22
H index
41
i10 index
2010
Citations
| 22 H index 41 i10 index 2010 Citations RESEARCH PRODUCTION: 82 Articles 102 Papers 1 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mardi Dungey. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151. Full description at Econpapers || Download paper | |
2021 | Asymmetric Effects of Fiscal Deficit on Monetary Policy Transmission in Tanzania. (2021). , Michael ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:315812. Full description at Econpapers || Download paper | |
2022 | Effects of Monetary Policy on Bank’s Credit Dynamics in Tanzania. (2022). Mlamka, Bonaventura ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:320579. Full description at Econpapers || Download paper | |
2021 | The rich, the poor, and the middle class: banking crises and income distribution. (2021). El Herradi, Mehdi ; Leroy, Aurelien. In: AMSE Working Papers. RePEc:aim:wpaimx:2136. Full description at Econpapers || Download paper | |
2021 | Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404. Full description at Econpapers || Download paper | |
2021 | Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844. Full description at Econpapers || Download paper | |
2022 | Hierarchical contagions in the interdependent financial network. (2021). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Papers. RePEc:arx:papers:2106.14168. Full description at Econpapers || Download paper | |
2022 | Flood Disasters and Health Among the Urban Poor. (2021). Knott, Rachel ; Johnston, David ; Carias, Michelle Escobar ; Sweeney, Rohan. In: Papers. RePEc:arx:papers:2111.05455. Full description at Econpapers || Download paper | |
2022 | Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398. Full description at Econpapers || Download paper | |
2021 | Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14. Full description at Econpapers || Download paper | |
2021 | Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798. Full description at Econpapers || Download paper | |
2021 | The effect of COVID?19 on the global stock market. (2021). Treepongkaruna, Sirimon ; Sarajoti, Pattarake ; Jindahra, Pavitra ; Chatjuthamard, Pattanaporn. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4923-4953. Full description at Econpapers || Download paper | |
2021 | The Industrial Impact of Economic Uncertainty Shocks in Australia. (2021). Vespignani, Joaquin ; Burrell, Hamish. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:3:p:248-271. Full description at Econpapers || Download paper | |
2021 | On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309. Full description at Econpapers || Download paper | |
2022 | Potential Output in a Commodity?Exporting Economy. (2022). Yamout, Nadine. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:320:p:42-62. Full description at Econpapers || Download paper | |
2022 | Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270. Full description at Econpapers || Download paper | |
2021 | Biases in variance of decomposed portfolio returns. (2021). Alexeev, Vitali ; Ignatieva, Katja. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:4:p:1152-1178. Full description at Econpapers || Download paper | |
2021 | Trumps tweets: Sentiment, stock market volatility, and jumps. (2021). Sun, Bianxia ; Dong, Xuyi ; Nishimura, Yusaku. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:3:p:497-512. Full description at Econpapers || Download paper | |
2022 | Periodicity of trading activity in foreign exchange markets. (2022). Chen, Tao ; Chang, Haodong. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:445-465. Full description at Econpapers || Download paper | |
2022 | Testing the volatility jumps based on the high frequency data. (2022). Lin, Jinguan ; Liu, Meiyao. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:5:p:669-694. Full description at Econpapers || Download paper | |
2021 | Tropical Storms and Temporary Migration in Vietnam. (2021). Berlemann, Michael ; Tran, Thi Xuyen. In: Population and Development Review. RePEc:bla:popdev:v:47:y:2021:i:4:p:1107-1142. Full description at Econpapers || Download paper | |
2022 | Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174. Full description at Econpapers || Download paper | |
2021 | Estimating Shadow Policy Rates in a Small Open Economy and the Role of Foreign Factors. (2021). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:915. Full description at Econpapers || Download paper | |
2021 | How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Ka, Charles ; Chang, Kuang-Liang. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_004. Full description at Econpapers || Download paper | |
2021 | Heterogeneous Beliefs, Limited Participation and Flight-to-Quality. (2021). Zhang, Shunming ; Wang, Yanjie ; Huang, Helen Hui. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2021:v:22:i:2:huangwangzhang. Full description at Econpapers || Download paper | |
2021 | How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124. Full description at Econpapers || Download paper | |
2021 | World Oil Price Shocks in Macroeconomic ASEAN +3 Countries: Measurement of Risk Management and Decision-making a Linear Dynamic Panel Approach. (2021). Sani, Ahmad Zaharuddin ; Singagerda, Faurani Santi ; Sanusi, Anuar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-10. Full description at Econpapers || Download paper | |
2021 | Driving to the future of energy storage: Techno-economic analysis of a novel method to recondition second life electric vehicle batteries. (2021). Quinn, Casey ; Horesh, Noah ; Tong, Shi Jie ; Ferry, Mike ; Zane, Regan ; Wang, Hongjie. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s030626192100475x. Full description at Econpapers || Download paper | |
2022 | Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100. Full description at Econpapers || Download paper | |
