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subject:"Share price"
~person:"Aizenman, Joshua"
~person:"Dungey, Mardi H."
~subject:"International sovereign debt"
~subject:"Stock market"
~type_genre:"Article in journal"
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Aizenman, Joshua
Dungey, Mardi H.
Huber, Jürgen
9
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7
Noussair, Charles
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7
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Eurasian economic review : a journal in applied macroeconomics and finance
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1
Dynamic effects of network exposure on equity markets
Dungey, Mardi H.
;
Kangogo, Moses
;
Volkov, V. V.
- In:
Eurasian economic review : a journal in applied …
12
(
2022
)
4
,
pp. 569-629
Persistent link: https://www.econbiz.de/10013447731
Saved in:
2
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
3
Examining stress in Asian currencies : a perspective offered by high frequency financial market data
Dungey, Mardi H.
;
Matei, Marius
;
Sirimon Treepongkaruna
- In:
Journal of international financial markets, …
67
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012495857
Saved in:
4
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
Saved in:
5
Developing countries' financial vulnerability to the eurozone crisis : an event study of equity and bond markets
Aizenman, Joshua
;
Jinjarak, Yothin
;
Lee, Minsoo
;
Park, …
- In:
Journal of economic policy reform
19
(
2016
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011412290
Saved in:
6
Determinants of financial stress and recovery during the great recession
Aizenman, Joshua
;
Pasricha, Gurnain Kaur
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 347-372
Persistent link: https://www.econbiz.de/10009689477
Saved in:
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