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1

Extending a SVAR Model of the Australian Economy

MARDI DUNGEY, ADRIAN PAGAN

Journal:

Economic Record

Année:

2009

Langue:

english

Fichier:

PDF, 664 KB

english, 2009

2

After-hours trading in equity futures markets

Mardi Dungey, Luba Fakhrutdinova, Charles Goodhart

Journal:

Journal of Futures Markets

Année:

2009

Langue:

english

Fichier:

PDF, 150 KB

english, 2009

3

A Structural VAR Model of the Australian Economy

MARDI DUNGEY, ADRIAN PAGAN

Journal:

Economic Record

Année:

2000

Langue:

english

Fichier:

PDF, 1.58 MB

english, 2000

4

Empirical modelling of contagion: a review of methodologies

Dungey *, Mardi, Fry, Renée, González-Hermosillo, Brenda, Martin, Vance L.

Journal:

Quantitative Finance

Année:

2005

Langue:

english

Fichier:

PDF, 233 KB

english, 2005

5

Exchange rate risk exposure and the value of European firms

Parlapiano, Fabio, Alexeev, Vitali, Dungey, Mardi

Journal:

European Journal of Finance

Année:

2015

Langue:

english

Fichier:

PDF, 491 KB

english, 2015

6

Unobservable shocks as carriers of contagion

Mardi Dungey, George Milunovich, Susan Thorp

Journal:

Journal of Banking & Finance

Année:

2010

Langue:

english

Fichier:

PDF, 753 KB

english, 2010

7

Cojumping: Evidence from the US Treasury bond and futures markets

Mardi Dungey, Lyudmyla Hvozdyk

Journal:

Journal of Banking & Finance

Année:

2012

Langue:

english

Fichier:

PDF, 337 KB

english, 2012

8

Modeling trade duration in U.S. Treasury markets

Dungey, Mardi, Henry, Olan, Mckenzie, Michael

Journal:

Quantitative Finance

Année:

2013

Langue:

english

Fichier:

PDF, 354 KB

english, 2013

9

Endogenous crisis dating and contagion using smooth transition structural GARCH

Dungey, Mardi, Milunovich, George, Thorp, Susan, Yang, Minxian

Journal:

Journal of Banking & Finance

Année:

2015

Langue:

english

Fichier:

PDF, 1.82 MB

english, 2015

10

Equity portfolio diversification with high frequency data

Alexeev, Vitali, Dungey, Mardi

Journal:

Quantitative Finance

Année:

2015

Langue:

english

Fichier:

PDF, 761 KB

english, 2015

11

Using multiple correspondence analysis for finance: A tool for assessing financial inclusion

Dungey, Mardi, Tchatoka, Firmin Doko, Yanotti, María B.

Journal:

International Review of Financial Analysis

Année:

2018

Langue:

english

Fichier:

PDF, 1.51 MB

english, 2018

12

Quantile relationships between standard, diffusion and jump betas across Japanese banks

Chowdhury, Biplob, Jeyasreedharan, Nagaratnam, Dungey, Mardi

Journal:

Journal of Asian Economics

Année:

2018

Langue:

english

Fichier:

PDF, 2.26 MB

english, 2018

13

Examining stress in Asian currencies: A perspective offered by high frequency financial market data

Dungey, Mardi, Matei, Marius, Treepongkaruna, Sirimon

Journal:

Journal of International Financial Markets, Institutions and Money

Année:

2020

Fichier:

PDF, 1.06 MB

2020

14

Unravelling financial market linkages during crises

Mardi Dungey, Vance L. Martin

Journal:

Journal of Applied Econometrics

Année:

2007

Langue:

english

Fichier:

PDF, 278 KB

english, 2007

15

Potential Growth and Inflation: Estimates for Australia, the United States and Canada

Mardi Dungey, John Pitchford

Journal:

Australian Economic Review

Année:

2004

Langue:

english

Fichier:

PDF, 102 KB

english, 2004

16

The Steady Inflation Rate of Economic Growth

MARDI DUNGEY, JOHN PITCHFORD

Journal:

Economic Record

Année:

2000

Langue:

english

Fichier:

PDF, 1.18 MB

english, 2000

17

Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework

Journal:

