Mardi Dungey : Citation Profile


Deceased: 2019-01-12

21

H index

33

i10 index

1579

Citations

RESEARCH PRODUCTION:

82

Articles

102

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   29 years (1990 - 2019). See details.
   Cites by year: 54
   Journals where Mardi Dungey has often published
   Relations with other researchers
   Recent citing documents: 178.    Total self citations: 85 (5.11 %)

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   Permalink: http://citec.repec.org/pdu7
   Updated: 2021-10-16    RAS profile:    
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Relations with other researchers


Works with:

Yao, Wenying (5)

Alexeev, Vitali (4)

Fry-McKibbin, Renee (3)

Jacobs, Jan (2)

Doko Tchatoka, Firmin (2)

Luciani, Matteo (2)

Flavin, Thomas (2)

Osborn, Denise (2)

Siklos, Pierre (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mardi Dungey.

Is cited by:

Fry-McKibbin, Renee (47)

Flavin, Thomas (43)

Panopoulou, Ekaterini (30)

Vespignani, Joaquin (24)

Fratzscher, Marcel (24)

Sentana, Enrique (19)

Fiorentini, Gabriele (17)

Caporin, Massimiliano (16)

Baur, Dirk (15)

Gómez-Puig, Marta (14)

Nguyen, Duc Khuong (14)

Cites to:

Diebold, Francis (98)

Bollerslev, Tim (90)

Kaminsky, Graciela (85)

Reinhart, Carmen (76)

Andersen, Torben (67)

Fry-McKibbin, Renee (59)

Martin, Vance (59)

Rose, Andrew (52)

pagan, adrian (44)

Pesaran, M (40)

Engle, Robert (38)

Main data


Where Mardi Dungey has published?


Journals with more than one article published# docs
The Economic Record11
Economic Modelling5
Journal of Banking & Finance5
Applied Economics4
Journal of Asian Economics4
Australian Economic Papers3
Quantitative Finance3
The North American Journal of Economics and Finance3
Journal of Applied Econometrics2
Open Economies Review2
Global Finance Journal2
Journal of Emerging Market Finance2
Econometrics2
International Review of Financial Analysis2
Journal of International Financial Markets, Institutions and Money2
Journal of Applied Econometrics2
Economics Letters2
Journal of Empirical Finance2
Australian Economic Review2

Working Papers Series with more than one paper published# docs
Working Papers / University of Tasmania, Tasmanian School of Business and Economics32
IMF Working Papers / International Monetary Fund5
CEPR Discussion Papers / Centre for Economic Policy Research, Research School of Economics, Australian National University5
NCER Working Paper Series / National Centre for Econometric Research3
Econometric Society 2004 Australasian Meetings / Econometric Society2
Pacific Basin Working Paper Series / Federal Reserve Bank of San Francisco2
Research Report / University of Groningen, Research Institute SOM (Systems, Organisations and Management)2
Working Papers / School of Economics, La Trobe University2
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth2
Working Papers / School of Economics, La Trobe University2

Recent works citing Mardi Dungey (2021 and 2020)


YearTitle of citing document
2021The 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.

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2020Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio. (2020). Roberts, Stephen ; Zohren, Stefan ; Lim, Bryan. In: Papers. RePEc:arx:papers:2002.02008.

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2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

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2021Output, 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.

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2021Hierarchical 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.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

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2021Structural 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.

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2020Growth Shocks in the United States and China: Effects on Australias Growth. (2020). Kim, David ; Huh, Hyeonseung ; Fisher, Lance A. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:185-203.

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2020Decisions in Designing an Australian Macroeconomic Model. (2020). Murphy, Chris. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:252-270.

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2020Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries. (2020). Ong, Kian ; Lee, Kevin ; Shields, Kalvinder K. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:294-313.

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2020Modelling Financial Contagion Using High Frequency Data. (2020). Yao, Wenying ; Alexeev, Vitali ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:314-330.

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2020Jump Risk in the US Financial Sector. (2020). Yao, Wenying ; Gajurel, Dinesh ; Jeyasreedharan, Nagaratnam ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:331-349.

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2020The Gains from Catch‐up for China and the USA: An Empirical Framework. (2020). Osborn, Denise ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:350-365.

