This project aims at significantly advancing understanding of the transmission of financial crises through a combination of research tools on measuring crises with new developments in high frequency financial econometrics across a multiyear research plan. It will build upon the international research base established by Project Leader Professor Dungey and involve extending existing international relationships with the Bendheim Centre for Finance at Princeton University, University of Cambridge, the Oxford-Mann Centre at Oxford University, Duke University, Queen’s University Belfast and Manchester University. It will also build upon an existing collaborative workshop program with the National Centre for Econometric Research (www.ncer.edu.au), involving international and domestic researchers, as well as national collaborators at the ANU, UWA, QUT and Monash.
Authorised by the Head of School, Economics & Finance
26 April, 2012