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~person:"Dungey, Mardi H."
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Fallstudie"
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Dungey, Mardi H.
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1
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
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2
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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3
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Smith, L. Vanessa
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
Saved in:
4
Flight-to-quality and asymmetric volatility responses in US treasuries
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Tambakis, …
- In:
Global finance journal
19
(
2009
)
3
,
pp. 252-267
Persistent link: https://www.econbiz.de/10003837180
Saved in:
5
The US treasury market in august 1998 : untangling the effects of Hong Kong and Russia with high-frequency data
Dungey, Mardi H.
;
Goodhart, Charles A. E.
;
Tambakis, …
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10003705444
Saved in:
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