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Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi; Mckenzie, Michael; Smith, L.Vanessa - In: Journal of empirical finance 16 (2009) 3, pp. 430-445
Persistent link: https://www.econbiz.de/10008241615
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Flight-to-quality and asymmetric volatility responses in US Treasuries
Dungey, Mardi; Mckenzie, Michael; Tambakis, Demosthenes N. - In: Global finance journal 19 (2008) 3, pp. 252-267
Persistent link: https://www.econbiz.de/10008241872
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After-hours trading in equity futures markets
Dungey, Mardi; Fakhrutdinova, Luba; Goodhart, Charles - In: The journal of futures markets 29 (2009) 2, pp. 114-136
Persistent link: https://www.econbiz.de/10008161643
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Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework
Dungey, Mardi - In: The economic record : er 85 (2009) 271, pp. 493
Persistent link: https://www.econbiz.de/10008334136
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The Structure and Resilience of the Financial System - edited by Christopher Kent and Jeremy Lawson
Dungey, Mardi - In: The economic record : er 84 (2008) 266, pp. 397
Persistent link: https://www.econbiz.de/10008095793
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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; Goodhart, Charles; Tambakis, Demosthenes - In: International journal of finance & economics : IJFE 13 (2008) 1, pp. 40-52
Persistent link: https://www.econbiz.de/10007900721
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Unravelling financial market linkages during crises
Dungey, Mardi; Martin, Vance L. - In: Journal of applied econometrics 22 (2007) 1, pp. 89-120
Persistent link: https://www.econbiz.de/10007613978
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CURRENCY MARKET CONTAGION IN THE ASIA-PACIFIC REGION
Dungey, Mardi; Fry, Renée; Martin, Vance L. - In: Australian economic papers 43 (2004) 4, pp. 379-395
Persistent link: https://www.econbiz.de/10006427429
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International Shocks on Australia - The Japanese Effect
Dungey, Mardi; Fry, Renée - In: Australian economic papers 42 (2003) 2, pp. 158-182
Persistent link: https://www.econbiz.de/10006434920
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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