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Cojumpinge Evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008668687
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2011
Persistent link: https://www.econbiz.de/10009384423
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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
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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
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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
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Cojumping : evidence from the US Treasury bond and futures markets
Dungey, Mardi H.; Hvozdyk, Lyudmyla - 2010
Persistent link: https://www.econbiz.de/10008698082
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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
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A multi-country structural VAR model
Dungey, Mardi H.; Fry, Renée - 2001
Persistent link: https://www.econbiz.de/10001569298
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International shocks on Australia : the Japanese effect
Dungey, Mardi H.; Fry, Renée - In: Australian economic papers 42 (2003) 2, pp. 158-182
Persistent link: https://www.econbiz.de/10001767330
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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