2021 | Strategic insider trading in foreign exchange markets. (2021). Szilagyi, Peter ; Batten, Jonathan ; Lonarski, Igor. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119920302625. Full description at Econpapers || Download paper | |
2022 | Non-financial corporations and systemic risk. (2022). Wosser, Michael ; O'Connor, Thomas ; Flavin, Thomas ; Dungey, Mardi. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119921002510. Full description at Econpapers || Download paper | |
2021 | The effects of fiscal policy shocks in Bangladesh: An agnostic identification procedure. (2021). Leon-Gonzalez, Roberto ; Rahaman, Ataur. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:626-644. Full description at Econpapers || Download paper | |
2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper | |
2022 | Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000219. Full description at Econpapers || Download paper | |
2022 | Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250. Full description at Econpapers || Download paper | |
2021 | Default clustering of the nonfinancial sector and systemic risk: Evidence from China. (2021). Shen, Jie ; Hou, Siyuan ; Wang, Xiaoting. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:196-208. Full description at Econpapers || Download paper | |
2021 | Public debt and economic growth in developing countries: Nonlinearity and threshold analysis. (2021). Law, Siong Hook ; Kutan, Ali M ; Ng, Chee Hung. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:26-40. Full description at Econpapers || Download paper | |
2021 | Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291. Full description at Econpapers || Download paper | |
2022 | The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432. Full description at Econpapers || Download paper | |
2022 | Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493. Full description at Econpapers || Download paper | |
2021 | Floods, flood policies and changes in welfare and inequality: Evidence from Germany. (2021). Tovar, Miguel A. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919317136. Full description at Econpapers || Download paper | |
2021 | Estimation and inference in spatial models with dominant units. (2021). Yang, Cynthia Fan ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:2:p:591-615. Full description at Econpapers || Download paper | |
2021 | Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832. Full description at Econpapers || Download paper | |
2022 | Exchange rate exposure for exporting and domestic firms in central and Eastern Europe. (2022). Frömmel, Michael ; Frommel, Michael ; Asif, Raheel. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000716. Full description at Econpapers || Download paper | |
2022 | Earthquake and household energy consumption – Evidence from the Wenchuan earthquake in China. (2022). Yin, Zhichao ; Yan, YU ; Chen, Xirong ; Liu, Taixing. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002274. Full description at Econpapers || Download paper | |
2021 | The impact of natural disaster on energy consumption: International evidence. (2021). Lee, Chien-Chiang ; Wu, Ting-Pin ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988320303613. Full description at Econpapers || Download paper | |
2021 | Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching. (2021). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat ; Nasreen, Samia. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544220326979. Full description at Econpapers || Download paper | |
2022 | How can combined heating and cooling networks benefit from thermal energy storage? Minimizing lifetime cost for different scenarios. (2022). Gosselin, Louis ; Ahmadisedigh, Hossein. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544222000159. Full description at Econpapers || Download paper | |
2021 | A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Huang, Chuangxia ; Yang, Xin ; Cao, Jinde. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125. Full description at Econpapers || Download paper | |
2022 | Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. (2022). Troster, Victor ; Yahya, Muhammad ; Uddin, Gazi Salah ; Rahman, Md Lutfur. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003082. Full description at Econpapers || Download paper | |
2022 | Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161. Full description at Econpapers || Download paper | |
2022 | Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197. Full description at Econpapers || Download paper | |
2022 | A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151. Full description at Econpapers || Download paper | |
2022 | Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000503. Full description at Econpapers || Download paper | |
2022 | Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259. Full description at Econpapers || Download paper | |
2022 | Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514. Full description at Econpapers || Download paper | |
2022 | Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x. Full description at Econpapers || Download paper | |
2021 | Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638. Full description at Econpapers || Download paper | |
2021 | Network Connectedness of Worlds Islamic Equity Markets. (2021). Balli, Faruk ; Hasan, Md Iftekhar ; Hassan, Kabir M. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316925. Full description at Econpapers || Download paper | |
2021 | COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns. (2021). Zou, Dihan ; Lee, Adrian ; Hu, Maggie R. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000416. Full description at Econpapers || Download paper | |
2022 | Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics. (2022). da Silva, Cristiano ; Matos, Paulo ; Costa, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002051. Full description at Econpapers || Download paper | |
