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Dungey, Mardi H.
36
Hvozdyk, Lyudmyla
6
Fry, Renée
5
McKenzie, Michael D.
5
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4
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2
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ECONIS (ZBW)
38
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1
Flight-to-quality and asymmetric volatility responses in US treasuries
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Tambakis, …
- In:
Global finance journal
19
(
2009
)
3
,
pp. 252-267
Persistent link: https://www.econbiz.de/10003837180
Saved in:
2
Modelling international linkages for large open economies : US and euro Area
Dungey, Mardi H.
;
Osborn, Denise R.
-
2009
Persistent link: https://www.econbiz.de/10003880298
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10008698089
Saved in:
9
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, …
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10003705444
Saved in:
10
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Smith, L. Vanessa
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
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