E-LIB Suche - Ergebnisse für: Dungey, Mardi

1

Changing vulnerability in Asia: contagion and spillovers:

Kangogo, Moses ; Dungey, Mardi ; Volkov, Vladimir
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC9638451/. , 2022

2

Banks and sovereigns: did adversity bring them closer?:

Flavin, Thomas ; Dungey, Mardi ; Sheenan, Lisa
Flavin , T , Dungey , M & Sheenan , L 2021 , ' Banks and sovereigns: did adversity bring them closer? ' , European Journal of Finance . https://doi.org/10.1080/1351847X.2021.1910056. , 2021

Link: https://pure.qub.ac.uk/e..

3

Information flow in times of crisis: The case of the Europe..:

Dungey, Mardi ; Hurn, Stan ; Shi, Shuping.
https://eprints.qut.edu.au/126956/8/econometrics-07-00005.pdf. , 2019

Link: https://eprints.qut.edu...

4

Information flow in times of crisis:The case of the Europea..:

Dungey, Mardi ; Hurn, Stan ; Shi, Shuping.
Dungey , M , Hurn , S , Shi , S & Volkov , V 2019 , ' Information flow in times of crisis : The case of the European banking and sovereign sectors ' , Econometrics , vol. 7 , no. 1 , 5 , pp. 1-20 . https://doi.org/10.3390/econometrics7010005. , 2019

Link: https://researchers.mq.e..

5

Identifying contagion (replication data):

Dungey, Mardi ; Renault, Eric
URL: https://journaldata.zbw.eu/dataset/15fd4aa4-31bf-45f7-89b9-f8b039e00d14/resource/c3075c70-ce15-4149-92bd-c67a0c135e07/download/readme.dr.txt. , 2018

Link: https://doi.org/10.15456..

6

Forecasting output gaps in the G-7 countries:the role of co..:

Dungey, Mardi ; Jacobs, Jan P. A. M ; Tian, Jing
https://research.rug.nl/en/publications/0d6f7a43-9441-487f-8425-632c4ad44cbb. , 2017

Link: https://hdl.handle.net/1..

7

Strategic Bidding of Electric Power Generating Companies: E..:

Dungey, Mardi ; Ghahremanlou, Ali ; Long, Ngo Van
Series: CESifo Working Paper. , 2017

Link: http://hdl.handle.net/10..

8

Continuous and jump betas: Implications for portfolio diver..:

Alexeev, Vitali ; Dungey, Mardi ; Yao, Wenying
gbv-ppn:863511163. , 2016

Link: http://hdl.handle.net/10..

9

The transmission of contagion in developed and developing i..:

Dungey, Mardi ; McKibbin (previously Fry), Renee ; Gonzalez-Hermosillo, Brenda.
Joint Central Bank Research Conference on Risk Measurement and Systemic Risk 2009. , 2015

Link: http://hdl.handle.net/18..

10

Trend in cycle or cycle in trend? New structural identifica..:

Dungey, Mardi ; Jacobs, Jan P. A. M ; Tian, Jing.
https://research.rug.nl/en/publications/6ea02f50-57a3-49f9-acfa-401f43a5c074. , 2015

Link: https://hdl.handle.net/1..

11

The internationalisation of financial crises:Banking and cu..:

Dungey, Mardi ; Jacobs, Jan ; Lestano, L
https://research.rug.nl/en/publications/325d75e7-46a4-4665-a36a-af41986bfc08. , 2015

Link: https://hdl.handle.net/1..

12

MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES:..:

Dungey, Mardi ; Osborn, Denise R
URL: https://journaldata.zbw.eu/dataset/21905628-ba5d-437f-9121-e360ac455c99/resource/cdbaa590-8144-4b4a-8f8a-4c64ef8053bf/download/readme.do.txt. , 2014

Link: https://doi.org/10.15456..

13

On trend-cycle decomposition and data revision:

Dungey, Mardi ; Jacobs, Jan ; Tian, Jing.
Dungey , M , Jacobs , J , Tian , J & Norden , S V 2012 ' On trend-cycle decomposition and data revision ' SOM Research Reports , vol. 12009-EEF , University of Groningen, SOM research school , Groningen .. , 2012

Link: http://hdl.handle.net/11..

14

Ranking Systemically Important Financial Institutions:

Dungey, Mardi ; Luciani, Matteo ; Veredas, David
Series: Tinbergen Institute Discussion Paper. , 2012

Link: http://hdl.handle.net/10..

15

Systematic and liquidity risk in subprime-mortgage backed s..:

Dungey, Mardi ; Dwyer, Gerald P ; Flavin, Thomas
Series: Working Paper. , 2011

Link: http://hdl.handle.net/10..