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Dr John Hunter
Senior Lecturer

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Karanasos, M., Yfanti, S. and Hunter, J. (2021) 'Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises'. Annals of Operations Research, 313 (2). pp. 1077 - - 1116. ISSN: 0254-5330

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Tabaghdehi, SAH. and Hunter, J. (2020) 'Long-run price behaviour in the gasoline market - The role of exogeneity'. Journal of Business Research, 116. pp. 620 - 627. ISSN: 0148-2963

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Hunter, J., Burke, SP. and Canepa, A. (2017) 'Multivariate Modelling of Non-stationary Economic Time Series'. Basingstoke: Palgrave Macmillan. ISSN 10: 1-137-31303-X ISSN 13: 978-1-137-31303-4

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Barrell, R., Hunter, J. and Nahhas, A. (2014) 'Does Exchange Rate Volatility Affect Foreign Direct Investment? Evidence from the G-7 Countries'.Royal Economics Society Conference. University of Manchester. [unpublished]

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Hunter, J. and Tabaghdehi, S. (2014) 'Extracting long-run information from energy prices: The role of exogeneity'. SSRN Electronic Journal.

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Hunter, J. and Menla Ali, F. (2014) 'Money demand instability and real exchange rate persistence in the monetary model of USD-JPY exchange rate'. Economic Modelling, 40. pp. 42 - 51. ISSN: 0264-9993

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Caporale, GM., Hunter, J. and Menla Ali, F. (2014) 'On the linkages between stock prices and exchange rates: evidence from the banking crisis of 2007-2010'. International Review of Financial Analysis, 33. pp. 87 - 103. ISSN: 1057-5219

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Hunter, J. (2014) 'Special Issue for the European Economics and Finance Society Conference 2012 in Koç University Istanbul'. Economic Modelling, 36. pp. 539 - 540. ISSN: 0264-9993

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Hunter, J. and Wu, F. (2014) 'Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies'. Economic Modelling, 36. pp. 557 - 565. ISSN: 0264-9993

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Tabaghdehi, A. and Hunter, J. (2013) 'Cointegration, Exogeneity and Isolating Long-run Price behavior'.XVI Applied Economics Meeting. University of Granada, Spain. [unpublished]

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Burke, S. and Hunter, J. (2012) 'Arbitrage, market definition and monitoring a time series approach'. SSRN Electronic Journal. pp. 1 - 28.

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Hunter, J. and Wu, F. (2012) 'Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies'.EEFS2012. Koç. 13 - 17 June. Elsevier. pp. 557 - 565. ISSN: 0264-9993

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Tabaghdehi, A. and Hunter, J. (2012) 'Cointegration and US Regional Gasoline Prices: Testing market efficiency from the stationarity of price proportions'.Micro-econometrics and Public Policy Conference. National University of Ireland, Galway. [unpublished]

Conference paper | Cite

Hunter, J. and Wu, F. (2011) 'Multifactor consumption based asset pricing model of the UK Stock Market: The US Stock Market as a wealth reference'.Money Macro Finance Annual Conference. University of Birmingham. 15 - 17 September. University of Birmingham.

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Hunter, J. and Burke, SP. (2011) 'Long-run equilibrium price targetting'. Quantitative and Qualitative Analysis in the Social Sciences, 5 (1). pp. 26 - 36.

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Hunter, J. and Burke, SP. (2010) 'Cointegration, common trends and long-run arbitrage'.Conference on Macro and Financial Economics. Brunel University. 27 [unpublished]

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Gregoriou, A., Hunter, J. and Wu, F. (2009) 'An empirical investigation of the relationship between the real economy and stock returns for the United States'. Journal of Policy Modeling, 31 (1). pp. 133 - 143. ISSN: 0161-8938

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Hunter, J. and Wu, F. (2009) 'A multifactor consumption based asset pricing model of the UK stock market: the US stock market as a wealth'.EEFS Conference. Warsaw. [unpublished]

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Burke, SP. and Hunter, J. (2008) 'Common trends, cointegration and competitive price behaviour'. SSRN Journal. pp. 1 - 9.

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Hunter, J. and Ioannidis, C. (2008) 'Matrix polynomial conditions for the existence of rational expectations solutions'.The Econometrics Study Group Conference. Bristol. [unpublished]

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Burke, S. and Hunter, J. (2007) 'The Wold representation, degree of non-cointegration and the Johansen trace test'. Quantitative and Qualitative Analysis in Social Sciences (QASS), 1 (3). pp. 21 - 39.

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Beirne, J., Hunter, J. and Simpson, M. (2007) 'Is the real exchange rate stationary? The application of similar tests for a unit root in the univariate and panel cases'. Quantitative and Qualitative Analysis in Social Sciences (QASS), 1 (2). pp. 55 - 70.

