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Browsing by Author Martin, Vance L

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Showing results 1 to 11 of 11

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-

Computing the Distributions of Economic Models via Simulation

Author(s)Stachurski, John; Martin, Vance L
TypeJournal article
Date Published2008
Date Created-

Contagion and the Transmission of Financial Crises

Author(s)Mardi, Dungey; McKibbin (previously Fry), Renee; Gonzales-Hermosillo, Brenda, et al
TypeBook chapter
Date Published2011
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-

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-
Economic Record.pdf.jpg

Overvaluation in Australian housing and equity markets: wealth effects or monetary policy?

Author(s)Fry, Renee A; Martin, Vance L; Voukelatos, Nicholas
TypeJournal article
Date PublishedDec-2010
Date Created-

Simulation-based estimation of some factor models in econometrics

Author(s)Martin, Vance L; Pagan, Adrian
TypeBook chapter
Date Published2000
Date Created-
Economic Record.pdf.jpg

The role of portfolio shocks in a structural vector autoregressive model of the Australian economy*

Author(s)Fry, Renée; Hocking, James; Martin, Vance L
TypeJournal article
Date PublishedMar-2008
Date Created-

The transmission of contagion in developed and developing international bond markets

Author(s)Dungey, Mardi; McKibbin (previously Fry), Renee; Gonzalez-Hermosillo, Brenda, et al
TypeConference paper
Date Published2002
Date CreatedMarch 7 2002

Unravelling financial market linkages during crises

Author(s)Dungey, Mardi; Martin, Vance L
TypeJournal article
Date Published2007
Date Created-
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