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Dungey, Mardi H.
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ECONIS (ZBW)
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21
Modelling international linkages for large open economies : US and Euro Area
Dungey, Mardi H.
;
Osborn, Denise R.
-
2009
Persistent link: https://www.econbiz.de/10003882216
Saved in:
22
Correlation, contagion and Asian evidence
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Asian economic papers
5
(
2006
)
2
,
pp. 32-74
Persistent link: https://www.econbiz.de/10003411944
Saved in:
23
Unravelling financial market linkages during crises
Dungey, Mardi H.
;
Martin, Vance
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 89-119
Persistent link: https://www.econbiz.de/10003448512
Saved in:
24
Synchronisation of financial crises
Dungey, Mardi H.
;
Jacobs, Jan
;
Lestano, Lestano
-
2005
Persistent link: https://www.econbiz.de/10003376378
Saved in:
25
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, …
-
2005
Persistent link: https://www.econbiz.de/10003376389
Saved in:
26
Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008668687
Saved in:
27
Modelling the time between trades in the after-hours electronic equity futures market
Dungey, Mardi H.
;
Jeyasreedharan, Nagaratnam
;
Li, Tuo
-
2010
Persistent link: https://www.econbiz.de/10008698074
Saved in:
28
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008698082
Saved in:
29
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2010
Persistent link: https://www.econbiz.de/10008698087
Saved in:
30
Unobservable shocks as carriers of contagion
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10003971329
Saved in:
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