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2020Understanding Systematic Risk: A High‐Frequency Approach. (2020). Pelger, Markus. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:2179-2220.

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2020Earthquakes, grants, and public expenditure: How municipalities respond to natural disasters. (2020). Santarossa, Michael ; Masiero, Giuliano. In: Journal of Regional Science. RePEc:bla:jregsc:v:60:y:2020:i:3:p:481-516.

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2020Transmission of a Resource Boom: The Case of Australia. (2020). Volkov, Vladimir ; Frymckibbin, Renee ; Dungey, Mardi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:503-525.

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2020Global impact of loss of confidence in Asian emerging markets. (2020). Fernando, Roshen. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1907-1927.

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2020The determinants of sovereign risk premiums in the UK and the European government bond market: The impact of Brexit. (2020). Kadiric, Samir. In: EIIW Discussion paper. RePEc:bwu:eiiwdp:disbei271.

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2020A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20114.

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2020Influence of Exchange Rate Fluctuations and Credit Supply on Dividend Repatriation Policy of U.S. Multinational Corporations. (2020). Mushtaq, Muhammad ; Zulkafli, Abdul Hadi ; Ibrahim, Haslindar ; Tahir, Muhammad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:9:y:2020:i:si:p:267-290.

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2020The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch. (2008). Dungey, Mardi. In: CESifo Forum. RePEc:ces:ifofor:v:9:y:2008:i:4:p:33-43.

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2021Estimating 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.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2021How 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.

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2021How did the asset markets change after the Global Financial Crisis?. (2021). Leung, Charles ; Chang, Kuang-Liang. In: ISER Discussion Paper. RePEc:dpr:wpaper:1124.

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2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

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2021World 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.

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2020Optimization of distributed energy resources for electric vehicle charging and fuel cell vehicle refueling. (2020). Merida, W ; Abdin, Z ; Schroder, M. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920310746.

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2021Driving to the future of energy storage: Techno-economic analysis of a novel method to recondition second life electric vehicle batteries. (2021). Quinn, Jason C ; Tong, Shi Jie ; Ferry, Mike ; Zane, Regan ; Wang, Hongjie ; Horesh, Noah. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s030626192100475x.

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2020How government regulation of interbank financing impacts risk for Chinese commercial banks. (2020). Fu, Jingyuan ; Liu, Bai ; Wang, Shuyao ; Zhang, Ailian. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819300983.

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2020Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299.

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2020Trading volume and realized higher-order moments in the Australian stock market. (2020). Jeyasreedharan, Nagaratnam ; Ahadzie, Richard Mawulawoe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303403.

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2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350.

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2020The effect of tuition fee reduction and education subsidy on school enrollment: Evidence from Vietnam. (2020). Nguyen, Cuong ; Pham, Phuong Thu ; Bui, Tuan Anh. In: Children and Youth Services Review. RePEc:eee:cysrev:v:108:y:2020:i:c:s0190740919306590.

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2020Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity. (2020). Woźniak, Tomasz ; Lütkepohl, Helmut ; Woniak, Tomasz ; Lutkepohl, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300324.

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2020Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2020Does oligopolistic banking friction amplify small open economys business cycles? Evidence from Australia. (2020). Afrin, Sadia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:119-138.

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2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2020Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

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2020Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645.

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2020Measuring systemic risk in the U.S. Banking system. (2020). Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:646-658.

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2021Default 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.

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2021Public 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.

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2020Joint dynamic modeling and option pricing in incomplete derivative-security market. (2020). Chen, Jun-Home ; Lian, Yu-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081730325x.

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2020Time-varying asymmetric volatility spillover between global markets and China’s A, B and H-shares using EGARCH and DCC-EGARCH models. (2020). Singh, Anuradha ; Powell, Robert ; Yong, J ; Do, A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819301342.

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2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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2021Contagion 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.

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2021Floods, 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.

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2020A mean-difference test based on self-normalization for alternating regime index data sets. (2020). Shin, Dong Wan ; Kim, Bo Gyeong. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176519300072.

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2020Econometric analysis of production networks with dominant units. (2020). Yang, Cynthia Fan ; Pesaran, M. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:507-541.

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2021Estimation 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.

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2021Empirical 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.

