Abbas Valadkhani
Biographic Data
| ID | 1707468 |
|---|---|
| NAME | Abbas Valadkhani |
| GIVEN NAMES | Abbas |
| FAMILY NAME | Valadkhani |
| SIGNATURE | VALADKHANI A |
| AFFILIATIONS | Swinburne University of Technology |
| ORCID | 0000-0003-2538-1949 |
| VERIFIED | Yes |
| TOTAL WORKS | 10 |
| TOTAL CITATIONS | 7 |
| WORKS AS AUTHOR | 10 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2006 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 2 |
Tourism as a catalyst for economic diversification in the UAE
We examine the direct and indirect economic contribution of tourism in the United Arab Emirates (UAE) by estimating output, income, and value-added multipliers, along with backward and forward linkage indices, for 18 industries using the 2023 input–output (I–O) table. Tourism-driven sectors—such as accommodation and food services, transport, and trade—demonstrate extensive inter-industry connections, reflecting their pivotal role in propagating d…
An empirical analysis of downside risk and inefficiency in U.S. real estate funds
Using monthly data from July 2011 to July 2024, we estimate and compare the upside and downside betas across eleven well-established real estate exchange-traded funds (ETFs), alongside an aggressive growth (tech) fund and a defensive (utility) fund. We also examine the return per unit of risk using the Calmar, Martin, Omega, Sharpe, and Sortino ratios, with a particular emphasis on extreme downside risk. Furthermore, we employ a non-radial direct…
Investment sensitivity to market uncertainty in the travel and tourism sector
Raising capital is critical for the future expansion of travel and tourism businesses which have been adversely impacted by the COVID-19 pandemic. Investors sold their travel and tourism stocks below true value due to falling earnings during the pandemic. This study compares the sensitivity of stocks in different sectors to uncertainty when they are aggregated into different exchange-traded funds (ETFs). This reduces the extent of firm-specific p…
Press Freedom and the Global Economy
This article examines the effects of press freedom (as defined by the US-based Freedom House) on economic growth for 97 countries over four decades (1972–2014). Acknowledging that the idea of “press freedom” carries with it a weight of ethnocentric assumptions, our empirical analysis finds that US understandings of deterioration in press freedom are detrimental to a nation’s economy. Further, we find that countries do not fully recover economical…
Self-exciting effects of house prices on unit prices in Australian capital cities
This paper examines the long- and short-run relationship between Australian house and unit prices across all capital cities over the period December 1995 to June 2015. We find that house and unit prices are cointegrated and, based on the results of Granger causality and generalised impulse responses, that house prices significantly influence unit prices across all cities. However, bi-directional causality (responses) exists only for major capital…
Regional seasonality in Australian house and apartment price returns
Regional seasonality in Australian house and apartment price returns. Regional Studies. This paper examines regional seasonality in house and apartment price returns across all Australian capital cities from December 1995 to November 2015. The results suggest sizable seasonal effects for the very smallest and very largest regional capitals and that seasonal return variation is more significant for house than apartment returns. Further, the observ…
Dynamics of Australia’s tourism in a multimarket context
Asymmetric changes in Australia’s small business loan rate
Downward stickiness of interest rates in the Australian credit card market
This paper measures the full extent of downward stickiness in credit card interest rates by testing for the amount and adjustment asymmetries. We found that lenders behave asymmetrically in response to changes in the Reserve Bank of Australia's (RBA) cash rate. The RBA's rate rises are passed on to borrowers much faster than rate cuts and the aggregate credit card interest rate showed a very resilient degree of downward rigidity. Overall, based o…
Ranking and Clustering Australian University Research Performance, 1998-2002
This paper clusters and ranks the research performance of thirty-six Australian universities over the period 1998-2002. Research performance is measured according to audited numbers of PhD completions, publications and grants (in accordance with rules established by the Department of Education, Science and Training) and analysed in both total and per academic staff terms. Hierarchical cluster analysis supports a binary division between fifteen hi…
Ranking and Clustering Australian University Research Performance, 1998-2002
This paper clusters and ranks the research performance of thirty-six Australian universities over the period 1998-2002. Research performance is measured according to audited numbers of PhD completions, publications and grants (in accordance with rules established by the Department of Education, Science and Training) and analysed in both total and per academic staff terms. Hierarchical cluster analysis supports a binary division between fifteen hi…
Self-exciting effects of house prices on unit prices in Australian capital cities
This paper examines the long- and short-run relationship between Australian house and unit prices across all capital cities over the period December 1995 to June 2015. We find that house and unit prices are cointegrated and, based on the results of Granger causality and generalised impulse responses, that house prices significantly influence unit prices across all cities. However, bi-directional causality (responses) exists only for major capital…