2022 | Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic. (2022). Fry-McKibbin, Renee ; Qi, Lin ; Hsiao, Cody Yu-Ling ; Greenwood-Nimmo, Matthew. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002312. Full description at Econpapers || Download paper | |
2021 | Exchange rate shocks in multicurrency interbank markets. (2021). Stefan, Martin ; Siklos, Pierre L. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s1572308921000486. Full description at Econpapers || Download paper | |
2021 | Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x. Full description at Econpapers || Download paper | |
2022 | Hierarchical contagions in the interdependent financial network. (2022). Zhou, Wei-Xing ; Xu, Hai-Chuan ; Wang, Xue ; Barnett, William A. In: Journal of Financial Stability. RePEc:eee:finsta:v:61:y:2022:i:c:s1572308922000596. Full description at Econpapers || Download paper | |
2021 | On the stability of stock-bond comovements across market conditions in the Eurozone periphery. (2021). Lagoa-Varela, Dolores ; Flavin, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028318303144. Full description at Econpapers || Download paper | |
2021 | Asymmetric tail dependence between green bonds and other asset classes. (2021). Nguyen, Canh Phuc ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000673. Full description at Econpapers || Download paper | |
2022 | Understanding the transmission of COVID-19 news to French financial markets in early 2020. (2022). Thorbecke, Willem. In: International Economics. RePEc:eee:inteco:v:170:y:2022:i:c:p:103-114. Full description at Econpapers || Download paper | |
2021 | Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068. Full description at Econpapers || Download paper | |
2021 | Does boardroom gender diversity decrease credit risk in the financial sector? Worldwide evidence. (2021). Sohel, Nurul ; Scagnelli, Simone D ; Zaman, Rashid ; Choudhury, Tonmoy ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000664. Full description at Econpapers || Download paper | |
2021 | Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962. Full description at Econpapers || Download paper | |
2021 | The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049. Full description at Econpapers || Download paper | |
2021 | Pan-African banks, banking interconnectivity: A new systemic risk measure in the WAEMU. (2021). Kanga, Kouame Desire ; Sene, Babacar ; Saidane, Dhafer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001220. Full description at Econpapers || Download paper | |
2021 | From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372. Full description at Econpapers || Download paper | |
2021 | Interdependence between monetary policy and asset prices in ASEAN-5 countries. (2021). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s104244312100158x. Full description at Econpapers || Download paper | |
2022 | Asset prices, financial amplification and monetary policy: Structural evidence from an identified multivariate GARCH model. (2022). Roestel, Jan ; Herwartz, Helmut. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000531. Full description at Econpapers || Download paper | |
2022 | Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Hao, Jing ; Zhang, Rui ; Long, Shaobo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555. Full description at Econpapers || Download paper | |
2022 | Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725. Full description at Econpapers || Download paper | |
2022 | Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068. Full description at Econpapers || Download paper | |
2021 | Volatility forecasting in European government bond markets. (2021). Ozbekler, Ali Gencay ; Triantafyllou, Athanasios ; Kontonikas, Alexandros. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1691-1709. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2021 | A new assessment of economic integration in East Asia: Application of an industry-specific G-PPP model. (2021). Kawasaki, Kentaro ; Sato, Kiyotaka. In: Japan and the World Economy. RePEc:eee:japwor:v:60:y:2021:i:c:s0922142521000505. Full description at Econpapers || Download paper | |
2022 | Systemic risk and severe economic downturns: A targeted and sparse analysis. (2022). Caporin, Massimiliano ; Garibal, Jean-Charles ; Costola, Michele ; Maillet, Bertrand. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002909. Full description at Econpapers || Download paper | |
2021 | Fantasy sports and beyond: Complementary digital experiences (CDXs) as innovations for enhancing fan experience. (2021). Milne, George R ; Smith, Andrew N ; Yuksel, Mujde. In: Journal of Business Research. RePEc:eee:jbrese:v:134:y:2021:i:c:p:143-155. Full description at Econpapers || Download paper | |
2022 | The effects of public sentiments and feelings on stock market behavior: Evidence from Australia. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:443-472. Full description at Econpapers || Download paper | |
2022 | Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock. (2022). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:264-286. Full description at Econpapers || Download paper | |
2022 | A leverage-based measure of financial stability. (2022). Tepper, Alexander ; Borowiecki, Karol Jan ; Adrian, Tobias. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957321000085. Full description at Econpapers || Download paper | |
2022 | Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473. Full description at Econpapers || Download paper | |
2022 | When banks punch back: Macrofinancial feedback loops in stress tests. (2022). Hoffmaister, Alexander ; Catalan, Mario. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560621002230. Full description at Econpapers || Download paper | |
2022 | The rich, poor, and middle class: Banking crises and income distribution. (2022). Leroy, Aurelien ; el Herradi, Mehdi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:127:y:2022:i:c:s0261560622000985. Full description at Econpapers || Download paper | |
