Mardi Dungey
Names
| first: |
Mardi |
| last: |
Dungey |
Identifer
Contact
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School of Economics and Finance
University of Tasmania
Private Bag 85
Hobart Tasmania 7001
Australia |
Affiliations
Research profile
author of:
- Prospects for Output and Employment Growth with Steady Inflation (repec:auu:dpaper:387)
by Dungey, M. & Pitchford, J. - The Steady Inflation Rate of Economic Growth (repec:auu:dpaper:414)
by Mardi Dungey & John Pitchford - A Perspective on Modelling the Real Trade Weighted Index Since the Float (repec:auu:dpaper:435)
by Shakila Aruman & Mardi Dungey - An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States (repec:auu:dpaper:438)
by Mardi Dungey & John Pitchford - International Shocks and the Role of Domestic Policy in Australia (repec:auu:dpaper:443)
by Mardi Dungey - Comments on "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?" (repec:bis:bisbpc:88-13)
by Mardi Dungey - A Perspective on Modelling the Australian Real Trade Weighted Index since the Float (repec:bla:ausecp:v:42:y:2003:i:1:p:56-76)
by Shakila Aruman & Mardi Dungey - International Shocks on Australia – The Japanese Effect (repec:bla:ausecp:v:42:y:2003:i:2:p:158-182)
by Mardi Dungey & Renée Fry - Currency Market Contagion In The Asia‐Pacific Region (repec:bla:ausecp:v:43:y:2004:i:4:p:379-395)
by Mardi Dungey & Renée Fry & Vance L. Martin - Dating Changes in Monetary Policy in Australia (repec:bla:ausecr:v:33:y:2000:i:3:p:281-285)
by Mardi Dungey & Ben Hayward - Unknown
- First Home Buyers’ Support Schemes in Australia (repec:bla:ausecr:v:44:y:2011:i:4:p:468-479)
by Mardi Dungey & Graeme Wells & Sam Thompson - Why Tax Foreign Exchange? Comments On A Proposed Tobin Tax (repec:bla:econpa:v:17:y:1998:i:3:p:41-46)
by Mardi Dungey - A Structural VAR Model of the Australian Economy (repec:bla:ecorec:v:76:y:2000:i:235:p:321-342)
by Mardi Dungey & Adrian Pagan - Unknown
- The Steady Inflation Rate of Economic Growth (repec:bla:ecorec:v:76:y:2000:i:235:p:386-400)
by Mardi Dungey & John Pitchford - The Structure and Resilience of the Financial System ‐ edited by Christopher Kent and Jeremy Lawson (repec:bla:ecorec:v:84:y:2008:i:266:p:397-398)
by Mardi Dungey - Extending a SVAR Model of the Australian Economy (repec:bla:ecorec:v:85:y:2009:i:268:p:1-20)
by Mardi Dungey & Adrian Pagan - Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework (repec:bla:ecorec:v:85:y:2009:i:271:p:493-493)
by Mardi Dungey - International Transmissions to Australia: The Roles of the USA and Euro Area (repec:bla:ecorec:v:90:y:2014:i:291:p:421-446)
by Mardi Dungey & Denise Osborn & Mala Raghavan - Unknown
- Mortgage Choice Determinants: The Role of Risk and Bank Regulation (repec:bla:ecorec:v:91:y:2015:i:295:p:417-437)
by Mardi Dungey & Firmin Doko Tchatoka & Graeme Wells & María B. Yanotti - Surfing through the GFC: Systemic Risk in Australia (repec:bla:ecorec:v:93:y:2017:i:300:p:1-19)
by Mardi Dungey & Marius Matei & Matteo Luciani & David Veredas - Modelling Financial Contagion Using High Frequency Data (repec:bla:ecorec:v:96:y:2020:i:314:p:314-330)
by Wenying Yao & Mardi Dungey & Vitali Alexeev - Jump Risk in the US Financial Sector (repec:bla:ecorec:v:96:y:2020:i:314:p:331-349)
by Dinesh Gajurel & Mardi Dungey & Wenying Yao & Nagaratnam Jeyasreedharan - The Gains from Catch‐up for China and the USA: An Empirical Framework (repec:bla:ecorec:v:96:y:2020:i:314:p:350-365)
by Mardi Dungey & Denise R. Osborn - Transmission of a Resource Boom: The Case of Australia (repec:bla:obuest:v:82:y:2020:i:3:p:503-525)
by Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov - A threshold mixed count time series model: estimation and application (repec:bpj:sndecm:v:24:y:2020:i:2:p:18:n:7)
by Dungey Mardi & Martin Vance L. & Tang Chrismin & Tremayne Andrew - Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market (repec:ces:ceswps:_6819)
by Mardi Dungey & Ali Ghahremanlou & Ngo Van Long - The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch (repec:ces:ifofor:v:9:y:2008:i:04:p:33-43)
by Mardi Dungey - Trend-Cycle Decomposition: Implications from an Exact Structural Identification (repec:cir:cirwor:2013s-23)
by Mardi Dungey & Jan P.A.M. Jacobs & Jing Jian & Simon van Norden - Trend In Cycle Or Cycle In Trend? New Structural Identifications For Unobserved-Components Models Of U.S. Real Gdp (repec:cup:macdyn:v:19:y:2015:i:04:p:776-790_00)
by Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing & van Norden, Simon - On Synchronisation of Financial Crises (repec:ecm:ausm04:226)
by Lestano & Mardi Dungey & Jan Jacobs - Empirical Modelling of Contagion: A Review of Methodologies (repec:ecm:ausm04:243)
by Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry - Empirical Modelling of Contagion: A Review of Methodologies (repec:ecm:feam04:574)
by Martin, V. & Dungey & M. - Decomposing exchange rate volatility around the Pacific Rim (repec:eee:asieco:v:10:y:1999:i:4:p:525-535)
by Dungey, M. H. - Identifying terms of trade effects in real exchange rate movements: evidence from Asia (repec:eee:asieco:v:15:y:2004:i:2:p:217-235)
by Dungey, Mardi - The influences of international output shocks from the US and China on ASEAN economies (repec:eee:asieco:v:39:y:2015:i:c:p:59-71)
by Dungey, Mardi & Vehbi, Tugrul - Quantile relationships between standard, diffusion and jump betas across Japanese banks (repec:eee:asieco:v:59:y:2018:i:c:p:29-47)
by Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi - Non-financial corporations and systemic risk (repec:eee:corfin:v:72:y:2022:i:c:s0929119921002510)
by Dungey, Mardi & Flavin, Thomas & O'Connor, Thomas & Wosser, Michael - The identification of fiscal and monetary policy in a structural VAR (repec:eee:ecmode:v:26:y:2009:i:6:p:1147-1160)
by Dungey, Mardi & Fry, Renée - Financial integration and the construction of historical financial data for the Euro Area (repec:eee:ecmode:v:28:y:2011:i:4:p:1498-1509)
by Anderson, Heather M. & Dungey, Mardi & Osborn, Denise R. & Vahid, Farshid - Systemic risk in the US: Interconnectedness as a circuit breaker (repec:eee:ecmode:v:71:y:2018:i:c:p:305-315)
by Dungey, Mardi & Luciani, Matteo & Veredas, David - International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies (repec:eee:ecmode:v:72:y:2018:i:c:p:109-121)
by Dungey, Mardi & Khan, Faisal & Raghavan, Mala - Endogeneity in household mortgage choice (repec:eee:ecmode:v:73:y:2018:i:c:p:30-44)
by Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B. - Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises (repec:eee:ecofin:v:18:y:2007:i:2:p:155-174)
by Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L. - The cross market effects of short sale restrictions (repec:eee:ecofin:v:26:y:2013:i:c:p:53-71)
by Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah - The internationalisation of financial crises: Banking and currency crises 1883–2008 (repec:eee:ecofin:v:32:y:2015:i:c:p:29-47)
by Dungey, Mardi & Jacobs, Jan P.A.M. & Lestano, - A semiparametric conditional duration model (repec:eee:ecolet:v:124:y:2014:i:3:p:362-366)
by Dungey, Mardi & Long, Xiangdong & Ullah, Aman & Wang, Yun - R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks (repec:eee:ecolet:v:162:y:2018:i:c:p:81-85)
