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
~subject:"Estimation"
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
Cojumping: Evidence from the U...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Financial crisis
73
Finanzkrise
69
Australia
50
Australien
48
Welt
45
World
43
Schätzung
38
USA
38
United States
38
International financial market
32
Internationaler Finanzmarkt
32
Ansteckungseffekt
31
Contagion effect
31
Systemic risk
28
Volatility
27
Volatilität
27
Systemrisiko
26
Theorie
26
Theory
26
Schock
21
Shock
21
Spillover effect
19
Spillover-Effekt
19
Börsenkurs
18
Share price
18
Asia
17
Geldpolitik
16
Monetary policy
16
Stock market
16
Time series analysis
16
Zeitreihenanalyse
16
Decomposition method
15
Dekompositionsverfahren
15
Aktienmarkt
14
Asien
14
Banking crisis
14
Economic growth
14
VAR model
14
VAR-Modell
14
more ...
less ...
Online availability
All
Free
21
Undetermined
5
Type of publication
All
Book / Working Paper
25
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
19
Graue Literatur
19
Non-commercial literature
19
Working Paper
19
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
37
Author
All
Dungey, Mardi H.
35
Flavin, Thomas J.
6
Dwyer, Gerald P. <jun.>
5
Hvozdyk, Lyudmyla
5
Pitchford, John David
5
Milunovich, George
4
Thorp, Susan
4
Yang, Minxian
4
Aruman, Shakila
3
Vehbi, M. Tugrul
3
Chowdhury, Biplob
2
Jeyasreedharan, Nagaratnam
2
Alexeev, Vitali
1
Claus, Edda
1
Dungey, Mardi
1
Dwyer, Gerard P.
1
Gnabo, Jean-Yves
1
Henry, Olan T.
1
Jacobs, Jan
1
Lahaye, Jérôme
1
Long, Xiangdong
1
Matei, Marius
1
McKenzie, Michael D.
1
Pagan, Adrian R.
1
Sirimon Treepongkaruna
1
Tian, Jing
1
Ullah, Aman
1
Wang, Yun
1
Yao, Wenying
1
Zhumabekova, Diana
1
more ...
less ...
Institution
All
Australian National University / Faculty of Economics and Commerce
2
Australian National University / Centre for Economic Policy Research
1
Published in...
All
Discussion paper / UTAS, School of Economics and Finance
4
CAMA working paper series
2
Discussion paper / Centre for Economic Policy Research, Australian National University
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Journal of banking & finance
2
Working papers in economics and econometrics
2
Applied economics
1
Australian economic papers
1
CFAP working papers
1
Department of Economics, Finance & Accounting working papers series
1
Discussion papers / Centre for Economic Policy Research, Australian National University
1
Economics letters
1
Journal of Asian economics
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of macroeconomics
1
NCER working paper series
1
Open economies review
1
Pacific Basin working paper series
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
The Australian economic review
1
The economic record : er
1
Working papers / Federal Reserve Bank of Atlanta
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
System-wide tail comovements : a bootstrap test for cojump identification on the S&P 500, US bonds and currencies
Gnabo, Jean-Yves
;
Hvozdyk, Lyudmyla
;
Lahaye, Jérôme
- In:
Journal of international money and finance
48
(
2014
),
pp. 147-174
Persistent link: https://www.econbiz.de/10010464002
Saved in:
6
A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H.
-
1997
Persistent link: https://www.econbiz.de/10000959373
Saved in:
7
The steady inflation rate of economic growth
Dungey, Mardi H.
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001512745
Saved in:
8
Prospects for output and employment growth with steady inflation
Dungey, Mardi H.
;
Pitchford, John David
-
1998
Persistent link: https://www.econbiz.de/10000988720
Saved in:
9
A perspective on modelling the Australian real trade weighted index since the float
Aruman, Shakila
(
contributor
);
Dungey, Mardi H.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001597848
Saved in:
10
The steady inflation rate of economic growth
Dungey, Mardi H.
;
Pitchford, John David
- In:
The economic record : er
76
(
2000
),
pp. 386-400
Persistent link: https://www.econbiz.de/10001546928
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
