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Are banking shocks contagious? : evidence from the eurozone

Dungey, Mardi H.; Flavin, Thomas J.; Lagoa Varela, Dolores - In: Journal of banking & finance 112 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012225230

Information flow in times of crisis : the case of the European banking and sovereign sectors

Dungey, Mardi H.; Hurn, Stan; Shi, Shuping; Volkov, V. V. - In: Econometrics : open access journal 7 (2019) 1/5, pp. 1-20

Crises in the banking and sovereign debt sectors give rise to heightened financial fragility. Of particular concern is the development of self-fulfilling feedback loops where crisis conditions in one sector are transmitted to the other sector and back again. We use time-varying tests of Granger...

Persistent link: https://www.econbiz.de/10012025706

The internationalisation of financial crises : banking and currency crises 1883-2008

Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - In: The North American journal of economics and finance : a … 32 (2015), pp. 29-47

Persistent link: https://www.econbiz.de/10011514361

Identifying international financial contagion : progress and challenges

Dungey, Mardi H. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002454896

Non-financial corporations and systemic risk

Dungey, Mardi H.; Flavin, Thomas J.; O'Connor, Thomas G.; … - In: The journal of corporate finance : contracting, … 72 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013209797

Crisis transmission : visualizing vulnerability

Dungey, Mardi H.; Islam, Raisul; Volkov, V. V. - In: Pacific-Basin finance journal 59 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012231173

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