Journal Article |
Dungey, M and Tchatoka, FD and Yanotti, MB, Endogeneity in household mortgage choice, Economic Modelling, 73 pp. 30-44. ISSN 0264-9993 (2018) [Refereed Article] | |
Sayeed, MA and Dungey, M and Yao, W, High frequency characterisation of Indian banking stocks, Journal of Emerging Market Finance, 17, (2S) pp. 1S-26S. ISSN 0972-6527 (2018) [Refereed Article] | |
Chowdhury, B and Jeyasreedharan, N and Dungey, M, Quantile relationships between standard, diffusion and jump betas across Japanese banks, Journal of Asian Economics, 59 pp. 29-47. ISSN 1049-0078 (2018) [Refereed Article] | |
Dungey, M and Erdemlioglu, D and Matei, M and Yang, X, Testing for mutually exciting jumps and financial flights in high frequency data, Journal of Econometrics, 202, (1) pp. 18-44. ISSN 0304-4076 (2018) [Refereed Article] | |
Dungey, M and Tchatoka, FD and Yanotti, M, Using multiple correspondence analysis for finance: A tool for assessing financial inclusion, International Review of Financial Analysis, 59 pp. 212-222. ISSN 1057-5219 (2018) [Refereed Article] | |
Alexeev, V and Dungey, M and Yao, W, Continuous and jump betas: implications for portfolio diversification, Econometrics, 3, (27) pp. 1-15. ISSN 2225-1146 (2016) [Refereed Article] |  |
Jeyasreedharan, N and Nguyen, TML, Existence and Persistence of Conditional Skewness and Kurtosis: Evidence from Sri Lanka, International Journal of Accounting & Business Finance, 1, (2) pp. 14-25. ISSN 2448-9867 (2015) [Refereed Article] | |
Jeyasreedharan, N, The Day-of-the-Week Effect: Anomaly or Illusion? New Evidence from Sri Lanka', International Journal of Accounting & Business Finance, 1, (1) pp. 42-57. ISSN 2448-9867 (2015) [Refereed Article] | |
Jeyasreedharan, N and Allen, DE and Yang, JW, Yet Another ACD Model: The Autoregressive Conditional Directional Duration (ACDD) Model, Annals of Financial Economics, 9, (1) Article 1450004. ISSN 2010-4952 (2014) [Refereed Article] | |
Matei, M, Perspectives on Risk Measurement - A Critical Assessment of PC-GARCH Against the Main Volatility Forecasting Models, Romanian Journal of Economic Forecasting, 15, (1) Article 6. ISSN 1582-6163 (2012) [Refereed Article] | |
Huang, W and Huang, Z and Matei, M and Wang, T, Price volatility forecast for agricultural commodity futures: The role of high frequency data, Romanian Journal of Economic Forecasting, 15, (4) pp. 83-103. ISSN 1582-6163 (2012) [Refereed Article] |  |
Matei, M, Non-Linear Volatility Modelling of Economic and Financial Time Series Using High Frequency Data, Romanian Journal of Economic Forecasting, 14, (2) pp. 116-141. ISSN 1582-6163 (2011) [Refereed Article] | |
Matei, M, Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead, Romanian Journal of Economic Forecasting, 12, (4) pp. 42-65. ISSN 1582-6163 (2009) [Refereed Article] | |
Dungey, MH and McKenzie, M and Smith, V, Empirical evidence on jumps in the term structure of the US treasury market, Journal of Empirical Finance, 16, (3) pp. 430-445. ISSN 0927-5398 (2009) [Refereed Article] |  |
Poke, J and Wells, GM, The term spread and GDP growth in Australia, Economic Record, 85, (269) pp. 121-131. ISSN 0013-0249 (2009) [Refereed Article] |  |
Dungey, MH, The Tsunami: Measures of Contagion in the 2007-08 Credit Crunch, CESifo Forum, 9, (4) pp. 33-43. ISSN 1615-245X (2009) [Non Refereed Article] | |
Dungey, MH and Fry, R and Gonzalez-Hermosillo, B and Vance, M, Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998, North American Journal of Economics & Finance, 18, (2) pp. 155-174. ISSN 1062-9408 (2007) [Refereed Article] | |
Dungey, MH and Martin, V, Unravelling Financial Market Linkages During Crises, Journal of Applied Econometrics, 22, (1) pp. 89-119. ISSN 0883-7252 (2007) [Refereed Article] |  |
Biekpe, N and Tippett, M and Willett, RJ, Accounting Earnings, Permanent Cash Flow and the Distribution of the Earnings to Price Ratio, British Accounting Review, The, 30, (2) pp. 105-40. ISSN 0890-8389 (1998) [Refereed Article] | |