by Dungey, Mardi & Volkov, Vladimir - Testing for mutually exciting jumps and financial flights in high frequency data (repec:eee:econom:v:202:y:2018:i:1:p:18-44)
by Dungey, Mardi & Erdemlioglu, Deniz & Matei, Marius & Yang, Xiye - Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies (repec:eee:ecosys:v:38:y:2014:i:2:p:161-177)
by Dungey, Mardi & Gajurel, Dinesh - Empirical evidence on jumps in the term structure of the US Treasury Market (repec:eee:empfin:v:16:y:2009:i:3:p:430-445)
by Dungey, Mardi & McKenzie, Michael & Smith, L. Vanessa - Time-varying continuous and jump betas: The role of firm characteristics and periods of stress (repec:eee:empfin:v:40:y:2017:i:c:p:1-19)
by Alexeev, Vitali & Dungey, Mardi & Yao, Wenying - Using multiple correspondence analysis for finance: A tool for assessing financial inclusion (repec:eee:finana:v:59:y:2018:i:c:p:212-222)
by Dungey, Mardi & Doko Tchatoka, Firmin & Yanotti, María B. - The changing network of financial market linkages: The Asian experience (repec:eee:finana:v:64:y:2019:i:c:p:71-92)
by Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir - Contagion in international bond markets during the Russian and the LTCM crises (repec:eee:finsta:v:2:y:2006:i:1:p:1-27)
by Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance - Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 (repec:eee:glofin:v:15:y:2004:i:1:p:81-102)
by Dungey, Mardi & Fry, Renee & Martin, Vance L. - Flight-to-quality and asymmetric volatility responses in US Treasuries (repec:eee:glofin:v:19:y:2009:i:3:p:252-267)
by Dungey, Mardi & McKenzie, Michael & Tambakis, Demosthenes N. - The changing international network of sovereign debt and financial institutions (repec:eee:intfin:v:60:y:2019:i:c:p:149-168)
by Dungey, Mardi & Harvey, John & Volkov, Vladimir - Examining stress in Asian currencies: A perspective offered by high frequency financial market data (repec:eee:intfin:v:67:y:2020:i:c:s1042443120300846)
by Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon - Are banking shocks contagious? Evidence from the eurozone (repec:eee:jbfina:v:112:y:2020:i:c:s0378426618301572)
by Dungey, Mardi & Flavin, Thomas J. & Lagoa-Varela, Dolores - Unobservable shocks as carriers of contagion (repec:eee:jbfina:v:34:y:2010:i:5:p:1008-1021)
by Dungey, Mardi & Milunovich, George & Thorp, Susan - Cojumping: Evidence from the US Treasury bond and futures markets (repec:eee:jbfina:v:36:y:2012:i:5:p:1563-1575)
by Dungey, Mardi & Hvozdyk, Lyudmyla - Endogenous crisis dating and contagion using smooth transition structural GARCH (repec:eee:jbfina:v:58:y:2015:i:c:p:71-79)
by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian - Contagion and banking crisis – International evidence for 2007–2009 (repec:eee:jbfina:v:60:y:2015:i:c:p:271-283)
by Dungey, Mardi & Gajurel, Dinesh - Can monetary policy surprises affect the term structure? (repec:eee:jmacro:v:47:y:2016:i:pa:p:68-83)
by Claus, Edda & Dungey, Mardi - More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets (repec:eee:joecas:v:6:y:2009:i:3:p:41-70)
by Dungey, Mardi & Fry, Renée - Crisis transmission: Visualizing vulnerability (repec:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665)
by Dungey, Mardi & Islam, Raisul & Volkov, Vladimir - A web of shocks: Crises across Asian real estate market (repec:een:camaaa:2004-02)
by Shaun A. Bond & Mardi Dungey & Renee Fry - Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998 (repec:een:camaaa:2005-15)
by Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin - Constructing A 2001 Social Accounting Matrix Of Tajikistan (repec:een:camaaa:2005-20)
