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Organisation

University of Technology Sydney

Working paper

Connecting the dots: econometric methods for uncovering networks with an application to the Australian financial institution


This paper connects variance-covariance estimation methods, Gaussian graphical models, and the growing literature on economic and nancial networks. We construct the network using the concept of partial correlations which captures direct linear dependence between any two entities, conditional on dependence between all other entities. We relate the centrality measures of this network to shock propagation...
Working paper

The effects of ratings-contingent regulation on international bank lending behaviour: Evidence from the Basel 2 Accord


This paper investigates the effects of credit ratings-contingent financial regulation on foreign bank lending behaviour and examines the sensitivity of international bank flows to debtor countries’ sovereign credit rating changes before and after the implementation of the Basel 2 risk-based capital regulatory rules. The research finds evidence that sovereign credit re-ratings that lead to changes...
Working paper

MySuper: A Stage in an Evolutionary Process


We interview Australian fund executives about how their organisations responded to MySuper, a regulatory framework for default retirement savings funds that providers were required to have in place by the beginning of 2014. In addition to providing an account of the influences on product design and how MySuper was perceived by the industry, we discuss...
Report

Conflict in the East China Sea: would ANZUS apply?


This paper analyses the circumstances under which conflict in the East China Sea could occur and the implications for Australia.
Guide

Integrated long-term planning: an information and resource manual for rural-remote and Indigenous councils


This manual from the Australian Centre of Excellence for Local Government (ACELG) provides practical assistance to all rural-remote and Indigenous (RRI) councils in Australia looking to adopt integrated long-term planning processes. The publication, Integrated Long-Term Planning: An Information and Resource Manual for Rural-Remote and Indigenous Councils, will help RRI councils capture the benefits of this...