Skip navigation
Statistics
Help
About OPUS
How to Deposit
Managing Copyright
Browse
UTS Organisational Groups
Browse Items by:
Issue Date
Author
Title
Type
ARC/NHRMC Funded
Search OPUS
OPUS at UTS
Search
All of OPUS
Faculty of Business
Accounting
Economics
Finance
General Collection
Management
Marketing
Current filters:
Title
Author
Subject
Date Issued
Has File(s)
File Name
File Description
Type
Copyright Status
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Add Filter:
Title
Author
Subject
Date Issued
Has File(s)
File Name
File Description
Type
Copyright Status
Equals
Contains
ID
Not Equals
Not Contains
Not ID
Results
Customise results display
Sort items by
Relevance
Title
Issue Date
In order
Ascending
Descending
Results/Page
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Authors/record
All
1
5
10
15
20
25
30
35
40
45
50
Item hits:
Issue Date
Title
Author(s)
2015-01-01
Equity portfolio diversification with high frequency data
Alexeev, V
;
Dungey, M
2016-06-01
Continuous and jump betas: Implications for portfolio diversification
Alexeev, V
;
Dungey, M
;
Yao, W
2010-01
Unobservable shocks as carriers of contagion
Dungey, M
;
Milunovich, G
;
Thorp, SJ
2009-01
Extending a SVAR model of the Australian economy
Dungey, M
;
Pagan, AR
2017-01-01
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
Alexeev, V
;
Dungey, M
;
Yao, W
2017
Exchange rate risk exposure and the value of European firms
Parlapiano, F
;
Alexeev, V
;
Dungey, M
2020
Modelling Financial Contagion Using High Frequency Data
Yao, W
;
Dungey, M
;
Alexeev, V
Results 1-7 of 7 (Search time: 0.011 seconds).
previous
1
next
Discover
Author
5
Alexeev, V
3
Yao, W
1
Milunovich, G
1
Pagan, AR
1
Parlapiano, F
1
Thorp, SJ
Subject
4
Finance
2
Economics
1
14 Economics, 15 Commerce, Manage...
1
1502 Banking, Finance and Investment
Date issued
6
2010 - 2020
1
2009 - 2009
Has File(s)
7
true
Type
6
Journal Article
Copyright Status
3
open_access
1
Closed Access
1
closed_access
1
Open Access