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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
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Dynamic effects of network exposure on equity markets
Dungey, Mardi H.; Kangogo, Moses; Volkov, V. V. - In: Eurasian economic review : a journal in applied … 12 (2022) 4, pp. 569-629
Persistent link: https://www.econbiz.de/10013447731
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Contagion in international bond markets during the Russian and the LTCM crises
Dungey, Mardi H.; Fry, Renée; González Hermosillo, Brenda - In: Journal of financial stability 2 (2006) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10003779046
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A web of shocks: crises across Asian real estate markets
Bond, Shaun A.; Dungey, Mardi H.; Fry, Renée - In: The journal of real estate finance and economics 32 (2006) 3, pp. 253-274
Persistent link: https://www.econbiz.de/10003308629
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The Tsunami : measures of contagion in the 2007 - 2008 credit crunch : financial crisis (Focus)
Dungey, Mardi H. - In: CESifo forum : a bi-monthly journal on European … 9 (2008) 4, pp. 33-43
Persistent link: https://www.econbiz.de/10003792704
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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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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
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Synchronisation of financial crises
Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - 2005
Persistent link: https://www.econbiz.de/10003376378
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The US Treasury market in August 1998 : untangling the effects of Hong Kong and Russia with high frequency data
Dungey, Mardi H.; Goodhart, Charles A. E.; Tambakis, … - 2005
Persistent link: https://www.econbiz.de/10003376389
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Unobservable shocks as carriers of contagion
Dungey, Mardi H.; Milunovich, George; Thorp, Susan - In: Journal of banking & finance 34 (2010) 5, pp. 1008-1021
Persistent link: https://www.econbiz.de/10003971329