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~person:"Dungey, Mardi H."
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Dungey, Mardi H.
Afonso, António
76
Fleming, Michael J.
58
Akram, Tanweer
49
Caporale, Guglielmo Maria
42
Dunne, Peter G.
38
D'Amico, Stefania
34
Krishnamurthy, Arvind
33
Trebesch, Christoph
33
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Martin, Alberto
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Altavilla, Carlo
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Blommestein, Hans J.
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Das, Anupam
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Lustig, Hanno
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Pelizzon, Loriana
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Zettelmeyer, Jeromin
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21
Giuliodori, Massimo
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Gulati, Mitu
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Panizza, Ugo
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Viceira, Luis M.
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20
Erce, Aitor
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Ji, Yuemei
19
Beetsma, Roel
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ECONIS (ZBW)
14
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1
Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
2
The changing international network of sovereign debt and financial institutions
Dungey, Mardi H.
;
Harvey, John
-
2017
Persistent link: https://www.econbiz.de/10011710864
Saved in:
3
The impact of jumps and thin trading on realized hedge ratios?
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
-
2013
Persistent link: https://www.econbiz.de/10009747320
Saved in:
4
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2011
Persistent link: https://www.econbiz.de/10009384423
Saved in:
5
Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008668687
Saved in:
6
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
-
2010
Persistent link: https://www.econbiz.de/10008698082
Saved in:
7
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10008698089
Saved in:
8
From trade-to-trade in US Treasuries
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
McKenzie, …
-
2010
Persistent link: https://www.econbiz.de/10009384426
Saved in:
9
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
Saved in:
10
The impact of jumps and thin trading on realised hedge ratios
Dungey, Mardi H.
;
Henry, Ólan Thomas John
;
Hvozdyk, …
-
2012
Persistent link: https://www.econbiz.de/10009671885
Saved in:
11
Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.
;
Hvozdyk, Lyudmyla
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1563-1575
Persistent link: https://www.econbiz.de/10009615791
Saved in:
12
Empirical evidence on jumps in the term structure of the US Treasury Market
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Smith, L. Vanessa
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 430-445
Persistent link: https://www.econbiz.de/10003856815
Saved in:
13
Flight-to-quality and asymmetric volatility responses in US treasuries
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Tambakis, …
- In:
Global finance journal
19
(
2009
)
3
,
pp. 252-267
Persistent link: https://www.econbiz.de/10003837180
Saved in:
14
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, …
- In:
International journal of finance & economics : IJFE
13
(
2008
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10003705444
Saved in:
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