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2020Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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2021The 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.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2021Dynamic 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.

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2020Stock market integration in East and Southeast Asia: The role of global factors. (2020). Wu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304016.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020The consumption response to household leverage in China: The role of investment at household level. (2020). Guo, Rui ; Zhang, Dongyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302246.

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2020Credit risk and financial integration: An application of network analysis. (2020). Inekwe, John Nkwoma ; Bhattacharya, Mita ; Valenzuela, Maria Rebecca. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302325.

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2020Network structures and idiosyncratic contagion in the European sovereign credit default swap market. (2020). Yang, Lu ; Chen, Wang ; Ho, Kung-Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302386.

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2021A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Yang, Xin ; Cao, Jinde ; Deng, Yunke ; Huang, Chuangxia. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001125.

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2021Stock 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.

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2021Network Connectedness of Worlds Islamic Equity Markets. (2021). Balli, Faruk ; Hassan, Kabir M ; Hasan, Md Iftekhar. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316925.

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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2021Exchange 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.

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2021Two 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.

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2021On 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.

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2020Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2021Causal 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.

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2021Does 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.

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2021Dynamics 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.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2021Fantasy 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.

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2020The impact of fiscal shocks on real GDP and income inequality: What do Australian data say?. (2020). Selvanathan, EA ; Gunasinghe, Chandika ; Forster, John ; Naranpanawa, Athula. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:250-270.

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2021Zero 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.

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2020Indigenous employees’ perceptions of the strategies used by mining employers to promote their recruitment, integration and retention. (2020). Beaudoin, Jean-Michel ; Asselin, Hugo ; Caron, Joanie. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301586.

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2021Financial 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.

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2021Time-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.

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2020Monetary policy shocks from the consumer perspective. (2020). Claus, Edda ; Nguyen, Viet Hoang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:159-173.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2021The 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.

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2021New 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.

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2021Cojump risks and their impacts on option pricing. (2021). Liao, Szu-Lang ; Chen, Jun-Home ; Lian, Yu-Min. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:399-410.

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2021Structural vector error correction modelling of Bitcoin price. (2021). le Fur, Eric ; Lefur, Eric ; HAFFAR, Adlane . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:170-178.

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2020Anaerobic digestion of food waste for bio-energy production in China and Southeast Asia: A review. (2020). Adani, Fabrizio ; Dong, Renjie ; Qiao, Wei ; D'Imporzano, Giuliana ; Zilio, Massimo ; Ricci, Marina ; Negri, Camilla. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:133:y:2020:i:c:s1364032120304299.

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2021A joint test of policy contagion with application to the solar sector. (2021). Shao, Chengwu ; Sheng, NI ; Wei, Xinyang ; Hsiao, Cody Yu-Ling. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:141:y:2021:i:c:s1364032121000587.

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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19. (2021). Wei, Yunjie ; Lu, Fengbin ; Guo, Xiaochun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001057.

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2021Long-term effects of housing damage on survivors’ health in rural China: Evidence from a survey 10 Years after the 2008 Wenchuan earthquake. (2021). Zhao, Yandong ; Wei, Jianwen ; Han, Yang. In: Social Science & Medicine. RePEc:eee:socmed:v:270:y:2021:i:c:s0277953620308601.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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2020The effect of fuel prices on traffic flows: Evidence from New South Wales. (2020). Burke, Paul ; Zhang, Tong. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:141:y:2020:i:c:p:502-522.

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2020New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model. (2020). Kiyotaka, Sato ; Kentaro, Kawasaki . In: Discussion papers. RePEc:eti:dpaper:20091.

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2021Financial Spillover and Contagion Risks in the Euro Area in 2007-2019. (2021). Vogel, Lukas ; Vašíček, Bořek ; Vaiek, Boek ; Perticari, Francesco ; Monteiro, Daniel ; Lorenzani, Dimitri ; Garcia, Roman. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:137.

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2021Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). Kanapickiene, Rasa ; Teresiene, Deimante ; Jurksas, Linas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849.

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More than 100 citations found, this list is not complete...

