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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 Open Access Link

Journal article

Tabaghdehi, SAH. and Hunter, J. (2019) 'Long-run price behaviour in the gasoline market - The role of exogeneity'. Journal of Business Research, 116. pp. 620 - 627. ISSN: 0148-2963 Open Access Link

Journal article

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

Book

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 [unpublished]

Conference paper

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

Journal article

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 Open Access Link

Journal article

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 Open Access Link

Journal article

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

Journal article

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

Journal article

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 [unpublished]

Conference paper

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

Journal article

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 Open Access Link

Conference paper

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

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.Open Access Link

Conference paper

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

Journal article

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 Brunel University. 27 [unpublished]

Conference paper

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 Open Access Link

Journal article

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]

Conference paper

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

Journal article

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 [unpublished]

Conference paper

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.

Journal article

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.

Journal article

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

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

Conference paper

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

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

Book

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.Open Access Link

Conference paper

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

Scholarly Edition

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

Journal article

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

Scholarly Edition

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

Report

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.Open Access Link

Conference paper

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

Conference paper

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

Conference paper

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

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

Scholarly Edition

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

Journal article

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

Journal article

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

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.

Conference paper

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

Scholarly Edition

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

Conference paper

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

Journal article

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

Scholarly Edition

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

Journal article

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

Conference paper

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

Journal article

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