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Results 1-6 of 6 (Search time: 0.068 seconds).
|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|
|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|