Mardi Dungey has edited the books:


YearTitleTypeCited

Works by Mardi Dungey:


YearTitleTypeCited
1998Prospects for Output and Employment Growth with Steady Inflation In: CEPR Discussion Papers.
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paper5
1998Prospects for Output and Employment Growth with Steady Inflation.(1998) In: RBA Annual Conference Volume (Discontinued).
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chapter
1999The Steady Inflation Rate of Economic Growth In: CEPR Discussion Papers.
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paper1
2000The Steady Inflation Rate of Economic Growth.(2000) In: The Economic Record.
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This paper has another version. Agregated cites: 1
article
2001A Perspective on Modelling the Real Trade Weighted Index Since the Float In: CEPR Discussion Papers.
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paper1
2001An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States In: CEPR Discussion Papers.
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paper0
2001International Shocks and the Role of Domestic Policy in Australia In: CEPR Discussion Papers.
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2002International Shocks and the Role of Domestic Policy in Australia.(2002) In: Australian Journal of Labour Economics (AJLE).
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article
2016Comments on Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us? In: BIS Papers chapters.
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chapter0
2003A Perspective on Modelling the Australian Real Trade Weighted Index since the Float In: Australian Economic Papers.
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article5
2003International Shocks on Australia – The Japanese Effect In: Australian Economic Papers.
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article7
2004CURRENCY MARKET CONTAGION IN THE ASIA?PACIFIC REGION In: Australian Economic Papers.
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article22
2000Dating Changes in Monetary Policy in Australia In: Australian Economic Review.
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article2
2011First Home Buyers’ Support Schemes in Australia In: Australian Economic Review.
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article2
2011First home buyers support schemes in Australia.(2011) In: Working Papers.
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paper
1998WHY TAX FOREIGN EXCHANGE? COMMENTS ON A PROPOSED TOBIN TAX In: Economic Papers.
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article0
1998Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax.(1998) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1998Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax.(1998) In: Working Papers.
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paper
2000A Structural VAR Model of the Australian Economy In: The Economic Record.
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article5
2008The Structure and Resilience of the Financial System ? edited by Christopher Kent and Jeremy Lawson In: The Economic Record.
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article0
2009Extending a SVAR Model of the Australian Economy In: The Economic Record.
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article24
2008Extending an SVAR Model of the Australian Economy.(2008) In: NCER Working Paper Series.
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paper
2009Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework In: The Economic Record.
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article0
2014International Transmissions to Australia: The Roles of the USA and Euro Area In: The Economic Record.
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article7
2013International Transmissions to Australia: The Roles of the US and Euro Area.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2015Mortgage Choice Determinants: The Role of Risk and Bank Regulation In: The Economic Record.
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article3
2014Mortgage Choice Determinants: the Role of Risk and Bank Regulation.(2014) In: Working Papers.
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paper
2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
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article10
2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 10
paper
2020Modelling Financial Contagion Using High Frequency Data In: The Economic Record.
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article0
2020Jump Risk in the US Financial Sector In: The Economic Record.
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article0
2020The Gains from Catch?up for China and the USA: An Empirical Framework In: The Economic Record.
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article0
2019The gains from catch-up for China and the US: An empirical framework.(2019) In: CAMA Working Papers.
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paper
2020Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics.
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article2
2019Transmission of a resource boom: The case of Australia.(2019) In: CAMA Working Papers.
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paper
2020A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2017Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market In: CESifo Working Paper Series.
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paper0
2008The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch In: CESifo Forum.
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article3
2013Trend-Cycle Decomposition: Implications from an Exact Structural Identification In: CIRANO Working Papers.
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paper0
2013Trend-cycle decomposition: implications from an exact structural identification.(2013) In: Working Papers.
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paper
2015TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP In: Macroeconomic Dynamics.
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article7
2004On Synchronisation of Financial Crises In: Econometric Society 2004 Australasian Meetings.
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paper0
2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
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paper308
2004Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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paper
2004Empirical Modeling of Contagion: A Review of Methodologies.(2004) In: IMF Working Papers.
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paper
2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
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article
1999Decomposing exchange rate volatility around the Pacific Rim In: Journal of Asian Economics.
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article14
1999Decomposing Exchange Rate Volatility Around the Pacific Rim.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
1999Decomposing Exchange Rate Volatility Around the Pacific Rim.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
2004Identifying terms of trade effects in real exchange rate movements: evidence from Asia In: Journal of Asian Economics.
