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Browsing by Author Dungey, Mardi

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Showing results 1 to 20 of 46

A semiparametric conditional duration model

Author(s)Dungey, Mardi; Long, Xiangdong; Ullah, Aman, et al
TypeJournal article
Date Published2014
Date Created-

A Structural VAR Model of the Australian Economy

Author(s)Dungey, Mardi; Pagan, Adrian
TypeJournal article
Date Published2000
Date Created-

After Hours Trading in Equity Futures Markets

Author(s)Dungey, Mardi; Fakhrutdinova, Luba; Goodhart, Charles
TypeJournal article
Date Published2009
Date Created-
McKibbin_AreFinancialCrisesAlike_2010.pdf.jpg

Are financial crises alike?

Author(s)McKibbin, Renee Anne; Dungey, Mardi; González-Hermosillo, Brenda, et al
TypeWorking/Technical Paper
Date PublishedJan-2010
Date Created-
Applied Economics.pdf.jpg

Chinese resource demand and the natural resource supplier

Author(s)Dungey, Mardi; Fry-McKibbin, Renee; Linehan, Verity
TypeJournal article
Date PublishedJan-2014
Date Created-

Contagion and banking crisis - International evidence for 2007-2009

Author(s)Dungey, Mardi; Gajurel, Dinesh
TypeJournal article
Date Published2015
Date Created-
McKibbin_CorrelationContagionAndAsianEvidence_2006.pdf.jpg

Correlation, contagion, and Asian evidence

Author(s)McKibbin, Renee Anne; Dungey, Mardi; Martin, Vance L.
TypeJournal article
Date Published2006
Date Created-
Australian Economic Papers.pdf.jpg

Currency market contagion in the Asia-Pacific region

Author(s)McKibbin-Fry, Renee Anne; Dungey, Mardi; Martin, Vance L.
TypeJournal article
Date Published15-May-2014
Date Created-

Detecting contagion with correlation: Volatility and timing matter

Author(s)Dungey, Mardi; Yalama, Abdullah
TypeJournal article
Date Published2012
Date Created-

Empirical Modelling of Contagion: A Review of Methodologies

Author(s)McKibbin, Renee Anne; Dungey, Mardi; González-Hermosillo, Brenda, et al
TypeJournal article
Date Published5-Feb-2005
Date Created-

Equity portfolio diversification with high frequency data

Author(s)Alexeev, Vitali; Dungey, Mardi
TypeJournal article
Date Published2014
Date Created-

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