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~person:"Dungey, Mardi H."
~person:"Pierdzioch, Christian"
~subject:"Spillover effect"
~type_genre:"Aufsatz in Zeitschrift"
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Dungey, Mardi H.
Pierdzioch, Christian
Kang, Sang Hoon
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1
Changing vulnerability in Asia : contagion and spillovers
Kangogo, Moses
;
Dungey, Mardi H.
;
Volkov, V. V.
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
5
,
pp. 2315-2355
Persistent link: https://www.econbiz.de/10014253808
Saved in:
2
Equity market contagion during the global financial crisis : evidence from the world's eight largest economies
Dungey, Mardi H.
;
Gajurel, Dinesh
- In:
Economic systems
38
(
2014
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10010459733
Saved in:
3
Systemic risk in the US : interconnectedness as a circuit breaker
Dungey, Mardi H.
;
Luciani, Matteo
;
Veredas, David
- In:
Economic modelling
71
(
2018
),
pp. 305-315
Persistent link: https://www.econbiz.de/10012062528
Saved in:
4
Unravelling financial market linkages during crises
Dungey, Mardi H.
;
Martin, Vance
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 89-119
Persistent link: https://www.econbiz.de/10003448512
Saved in:
5
Contagion in global equity markets in 1998 : the effects of the Russian and LTCM crises
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
- In:
The North American journal of economics and finance : a …
18
(
2007
)
2
,
pp. 155-174
Persistent link: https://www.econbiz.de/10003608961
Saved in:
6
Correlation, contagion and Asian evidence
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Asian economic papers
5
(
2006
)
2
,
pp. 32-74
Persistent link: https://www.econbiz.de/10003411944
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