Barry Rafferty

University of Melbourne

Lecturer in Economics

Melbourne, 3010

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

674

SSRN CITATIONS
Rank 32,485

SSRN RANKINGS

Top 32,485

in Total Papers Citations

8

CROSSREF CITATIONS

18

Scholarly Papers (2)

1.

Currency Returns, Skewness and Crash Risk

Number of pages: 54 Posted: 16 Mar 2012
Barry Rafferty
University of Melbourne
Downloads 600 (55,731)
Citation 34

Abstract:

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2.

Risk and Return Spillovers Among the G10 Currencies

Melbourne Institute Working Paper No. 4/16
Number of pages: 51 Posted: 12 Feb 2016
University of Melbourne, University of Melbourne - Melbourne Institute: Applied Economic & Social Research and University of Melbourne
Downloads 74 (386,752)
Citation 7

Abstract:

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Foreign exchange markets, risk-neutral volatility, risk-neutral skewness, spillovers, coordinated crash risk