Economic Record

Année:

2009

Langue:

english

Fichier:

PDF, 77 KB

english, 2009

18

Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises

Mardi Dungey, Renée Fry, Brenda González-Hermosillo, Vance L. Martin

Journal:

The North American Journal of Economics and Finance

Année:

2007

Langue:

english

Fichier:

PDF, 509 KB

english, 2007

19

The cross market effects of short sale restrictions

Dungey, Mardi, McKenzie, Michael D., Yalama, Abdullah

Journal:

The North American Journal of Economics and Finance

Année:

2013

Langue:

english

Fichier:

PDF, 742 KB

english, 2013

20

Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies

Dungey, Mardi, Gajurel, Dinesh

Journal:

Economic Systems

Année:

2014

Langue:

english

Fichier:

PDF, 652 KB

english, 2014

21

The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam

Bui, Anh Tuan, Dungey, Mardi, Nguyen, Cuong Viet, Pham, Thu Phuong

Journal:

Applied Economics

Année:

2014

Langue:

english

Fichier:

PDF, 333 KB

english, 2014

22

The internationalisation of financial crises: Banking and currency crises 1883–2008

Dungey, Mardi, Jacobs, Jan P.A.M., Lestano,

Journal:

The North American Journal of Economics and Finance

Année:

2015

Langue:

english

Fichier:

PDF, 1.49 MB

english, 2015

23

Can monetary policy surprises affect the term structure?

Claus, Edda, Dungey, Mardi

Journal:

Journal of Macroeconomics

Année:

2015

Langue:

english

Fichier:

PDF, 370 KB

english, 2015

24

Mortgage Choice Determinants: The Role of Risk and Bank Regulation

Dungey, Mardi, Doko Tchatoka, Firmin, Wells, Graeme, Yanotti, María B.

Journal:

Economic Record

Année:

2015

Langue:

english

Fichier:

PDF, 194 KB

english, 2015

25

International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies

Dungey, Mardi, Khan, Faisal, Raghavan, Mala

Journal:

Economic Modelling

Année:

2018

Langue:

english

Fichier:

PDF, 1.03 MB

english, 2018

26

Are Banking Shocks Contagious? Evidence from the Eurozone

Dungey, Mardi, Flavin, Thomas J., Lagoa-Varela, Dolores

Journal:

Journal of Banking & Finance

Année:

2018

Langue:

english

Fichier:

PDF, 1.22 MB

english, 2018

27

Modelling Trade Duration in U.S. Treasury Markets

McKenzie, Michael D., Henry, Olan T., Dungey, Mardi

Journal:

SSRN Electronic Journal

Année:

2010

Langue:

english

Fichier:

PDF, 378 KB

english, 2010

28

The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data

Mardi Dungey, Charles Goodhart, Demosthenes Tambakis

Journal:

International Journal of Finance & Economics

Année:

2008

Langue:

english

Fichier:

PDF, 178 KB

english, 2008

29

A multivariate latent factor decomposition of international bond yield spreads

Mardi Dungey, Vance L Martin, Adrian R Pagan

Journal:

Journal of Applied Econometrics

Année:

2000

Langue:

english

Fichier:

PDF, 195 KB

english, 2000

30

Monetary Policy in Illiquid Markets: Options for a Small Open Economy

Edda Claus, Mardi Dungey, Renée Fry

Journal:

Open Economies Review

Année:

2008

Langue:

english

Fichier:

PDF, 765 KB

english, 2008

31

A Web Of Shocks: Crises Across Asian Real Estate Markets

Shaun A. Bond, Mardi Dungey, Renée Fry

Journal:

The Journal of Real Estate Finance and Economics

Année:

2006

Langue:

english

Fichier:

PDF, 536 KB

english, 2006

32

International Shocks on Australia – The Japanese Effect

Mardi Dungey, Renée Fry

Journal:

Australian Economic Papers

Année:

2003

Langue:

english

Fichier:

PDF, 560 KB

english, 2003

33

A Perspective on Modelling the Australian Real Trade Weighted Index since the Float

Shakila Aruman, Mardi Dungey

Journal:

Australian Economic Papers

Année:

2003

Langue:

english

Fichier:

