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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2010
Persistent link: https://www.econbiz.de/10009384425
Saved in:
2
The cross market effects of short sale restrictions
Dungey, Mardi H.
;
McKenzie, Michael D.
;
Yalama, Abdullah
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 53-71
Persistent link: https://www.econbiz.de/10010364821
Saved in:
3
Transmission of financial crises and contagion : a latent factor approach
Dungey, Mardi H.
;
Fry, Renée A.
;
González Hermosillo, …
-
2011
Persistent link: https://www.econbiz.de/10008842351
Saved in:
4
The Tsunami : measures of contagion in the 2007 - 2008 credit crunch : financial crisis (Focus)
Dungey, Mardi H.
- In:
CESifo forum : a bi-monthly journal on European …
9
(
2008
)
4
,
pp. 33-43
Persistent link: https://www.econbiz.de/10003792704
Saved in:
5
Unanticipated shocks and systemic influences : the impact of contagion in global equity markets in 1998
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2003
Persistent link: https://www.econbiz.de/10001760590
Saved in:
6
International contagion effects from the Russian crisis and the LTCM near-collapse
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2002
Persistent link: https://www.econbiz.de/10001675211
Saved in:
7
Factor analysis of a model of stock market returns using simulation-based estimation techniques
Zhumabekova, Diana
;
Dungey, Mardi H.
-
2001
Persistent link: https://www.econbiz.de/10001790850
Saved in:
8
Testing for contagion using correlations : some words of caution
Dungey, Mardi H.
;
Zhumabekova, Diana
-
2001
Persistent link: https://www.econbiz.de/10001790852
Saved in:
9
Characterizing global investors' risk appetite for emerging market debt during financial crises
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2003
Persistent link: https://www.econbiz.de/10001929320
Saved in:
10
International financial contagion : what do we know?
Dungey, Mardi H.
;
Tambakis, Demosthenes Nicholas
-
2003
Persistent link: https://www.econbiz.de/10001882218
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