Change Detection in Causal Relationships and Measurement of Systemic Risk. Empirical measures of interconnectedness between financial institutions based on tests of Granger causality are currently used in detecting systemic risk. However, researchers need to define periods of calm and stress exogenously in order to implement these tests appropriately. This project aims to develop a new procedure to identify changes in causal relationships and the timing of these changes. The new approach has the ....Change Detection in Causal Relationships and Measurement of Systemic Risk. Empirical measures of interconnectedness between financial institutions based on tests of Granger causality are currently used in detecting systemic risk. However, researchers need to define periods of calm and stress exogenously in order to implement these tests appropriately. This project aims to develop a new procedure to identify changes in causal relationships and the timing of these changes. The new approach has the potential to be a significant improvement in the real-time identification of emerging turmoil in financial markets and provide an improved method for the detection of systemic risk. The new test procedure will be implemented using data for financial and non-financial institutions across Europe, the US and Australia.Read moreRead less
Detecting financial contagion using high frequency data. Financial crises spread extraordinarily quickly. However, existing tools for measuring this spread use relatively low frequency data. This project develops tools for measuring and detecting periods of stress and the effects of financial contagion in financial markets, using high frequency data based on recorded transaction prices.
Discovery Early Career Researcher Award - Grant ID: DE220100027
Funder
Australian Research Council
Funding Amount
$467,754.00
Summary
Making a life with less: youth underemployment over the life course. This project aims to investigate the experiences and impacts of underemployment on young people. Using high-quality longitudinal data and qualitative interviews, this project expects to generate new, foundational knowledge about the employment pathways young people take following underemployment and the strategies they use to mitigate its effects. In doing so, this project aims to reveal the impacts underemployment has on young ....Making a life with less: youth underemployment over the life course. This project aims to investigate the experiences and impacts of underemployment on young people. Using high-quality longitudinal data and qualitative interviews, this project expects to generate new, foundational knowledge about the employment pathways young people take following underemployment and the strategies they use to mitigate its effects. In doing so, this project aims to reveal the impacts underemployment has on young people’s lives within and outside work, including their relationships, family formation and well-being. This much-needed research aims to provide significant benefits for policymakers and service providers that improve the lives of young people.Read moreRead less
Managing at the Margins: Women Making it Work in Precarious Times. This project aims to investigate the economic, social and emotional impacts of precarious work on women. Focusing on the challenges that arise from juggling precarious work with care responsibilities and/or demands from the social support system, the project identifies the strategies women have to manage these demands, and the impacts these demands have on everyday lives across different life stages. By combining otherwise separa ....Managing at the Margins: Women Making it Work in Precarious Times. This project aims to investigate the economic, social and emotional impacts of precarious work on women. Focusing on the challenges that arise from juggling precarious work with care responsibilities and/or demands from the social support system, the project identifies the strategies women have to manage these demands, and the impacts these demands have on everyday lives across different life stages. By combining otherwise separate bodies of literature with innovative quantitative and qualitative data, the project seeks to generate new knowledge about the impacts of precarious work on women and families. This knowledge is expected to inform policies and services to improve women’s lives and promote economic inclusion and social cohesion.Read moreRead less
Indicative impacts of population ageing on Australia's States, Territories and Local Communities. Population ageing and its associated shift to zero population growth and/or natural decline is occurring at substantially different rates across and within Australia's States and Territories. The trends, which are perhaps most marked in Tasmania - Australia's fastest ageing State - have significant implications for the economic growth and socio-economic composition of each region. This multi-level ....Indicative impacts of population ageing on Australia's States, Territories and Local Communities. Population ageing and its associated shift to zero population growth and/or natural decline is occurring at substantially different rates across and within Australia's States and Territories. The trends, which are perhaps most marked in Tasmania - Australia's fastest ageing State - have significant implications for the economic growth and socio-economic composition of each region. This multi-level study will project the impact of population ageing on economic welfare at State and Territory level; and on the socio-demographic profile of Local Government regions in Tasmania. The two analyses will then be bought together in developing policy responses.Read moreRead less
Designing Human Resource Practices that Promote the Retention of Volunteers. This project aims to examine the effects of human resources practices on the attraction and retention of high-quality volunteers. Volunteers provide essential health and educational services to the Australian population, which makes it important for non-profit organisations to develop effective human resource practices that attract and retain the best people. However, non-profit organisations often struggle to attract a ....Designing Human Resource Practices that Promote the Retention of Volunteers. This project aims to examine the effects of human resources practices on the attraction and retention of high-quality volunteers. Volunteers provide essential health and educational services to the Australian population, which makes it important for non-profit organisations to develop effective human resource practices that attract and retain the best people. However, non-profit organisations often struggle to attract and retain a sufficient number of volunteers. This project will examine the effects of three human resource practices on the thriving and organisational attachment of volunteers using theories of motivation and retention. This knowledge is intended to help governments and non-profit organisations improve on policies and procedures to manage Australia’s volunteer workforce sustainably.Read moreRead less