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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
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Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982 to 2002
Dungey, Mardi H.; Fry, Renee; Martin, Vance - 2003
Persistent link: https://www.econbiz.de/10001808712
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A multifactor model of exchange rates with unanticipated shocks : measuring contagion in the East Asian currency crisis
Dungey, Mardi H.; Martin, Vance - In: Journal of emerging market finance 3 (2004) 3, pp. 305-330
Persistent link: https://www.econbiz.de/10002498316
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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
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US monetary policy surprises : identification with shifts and rotations in the term structure
Claus, Edda; Dungey, Mardi H. - In: Journal of money, credit and banking : JMCB 44 (2012) 7, pp. 1443-1453
Persistent link: https://www.econbiz.de/10009693617
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International transmissions to Australia : the roles of the US and Euro Area
Dungey, Mardi H.; Osborn, Denise R.; Raghavan, Mala - 2013
Persistent link: https://www.econbiz.de/10010211437
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VAR modelling in the presence of China’s rise : an application to the Taiwanese economy
Dungey, Mardi H.; Vehbi, Tugrul; Martin, Charlton - 2014
Persistent link: https://www.econbiz.de/10010409847
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International shocks on Australia : the Japanese effect
Dungey, Mardi H.; Fry, Renée - In: Australian economic papers 42 (2003) 2, pp. 158-182
Persistent link: https://www.econbiz.de/10001767330
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International transmissions to Australia : the roles of the USA and euro area
Dungey, Mardi H.; Osborn, Denise R.; Raghavan, Mala - In: The economic record : er 90 (2014) 291, pp. 421-446
Persistent link: https://www.econbiz.de/10010470067
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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