by Zavkidjon Zavkiev - The Us Treasury Market In August 1998: Untangling The Effects Og Hong Kong And Russia With High Frequency Data (repec:een:camaaa:2005-24)
by Mardi Dungey & Charles Goodhart & Demosthenes Tambakis - Ramsey Fiscal And Monetary Policy Under Sticky Prices And Liquid Bonds (repec:een:camaaa:2005-25)
by Yifan Hu & Timothy Kam - Monetary Policy In Illiquid Markets: Options For A Small Open Economy (repec:een:camaaa:2006-17)
by Edda Claus & Mardi Dungey & Renee Fry - Constructing Historical Euro Area Data (repec:een:camaaa:2007-18)
by Heather Anderson & Mardi Dungey & Denise R. Osborn & Farshid Vahid - Empirical Evidence On Jumps In The Term Structure Of The Us Treasury Market (repec:een:camaaa:2007-25)
by Mardi Dungey & Michael McKenzie & Vanessa Smith - The Identification Of Fiscal And Monetary Policy In A Structural Var (repec:een:camaaa:2007-29)
by Mardi Dungey & Renee Fry - Are Financial Crises Alike? (repec:een:camaaa:2008-15)
by MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang - Modelling change in financial market integration (repec:een:camaaa:2009-07)
by Nektarios Aslanides & Mardi Dungey & Christos S. Savva - Detecting Contagion with Correlation: Volatility and Timing Matter (repec:een:camaaa:2009-23)
by Mardi Dungey & Abdullah Yalama - Modelling International Linkages for Large Open Economies: US and Euro Area (repec:een:camaaa:2009-24)
by Mardi Dungey & Denise Osborn - A SVECM Model of the UK Economy and The Term Premium (repec:een:camaaa:2011-26)
by Mardi Dungey & M.Tugrul Vehbi - Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities (repec:een:camaaa:2011-30)
by Mardi Dungey & Gerald P. Dwyer & Thomas Flavin - On the correspondence between data revision and trend-cycle decomposition (repec:een:camaaa:2012-16)
by Mardi Dungey & Jan PAM Jacobs & Jing Tian & Simon van Norden - Ranking Systemically Important Financial Institutions (repec:een:camaaa:2012-47)
by Mardi Dungey & Matteo Luciani & David Veredas - Chinese Resource Demand and the Natural Resource Supplier (repec:een:camaaa:2013-54)
by Mardi Dungey & Renée Fry-McKibbin & Verity Linehan - Can monetary policy surprise the market? (repec:een:camaaa:2015-05)
by Edda Claus & Mardi Dungey - Signed spillover effects building on historical decompositions (repec:een:camaaa:2017-52)
by Mardi Dungey & John Harvey & Pierre Siklos & Vladimir Volkov - Recovery from Dutch Disease (repec:een:camaaa:2017-69)
by Mardi Dungey & Renée Fry-McKibbin & Verity Todoroski & Vladimir Volkov - The Gains from Catch-up for China and the US: An Empirical Framework (repec:een:camaaa:2019-07)
by Mardi Dungey & Denise R. Osborn - Transmission of a Resource Boom: The Case of Australia (repec:een:camaaa:2019-63)
by Mardi Dungey & Renee Fry-McKibbin & Vladimir Volkov - The Changing Network of Financial Market Linkages: The Asian Experience (repec:ess:wpaper:id:12924)
by Biplob Chowdhury & Mardi Dungey & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov - Systematic and liquidity risk in subprime-mortgage backed securities (repec:fip:fedawp:2011-15)
by Mardi Dungey & Gerald P. Dwyer & Thomas Flavin - Factor analysis of a model of stock market returns using simulation-based estimation techniques (repec:fip:fedfpb:2001-08)
by Mardi Dungey & Diana Zhumabekova - Testing for contagion using correlations: some words of caution (repec:fip:fedfpb:2001-09)
by Mardi Dungey & Diana Zhumabekova - Vintage and credit rating: what matters in the ABX data during the credit crunch? (repec:fip:fedfpr:y:2009:i:jan:x:13)
by Mardi Dungey & Gerald P. Dwyer & Thomas Flavin - Trend-cycle decomposition: implications from an exact structural identification (repec:fip:fedpwp:13-22)