Press Freedom and the Global Economy
This article examines the effects of press freedom (as defined by the US-based Freedom House) on economic growth for 97 countries over four decades (1972–2014). Acknowledging that the idea of “press freedom” carries with it a weight of ethnocentric assumptions, our empirical analysis finds that US understandings of deterioration in press freedom are detrimental to a nation’s economy. Further, we find that countries do not fully recover economical…
Regional seasonality in Australian house and apartment price returns
Regional seasonality in Australian house and apartment price returns. Regional Studies. This paper examines regional seasonality in house and apartment price returns across all Australian capital cities from December 1995 to November 2015. The results suggest sizable seasonal effects for the very smallest and very largest regional capitals and that seasonal return variation is more significant for house than apartment returns. Further, the observ…
Ranking and Clustering Australian University Research Performance, 1998-2002
This paper clusters and ranks the research performance of thirty-six Australian universities over the period 1998-2002. Research performance is measured according to audited numbers of PhD completions, publications and grants (in accordance with rules established by the Department of Education, Science and Training) and analysed in both total and per academic staff terms. Hierarchical cluster analysis supports a binary division between fifteen hi…
Downward stickiness of interest rates in the Australian credit card market
This paper measures the full extent of downward stickiness in credit card interest rates by testing for the amount and adjustment asymmetries. We found that lenders behave asymmetrically in response to changes in the Reserve Bank of Australia's (RBA) cash rate. The RBA's rate rises are passed on to borrowers much faster than rate cuts and the aggregate credit card interest rate showed a very resilient degree of downward rigidity. Overall, based o…
Asymmetric changes in Australia’s small business loan rate
Dynamics of Australia’s tourism in a multimarket context
Regional seasonality in Australian house and apartment price returns
Regional seasonality in Australian house and apartment price returns. Regional Studies. This paper examines regional seasonality in house and apartment price returns across all Australian capital cities from December 1995 to November 2015. The results suggest sizable seasonal effects for the very smallest and very largest regional capitals and that seasonal return variation is more significant for house than apartment returns. Further, the observ…
Self-exciting effects of house prices on unit prices in Australian capital cities
This paper examines the long- and short-run relationship between Australian house and unit prices across all capital cities over the period December 1995 to June 2015. We find that house and unit prices are cointegrated and, based on the results of Granger causality and generalised impulse responses, that house prices significantly influence unit prices across all cities. However, bi-directional causality (responses) exists only for major capital…
Press Freedom and the Global Economy
This article examines the effects of press freedom (as defined by the US-based Freedom House) on economic growth for 97 countries over four decades (1972–2014). Acknowledging that the idea of “press freedom” carries with it a weight of ethnocentric assumptions, our empirical analysis finds that US understandings of deterioration in press freedom are detrimental to a nation’s economy. Further, we find that countries do not fully recover economical…
Investment sensitivity to market uncertainty in the travel and tourism sector
Raising capital is critical for the future expansion of travel and tourism businesses which have been adversely impacted by the COVID-19 pandemic. Investors sold their travel and tourism stocks below true value due to falling earnings during the pandemic. This study compares the sensitivity of stocks in different sectors to uncertainty when they are aggregated into different exchange-traded funds (ETFs). This reduces the extent of firm-specific p…
An empirical analysis of downside risk and inefficiency in U.S. real estate funds
Using monthly data from July 2011 to July 2024, we estimate and compare the upside and downside betas across eleven well-established real estate exchange-traded funds (ETFs), alongside an aggressive growth (tech) fund and a defensive (utility) fund. We also examine the return per unit of risk using the Calmar, Martin, Omega, Sharpe, and Sortino ratios, with a particular emphasis on extreme downside risk. Furthermore, we employ a non-radial direct…
Tourism as a catalyst for economic diversification in the UAE
We examine the direct and indirect economic contribution of tourism in the United Arab Emirates (UAE) by estimating output, income, and value-added multipliers, along with backward and forward linkage indices, for 18 industries using the 2023 input–output (I–O) table. Tourism-driven sectors—such as accommodation and food services, transport, and trade—demonstrate extensive inter-industry connections, reflecting their pivotal role in propagating d…
Economics (9 works) · Business (5 works) · Finance (4 works) · Econometrics (3 works) · Financial Markets and Investment Strategies (3 works) · Geography (3 works) · Housing Market and Economics (3 works) · Monetary economics (3 works) · Political science (3 works) · Sociology (3 works)