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article9
2015The influences of international output shocks from the US and China on ASEAN economies In: Journal of Asian Economics.
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article6
2018Quantile relationships between standard, diffusion and jump betas across Japanese banks In: Journal of Asian Economics.
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article0
2017Quantile relationships between standard, diffusion and jump betas across Japanese banks.(2017) In: Working Papers.
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paper
2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
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article56
2007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers.
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paper
2011Financial integration and the construction of historical financial data for the Euro Area In: Economic Modelling.
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article9
2010Financial Integration and the Construction of Historical Financial Data for the Euro Area.(2010) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper
2018Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling.
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article8
2018International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies In: Economic Modelling.
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article5
2018Endogeneity in household mortgage choice In: Economic Modelling.
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article4
2007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises In: The North American Journal of Economics and Finance.
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article27
2013The cross market effects of short sale restrictions In: The North American Journal of Economics and Finance.
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article1
2015The internationalisation of financial crises: Banking and currency crises 1883–2008 In: The North American Journal of Economics and Finance.
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article4
2014A semiparametric conditional duration model In: Economics Letters.
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article0
2014A Semiparametric Conditional Duration Model.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks In: Economics Letters.
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article5
2017R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks.(2017) In: Working Papers.
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paper
2018Testing for mutually exciting jumps and financial flights in high frequency data In: Journal of Econometrics.
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article4
2018Testing for mutually exciting jumps and financial flights in high frequency data.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Equity market contagion during the global financial crisis: Evidence from the worlds eight largest economies In: Economic Systems.
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article44
2013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies.(2013) In: Working Papers.
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paper
2009Empirical evidence on jumps in the term structure of the US Treasury Market In: Journal of Empirical Finance.
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article38
2007EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET.(2007) In: CAMA Working Papers.
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paper
2017Time-varying continuous and jump betas: The role of firm characteristics and periods of stress In: Journal of Empirical Finance.
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article11
2018Using multiple correspondence analysis for finance: A tool for assessing financial inclusion In: International Review of Financial Analysis.
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article1
2019The changing network of financial market linkages: The Asian experience In: International Review of Financial Analysis.
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article9
2018The Changing Network of Financial Market Linkages: The Asian Experience.(2018) In: Working Papers.
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paper
2018The Changing Network of Financial Market Linkages: The Asian Experience.(2018) In: ADB Economics Working Paper Series.
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paper
2018The changing network of financial market linkages: the Asian experience.(2018) In: Working Papers.
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paper
2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
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article62
2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
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article5
2003Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002.(2003) In: Departmental Working Papers.
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This paper has another version. Agregated cites: 5
paper
2009Flight-to-quality and asymmetric volatility responses in US Treasuries In: Global Finance Journal.
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article3
2019The changing international network of sovereign debt and financial institutions In: Journal of International Financial Markets, Institutions and Money.
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article5
2017The changing international network of sovereign debt and financial institutions.(2017) In: Working Papers.
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paper
2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data In: Journal of International Financial Markets, Institutions and Money.
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article0
2020Are banking shocks contagious? Evidence from the eurozone In: Journal of Banking & Finance.
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article5
2010Unobservable shocks as carriers of contagion In: Journal of Banking & Finance.
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article35
2012Cojumping: Evidence from the US Treasury bond and futures markets In: Journal of Banking & Finance.
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article37
2010Cojumping: Evidence from the US Treasury Bond and Futures Markets.(2010) In: NCER Working Paper Series.
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paper
2015Endogenous crisis dating and contagion using smooth transition structural GARCH In: Journal of Banking & Finance.
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article40
2012Endogenous crisis dating and contagion using smooth transition structural GARCH.(2012) In: Working Papers.
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paper
2012Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH.(2012) In: Research Paper Series.
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paper
2015Contagion and banking crisis – International evidence for 2007–2009 In: Journal of Banking & Finance.
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article39
2014Contagion and banking crisis — internatonal evidence for 2007-2009.(2014) In: Working Papers.
