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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/10008698089
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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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Empirical Modeling of Contagion : A Review of Methodologies
Dungey, Mardi - 2004
The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...
Persistent link: https://www.econbiz.de/10014401432
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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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International shocks and the role of domestic policy in Australia
Dungey, Mardi H. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001642096
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Why tax foreign exchange? : Comments on a proposed Tobin tax
Dungey, Mardi - 1998
Persistent link: https://www.econbiz.de/10001378682
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The determinants of short selling in the Hong Kong equities market
McKenzie, Michael D. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003611986
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Venture capital fund performance and the IPO market
McKenzie, Michael D.; Janeway, William - 2008
Persistent link: https://www.econbiz.de/10009384476
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The impact of short selling on the price-volume relationship : evidence from Hong Kong
Henry, Ólan Thomas John; McKenzie, Michael D. - 2003
Persistent link: https://www.econbiz.de/10001739272
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Hole in the wall : informed short selling ahead of private placements
Berkman, Henk; McKenzie, Michael D.; Verwijmeren, Patrick - 2013
Persistent link: https://www.econbiz.de/10010191213