Now showing items 7-8 of 8

    • The Term Premium and The UK Economy 1980-2007 

      Dungey, Mardi; Vehbi, M Tugrul (2010)
      The term premium is estimated from an empirically coherent open economy VAR model of the UK economy where the model specifically accounts for the mixed nature of the data and cointegration between some variables. Using ...
    • The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data 

      Dungey, Mardi; Goodheart, Charles; Tambakis, Demosthenes N (CFAP, Cambridge Judge Business School, University of Cambridge, 2005-09)
      The second half of August 1998 was dominated by two events. From 14 to 28 August, the Hong Kong Monetary Authority (HKMA) intervened in the Hong Kong equity markets to prevent a speculative double play against their ...