Journal 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] | |
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 Renault, E, Identifying contagion, Journal of Applied Econometrics, 33, (2) pp. 227-250. ISSN 0883-7252 (2017) [Refereed Article] | |
Yao, W and Kam, T and Vahid, F, On weak identification in structural VARMA models, Economics Letters, 156 pp. 1-6. ISSN 0165-1765 (2017) [Refereed Article] | |
Alexeev, V and Dungey, M and Yao, W, Time-varying continuous and jump betas: the role of firm characteristics and periods of stress, Journal of Empirical Finance, 40 pp. 1-19. ISSN 0927-5398 (2017) [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] |  |
Cooray, AV and Felmingham, BS, Are Australia's Savings and Investment Fractionally Cointegrated?, International Journal of Applied Economics, 5, (1) pp. 48-53. ISSN 1548-0003 (2008) [Refereed Article] | |
Cooray, AV and Felmingham, BS, Do Australian Investment and Saving Behave Procyclically?, International Journal of Economic Issues, 1, (1) pp. 1-10. ISSN 0974-603X (2008) [Refereed Article] | |
Nguyen, H-O, Dynamic Properties of business investment under the neoclassical synthesis, Vietnam Economic Management Review, 3, (1) pp. 21-32. ISSN 1859-039X (2008) [Refereed Article] | |
Felmingham, BS and Cooray, AV, The Cyclical and Trend Behaviour of Australian Investment and Savings, Journal of Business Cycle Measurement and Analysis, 3, (3) pp. 367-386. ISSN 1729-3618 (2008) [Refereed Article] | |