by Mardi Dungey & Jan P. A. M. Jacobs & Jing Tian & Simon van Norden - Towards a Strucrural VAR Model of the Australian Economy (repec:fth:aunaec:319)
by Dungey, M. & Pagan, A. - A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates (repec:fth:aunaec:320)
by Dungey, M. - Credit Limits and Long-Term Covered Interest Arbitrage (repec:fth:aunaec:325)
by Dungey, M & Gower, L - Continuous and Jump Betas: Implications for Portfolio Diversification (repec:gam:jecnmx:v:4:y:2016:i:2:p:27-:d:71231)
by Vitali Alexeev & Mardi Dungey & Wenying Yao - Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors (repec:gam:jecnmx:v:7:y:2019:i:1:p:5-:d:198651)
by Mardi Dungey & Stan Hurn & Shuping Shi & Vladimir Volkov - Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets (repec:gam:jjrfmx:v:16:y:2023:i:3:p:182-:d:1091262)
by Dinesh Gajurel & Mardi Dungey - The internationalisation of financial crises (repec:gro:rugsom:10002)
by Dungey, M. & Jacobs, J.P.A.M. & Lestano, L. - On trend-cycle decomposition and data revision (repec:gro:rugsom:12009-eef)
by Dungey, Mardi & Jacobs, Jan & Tian, Jing & Norden, Simon van - Testing for mutually exciting jumps and financial flights in high frequency data (repec:hal:journl:hal-02995949)
by Mardi Dungey & Deniz Erdemlioglu & Marius Matei & Xiye Yang - The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data (repec:ijf:ijfiec:v:13:y:2008:i:1:p:40-52)
by Mardi Dungey & Charles Goodhart & Demosthenes Tambakis - International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse (repec:imf:imfwpa:2002/074)
by Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Mr. Mardi Dungey - Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 (repec:imf:imfwpa:2003/084)
by Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Ms. Renee Fry & Mr. Mardi Dungey - Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises (repec:imf:imfwpa:2003/251)
by Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Mr. Mardi Dungey & Ms. Renee Fry - Empirical Modeling of Contagion: A Review of Methodologies (repec:imf:imfwpa:2004/078)
by Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo - Are Financial Crises Alike? (repec:imf:imfwpa:2010/014)
by Chrismin Tang & Mr. Mardi Dungey & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Ms. Renee Fry - A multivariate latent factor decomposition of international bond yield spreads (repec:jae:japmet:v:15:y:2000:i:6:p:697-715)
by Mardi Dungey & Vance L Martin & Adrian R Pagan - Unravelling financial market linkages during crises (repec:jae:japmet:v:22:y:2007:i:1:p:89-119)
by Vance L. Martin & Mardi Dungey - A Web Of Shocks: Crises Across Asian Real Estate Markets (repec:kap:jrefec:v:32:y:2006:i:3:p:253-274)
by Shaun Bond & Mardi Dungey & Renée Fry - Monetary Policy in Illiquid Markets: Options for a Small Open Economy (repec:kap:openec:v:19:y:2008:i:3:p:305-336)
by Edda Claus & Mardi Dungey & Renée Fry - Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities (repec:kap:openec:v:24:y:2013:i:1:p:5-32)
by Mardi Dungey & Gerald Dwyer & Thomas Flavin - Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax (repec:ltr:wpaper:1998.04)
by Mardi H Dungey - Decomposing Exchange Rate Volatility Around the Pacific Rim (repec:ltr:wpaper:1999.12)
by Mardi H Dungey - Modelling International Linkages for Large Open Economies: US and Euro Area (repec:man:cgbcrp:121)
by Mardi Dungey & Denise R Osborn - Financial Integration and the Construction of Historical Financial Data for the Euro Area (repec:man:cgbcrp:152)
by Heather M. Anderson & Mardi Dungey & Denise R Osborn & Farshid Vahid - Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM (repec:may:mayecw:n219-11)
