John Hunter

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Citations	985	346
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Faek MENLA ALISenior Lecturer in Finance - University of SussexVerified email at sussex.ac.uk
Antoaneta SerguievaUniversity College LondonVerified email at ucl.ac.uk
Guglielmo Maria CaporaleProfessor of Economics and Finance, Brunel University LondonVerified email at brunel.ac.uk
c. ioannidisprofessor of finance-Aston Business SchoolVerified email at aston.ac.uk
menelaos karanasosProfessor of Financial Economics and Econometrics, Brunel University LondonVerified email at brunel.ac.uk
Yfanti SQueen Mary University of LondonVerified email at qmul.ac.uk
Luc BauwensProfessor of Economics, Université catholique de LouvainVerified email at uclouvain.be
andros gregoriouProfessor of FinanceVerified email at ljmu.ac.uk
John BeirnePrincipal Economist, Macroeconomics Research Division, Asian Development BankVerified email at adb.org
Ray BarrellBrunel UniversityVerified email at brunel.ac.uk
Abdulkader NahhasUniversity of LeicesterVerified email at leicester.ac.uk
Ron SmithBirkbeck, University of LondonVerified email at bbk.ac.uk
Elisabetta IossaDept Economics and Finance, University of Rome Tor VergataVerified email at uniroma2.it
Tatiana KalganovaBrunel UniversityVerified email at brunel.ac.uk
Michael MonoyiosAssociate Professor of Mathematical Finance, University of OxfordVerified email at maths.ox.ac.uk
Seyedeh Asieh Hosseini TabaghdehiSenior Lecturer in Strategy and Business Economy
Alessandra CanepaAssociate Professor of Econometrics, University of TurinVerified email at unito.it

John Hunter

Associate Head of Department of Economics and Finance, Brunel University

Verified email at brunel.ac.uk - Homepage

Non-Stationary Time Series Exogeneity Exchange Rate Modelling Cointegration Arbitrage Pricing


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On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010 GM Caporale, J Hunter, F Menla Ali International Review of Financial Analysis 33, 87-103, 2014	230	2014
Modelling Non-Stationary Economic Time Series: a Multivariate Approach SP Burke, J Hunter Palgrave MacMillan, London, 2005	96	2005
Fuzzy interval methods in investment risk appraisal A Serguieva, J Hunter Fuzzy Sets and Systems 142 (3), 443-466, 2004	87	2004
Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom J Hunter Journal of Policy Modeling 14 (4), 453-463, 1992	68	1992
Failure risk: A comparative study of UK and Russian firms J Hunter, N Isachenkova Journal of Policy Modeling 23 (5), 511-521, 2001	46	2001
Cointegrating exogeneity J Hunter Economics Letters 34 (1), 33-35, 1990	45	1990
Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s J Hunter, N Isachenkova Journal of Policy Modeling 28 (8), 911-919, 2006	41	2006
Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises M Karanasos, S Yfanti, J Hunter Annals of operations research 313 (2), 1077-1116, 2022	39	2022
Multivariate Modelling of Non-Stationary Economic Time Series. J Hunter, SP Burke, A Canepa Palgrave MacMillan, Basingstoke 1, 502, 2017	39	2017
An empirical investigation of the relationship between the real economy and stock returns for the United States A Gregoriou, J Hunter, F Wu Journal of Policy Modeling 31 (1), 133-143, 2009	35	2009
Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate J Hunter, FM Ali Economic Modelling 40 (June), 42-51, 2014	27	2014
A Panel Analysis Of UK Industrial Company Failure J Hunter, N Isachenkova ESRC Centre for Business Research University of Cambridge - Working Papers, 2002	18	2002
The ex-ante classification of takeover targets using neural networks D Fairclough, J Hunter Decision Technologies for Computational Finance: Proceedings of the fifth …, 1998	15	1998
Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies J Hunter, F Wu Economic Modelling 36, 557-565, 2014	14	2014
Exogeneity and identification in a model of the UK effective exchange rate. J Hunter, M Simpson Econometrics Society European Meeting in Istanbul, 1996	14*	1996
Is the real exchange rate stationary? the application of similar tests for a unit root in the univariate and panel cases J Beirne, J Hunter, M Simpson Quantitiative and Qualitative analysis in the Social Sciences 1 (2), 55-70, 2007	13	2007
Common trends, cointegration and competitive price behaviour J Hunter, SP Burke Royal Economic Society conference, Warwick, 2007	12*	2007
Exchange Rates and Bilateral FDI: Gravity models of Bilateral FDI in High Income Economies R Barrell, J Hunter, AK Nahhas European Economics Association Conference 2017, Lisbon, 2017	11	2017
Long-run equilibrium price targetting SP Burke, J Hunter Quantitative and Qualitative Analysis in the Social Sciences 5 (1), 26 - 36, 2011	10	2011
Project risk evaluation using an alternative to the standard present value criteria J Hunter, A Serguieva Neural Network World 10 (1), 157-172, 2000	10	2000

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