Discovery Projects - Grant ID: DP130100168

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP130100168

Funding Status
Closed

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Funded Activity Summary

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.

Funded Activity Details

Start Date: 2013

End Date: 12-2016

Funding Scheme: Discovery Projects

Funding Amount: $471,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Time-Series Analysis | Financial Economics | Banking, Finance and Investment | Financial Econometrics |

ANZSRC Socio-Economic Objective (SEO)

Exchange Rates | Monetary Policy | Savings and Investments

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