by Thomas Flavin & Gerald P. Dwyer & Mardi Dungey - Industrial firms and systemic risk (repec:may:mayecw:n298-20.pdf)
by Thomas J.Flavin & Mardi Dungey & Thomas O'Connor & Michael Wosser - U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure (repec:mcb:jmoncb:v:44:y:2012:i:7:p:1443-1453)
by Edda Claus & Mardi Dungey - Constructing Historical Euro Area Data (repec:mmf:mmfc06:99)
by Heather Anderson & Mardi Dungey & Denise Osborn & Farshid Vahid - Identifying International Financial Contagion: Progress and Challenges (repec:oxp:obooks:9780195187182)
by Dungey, Mardi & Tambakis, Demosthenes N. (ed.) - Transmission of Financial Crises and Contagion: A Latent Factor Approach (repec:oxp:obooks:9780199739837)
by Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L. - International Shocks and the Role of Domestic Policy in Australia (repec:ozl:journl:v:5:y:2002:i:2:p:143-163)
by Mardi Dungey - A Multi-Country Structural VAR Model (repec:pas:papers:2001-04)
by Dungey, Mardi & Fry, Renee - Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 (repec:pas:papers:2003-18)
by Mardi Dungey & Renee Fry - Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households (repec:pra:mprapa:71129)
by Bui, Tuan & Dungey, Mardi & Nguyen, Cuong & Pham, Phuong - Extending an SVAR Model of the Australian Economy (repec:qut:auncer:2008-1)
by Mardi Dungey & Adrian Pagan - Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH (repec:qut:auncer:2008-11)
by Mardi Dungey & George Milunovich & Susan Thorp - Cojumping: Evidence from the US Treasury Bond and Futures Markets (repec:qut:auncer:2010_03)
by Mardi Dungey & Lyudmyla Hvozdyk - Prospects for Output and Employment Growth with Steady Inflation (repec:rba:rbaacv:acv1998-14)
by Mardi Dungey & John Pitchford - Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth' (repec:rba:rbaacv:acv2005-07)
by Mardi Dungey - Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time (repec:rba:rbaacv:acv2009-07)
by Mardi Dungey - Volatility of the Australian Dollar Exchange Rate (repec:rba:rbardp:rdp9010)
by Lindsay F. Boulton & Mardi H. Dungey & Melissa B. Parkin - The Changing Network of Financial Market Linkages: The Asian Experience (repec:ris:adbewp:0558)
by Mardi Dungey & Biplob Chowdhury & Moses Kangogo & Mohammad Abu Sayeed & Vladimir Volkov - Changing Vulnerability in Asia: Contagion and Systemic Risk (repec:ris:adbewp:0583)
by Mardi Dungey & Moses Kangogo & Vladimir Volkov - Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? (repec:sae:ausman:v:28:y:2003:i:2:p:157-182)
by Mardi Dungey & Renee Fry & Vance L. Martin - High-frequency Characterisation of Indian Banking Stocks (repec:sae:emffin:v:17:y:2018:i:2_suppl:p:s213-s238)
by Mohammad Abu Sayeed & Mardi Dungey & Wenying Yao - A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis (repec:sae:emffin:v:3:y:2004:i:3:p:305-330)
by Mardi Dungey & Vance L. Martin - Changing vulnerability in Asia: contagion and spillovers (repec:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5)
by Moses Kangogo & Mardi Dungey & Vladimir Volkov - Dynamic effects of network exposure on equity markets (repec:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y)
by Mardi Dungey & Moses Kangogo & Vladimir Volkov - On the correspondence between data revision and trend-cycle decomposition (repec:taf:apeclt:v:20:y:2013:i:4:p:316-319)
by M. Dungey & J. P. A. M. Jacobs & J. Tian & S. van Norden - The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam (repec:taf:applec:v:46:y:2014:i:15:p:1751-1766)
