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Transmission of financial crises and contagion : a latent factor approach

Dungey, Mardi H.; Fry, Renée A.; González Hermosillo, … - 2011

Persistent link: https://www.econbiz.de/10008842351

The impact of exchange rate volatility on international trade flows

McKenzie, Michael D. - In: Journal of economic surveys 13 (1999) 1, pp. 71-106

Persistent link: https://www.econbiz.de/10001255597

The Tsunami : measures of contagion in the 2007 - 2008 credit crunch : financial crisis (Focus)

Dungey, Mardi H. - In: CESifo forum : a bi-monthly journal on European … 9 (2008) 4, pp. 33-43

Persistent link: https://www.econbiz.de/10003792704

Research design issues in time-series modelling of financial market volatility

McKenzie, Michael D.; Brooks, Robert - 1999

Persistent link: https://www.econbiz.de/10001372125

[Rezension] Exchange rates, capital flows, and monetary policy in a changing world economy,

McKenzie, Michael D. - In: The economic record : er 75 (1999), pp. 89-90

Persistent link: https://www.econbiz.de/10001378930

Worldwide reach of short selling regulations

Jain, Archana; Jain, Pankaj K.; McInish, Thomas H.; … - In: Journal of financial economics 109 (2013) 1, pp. 177-197

Persistent link: https://www.econbiz.de/10009765825

Modelling return and conditional volatility exposures in global stock markets

Cai, Charlie X.; Faff, Robert W.; Hillier, David; … - In: Review of quantitative finance and accounting 27 (2006) 2, pp. 125-142

Persistent link: https://www.econbiz.de/10003349568

International evidence on the determinants of the decision to list

McKenzie, Michael D. - In: Australian journal of management 32 (2007) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10003496878

An investigation of conditional autocorrelation and cross-autocorrelation in emerging markets

Faff, Robert W.; Hillier, David; McKenzie, Michael D. - In: Review of Pacific Basin financial markets and policies 8 (2005) 3, pp. 467-500

Persistent link: https://www.econbiz.de/10003140301

Systematic and liquidity risk in subprime-mortgage backed securities

Dungey, Mardi; Dwyer, Gerald P.; Flavin, Thomas - 2011

The misevaluation of risk in securitized financial products is central to understanding the financial crisis of 2007 - 8. This paper characterizes the evolution of factors affecting collateralized debt obligations based on subprime mortgages. A key feature of subprime-mortgage backed indices is...

Persistent link: https://www.econbiz.de/10010292259