Items where Author is "Hvozdyk, Lyudmyla"

Article

Gnabo, Jean-Yves and Hvozdyk, Lyudmyla and Lahaye, Jérôme (2014) System-wide tail comovements: A bootstrap test for cojump identification on the S&P 500, US bonds and currencies. Journal of International Money and Finance, 48 (PA). pp. 147-174. DOI https://doi.org/10.1016/j.jimonfin.2014.07.002

Dungey, Mardi and Hvozdyk, Lyudmyla (2012) Cojumping: Evidence from the US Treasury bond and futures markets. Journal of Banking & Finance, 36 (5). pp. 1563-1575. DOI https://doi.org/10.1016/j.jbankfin.2012.01.005

Pesaran, M Hashem and Smith, Ron P and Yamagata, Takashi and Hvozdyk, Lyudmyla (2009) Pairwise Tests of Purchasing Power Parity. Econometric Reviews, 28 (6). pp. 495-521. DOI https://doi.org/10.1080/07474930802473702