2022 | Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283. Full description at Econpapers || Download paper | |
2021 | Spatial financial contagion during the COVID-19 outbreak: Local correlation approach. (2021). Garfatta, Riadh ; Zorgati, Imen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000281. Full description at Econpapers || Download paper | |
2021 | Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229. Full description at Econpapers || Download paper | |
2021 | Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934. Full description at Econpapers || Download paper | |
2021 | Time-varying effect of international iron ore price on China’s inflation: A complete price chain with TVP-SVAR-SV model. (2021). Yang, Shuo ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002142. Full description at Econpapers || Download paper | |
2021 | Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak. (2021). Noor, Md Hasib ; Bouri, Elie ; Dutta, Anupam. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002762. Full description at Econpapers || Download paper | |
2021 | The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks. (2021). Hasanov, Akram Shavkatovich ; Shaiban, Mohammed Sharaf ; Di, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:66:y:2021:i:c:s0927538x21000160. Full description at Econpapers || Download paper | |
2021 | Jumps at ultra-high frequency: Evidence from the Chinese stock market. (2021). Liu, Qiang ; Zhang, Chuanhai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19305402. Full description at Econpapers || Download paper | |
2021 | Systemically important banks in Asian emerging markets: Evidence from four systemic risk measures. (2021). Bannigidadmath, Deepa ; Powell, Robert ; Pham, Thach N. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001773. Full description at Econpapers || Download paper | |
2022 | The impact of COVID-19 pandemic on the volatility connectedness network of global stock market. (2022). Yao, Wenying ; Bo, Albert ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:71:y:2022:i:c:s0927538x21001852. Full description at Econpapers || Download paper | |
2021 | New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810. Full description at Econpapers || Download paper | |
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2007 | Unravelling financial market linkages during crises In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 122 |
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2012 | U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 15 |
2012 | U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2011 | Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue. [Citation analysis] | book | 22 |
2000 | A Multi-Country Structural VAR Model In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2008 | Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 7 |
2005 | Discussion of Assessing the Sources of Changes in the Volatility of Real Growth In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
2010 | Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 0 |
1990 | Volatility of the Australian Dollar Exchange Rate In: RBA Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Changing Vulnerability in Asia: Contagion and Systemic Risk In: ADB Economics Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2003 | Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 26 |
2018 | High-frequency Characterisation of Indian Banking Stocks In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
2015 | High frequency characterization of Indian banking stocks.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2004 | A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 23 |
2014 | The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam In: Applied Economics. [Full Text][Citation analysis] | article | 47 |
2015 | Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? In: Applied Economics. [Full Text][Citation analysis] | article | 11 |
2014 | Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles?.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2017 | Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
2016 | Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Exchange rate risk exposure and the value of European firms In: The European Journal of Finance. [Full Text][Citation analysis] | article | 16 |
2013 | Modeling trade duration in U.S. Treasury markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 4 |
2015 | Equity portfolio diversification with high frequency data In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
2013 | Equity portfolio diversification with high frequency data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2010 | From Trade-to-Trade in US Treasuries In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Financial crises in Asia: concordance by asset market or country? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | The impact of jumps and thin trading on realized hedge ratios In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | VAR modelling in the presence of China’s rise : an application to the Taiwanese economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2014 | The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Who, What, Where? Residential Property Investment in Australia In: Working Papers. [Citation analysis] | paper | 2 |
2006 | Correlation, Contagion, and Asian Evidence In: Asian Economic Papers. [Full Text][Citation analysis] | article | 20 |
2014 | MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 11 |
2018 | Identifying contagion In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 15 |
2009 | After?hours trading in equity futures markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
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