by Anh Tuan Bui & Mardi Dungey & Cuong Viet Nguyen & Thu Phuong Pham - Chinese resource demand and the natural resource supplier (repec:taf:applec:v:46:y:2014:i:2:p:167-178)
by Mardi Dungey & Renee Fry-McKibbin & Verity Linehan - Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? (repec:taf:applec:v:47:y:2015:i:11:p:1086-1105)
by Mala Raghavan & Mardi Dungey - Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks (repec:taf:applec:v:49:y:2017:i:45:p:4554-4566)
by Mardi Dungey & Jan P.A.M. Jacobs & Jing Tian - Exchange rate risk exposure and the value of European firms (repec:taf:eurjfi:v:23:y:2017:i:2:p:111-129)
by Fabio Parlapiano & Vitali Alexeev & Mardi Dungey - Banks and sovereigns: did adversity bring them closer? (repec:taf:eurjfi:v:31:y:2025:i:9:p:1089-1114)
by Mardi Dungey & Thomas Flavin & Lisa Sheenan - Modeling trade duration in U.S. Treasury markets (repec:taf:quantf:v:13:y:2013:i:9:p:1431-1442)
by Mardi Dungey & Olan Henry & Michael Mckenzie - Equity portfolio diversification with high frequency data (repec:taf:quantf:v:15:y:2015:i:7:p:1205-1215)
by Vitali Alexeev & Mardi Dungey - Characterizing financial crises using high-frequency data (repec:taf:quantf:v:22:y:2022:i:4:p:743-760)
by Mardi Dungey & Jet Holloway & Abdullah Yalaman & Wenying Yao - Empirical modelling of contagion: a review of methodologies (repec:taf:quantf:v:5:y:2005:i:1:p:9-24)
by Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin - From Trade-to-Trade in US Treasuries (repec:tas:wpaper:10446)
by Dungey, Mardi & Henry, Olan & McKenzie, Michael - Detecting Contagion with Correlation: Volatility and Timing Matter (repec:tas:wpaper:10447)
by Dungey, Mardi & Yalama, Abdullah - Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) (repec:tas:wpaper:10450)
by Dungey, Mardi & Hvozdyk, Lyudmyla - Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market (repec:tas:wpaper:10451)
by Dungey, Mardi & Jeyasreedharan, Nagaratnam & Li, Tuo - Financial crises in Asia: concordance by asset market or country? (repec:tas:wpaper:10575)
by Dungey, Mardi & Jacobs, Jan & Lestano - First home buyers' support schemes in Australia (repec:tas:wpaper:10646)
by Dungey, Mardi & Wells, Graeme & Thompson, Sam - A SVECM Model of the UK Economy and The Term Premium (repec:tas:wpaper:11610)
by Dungey, Mardi & Tugrul Vehbi, M - Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities (repec:tas:wpaper:11817)
by Dungey, Mardi & Dwyer, Gerald P. & Flavin, Thomas - On the correspondence between data revision and trend-cycle decomposition (repec:tas:wpaper:12975)
by Dungey, Mardi & Jacobs, Jan & Tian, Jing & van Norden, Simon - Endogenous crisis dating and contagion using smooth transition structural GARCH (repec:tas:wpaper:15030)
by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian - Ranking systemically important financial institutions (repec:tas:wpaper:15473)
by Dungey, Mardi & Luciani, Matteo & Veredas, David - The impact of jumps and thin trading on realized hedge ratios (repec:tas:wpaper:16318)
by Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla - Chinese resource demand and the natural resource supplier (repec:tas:wpaper:17027)
by Dungey, Mardi & Fry-McKibbin, Renée & Linehan, Verity - International Transmissions to Australia: The Roles of the US and Euro Area (repec:tas:wpaper:17208)
by Dungey, Mardi & Osborne, Denise - Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies (repec:tas:wpaper:17213)
by Dungey, Mardi & Gajurel, Dinesh - Equity portfolio diversification with high frequency data (repec:tas:wpaper:17316)
by Alexeev, Vitali & Dungey, Mardi - Mortgage Choice Determinants: the Role of Risk and Bank Regulation (repec:tas:wpaper:17831)
