Browsing by Author Dungey, Mardi
Showing results 1 to 8 of 8
| Preview | Issue Date | Title | Author(s) |
 | Feb-2011 | Cojumping: Evidence from the US Treasury Bond and Futures Market | Dungey, Mardi; Hvozdyk, Lyudmyla |
 | May-2010 | Detecting Contagion with Correlation: Volatility and Timing Matter | Dungey, Mardi; Yalama, Abdullah |
 | Oct-2003 | Empirical modelling of contagion: a review of methodologies | Dungey, Mardi; Fry, Renee; Gonzalez-Hermosillo, Brenda; Martin, Vance L |
 | May-2010 | From Trade-to-Trade in US Treasuries | Dungey, Mardi; Henry, Olan; McKenzie, Michael |
 | Jul-2003 | International financial contagion: what do we know? | Dungey, Mardi; Tambakis, Demosthenes N |
 | Aug-2005 | Synchronisation of financial crises | Dungey, Mardi; Jacobs, Jan P A M; Lestano |
 | 2010 | The Term Premium and The UK Economy 1980-2007 | Dungey, Mardi; Vehbi, M Tugrul |
 | Sep-2005 | The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data | Dungey, Mardi; Goodheart, Charles; Tambakis, Demosthenes N |
Showing results 1 to 8 of 8
