Details about Anthony Richards

Access statistics for papers by Anthony Richards.

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Short-id: pri31

Working Papers

2011

1. Urban Structure and Housing Prices: Some Evidence from Australian Cities
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (12)
   See also Journal Article Urban Structure and Housing Prices: Some Evidence from Australian Cities, The Economic Record, The Economic Society of Australia (2012) View citations (27) (2012)

2010

2. Modelling Inflation in Australia
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (5)

2006

3. Measuring Housing Price Growth – Using Stratification to Improve Median-based Measures
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (9)
4. The Performance of Trimmed Mean Measures of Underlying Inflation
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (18)

2005

5. The Australian Business Cycle: A Coincident Indicator Approach
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (13)
   See also Chapter The Australian Business Cycle: A Coincident Indicator Approach, RBA Annual Conference Volume (Discontinued), Reserve Bank of Australia (2005) View citations (12) (2005)

2004

6. Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (4)
   See also Journal Article Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets, Journal of Financial and Quantitative Analysis, Cambridge University Press (2005) View citations (150) (2005)
7. The Impact of Rating Changes in Australian Financial Markets
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (5)
   See also Journal Article The impact of rating changes in Australian financial markets, Pacific-Basin Finance Journal, Elsevier (2007) View citations (24) (2007)
8. Trade Openness: An Australian Perspective
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (7)
   See also Journal Article TRADE OPENNESS: AN AUSTRALIAN PERSPECTIVE, Australian Economic Papers, Wiley Blackwell (2006) View citations (19) (2006)

2003

9. Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
   RBA Research Discussion Papers, Reserve Bank of Australia View citations (57)
   See also Journal Article Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets, International Finance, Wiley Blackwell (2003) View citations (56) (2003)
10. The Characteristics and Trading Behaviour of Dual-listed Companies
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (4)

2001

11. Bond Restructuring and Moral Hazard: Are Collective Action Clauses Costly?
    IMF Working Papers, International Monetary Fund View citations (22)
    See also Journal Article Bond restructuring and moral hazard: are collective action clauses costly?, Journal of International Economics, Elsevier (2003) View citations (61) (2003)
12. From Crisis to Recovery in Korea: Strategy, Achievements, and Lessons
    IMF Working Papers, International Monetary Fund View citations (25)
13. Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?
    Working Paper Series, European Central Bank View citations (47)
    See also Journal Article Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?, Economic Notes, Banca Monte dei Paschi di Siena SpA (2001) View citations (50) (2001)

2000

14. Devaluation Expectations and the Stock Market: The Case of Mexico in 1994/95
    IMF Working Papers, International Monetary Fund View citations (5)

1999

15. Bank Rating Changes and Bank Stock Returns—Puzzling Evidence from the Emerging Markets
    IMF Working Papers, International Monetary Fund View citations (13)
    See also Journal Article Bank Rating Changes and Bank Stock Returns: Puzzling Evidence from the Emerging Markets, Journal of Emerging Market Finance, Institute for Financial Management and Research (2003) View citations (9) (2003)
16. Idiosyncratic Risk: An Empirical Analysis, with Implications for the Risk of Relative-Value Trading Strategies
    IMF Working Papers, International Monetary Fund View citations (12)

1997

17. Winner-Loser Reversals in National Stock Market Indices: Can they Be Explained?
    IMF Working Papers, International Monetary Fund View citations (124)
    See also Journal Article Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?, Journal of Finance, American Finance Association (1997) View citations (125) (1997)

1996

18. Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration
    IMF Working Papers, International Monetary Fund View citations (27)
    See also Journal Article Comovements in national stock market returns: Evidence of predictability, but not cointegration, Journal of Monetary Economics, Elsevier (1995) View citations (155) (1995)
19. Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?
    IMF Working Papers, International Monetary Fund View citations (40)
    See also Journal Article Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?, IMF Staff Papers, Palgrave Macmillan (1996) View citations (39) (1996)

1995

20. Growth, Nontradables, and Price Convergence in the Baltics
    IMF Working Papers, International Monetary Fund View citations (9)
    See also Journal Article Growth, Nontradables, and Price Convergence in the Baltics, Journal of Comparative Economics, Elsevier (1996) View citations (23) (1996)

1991

21. The Cost of Equity Capital in Australia: What Can We Learn from International Equity Returns?
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (3)

1988

22. Consumption and Permanent Income: The Australian Case
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (11)

1987

23. Estimating the Inflationary Effects of Depreciation
    RBA Research Discussion Papers, Reserve Bank of Australia View citations (12)

Journal Articles

2012

1. The Forecasting Performance of Single Equation Models of Inflation
   The Economic Record, 2012, 88, (280), 64-78 View citations (18)
2. Urban Structure and Housing Prices: Some Evidence from Australian Cities
   The Economic Record, 2012, 88, (282), 303-322 View citations (27)
   See also Working Paper Urban Structure and Housing Prices: Some Evidence from Australian Cities, RBA Research Discussion Papers (2011) View citations (12) (2011)

