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Martin, Vance
Dungey, Mardi H.
201
Dungey, Mardi
185
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124
Fry, Renee
37
Neanidis, Kyriakos C.
34
Fry, Renée
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ECONIS (ZBW)
23
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1
Transmission of financial crises and contagion : a latent factor approach
Dungey, Mardi H.
;
Fry, Renée A.
;
González Hermosillo, …
-
2011
Persistent link: https://www.econbiz.de/10008842351
Saved in:
2
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
Saved in:
3
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
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
Are financial crises alike?
Dungey, Mardi H.
;
Fry, Renee
;
González Hermosillo, Brenda
-
2010
Persistent link: https://www.econbiz.de/10003949749
Saved in:
6
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:
7
A comparison of alternative tests of contagion with applications
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
- In:
Identifying international financial contagion : …
,
(pp. 60-85)
.
2005
Persistent link: https://www.econbiz.de/10003350324
Saved in:
8
Empirical modeling of contagion : a review of methodologies
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2004
Persistent link: https://www.econbiz.de/10002226028
Saved in:
9
Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982-2002
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Global finance journal
15
(
2004
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10002125860
Saved in:
10
Currency market contagion in the Asia-Pacific region
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Australian economic papers
43
(
2004
)
4
,
pp. 379-395
Persistent link: https://www.econbiz.de/10002492778
Saved in:
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