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type_genre:"Article in journal"
~isPartOf:"Journal of banking & finance"
~person:"Dungey, Mardi H."
~subject:"Cointegration"
~subject:"Deutschland"
~subject:"Estimation"
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Dungey, Mardi H.
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ECONIS (ZBW)
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Are banking shocks contagious? : evidence from the eurozone
Dungey, Mardi H.
;
Flavin, Thomas J.
;
Lagoa Varela, Dolores
- In:
Journal of banking & finance
112
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012225230
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2
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
Saved in:
3
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1563-1575
Persistent link: https://www.econbiz.de/10009615791
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