Browsing byAuthorDungey, M
Showing results 1 to 7 of 7
Issue Date | Title | Author(s) |
2016-06-01 | Continuous and jump betas: Implications for portfolio diversification | Alexeev, V; Dungey, M; Yao, W |
2015-01-01 | Equity portfolio diversification with high frequency data | Alexeev, V; Dungey, M |
2017 | Exchange rate risk exposure and the value of European firms | Parlapiano, F; Alexeev, V; Dungey, M |
2009-01 | Extending a SVAR model of the Australian economy | Dungey, M; Pagan, AR |
2020 | Modelling Financial Contagion Using High Frequency Data | Yao, W; Dungey, M; Alexeev, V |
2017-01-01 | Time-varying continuous and jump betas: The role of firm characteristics and periods of stress | Alexeev, V; Dungey, M; Yao, W |
2010-01 | Unobservable shocks as carriers of contagion | Dungey, M; Milunovich, G; Thorp, SJ |