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The interaction of financial regulation and bailout guarantees
Rancière, Romain; Tornell, Aaron - 2011
Persistent link: https://www.econbiz.de/10008932923
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A new index of currency mismatch and systemic risk
Rancière, Romain; Tornell, Aaron; Vamvakidis, Athanasios - 2011
Persistent link: https://www.econbiz.de/10008933051
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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
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The changing network of financial market linkages : the Asian experience
Chowdhury, Biplob; Dungey, Mardi H.; Kangogo, Moses; … - In: International review of financial analysis 64 (2019), pp. 71-92
Persistent link: https://www.econbiz.de/10012208306
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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