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Dungey, M and Milunovich, G and Thorp, S and Yang, M, “Endogenous crisis dating and contagion using smooth transition structural GARCH”, Journal of Banking and Finance, 58 pp. 71-79. ISSN 0378-4266 (2015) [Refereed Article] | |
Data Type | Value |
---|---|
Type of Research | Applied Research |
Research Division | Economics |
Research Group | Applied economics |
Research Field | Macroeconomics (incl. monetary and fiscal theory) |
Research Objective Division | Economic Framework |
Research Objective Group | Macroeconomics |
Research Objective Field | Macroeconomics not elsewhere classified |
Visit Item on eCite | http://ecite.utas.edu.au/101249 |
Digital Object Identifier | doi:10.1016/j.jbankfin.2015.04.006 |
Scopus Source URL | View the full record on Scopus |
Scopus Citing URL | View the list of citing articles on Scopus |
Web of Science® Source URL | View the full record on Web of Science® |
Web of Science® Citing URL | View the list of citing articles on Web of Science® |
Web of Science® Related URL | View the list of related articles on Web of Science® |
Number of Times Cited | 38 |