Mardi Dungey : Citation Profile


Deceased: 2019-01-12

22

H index

41

i10 index

2010

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: 69
   Journals where Mardi Dungey has often published
   Relations with other researchers
   Recent citing documents: 208.    Total self citations: 88 (4.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdu7
   Updated: 2023-01-28    RAS profile:    
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Relations with other researchers


Works with:

Yao, Wenying (4)

Alexeev, Vitali (3)

Fry-McKibbin, Renee (3)

Luciani, Matteo (2)

Siklos, Pierre (2)

Osborn, Denise (2)

Doko Tchatoka, Firmin (2)

Flavin, Thomas (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 (63)

Flavin, Thomas (52)

Panopoulou, Ekaterini (35)

Vespignani, Joaquin (33)

Fratzscher, Marcel (26)

Caporin, Massimiliano (19)

Sentana, Enrique (19)

Baur, Dirk (18)

Ünalmış, Deren (17)

Fiorentini, Gabriele (17)

Ahelegbey, Daniel Felix (15)

Cites to:

Diebold, Francis (107)

Bollerslev, Tim (91)

Kaminsky, Graciela (89)

Reinhart, Carmen (80)

Andersen, Torben (71)

Rose, Andrew (69)

Martin, Vance (63)

Fry-McKibbin, Renee (61)

pagan, adrian (53)

Engle, Robert (45)

Eichengreen, Barry (45)

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
The North American Journal of Economics and Finance3
Australian Economic Papers3
Quantitative Finance3
Journal of Empirical Finance2
Journal of International Financial Markets, Institutions and Money2
Economics Letters2
Global Finance Journal2
Journal of Emerging Market Finance2
International Review of Financial Analysis2
Open Economies Review2
Journal of Applied Econometrics2
Econometrics2
Journal of Applied Econometrics2
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
Pacific Basin Working Paper Series / Federal Reserve Bank of San Francisco2
Working Papers / School of Economics, La Trobe University2
Econometric Society 2004 Australasian Meetings / Econometric Society2
Working Papers / School of Economics, La Trobe University2
Research Report / University of Groningen, Research Institute SOM (Systems, Organisations and Management)2
Economics Department Working Paper Series / Department of Economics, National University of Ireland - Maynooth2

Recent works citing Mardi Dungey (2022 and 2021)


YearTitle of citing document
2021Tail 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.

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2021Asymmetric 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.

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2022Effects 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.

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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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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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2022Hierarchical 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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2022Flood Disasters and Health Among the Urban Poor. (2021). Knott, Rachel ; Johnston, David ; Carias, Michelle Escobar ; Sweeney, Rohan. In: Papers. RePEc:arx:papers:2111.05455.

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2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

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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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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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2021The 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.

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2021The 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.

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2021On 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.

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2022Potential 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.

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2022Government 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.

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2021Biases 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.

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2021Trumps 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.

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2022Periodicity 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.

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2022Testing 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.

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2021Tropical 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.

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2022Uncertainty spill-overs: when policy and financial realms overlap. (2022). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1174.

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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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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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2021Heterogeneous 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.

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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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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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2021Driving 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.

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2022Is 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.

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2021Strategic 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.

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2022Non-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.

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2021The 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.

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2022Economic 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.

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2022Measuring 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.

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2022Effects 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.

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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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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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2022The 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.

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2022Instability 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.

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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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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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2022Exchange 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.

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2022Earthquake 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.

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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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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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2022How 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.

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2021A 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.

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2022Systemic 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.

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2022Short-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.

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2022Covid-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.

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2022A 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.

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2022Co-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.

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2022Detecting 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.

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2022Sovereign 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.

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2022Pandemic-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.

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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 ; Hasan, Md Iftekhar ; Hassan, Kabir M. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316925.

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2021COVID-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.

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2022Sectoral 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.

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2022Higher-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.

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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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2022Hierarchical 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.

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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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2021Asymmetric 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.

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2022Understanding 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.

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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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2021The 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.

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2021Pan-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.

