RSS 1.0Reports
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This collection contains reports by Griffith authors published for government agencies, industry and other organisations.
Recent Submissions
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2015-06: Stock market interdependence between Australia and its trading partners: does trade intensity matter? (Working paper)
(2015)We investigate the extent and manner of stock market interdependence between Australia and its trading partners and examine whether this is affected by trade intensity. Based on trade intensity, we classify Australia's ...REPORT -
2015-04: The Mortgage Interest Rates and Cash Rate Cycle Relationship and International Funding Cost: Evidence in the Context of Australia (Working paper)
(2015)Australia is a nation of home-loan borrowers. Hence, the movement of mortgage rates is closely watched in the country. Borrowers expect mortgage rates to synchronise with the cash rate, particularly when the cash rate ...REPORT -
2010-02: The Relative Efficiency of International, Domestic, and Budget Airlines: Nonparametric Evidence (Working paper)
(2010)This study determines whether the inclusion of low-cost airlines in a dataset of international and domestic airlines has an impact on the efficiency scores of socalled 'prestigious' purportedly 'efficient' airlines. This ...REPORT -
2011-16: Macro drivers of Australian housing affordability, 1985-2010: An autoregressive distributed lag approach (Working paper)
(2011)This paper models the macro drivers of Australian housing affordability using aggregate quarterly data over the period September 1985 to June 2010 and an autoregressive distributed lag (ARDL) approach. We employ two ...REPORT -
2015-07: The efficiency of Asian stock markets: Fresh evidence based on new tests (Working paper)
(2015)There is now a voluminous literature investigating the issue of market efficiency, particularly in relation to the weak-form type of efficiency, which are based on autocorrelation tests. However, the results from this ...REPORT -
2015-01: Is it vulnerability or economic insecurity that matters for health? (Working paper)
(2015)This paper contrasts the mental and physical health impacts of vulnerability and economic insecurity. Vulnerability refers to exposure to economic risks for individuals just above the poverty line, while insecurity relates ...REPORT -
2013-01: The impact of the Goods and Services Tax on mortgage costs of Australian credit unions (Working paper)
(2013)Australia has experienced significant rises in mortgage costs and sharp declines in housing affordability since it implemented a new tax system of Goods and Services Tax (GST) in July 2000. Previous research attempted to ...REPORT -
2015-06: SLCGE-Tourism: A computable general equilibrium model of the Sri Lankan economy for tourism policy analysis (Working paper)
(2015)Following the end of nearly three decades of civil war in May 2009, Sri Lanka has witnessed an unprecedented post-war tourism boom beyond its expectation. Recognising the key role that the tourism industry can play in ...REPORT -
2015-07: Socio-economic consequences of labor migration in Uzbekistan (Working paper)
(2015)This paper attempts to look closely at socio-economic consequences of migration and remittance decisions of the Uzbek households. We first draw a portrait of a typical migrant worker, paying special attention to the motives ...REPORT -
2015-11: Efficiency in the highly market-segmented Chinese banking sector: A meta-frontier non-radial directional distance function approach (Working paper)
(2015)In this paper, we apply the so-called meta-frontier non-radial directional distance function approach to a performance analysis of 143 Chinese banks over the period 2006-13. We find that relative to the group frontier in ...REPORT -
2015-05: Volatility spillovers from international commodity markets to the Australian equity market (Working paper)
(2015)This paper is the first to study volatility spillover effects emerging from international commodity markets to the Australian equity market. The analysis is based on a novel approach utilizing a multivariate HAR model where ...REPORT -
2015-08: Forecasting the volatility of the Japanese stock market using after-hour information in other markets (Working paper)
(2015)Our study aims to evaluate whether it is blessed to be the land of the rising sun in terms of forecasting stock volatility using the realized volatilities of related assets from other markets where the intraday data is ...REPORT -
2013-04: IPO financial and operating performance: Evidence from the six countries of the GCC (Working paper)
(2013)This paper investigates the financial and operating performance of 52 IPOs made in the GCC region between 2003 and 2010. The results indicate that IPO performance declines after going public. The performance decline is ...REPORT -
2010-04: An Investigation of Service Mix within the Home and Community Care Program in Queensland (Working paper)
(2010)Given Australia's ageing population, the demand for Home and Community Care services is expected to escalate to unprecedented levels. A skilled and flexible aged care workforce, together with other broader aged care workforce ...REPORT -
2013-03: Surrounded by wars: Quantifying the role of spatial conflict spillovers (Working paper)
(2013)We apply panel estimation methods to test how the incidence of war in neighbourhood countries affects the incidence of war in the domestic country. We find positive and significant evidence of "spatial conflict spillover": ...REPORT -
2014-09: The impact of remittances on financial development: The case of transition economies of Central & Eastern Europe and former Soviet Union (Working paper)
(2014)The impact of remittances on financial development: The case of transition economies of Central & Eastern Europe and former Soviet Union.REPORT -
2013-01: The life satisfaction approach to estimating the cost of crime: An individual's willingness-to-pay for crime reduction (Working paper)
(2013)This paper is motivated by the need to develop an improved model for estimating the intangible costs of crime. Such a model will assist policy makers and criminal justice researchers to compare the costs and benefits of ...REPORT -
2011-04: Optimising Coal Stockpiles in a Supply Chain Using a Dynamic Cost Flow Model (Working paper)
(2011)This paper employs a stochastic and dynamic intermediate storage model to estimate the optimal stockpile levels at both a mine and port for a coal supply chain. The optimisation model demonstrates that the principle costs ...REPORT -
2015-03: Institutional investors and newly public firms (Working paper)
(2015)Using data from the Indian market, this study compares the investment behavior of domestic (DIIs) and foreign (FIIs) institutional investors in IPOs. We find that while FIIs subscribe to more shares at the time of the ...REPORT -
2012-10: Valuing ecosystem diversity in South East Queensland: A life satisfaction approach (Working paper)
(2012)The valuation of complex environmental goods represents a considerable challenge for conventional non-market valuation techniques. The use of life satisfaction (or happiness) data has recently emerged as a new means of ...REPORT