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A multi-country structural VAR...
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Dungey, Mardi H.
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Fry, Renee
37
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32
Martin, Vance L.
23
Kent, Christopher
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ECONIS (ZBW)
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RePEc
156
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36
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1
Monetary policy in illiquid markets : options for a small open economy
Claus, Edda
;
Dungey, Mardi H.
;
Fry, Renée
- In:
Open economies review
19
(
2008
)
3
,
pp. 305-336
Persistent link: https://www.econbiz.de/10003729101
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
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
Saved in:
4
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:
5
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:
6
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
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
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