Open Access Repository

Items where Author is "Dungey, M"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 46.

Article

Chowdhury, B, Dungey, M ORCID: 0000-0003-0074-2314, Kangogo, M, Sayeed, MA and Volkov, V ORCID: 0000-0001-9721-9700 2019 , 'The changing network of financial market linkages: the Asian experience' , International Review of Financial Analysis, vol. 64, no. July 2 , pp. 71-92 , doi: 10.1016/j.irfa.2019.05.003.

Chowdhury, B, Jeyasreedharan, N ORCID: 0000-0003-1489-989X and Dungey, M ORCID: 0000-0003-0074-2314 2018 , 'Quantile relationships between standard, diffusion and jump betas across Japanese banks' , Journal of Asian Economics, vol. 59 , pp. 29-47 , doi: 10.1016/j.asieco.2018.09.004.

Dungey, M ORCID: 0000-0003-0074-2314, Erdemlioglu, D, Matei, M and Yang, X 2018 , 'Testing for mutually exciting jumps and financial flights in high frequency data' , Journal of Econometrics, vol. 202, no. 1 , pp. 18-44 , doi: 10.1016/j.jeconom.2017.09.002.

Dungey, M ORCID: 0000-0003-0074-2314, Harvey, J and Volkov, V ORCID: 0000-0001-9721-9700 2018 , 'The changing international network of sovereign debt and financial institutions' , Journal of International Financial Markets, Institutions and Money, vol. 60 , pp. 149-168 , doi: 10.1016/j.intfin.2018.12.013.

Dungey, M ORCID: 0000-0003-0074-2314, Luciana, M and Veredas, D 2017 , 'Systemic risk in the US: interconnectedness as a circuit breaker' , Economic Modelling, vol. 71 , pp. 305-315 , doi: 10.1016/j.econmod.2017.10.004.

Dungey, M ORCID: 0000-0003-0074-2314 and Renault, E 2018 , 'Identifying contagion' , Journal of Applied Econometrics, vol. 33, no. 2 , pp. 227-250 , doi: 10.1002/jae.2593.

Dungey, M ORCID: 0000-0003-0074-2314, Tchatoka, FD and Yanotti, M ORCID: 0000-0001-9797-9582 2018 , 'Using multiple correspondence analysis for finance: A tool for assessing financial inclusion' , International Review of Financial Analysis, vol. 59 , pp. 212-222 , doi: 10.1016/j.irfa.2018.08.007.

Dungey, M ORCID: 0000-0003-0074-2314, Tchatoka, FD and Yanotti, MB ORCID: 0000-0001-9797-9582 2018 , 'Endogeneity in household mortgage choice' , Economic Modelling, vol. 73 , pp. 30-44 , doi: 10.1016/j.econmod.2018.03.001.

Sayeed, MA, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W 2018 , 'High frequency characterisation of Indian banking stocks' , Journal of Emerging Market Finance, vol. 17, no. 2S , 1S-26S , doi: 10.1177/0972652718777081.

Book Section

Chowdhury, B, Dungey, M ORCID: 0000-0003-0074-2314, Jeyasreedharan, N ORCID: 0000-0003-1489-989X and Sayeed, M 2017 , 'Learning about the role of market micro-structure from high-frequency data on Asian banks', in AA Batabyal and P Nijkamp (eds.), Regional Growth and Sustainable Development in Asia , Springer International Publishing, Switzerland, pp. 151-180.

Report

Dungey, M, Henry, O and McKenzie, M 2010 , From Trade-to-Trade in US Treasuries (Discussion Paper 2010-02).

Dungey, M and Vehbi, M.T. 2011 , A SVECM Model of the UK Economy and The Term Premium.

Dungey, M, Wells, G and Thompson, S 2011 , First home buyers' support schemes in Australia.

Dungey, M, Doko Tchatoka, F, Wells, G and Yanotti, BM 2014 , Mortgage Choice Determinants: The Role of Risk and Bank Regulation.

Dungey, M, Fry-McKibbin, R and Linehan, V 2013 , Chinese resource demand and the natural resource supplier.

Dungey, M, Henry, O and Hvozdyk, L 2013 , The impact of jumps and thin trading on realized hedge ratios?.

Dungey, M, Jacobs, J, Tian, J and van Norden, S 2012 , On the correspondence between data revision and trend-cycle decomposition.

Dungey, M, Luciani, M and Veredas, D 2012 , Ranking systemically important financial institutions.

Dungey, M, Matei, M, Luciani, M and Veredas, D 2015 , Surfing through the GFC : systemic risk in Australia.

Dungey, M, Milunivich, G, Thorpe, S and Yang, M 2012 , Endogenous crisis dating and contagion using smooth transition structural GARCH.

Dungey, M, Harvey, J, Siklos, P and Volkov, V 2017 , Signed spillover effects building on historical decompositions.

Sayed, MA, Dungey, M and Yao, W 2015 , High frequency characterization of Indian banking stocks.

This list was generated on Mon Oct 14 02:00:51 2019 AEDT.
TOP