Mardi Dungey
Mardi Dungey
Professor Economics and Finance, University of Tasmania
Verified email at utas.edu.au - Homepage
Title
Cited by
Cited by
Year
Empirical modelling of contagion: a review of methodologies
M Dungey*, R Fry, B González-Hermosillo, VL Martin
Quantitative finance 5 (1), 9-24, 2005
6432005
A structural VAR model of the Australian economy
M Dungey, A Pagan
Economic record 76 (235), 321-342, 2000
3052000
Unravelling financial market linkages during crises
M Dungey, VL Martin
Journal of Applied Econometrics 22 (1), 89-119, 2007
2302007
The identification of fiscal and monetary policy in a structural VAR
M Dungey, R Fry
Economic Modelling 26 (6), 1147-1160, 2009
1742009
A multivariate latent factor decomposition of international bond yield spreads
M Dungey, VL Martin, AR Pagan
Journal of Applied Econometrics 15 (6), 697-715, 2000
1552000
Testing for contagion using correlations: some words of caution
M Dungey, D Zhumabekova
Pacific Basin Working Paper Series, 2001
1502001
Contagion in international bond markets during the Russian and the LTCM crises
M Dungey, R Fry, B González-Hermosillo, V Martin
Journal of Financial Stability 2 (1), 1-27, 2006
1402006
Empirical evidence on jumps in the term structure of the US Treasury market
M Dungey, M McKenzie, LV Smith
Journal of Empirical Finance 16 (3), 430-445, 2009
1202009
International contagion effects from the Russian crisis and the LTCM near-collapse
MR Fry, MV Martin, MB González-Hermosillo, MM Dungey
International Monetary Fund, 2002
1042002
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies
M Dungey, D Gajurel
Economic Systems 38 (2), 161-177, 2014
992014
Contagion and banking crisis–International evidence for 2007–2009
M Dungey, D Gajurel
Journal of Banking & Finance 60, 271-283, 2015
952015
Extending a SVAR model of the Australian economy
M Dungey, A Pagan
Economic Record 85 (268), 1-20, 2009
912009
Are financial crises alike?
C Tang, MM Dungey, MV Martin, MB González-Hermosillo, MR Fry
International Monetary Fund, 2010
892010
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam
AT Bui, M Dungey, CV Nguyen, TP Pham
Applied Economics 46 (15), 1751-1766, 2014
852014
Contagion across financial markets: An empirical assessment
M Dungey, VL Martin
Econometric Society, 2001
802001
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises
M Dungey, R Fry, B Gonzalez-Hermosillo, VL Martin
The North American Journal of Economics and Finance 18 (2), 155-174, 2007
792007
Unobservable shocks as carriers of contagion
M Dungey, G Milunovich, S Thorp
Journal of Banking & Finance 34 (5), 1008-1021, 2010
722010
A web of shocks: crises across Asian real estate markets
SA Bond, M Dungey, R Fry
The Journal of Real Estate Finance and Economics 32 (3), 253-274, 2006
702006
Cojumping: Evidence from the US Treasury bond and futures markets
M Dungey, L Hvozdyk
Journal of Banking & Finance 36 (5), 1563-1575, 2012
682012
Transmission of Financial Crises and Contagion:: A Latent Factor Approach
M Dungey, RA Fry, B González-Hermosillo, VL Martin
Oxford University Press, 2011
652011
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Articles 1–20