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Browsing by Author Dungey, Mardi

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Showing results 1 to 20 of 43

A comparison of alternative tests of contagion with applications

Author(s)Dungey, Mardi; McKibbin (previously Fry), Renee; Gonzalez-Hermosillo, Brenda, et al
TypeBook chapter
Date Published2005
Date Created-

A Multivariate Latent Factor Decomposition of International Bond Yield Spreads

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

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

Author(s)Aruman, Shakila; Dungey, Mardi
TypeJournal article
Date Published2003
Date Created-

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-

Contagion and banking crisis - International evidence for 2007-2009

Author(s)Dungey, Mardi; Gajurel, Dinesh
TypeJournal article
Date Published2015
Date Created-
North American Journal of Economics and Finance .pdf.jpg

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

Author(s)McKibbin, Renee Anne; Dungey, Mardi; Gonz´alez-Hermosillo, Brenda, et al
TypeJournal article
Date Published2-Jun-2007
Date Created-

Contagion in International Bond Markets during the Russian and LTCM Crises

Author(s)Dungey, Mardi; McKibbin (previously Fry), Renee; Gonzalez-Hermosillo, Brenda, et al
TypeJournal article
Date Published2006
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-
2003_DP244.pdf.jpg

Creating a sense of 'closure': Providing confidence intervals on some recent estimates of Indigenous populations

Author(s)Hunter, Boyd; Dungey, Mardi
TypeWorking/Technical Paper
Date Published-
Date Created2003
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-
DP438.pdf.jpg

An empirical analysis of the effect of growth on inflation, Australia, Canada and the United States

Author(s)Dungey, Mardi; Pitchford, John
TypeWorking/Technical Paper
Date Published2001
Date Created2001

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

Author(s)Dungey, Mardi; McKenzie, Michael; Smith, L.Vanessa
TypeJournal article
Date Published2009
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 market contagion during the global financial crisis: Evidence from the world's eight largest economies

Author(s)Dungey, Mardi; Gajurel, Dinesh
TypeJournal article
Date Published2014
Date Created-

Equity portfolio diversification with high frequency data

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

Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?

Author(s)Dungey, Mardi; McKibbin (previously Fry), Renee; Martin, Vance L
TypeJournal article
Date Published2003
Date Created-

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