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The influences of international and domestic shocks in East Asia
Dungey, Mardi H.; Vehbi, M. Tugrul - In: Rebalancing economies in financially integrating East Asia, (pp. 181-216). 2015
Persistent link: https://www.econbiz.de/10010461068
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A threshold mixed count time series model : estimation and application
Dungey, Mardi H.; Martin, Vance; Tang, Chrismin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10012198537
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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
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Are banking shocks contagious? : evidence from the eurozone
Dungey, Mardi H.; Flavin, Thomas J.; Lagoa Varela, Dolores - In: Journal of banking & finance 112 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012225230
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Using multiple correspondence analysis for finance : a tool for assessing financial inclusion
Dungey, Mardi H.; Doko Tchatoka, Firmin; Yanotti, María B. - In: International review of financial analysis 59 (2018), pp. 212-222
Persistent link: https://www.econbiz.de/10012006959
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Time-varying continuous and jump betas : the role of firm characteristics and periods of stress
Alexeev, Vitali; Dungey, Mardi H.; Yao, Wenying - In: Journal of empirical finance 40 (2017), pp. 1-19
Persistent link: https://www.econbiz.de/10011744408
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Can monetary policy surprises affect the term structure?
Claus, Edda; Dungey, Mardi H. - In: Journal of macroeconomics 47 (2016), pp. 68-83
Persistent link: https://www.econbiz.de/10011707502
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Surfing through the GFC : systemic risk in Australia
Dungey, Mardi H.; Matei, Marius; Luciani, Matteo; … - In: The economic record : er 93 (2017) 300, pp. 1-19
Persistent link: https://www.econbiz.de/10011814738
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Forecasting output gaps in the G-7 countries : the role of correlated innovations and structural breaks
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing - In: Applied economics 49 (2017) 45, pp. 4554-4566
Persistent link: https://www.econbiz.de/10011844233
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R&D and wholesale trade are critical to the economy : identifying dominant sectors from economic networks
Dungey, Mardi H.; Volkov, V. V. - In: Economics letters 162 (2018), pp. 81-85
Persistent link: https://www.econbiz.de/10011939769