//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
VAR modelling in the presence...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Financial crisis
14
Finanzkrise
12
Welt
7
World
7
Banking crisis
6
Volatility
6
Volatilität
6
Ansteckungseffekt
5
Bankenkrise
5
Börsenkurs
5
Contagion effect
5
Estimation
5
Financial crises
5
Schock
5
Schätzung
5
Share price
5
Shock
5
Systemic risk
5
Systemrisiko
5
Contagion
4
Financial market
4
Finanzmarkt
4
Theorie
4
Theory
4
Australia
3
Bruttoinlandsprodukt
3
Business network
3
CAPM
3
Capital income
3
Currency crisis
3
Electronic trading
3
Elektronisches Handelssystem
3
Gross domestic product
3
High-frequency data
3
Hypothek
3
Impact assessment
3
International financial market
3
Internationaler Finanzmarkt
3
Japan
3
Jumps
3
more ...
less ...
Online availability
All
Undetermined
Free
235
Type of publication
All
Article
71
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Nachruf
2
Aufsatz im Buch
1
Book section
1
Language
All
English
38
Undetermined
33
Author
All
Dungey, Mardi H.
32
Dungey, Mardi
28
Martin, Vance L.
6
Fry, Renee
5
Yao, Wenying
5
Fry, Renée
4
Vehbi, M. Tugrul
4
Vehbi, Tugrul
4
Volkov, V. V.
4
Alexeev, Vitali
3
Chowdhury, Biplob
3
Doko Tchatoka, Firmin
3
Gajurel, Dinesh
3
Gonzalez-Hermosillo, Brenda
3
Jeyasreedharan, Nagaratnam
3
Martin, Vance
3
Matei, Marius
3
Osborn, Denise R.
3
Wong, Benjamin
3
Yanotti, María B.
3
Abu Sayeed, Mohammad
2
Claus, Edda
2
DUNGEY, MARDI
2
Flavin, Thomas J.
2
Greig, Lucy
2
Jacobs, Jan
2
Luciani, Matteo
2
McKenzie, Michael
2
Milunovich, George
2
Rice, Amy
2
Thorp, Susan
2
Veredas, David
2
Wells, Graeme
2
Anderson, Heather M.
1
Bond, Shaun
1
Bui, Anh Tuan
1
CLAUS, EDDA
1
Dempster, Michael A. H.
1
Dungey, M.
1
Dungey, M. H.
1
more ...
less ...
Published in...
All
Economic modelling
4
Australian Economic Review
3
Economic Modelling
3
Economic Record
3
Journal of banking & finance
3
The North American Journal of Economics and Finance
3
Applied Economics
2
Global Finance Journal
2
International review of financial analysis
2
Journal of Asian Economics
2
Journal of Asian economics
2
Journal of Banking & Finance
2
Journal of international financial markets, institutions & money
2
Open Economies Review
2
Quantitative Finance
2
Quantitative finance
2
The economic record : er
2
Applied Economics Letters
1
Applied economics
1
Asian Economic Papers
1
Australian Journal of Management
1
Economic Papers
1
Economic Systems
1
Economics Letters
1
Economics letters
1
International Journal of Finance & Economics
1
International journal of forecasting
1
Journal of Applied Econometrics
1
Journal of Emerging Market Finance
1
Journal of Empirical Finance
1
Journal of Financial Stability
1
Journal of Money, Credit and Banking
1
Journal of econometrics
1
Journal of emerging market finance
1
Journal of empirical finance
1
Journal of macroeconomics
1
Oxford Bulletin of Economics and Statistics
1
Pacific-Basin finance journal
1
Regional growth and sustainable development in Asia
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
RePEc
33
ECONIS (ZBW)
32
Other ZBW resources
6
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The influences of international output shocks from the US and China on ASEAN economies
Dungey, Mardi H.
;
Vehbi, M. Tugrul
- In:
Journal of Asian economics
39
(
2015
),
pp. 59-71
Persistent link: https://www.econbiz.de/10011566466
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->