Mardi Dungey
University of Tasmania
H-index: 37
Oceania-Australia
Top articles of Mardi Dungey
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets | Journal of Risk and Financial Management | Dinesh Gajurel Mardi Dungey | 2023/3/8 |
Changing vulnerability in Asia: contagion and spillovers | Empirical Economics | Moses Kangogo Mardi Dungey Vladimir Volkov | 2023/5 |
Dynamic effects of network exposure on equity markets | Eurasian Economic Review | Mardi Dungey Moses Kangogo Vladimir Volkov | 2022/12 |
Characterizing financial crises using high-frequency data | Quantitative Finance | Mardi Dungey Jet Holloway Abdullah Yalaman Wenying Yao | 2022/4/3 |
Non-financial corporations and systemic risk | Journal of Corporate Finance | Mardi Dungey Thomas Flavin Thomas O'Connor Michael Wosser | 2022/2/1 |
Banks and sovereigns: did adversity bring them closer? | The European Journal of Finance | Mardi Dungey Thomas Flavin Lisa Sheenan | 2021/4/23 |
A threshold mixed count time series model: estimation and application | Studies in Nonlinear Dynamics & Econometrics | Mardi Dungey Vance L Martin Chrismin Tang Andrew Tremayne | 2020/4/28 |
Jump risk in the US financial sector | Economic record | Dinesh Gajurel Mardi Dungey Wenying Yao Nagaratnam Jeyasreedharan | 2020/9 |
Industrial firms and systemic risk | Available at SSRN 3555836 | Mardi H Dungey Thomas Flavin Thomas O’Connor Michael Joseph Wosser | 2020/3/17 |
The Gains from Catch‐up for China and the USA: An Empirical Framework | Economic record | Mardi Dungey Denise R Osborn | 2020/9 |
Are banking shocks contagious? Evidence from the eurozone | Journal of Banking & Finance | Mardi Dungey Thomas J Flavin Dolores Lagoa-Varela | 2020/3/1 |
Modelling financial contagion using high frequency data | Economic record | Wenying Yao Mardi Dungey Vitali Alexeev | 2020/9 |
Crisis transmission: visualizing vulnerability | Pacific-Basin finance journal | Mardi Dungey Raisul Islam Vladimir Volkov | 2020/2/1 |
Examining stress in Asian currencies: A perspective offered by high frequency financial market data | Journal of International Financial Markets, Institutions and Money | Mardi Dungey Marius Matei Sirimon Treepongkaruna | 2020/7/1 |
Transmission of a resource boom: The case of Australia | Oxford Bulletin of Economics and Statistics | Mardi Dungey Renee Fry‐Mckibbin Vladimir Volkov | 2020/6 |
Co-Authors
