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subject:"Financial crisis"
subject:"Wirtschaftskrise"
~isPartOf:"Discussion paper / UTAS, School of Economics and Finance"
~person:"Dungey, Mardi H."
~person:"Haan, Jakob de"
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Equity market contagion during the global financial crisis : evidence from the world’s eight largest economies
Dungey, Mardi H.
;
Gajurel, Dinesh
-
2013
Persistent link: https://www.econbiz.de/10010244860
Saved in:
2
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
-
2012
Persistent link: https://www.econbiz.de/10009624405
Saved in:
3
Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H.
;
Dwyer, Gerald P. <jun.>
;
Flavin, Thomas J.
-
2011
Persistent link: https://www.econbiz.de/10009405947
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