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2021From 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.

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2021Interdependence 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.

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2022Asset 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.

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2022Asymmetric 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.

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2022Rethinking 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.

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2022Factor 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.

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2021Volatility 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.

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2022Forecasting: 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
2021A 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.

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2022Systemic 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.

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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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2022The 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.

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2022Agree 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.

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2022A 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.

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2022Financial 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.

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2022When 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.

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2022The 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.

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2022Have 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.

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2021Spatial 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.

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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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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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2021Climate 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.

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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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2021Jumps 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.

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2021Systemically 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.

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2022The 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.

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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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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.
[Citation analysis]
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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paper4
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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article115
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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article29
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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article8
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: 8
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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This paper has another version. Agregated cites: 3
paper
2017Surfing through the GFC: Systemic Risk in Australia In: The Economic Record.
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article14
2015Surfing through the GFC: systemic risk in Australia.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 14
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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article1
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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This paper has another version. Agregated cites: 0
paper
2020Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics.
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article6
2019Transmission of a resource boom: The case of Australia.(2019) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 6
paper
2020A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics.
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article1
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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article8
2004On Synchronisation of Financial Crises In: Econometric Society 2004 Australasian Meetings.
[Citation analysis]
paper0
2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
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paper331
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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This paper has another version. Agregated cites: 331
article
1999Decomposing exchange rate volatility around the Pacific Rim In: Journal of Asian Economics.
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article17
1999Decomposing Exchange Rate Volatility Around the Pacific Rim.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
1999Decomposing Exchange Rate Volatility Around the Pacific Rim.(1999) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 17
paper
2004Identifying terms of trade effects in real exchange rate movements: evidence from Asia In: Journal of Asian Economics.
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article10
2015The influences of international output shocks from the US and China on ASEAN economies In: Journal of Asian Economics.
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article8
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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article72
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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This paper has another version. Agregated cites: 9
paper
2018Systemic risk in the US: Interconnectedness as a circuit breaker In: Economic Modelling.
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article10
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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article31
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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article6
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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article8
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: 8
paper
2014Equity market contagion during the global financial crisis: Evidence from the worlds eight largest economies In: Economic Systems.
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article51
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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article45
2007EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET.(2007) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 45
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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article13
2018Using multiple correspondence analysis for finance: A tool for assessing financial inclusion In: International Review of Financial Analysis.
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article3
2019The changing network of financial market linkages: The Asian experience In: International Review of Financial Analysis.
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article21
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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article74
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.
[Citation analysis]
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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article6
2019The changing international network of sovereign debt and financial institutions In: Journal of International Financial Markets, Institutions and Money.
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article8
2017The changing international network of sovereign debt and financial institutions.(2017) In: Working Papers.
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This paper has another version. Agregated cites: 8
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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article2
2020Are banking shocks contagious? Evidence from the eurozone In: Journal of Banking & Finance.
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article13
2010Unobservable shocks as carriers of contagion In: Journal of Banking & Finance.
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article45
2012Cojumping: Evidence from the US Treasury bond and futures markets In: Journal of Banking & Finance.
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article43
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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article51
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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article47
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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article6
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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article3
2020Crisis transmission: Visualizing vulnerability In: Pacific-Basin Finance Journal.
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article3
2019Crisis transmission: visualizing vulnerability.(2019) In: Working Papers.
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This paper has another version. Agregated cites: 3
paper
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
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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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paper2
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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paper10
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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paper12
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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paper61
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
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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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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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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: FRB Atlanta Working Paper.
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paper
2013Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2013) In: Open Economies Review.
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article
2011Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM.(2011) In: Economics Department Working Paper Series.
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paper
2011Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities.(2011) In: Working Papers.
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paper
2012On the correspondence between data revision and trend-cycle decomposition In: CAMA Working Papers.
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paper2
2013On the correspondence between data revision and trend-cycle decomposition.(2013) In: Applied Economics Letters.
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2012On the correspondence between data revision and trend-cycle decomposition.(2012) In: Working Papers.
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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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