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The Gains from Catch‐up for China and the USA : An Empirical Framework
Dungey, Mardi H.
;
Osborn, Denise R.
- In:
Economic Record
96
(
2020
)
314
,
pp. 350-365
Persistent link: https://www.econbiz.de/10012190198
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2
Modelling Financial Contagion Using High Frequency Data
Yao, Wenying
;
Dungey, Mardi H.
;
Alexeev, Vitali
- In:
Economic Record
96
(
2020
)
314
,
pp. 314-330
Persistent link: https://www.econbiz.de/10012280552
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3
Jump Risk in the US Financial Sector
Gajurel, Dinesh
;
Dungey, Mardi H.
;
Yao, Wenying
; …
- In:
Economic Record
96
(
2020
)
314
,
pp. 331-349
Persistent link: https://www.econbiz.de/10012408077
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4
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
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5
Contagion and banking crisis : international evidence for 2007-2009
Dungey, Mardi H.
;
Gajurel, Dinesh
- In:
Journal of banking & finance
60
(
2015
),
pp. 271-283
Persistent link: https://www.econbiz.de/10011545024
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6
The internationalisation of financial crises : banking and currency crises 1883-2008
Dungey, Mardi H.
;
Jacobs, Jan
;
Lestano, Lestano
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 29-47
Persistent link: https://www.econbiz.de/10011514361
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7
High-frequency characterisation of Indian banking stocks
Abu Sayeed, Mohammad
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of emerging market finance
17
(
2018
),
pp. 213-238
Persistent link: https://www.econbiz.de/10011925530
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8
Testing for mutually exciting jumps and financial flights in high frequency data
Dungey, Mardi H.
;
Erdemlioglu, Deniz
;
Matei, Marius
; …
- In:
Journal of econometrics
202
(
2018
)
1
,
pp. 18-44
Persistent link: https://www.econbiz.de/10011974551
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9
Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali
;
Dungey, Mardi H.
;
Yao, Wenying
- In:
Journal of empirical finance
40
(
2017
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
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10
Learning about the role of market micro-structure from high-frequency data on Asian banks
Chowdhury, Biplob
;
Dungey, Mardi H.
;
Jeyasreedharan, …
- In:
Regional growth and sustainable development in Asia
,
(pp. 151-180)
.
2017
Persistent link: https://www.econbiz.de/10011659220
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