2010

3. Measures of Underlying Inflation
   RBA Bulletin (Print copy discontinued), 2010, 7-12 View citations (5)

2008

4. Improving Median Housing Price Indexes through Stratification
   Journal of Real Estate Research, 2008, 30, (1), 45-72
   Also in Journal of Real Estate Research, 2008, 30, (1), 45-72 (2008) View citations (9)

2007

5. The impact of rating changes in Australian financial markets
   Pacific-Basin Finance Journal, 2007, 15, (1), 1-17 View citations (24)
   See also Working Paper The Impact of Rating Changes in Australian Financial Markets, RBA Research Discussion Papers (2004) View citations (5) (2004)

2006

6. TRADE OPENNESS: AN AUSTRALIAN PERSPECTIVE
   Australian Economic Papers, 2006, 45, (3), 188-203 View citations (19)
   See also Working Paper Trade Openness: An Australian Perspective, RBA Research Discussion Papers (2004) View citations (7) (2004)

2005

7. Big Fish in Small Ponds: The Trading Behavior and Price Impact of Foreign Investors in Asian Emerging Equity Markets
   Journal of Financial and Quantitative Analysis, 2005, 40, (1), 1-27 View citations (150)
   See also Working Paper Big Fish in Small Ponds: The Trading Behaviour and Price Impact of Foreign Investors in Asian Emerging Equity Markets, RBA Research Discussion Papers (2004) View citations (4) (2004)

2003

8. Bank Rating Changes and Bank Stock Returns: Puzzling Evidence from the Emerging Markets
   Journal of Emerging Market Finance, 2003, 2, (3), 337-363 View citations (9)
   See also Working Paper Bank Rating Changes and Bank Stock Returns—Puzzling Evidence from the Emerging Markets, IMF Working Papers (1999) View citations (13) (1999)
9. Bond restructuring and moral hazard: are collective action clauses costly?
   Journal of International Economics, 2003, 61, (1), 127-161 View citations (61)
   See also Working Paper Bond Restructuring and Moral Hazard: Are Collective Action Clauses Costly?, IMF Working Papers (2001) View citations (22) (2001)
10. Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets
    International Finance, 2003, 6, (3), 415-447 View citations (56)
    See also Working Paper Do Collective Action Clauses Influence Bond Yields? New Evidence from Emerging Markets, RBA Research Discussion Papers (2003) View citations (57) (2003)

2002

11. Devaluation Expectations and the Stock Market: A New Measure and an Application to Mexico 1994/95
    International Journal of Finance & Economics, 2002, 7, (3), 195-214 View citations (3)

2001

12. Rating Agency Actions and the Pricing of Debt and Equity of European Banks: What Can we Infer About Private Sector Monitoring of Bank Soundness?
    Economic Notes, 2001, 30, (3), 373-398 View citations (50)
    See also Working Paper Rating agency actions and the pricing of debt and equity of European banks: What can we infer about private sector monitoring of bank soundness?, Working Paper Series (2001) View citations (47) (2001)

1997

13. Winner-Loser Reversals in National Stock Market Indices: Can They Be Explained?
    Journal of Finance, 1997, 52, (5), 2129-44 View citations (125)
    See also Working Paper Winner-Loser Reversals in National Stock Market Indices: Can they Be Explained?, IMF Working Papers (1997) View citations (124) (1997)

1996

14. Growth, Nontradables, and Price Convergence in the Baltics
    Journal of Comparative Economics, 1996, 23, (2), 121-145 View citations (23)
    See also Working Paper Growth, Nontradables, and Price Convergence in the Baltics, IMF Working Papers (1995) View citations (9) (1995)
15. Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?
    IMF Staff Papers, 1996, 43, (3), 461-501 View citations (39)
    See also Working Paper Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?, IMF Working Papers (1996) View citations (40) (1996)

1995

16. Comovements in national stock market returns: Evidence of predictability, but not cointegration
    Journal of Monetary Economics, 1995, 36, (3), 631-654 View citations (155)
    See also Working Paper Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration, IMF Working Papers (1996) View citations (27) (1996)

Chapters

2010

1. Discussion of Measuring Core Inflation in Australia with Disaggregate Ensembles
   A chapter in Inflation in an Era of Relative Price Shocks, 2010

2005

2. The Australian Business Cycle: A Coincident Indicator Approach
   A chapter in The Changing Nature of the Business Cycle, 2005 View citations (12)
   See also Working Paper The Australian Business Cycle: A Coincident Indicator Approach, Reserve Bank of Australia (2005) View citations (13) (2005)

2003

3. Introduction to Asset Prices and Monetary Policy
   A chapter in Asset Prices and Monetary Policy, 2003 View citations (1)