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Are financial crises alike?

Dungey, Mardi H.; Fry, Renee; González Hermosillo, Brenda - 2010

Persistent link: https://www.econbiz.de/10003949749

Financial crises in Asia : concordance by asset market or country?

Dungey, Mardi H.; Jacobs, Jan; Lestano, Lestano - 2010

Persistent link: https://www.econbiz.de/10008806633

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

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, … - In: International journal of finance & economics : IJFE 13 (2008) 1, pp. 40-52

Persistent link: https://www.econbiz.de/10003705444

The identification of fiscal and monetary policy in a structural VAR

Dungey, Mardi H.; Fry, Renée - In: Economic modelling 26 (2009) 6, pp. 1147-1160

Persistent link: https://www.econbiz.de/10003923510

Systematic and liquidity risk in subprime-mortgage backed securities

Dungey, Mardi H.; Dwyer, Gerald P. <jun.>; Flavin, Thomas J. - 2011

The misevaluation of risk in securitized financial products is central to understanding the financial crisis of 2007 - 8. This paper characterizes the evolution of factors affecting collateralized debt obligations based on subprime mortgages. A key feature of subprime-mortgage backed indices is...