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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 TypeValue
Type of ResearchApplied Research
Research DivisionEconomics
Research GroupApplied economics
Research FieldMacroeconomics (incl. monetary and fiscal theory)
Research Objective DivisionEconomic Framework
Research Objective GroupMacroeconomics
Research Objective FieldMacroeconomics not elsewhere classified
Visit Item on eCitehttp://ecite.utas.edu.au/101249
Digital Object Identifierdoi:10.1016/j.jbankfin.2015.04.006
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Number of Times Cited38