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~isPartOf:"CAMA working paper series"
~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~person:"Dungey, Mardi H."
~subject:"Shock"
~subject:"Volatility"
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Volatility spillovers and cont...
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3
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1999-2007
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Dungey, Mardi H.
Gupta, Rangan
14
Chan, Joshua
13
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7
Vespignani, Joaquin
7
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7
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International review of economics & finance : IREF
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Asian economic cooperation in the new millennium : China's economic presence ; [revised papers from a conference held at Peking University in May 2002]
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ECONIS (ZBW)
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Detecting
contagion
with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
2
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747175
Saved in:
3
Modelling change in financial market integration : Eastern Europe
Aslanides, Nektarios
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003810432
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