by Dungey, Mardi & Tchatoka, Firmin Doko & Wells, Graeme & Yanotti, Maria Belen - Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? (repec:tas:wpaper:17832)
by Raghavan, Mala & Dungey, Mardi - VAR modelling in the presence of China’s rise : an application to the Taiwanese economy (repec:tas:wpaper:18039)
by Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton - Contagion and banking crisis — internatonal evidence for 2007-2009 (repec:tas:wpaper:18569)
by Dungey, Mardi & Gajurel, Dinesh - Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data (repec:tas:wpaper:18605)
by Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon - The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms (repec:tas:wpaper:201411)
by Chowdhury, Biplob & Dungey, Mardi & Pham, Thu Phuong - Surfing through the GFC: systemic risk in Australia (repec:tas:wpaper:22658)
by Dungey, Mardi & Luciani, Matteo & Matei, Marius & Veredas, David - High frequency characterization of Indian banking stocks (repec:tas:wpaper:22661)
by Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying - Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks (repec:tas:wpaper:23396)
by Dungey, Mardi & Jacobs, Jan P.A.M. & Tian, Jing - The changing international network of sovereign debt and financial institutions (repec:tas:wpaper:23500)
by Dungey, Mardi & Harvey, John & Volkov, Vladimir - Quantile relationships between standard, diffusion and jump betas across Japanese banks (repec:tas:wpaper:23638)
by Chowdhury, Biplob & Jeyasreedharan, Nagaratnam & Dungey, Mardi - Signed spillover effects building on historical decompositions (repec:tas:wpaper:23671)
by Dungey, Mardi & Harvey, John & Siklos, Pierre & Volkov, Vladimir - R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks (repec:tas:wpaper:23733)
by Dungey, Mardi & Volkov, Vladimir - Who, What, Where? Residential Property Investment in Australia (repec:tas:wpaper:23822)
by Dungey, Mardi & Wright, Danika & Yanotti, Maria - The changing network of financial market linkages: the Asian experience (repec:tas:wpaper:28599)
by Chowdhury, Biplob & Dungey, Mardi & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir - Crisis transmission: visualizing vulnerability (repec:tas:wpaper:31661)
by Dungey, Mardi & Islam, Raisul & Volkov, Vladimir - Ranking Systemically Important Financial Institutions (repec:tin:wpaper:20120115)
by Mardi Dungey & Matteo Luciani & David Veredas - Correlation, Contagion, and Asian Evidence (repec:tpr:asiaec:v:5:y:2006:i:2:p:32-72)
by Mardi Dungey & Rene Fry & Vance L. Martin - Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax (repec:trb:wpaper:1998.04)
by Mardi H Dungey - Decomposing Exchange Rate Volatility Around the Pacific Rim (repec:trb:wpaper:1999.12)
by Mardi H Dungey - A Semiparametric Conditional Duration Model (repec:ucr:wpaper:201408)
by Aman Ullah & Mardi Dungey & Xiangdong Long & Yun Wang - Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH (repec:uts:rpaper:312)
by Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang - Can monetary policy surprise the market? (repec:wlu:lcerpa:0083)
by Edda Claus, Mardi Dungey - Modelling Large Open Economies With International Linkages: The Usa And Euro Area (repec:wly:japmet:v:29:y:2014:i:3:p:377-393)
by Mardi Dungey & Denise R. Osborn - Identifying contagion (repec:wly:japmet:v:33:y:2018:i:2:p:227-250)
by Mardi Dungey & Eric Renault - After‐hours trading in equity futures markets (repec:wly:jfutmk:v:29:y:2009:i:2:p:114-136)
by Mardi Dungey & Luba Fakhrutdinova & Charles Goodhart - U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure (repec:wly:jmoncb:v:44:y:2012:i:7:p:1443-1453)
by Edda Claus & Mardi Dungey