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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
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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2009
Persistent link: https://www.econbiz.de/10003882203
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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
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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
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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
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Synchronisation of financial crises
Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - 2005
Persistent link: https://www.econbiz.de/10003376378
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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
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Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008668687
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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
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008698082