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Mardi H. Dungey · Study
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Author
Mardi H. Dungey
41 works
· latest 2021
· 5 institutions
cluster: provisional
ORCID 0000-0003-0074-2314
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41
Citations
4,297
Works here
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Most cited in this library
Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework
2009 · 737 citations
Empirical modelling of contagion: a review of methodologies
2005 · 549 citations
A Structural VAR Model of the Australian Economy
2000 · 294 citations
Unravelling financial market linkages during crises
2007 · 195 citations
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam
2014 · 194 citations
Works
41 shown
Non-financial corporations and systemic risk
Journal of Corporate Finance
·
2021
·
4 authors
77
citations
The changing network of financial market linkages: The Asian experience
International Review of Financial Analysis
·
2019
·
5 authors
76
citations
Transmission of a Resource Boom: The Case of Australia
Oxford Bulletin of Economics and Statistics
·
2019
·
3 authors
·
Open access
21
citations
The changing international network of sovereign debt and financial institutions
Journal of International Financial Markets Institutions and Money
·
2018
·
2 authors
37
citations
Are banking shocks contagious? Evidence from the eurozone
Journal of Banking & Finance
·
2018
·
3 authors
·
Open access
41
citations
Testing for mutually exciting jumps and financial flights in high frequency data
Journal of Econometrics
·
2017
·
4 authors
36
citations
Exchange rate risk exposure and the value of European firms
European Journal of Finance
·
2015
·
3 authors
·
Open access
28
citations
Contagion and banking crisis – International evidence for 2007–2009
Journal of Banking & Finance
·
2015
·
2 authors
·
Open access
163
citations
The influences of international output shocks from the US and China on ASEAN economies
Journal of Asian Economics
·
2015
·
2 authors
·
Open access
23
citations
TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP
Macroeconomic Dynamics
·
2014
·
4 authors
·
Open access
19
citations
International Transmissions to Australia: The Roles of the USA and Euro Area
Economic Record
·
2014
·
3 authors
·
Open access
26
citations
International shocks on Australia: The Japanese effect
ANU Open Research (Australian National University)
·
2014
·
2 authors
20
citations
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies
Economic Systems
·
2014
·
2 authors
·
Open access
128
citations
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam
Applied Economics
·
2014
·
4 authors
·
Open access
194
citations
Chinese resource demand and the natural resource supplier
Applied Economics
·
2013
·
3 authors
39
citations
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA
Journal of Applied Econometrics
·
2013
·
2 authors
·
Open access
35
citations
Cojumping: Evidence from the US Treasury bond and futures markets
Journal of Banking & Finance
·
2012
·
2 authors
·
Open access
78
citations
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH
Journal of Banking & Finance
·
2012
·
4 authors
·
Open access
93
citations
Are Financial Crises Alike?
SSRN Electronic Journal
·
2010
·
5 authors
·
preprint
·
Open access
53
citations
Are Financial Crises Alike?
IMF Working Paper
·
2010
·
5 authors
31
citations
Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework
Economic Record
·
2009
·
1 author
737
citations
Unobservable shocks as carriers of contagion
Journal of Banking & Finance
·
2009
·
3 authors
·
Open access
66
citations
The identification of fiscal and monetary policy in a structural VAR
Economic Modelling
·
2009
·
2 authors
·
Open access
140
citations
Extending a SVAR Model of the Australian Economy*
Economic Record
·
2009
·
2 authors
·
Open access
104
citations
Empirical evidence on jumps in the term structure of the US Treasury Market
Journal of Empirical Finance
·
2009
·
3 authors
113
citations
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises
The North American Journal of Economics and Finance
·
2007
·
4 authors
·
Open access
68
citations
Unravelling financial market linkages during crises
Journal of Applied Econometrics
·
2007
·
2 authors
·
Open access
195
citations
Correlation, Contagion, and Asian Evidence
Asian Economic Papers
·
2006
·
3 authors
·
Open access
45
citations
A Web Of Shocks: Crises Across Asian Real Estate Markets
The Journal of Real Estate Finance and Economics
·
2006
·
3 authors
·
Open access
66
citations
Contagion in international bond markets during the Russian and the LTCM crises
Journal of Financial Stability
·
2006
·
4 authors
·
Open access
142
citations
Empirical modelling of contagion: a review of methodologies
Quantitative Finance
·
2005
·
4 authors
·
Open access
549
citations
A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis
Journal of Emerging Market Finance
·
2004
·
2 authors
53
citations
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION
Australian Economic Papers
·
2004
·
3 authors
·
Open access
34
citations
Empirical Modeling of Contagion
IMF Working Paper
·
2004
·
4 authors
51
citations
Empirical Modeling of Contagion: A Review of Methodologies
SSRN Electronic Journal
·
2004
·
2 authors
·
preprint
·
Open access
53
citations
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?
Australian Journal of Management
·
2003
·
3 authors
·
Open access
39
citations
International Contagion Effects from the Russian Crisis and the Ltcm Near-Collapse
SSRN Electronic Journal
·
2002
·
4 authors
·
preprint
·
Open access
57
citations
Testing for contagion using correlations: some words of caution
RePEc: Research Papers in Economics
·
2001
·
2 authors
·
preprint
83
citations
A Structural VAR Model of the Australian Economy
Economic Record
·
2000
·
2 authors
·
Open access
294
citations
A multivariate latent factor decomposition of international bond yield spreads
Journal of Applied Econometrics
·
2000
·
3 authors
·
Open access
141
citations
Decomposing exchange rate volatility around the Pacific Rim☆
Journal of Asian Economics
·
1999
·
1 author
·
Open access
49
citations