Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data
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- Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David, 2015. "Surfing through the GFC: systemic risk in Australia," Working Papers 2015-01, University of Tasmania, Tasmanian School of Business and Economics.
- Pattanaporn Chatjuthamard & Pavitra Jindahra & Pattarake Sarajoti & Sirimon Treepongkaruna, 2021. "The effect of COVID‐19 on the global stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4923-4953, September.
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This paper has been announced in the following NEP Reports:- NEP-MON-2016-02-04 (Monetary Economics)
- NEP-MST-2016-02-04 (Market Microstructure)
- NEP-SEA-2016-02-04 (South East Asia)
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