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ECONIS (ZBW)
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1
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
Saved in:
2
Crude oil and agricultural futures : an analysis of correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2015
Persistent link: https://www.econbiz.de/10011777147
Saved in:
3
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
4
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
-
2012
Persistent link: https://www.econbiz.de/10009624405
Saved in:
5
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
-
2012
Persistent link: https://www.econbiz.de/10009626036
Saved in:
6
Hedge fund excess returns under time-varying beta
Bird, Ron
;
Liem, Harry
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008659436
Saved in:
7
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 42-65
Persistent link: https://www.econbiz.de/10009726475
Saved in:
8
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
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9
Symmetric versus asymmetric conditional covariance forecasts : does it pay to switch?
Thorp, Susan
;
Milunovich, George
- In:
The journal of financial research
30
(
2007
)
3
,
pp. 355-377
Persistent link: https://www.econbiz.de/10003536978
Saved in:
10
Private equity : strategies for improving performance
Bird, Ron
;
Liem, Harry
;
Thorp, Susan
-
2011
Persistent link: https://www.econbiz.de/10009500934
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