Mardi Dungey

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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
• 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
• 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
• 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 None
• 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 Dungey, Mardi & Chowdhury, Biplob & Kangogo, Moses & Sayeed, Mohammad Abu & Volkov, Vladimir
• Changing Vulnerability in Asia: Contagion and Systemic Risk (RePEc:ris:adbewp:0583)
  by Dungey, Mardi & Kangogo, Moses & Volkov, Vladimir
• 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
• 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