Concepedia

Michael D. McKenzie

MD

54

Publications

3.5K

Citations

30

H-Index

1972

Active since

Affiliations

RMIT University(Current)

The University of Sydney

University of Cambridge

University of Liverpool

Monash University

Michael D. McKenzie is an author at RMIT University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsAsset PricingFinancial EconomicsManagementEmpirical FinanceVolatility ModelingGlobal FinanceStatistics

Publications per year

1972–2016

54

Publications

54

The Impact of Exchange Rate Volatility on International Trade Flows

Michael D. McKenzie · Journal of Economic Surveys · 1999 · 561 citations

International Trade Flows, Volatility Modeling, Economics +12

An empirical investigation of personal financial risk tolerance

Terrence Hallahan, Robert W. Faff, Michael D. McKenzie · RMIT Research Repository (RMIT University Library) · 2004 · 468 citations

Time‐Varying Beta Risk of Australian Industry Portfolios: A Comparison of Modelling Techniques

Robert Brooks, Robert W. Faff, Michael D. McKenzie · Australian Journal of Management · 1998 · 178 citations · Full text

Kalman Filter Approach, Financial Risk Management, Applied Econometrics +26

The impact of exchange rate volatility on German-US trade flows

Michael D. McKenzie, Robert Brooks · Journal of International Financial Markets Institutions and Money · 1997 · 177 citations

Volatility Modeling, Economics, International Finance +8

An exploratory investigation of the relation between risk tolerance scores and demographic characteristics

Terrence Hallahan, Robert W. Faff, Michael D. McKenzie · Journal of Multinational Financial Management · 2003 · 140 citations

Demographic Characteristics, Engineering, Risk Management +11

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