PDF, 407 KB

english, 2003

34

Dating Changes in Monetary Policy in Australia

Mardi Dungey, Ben Hayward

Journal:

Australian Economic Review

Année:

2000

Langue:

english

Fichier:

PDF, 21 KB

english, 2000

35

CURRENCY MARKET CONTAGION IN THE ASIA-PACIFIC REGION

MARDI DUNGEY, RENÉE FRY, VANCE L. MARTIN

Journal:

Australian Economic Papers

Année:

2004

Langue:

english

Fichier:

PDF, 254 KB

english, 2004

36

First Home Buyers’ Support Schemes in Australia

Mardi Dungey, Graeme Wells, Sam Thompson

Journal:

Australian Economic Review

Année:

2011

Langue:

english

Fichier:

PDF, 138 KB

english, 2011

37

The Structure and Resilience of the Financial System - edited by Christopher Kent and Jeremy Lawson

Journal:

Economic Record

Année:

2008

Langue:

english

Fichier:

PDF, 35 KB

english, 2008

38

Identifying terms of trade effects in real exchange rate movements: evidence from Asia

Journal:

Journal of Asian Economics

Année:

2004

Langue:

english

Fichier:

PDF, 255 KB

english, 2004

39

The identification of fiscal and monetary policy in a structural VAR

Mardi Dungey, Renée Fry

Journal:

Economic Modelling

Année:

2009

Langue:

english

Fichier:

PDF, 2.10 MB

english, 2009

40

Financial integration and the construction of historical financial data for the Euro Area

Heather M. Anderson, Mardi Dungey, Denise R. Osborn, Farshid Vahid

Journal:

Economic Modelling

Année:

2011

Langue:

english

Fichier:

PDF, 908 KB

english, 2011

41

Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982–2002

Mardi Dungey, Renée Fry, Vance L. Martin

Journal:

Global Finance Journal

Année:

2004

Langue:

english

Fichier:

PDF, 613 KB

english, 2004

42

Flight-to-quality and asymmetric volatility responses in US Treasuries

Mardi Dungey, Michael McKenzie, Demosthenes N. Tambakis

Journal:

Global Finance Journal

Année:

2009

Langue:

english

Fichier:

PDF, 299 KB

english, 2009

43

Empirical evidence on jumps in the term structure of the US Treasury Market

Mardi Dungey, Michael McKenzie, L. Vanessa Smith

Journal:

Journal of Empirical Finance

Année:

2009

Langue:

english

Fichier:

PDF, 1.10 MB

english, 2009

44

Contagion in international bond markets during the Russian and the LTCM crises

Mardi Dungey, Renée Fry, Brenda González-Hermosillo, Vance Martin

Journal:

Journal of Financial Stability

Année:

2006

Langue:

english

Fichier:

PDF, 641 KB

english, 2006

45

U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure

EDDA CLAUS, MARDI DUNGEY

Journal:

Journal of Money, Credit and Banking

Année:

2012

Langue:

english

Fichier:

PDF, 541 KB

english, 2012

46

WHY TAX FOREIGN EXCHANGE? COMMENTS ON A PROPOSED TOBIN TAX

Journal:

Economic Papers A journal of applied economics and policy

Année:

1998

Langue:

english

Fichier:

PDF, 376 KB

english, 1998

47

Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

Mardi Dungey, Gerald P. Dwyer, Thomas Flavin

Journal:

Open Economies Review

Année:

2013

Langue:

english

Fichier:

PDF, 2.16 MB

english, 2013

48

A semiparametric conditional duration model

Dungey, Mardi, Long, Xiangdong, Ullah, Aman, Wang, Yun

Journal:

Economics Letters

Année:

2014

Langue:

english

Fichier:

PDF, 470 KB

english, 2014

49

Unravelling Financial Market Linkages during Crises

Mardi Dungey and Vance L. Martin

Journal:

Journal of Applied Econometrics

Année:

2007

Langue:

english

Fichier:

PDF, 3.56 MB

english, 2007

50

MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA

Dungey, Mardi, Osborn, Denise R.

Journal:

Journal of Applied Econometrics

Année:

2014

Langue:

english

Fichier:

PDF, 649 KB

english, 2014