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paper
2016Can monetary policy surprises affect the term structure? In: Journal of Macroeconomics.
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article5
2009More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets In: The Journal of Economic Asymmetries.
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article1
2020Crisis transmission: Visualizing vulnerability In: Pacific-Basin Finance Journal.
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article2
2019Crisis transmission: visualizing vulnerability.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
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paper38
2006A Web Of Shocks: Crises Across Asian Real Estate Markets.(2006) In: The Journal of Real Estate Finance and Economics.
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article
2005SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers.
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paper1
2005CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN In: CAMA Working Papers.
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paper1
2005THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA In: CAMA Working Papers.
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paper1
2008The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data.(2008) In: International Journal of Finance & Economics.
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article
2005RAMSEY FISCAL AND MONETARY POLICY UNDER STICKY PRICES AND LIQUID BONDS In: CAMA Working Papers.
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paper0
2006MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers.
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paper9
2008Monetary Policy in Illiquid Markets: Options for a Small Open Economy.(2008) In: Open Economies Review.
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article
2007CONSTRUCTING HISTORICAL EURO AREA DATA In: CAMA Working Papers.
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2007Constructing Historical Euro Area Data.(2007) In: Money Macro and Finance (MMF) Research Group Conference 2006.
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2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
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2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
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paper
2009Detecting Contagion with Correlation: Volatility and Timing Matter In: CAMA Working Papers.
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2010Detecting Contagion with Correlation: Volatility and Timing Matter.(2010) In: Working Papers.
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paper
2009Modelling International Linkages for Large Open Economies: US and Euro Area In: CAMA Working Papers.
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2009Modelling International Linkages for Large Open Economies: US and Euro Area.(2009) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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This paper has another version. Agregated cites: 0
paper
2011A SVECM Model of the UK Economy and The Term Premium In: CAMA Working Papers.
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paper1
2011A SVECM Model of the UK Economy and The Term Premium.(2011) In: Working Papers.
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paper
2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities In: CAMA Working Papers.
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2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2011) In: Working Papers.
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paper
2011Systematic and liquidity risk in subprime-mortgage backed securities.(2011) In: FRB Atlanta Working Paper.
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paper
2011Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM.(2011) In: Economics Department Working Paper Series.
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paper
2013Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2013) In: Open Economies Review.
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article
2012On the correspondence between data revision and trend-cycle decomposition In: CAMA Working Papers.
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paper1
2013On the correspondence between data revision and trend-cycle decomposition.(2013) In: Applied Economics Letters.
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article
2012On the correspondence between data revision and trend-cycle decomposition.(2012) In: Working Papers.
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paper
2012Ranking Systemically Important Financial Institutions In: CAMA Working Papers.
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2012Ranking systemically important financial institutions.(2012) In: Working Papers.
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2012Ranking Systemically Important Financial Institutions.(2012) In: Tinbergen Institute Discussion Papers.
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2013Chinese Resource Demand and the Natural Resource Supplier In: CAMA Working Papers.
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2014Chinese resource demand and the natural resource supplier.(2014) In: Applied Economics.
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2013Chinese resource demand and the natural resource supplier.(2013) In: Working Papers.
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paper
2015Can monetary policy surprise the market? In: CAMA Working Papers.
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paper1
2015Can monetary policy surprise the market?.(2015) In: LCERPA Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Signed spillover effects building on historical decompositions In: CAMA Working Papers.
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paper3
2017Signed spillover effects building on historical decompositions.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2017Recovery from Dutch Disease In: CAMA Working Papers.
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paper2
2001Factor analysis of a model of stock market returns using simulation-based estimation techniques In: Pacific Basin Working Paper Series.
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paper1
2001Testing for contagion using correlations: some words of caution In: Pacific Basin Working Paper Series.
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paper59
2009Vintage and credit rating: what matters in the ABX data during the credit crunch? In: Proceedings.
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article3
1997Towards a Strucrural VAR Model of the Australian Economy. In: Australian National University - Department of Economics.
[Citation analysis]
paper0
1997A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates. In: Australian National University - Department of Economics.
[Citation analysis]
paper0
1997Credit Limits and Long-Term Covered Interest Arbitrage. In: Australian National University - Department of Economics.
[Citation analysis]
paper0
2016Continuous and Jump Betas: Implications for Portfolio Diversification In: Econometrics.
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