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Modelling change in financial...
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Welt
Financial crisis
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46
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Dungey, Mardi H.
38
Savva, Christos S.
12
Dungey, Mardi
10
Martin, Vance
8
Flavin, Thomas J.
7
Gajurel, Dinesh
7
González Hermosillo, Brenda
5
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5
Lambertides, Neophytos
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4
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4
Fry, Renée
4
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4
Luciani, Matteo
4
Milunovich, George
4
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Thorp, Susan
4
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4
Volkov, Vladimir
4
Yang, Minxian
4
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3
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3
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2
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2
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ECONIS (ZBW)
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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
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
Saved in:
3
Endogenous crisis dating and contagion using smooth transition structural GARCH
Dungey, Mardi H.
;
Milunovich, George
;
Thorp, Susan
; …
- In:
Journal of banking & finance
58
(
2015
),
pp. 71-79
Persistent link: https://www.econbiz.de/10011543895
Saved in:
4
Contagion and banking crisis : international evidence for 2007-2009
Dungey, Mardi H.
;
Gajurel, Dinesh
- In:
Journal of banking & finance
60
(
2015
),
pp. 271-283
Persistent link: https://www.econbiz.de/10011545024
Saved in:
5
The changing international network of sovereign debt and financial institutions
Dungey, Mardi H.
;
Harvey, John
;
Volkov, V. V.
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 149-168
Persistent link: https://www.econbiz.de/10012127979
Saved in:
6
Equity market contagion during the global financial crisis : evidence from the world's eight largest economies
Dungey, Mardi H.
;
Gajurel, Dinesh
- In:
Economic systems
38
(
2014
)
2
,
pp. 161-177
Persistent link: https://www.econbiz.de/10010459733
Saved in:
7
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
Saved in:
8
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011747175
Saved in:
9
The changing international network of sovereign debt and financial institutions
Dungey, Mardi H.
;
Harvey, John
-
2017
Persistent link: https://www.econbiz.de/10011710864
Saved in:
10
Signed spillover effects building on historical decompositions
Dungey, Mardi H.
;
Harvey, John
;
Siklos, Pierre L.
; …
-
2017
Persistent link: https://www.econbiz.de/10011710991
Saved in:
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