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The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.; Henry, Ólan Thomas John; Hvozdyk, … - 2012
Persistent link: https://www.econbiz.de/10009671885
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2011
Persistent link: https://www.econbiz.de/10009384423
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2010
Persistent link: https://www.econbiz.de/10009384425
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From trade-to-trade in US Treasuries
Dungey, Mardi H.; Henry, Ólan Thomas John; McKenzie, … - 2010
Persistent link: https://www.econbiz.de/10009384426
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The term premium and the UK economy 1980 - 2007
Dungey, Mardi H.; Vehbi, M. Tugrul - 2010
Persistent link: https://www.econbiz.de/10009384429