Research Grant
[Cite as https://purl.org/au-research/grants/arc/DP130100168]Researchers: Dungey, Mardi (Principal investigator) , Prof Mardi Dungey (Chief Investigator)
Brief description Detecting financial contagion using high frequency data. Financial crises spread extraordinarily quickly. However, existing tools for measuring this spread use relatively low frequency data. This project develops tools for measuring and detecting periods of stress and the effects of financial contagion in financial markets, using high frequency data based on recorded transaction prices.
Funding Amount $471,000
Funding Scheme Discovery Projects
- PURL : https://purl.org/au-research/grants/arc/DP130100168
- ARC : DP130100168
- URI : vivo.utas.edu.au/vivo/individual/n44581