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Hunter, J. and Burke, SP. (2007) 'Common trends, cointegration and competitive price behaviour'.ESRC Econometrics Study Group Annual Conference 2007. Bristol University. [unpublished]

Conference paper | Cite

Hunter, J. and Burke, SP. (2007) 'Common trends, cointegration and competitive price behaviour'.Royal Economics Society Conference. Warwick. [unpublished]

Conference paper | Cite

Hunter, J. and Isachenkova, N. (2006) 'Aggregate economy risk and company failure: an examination of UK quoted firms in the early 1990s'. Journal of Policy Modeling, 28 (8). pp. 911 - 919. ISSN: 0161-8938

Journal article | Cite

Burke, SP. and Hunter, J. (2005) 'Modelling non-stationary economic time series: a multivariate approach'. London: Palgrave Macmillan. ISSN 13: 9781403902023

Hunter, J. and Ioannidis, C. (2004) 'Identifying asymmetric, multi-period Euler equations estimated by non-linear IV/GMM'.Royal Economic Society Annual Conference. University of Swansea, Wales. 5 - 7 April. Royal Economic Society.

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Hunter, J. and Ioannidis, C. (2004) 'Identifying and solving multivariate rational expectations models'. Economics and Finance Working papers, Brunel University.

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Serguieva, A. and Hunter, J. (2004) 'Fuzzy interval methods in investment risk appraisal'. Fuzzy Sets and Systems, 142 (3). pp. 443 - 466. ISSN: 0165-0114

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Hunter, J. and Isachenkova, N. (2002) 'A panel analysis of UK industrial company failure'. Cambridge Business Reasearch Centre, Cambridge University.

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Hunter, J., Ioannidis, C., Iossa, E. and Skerratt, L. (2001) 'Measuring consumer detriment under conditions of imperfect information'. Place of publication: OFT.

Serguieva, A., Hunter, J. and Kalganova, T. (2001) 'Soft computing in investment appraisal'.EUSFLAT Conf.. European Society for Fuzzy Logic and Technology. pp. 214 - 219.

Conference paper | Open Access Link | Cite

Bauwens, L. and Hunter, J. (2001) 'IDENTIFICATION AND EXOGENEITY IN THE LONG-RUN'. EC-Squared Conference in Causality and Exogeneity in Economics.

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Hunter, J. and Ioannidis, C. (2001) 'Identification and identifiability of non-linear IV/GMM Estimators'. LACEA conference, Montevideo, Uruguay.

Conference paper | Cite

Hunter, J. and Isachenkova, N. (2001) 'Failure risk: a comparative study of UK and Russian firms'. Journal of Policy Modeling, 23 (5). pp. 511 - 521. ISSN: 0161-8938

Journal article | Cite

Hunter, J. and Bauwens, L. (2000) 'Identifying long-run behaviour with non-stationary data'. Université Catholique de Louvain.

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Hunter, J. and Serguieva, A. (2000) 'Project risk evaluation using an alternative to the standard present value criteria'. Neural Network World, 10 (1-2). pp. 157 - 172. ISSN: 1210-0552

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Hunter, J., Ioannidis, C. and Monoyios, M. (2000) 'Transaction costs and nonlinear adjustment in option prices'. Neural Network World, 10 (1). pp. 255 - 269. ISSN: 1210-0552

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Fairclough, D. and Hunter, J. (1998) 'The ex-ante classification of take-over targets using neural networks', in Refenes, APN., Burgess, AN. and Moody, E. (eds.) Decision technologies for computational finance. Springer. , 2. ISBN 10: 0792383087. ISBN 13: 978-0792383086.

Book chapter | Cite

Dunne, JP. and Hunter, J. (1998) 'The allocation of government expenditure in the UK: a forward looking dynamic model'. International Institute of Public Finance Conference, Cordoba, Argentina.

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Hunter, J. and Dislis, C. (1996) 'Cointegration representation, identification and estimation'.

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Hunter, J. and Simpson, M. (1996) 'Exogeneity and identification in a model of the UK effective exchange rate'. Brunel University.

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Hunter, J. (1994) 'Tests of Cointegrating Exogeneity for PPP and Uncovered Interest Rate Parity for the UK'. Journal of Policy Modeling, 14 (4). pp. 453 - 463. ISSN: 0161-8938

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Hunter, J. (1992) 'Global identification of linear rational expectations models'.

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Hunter, J. (1990) 'Cointegrating exogeneity'. Economics Letters, 34 (1). pp. 33 - 35. ISSN: 0165-1765

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Hunter, J. (1989) 'The effect of cointegration on solutions to rational expectations models'. European Econometrics Society Conference in Munich.

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Smith, RP. and Hunter, J. (1985) 'Cross arbitrage and specification in exchange rate models'. Economics Letters, 18 (4). pp. 375 - 376. ISSN: 0165-1765

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