5), 511-521 Downloads View citations (12)

1992

  1. Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom
    Journal of Policy Modeling, 1992, 14, (4), 453-463 Downloads View citations (12)

1990

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

1985

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