E-LIB Suche - Ergebnisse für: Dungey, Mardi

1

Systematic Contagion Effects of the Global Finance Crisis: ..:

Gajurel, Dinesh ; Dungey, Mardi
Journal of Risk and Financial Management. 16 (2023) 3 - p. 182 , 2023

Link: https://doi.org/10.3390/..

2

Changing vulnerability in Asia: contagion and spillovers:

Kangogo, Moses ; Dungey, Mardi ; Volkov, Vladimir
Empirical Economics. 64 (2022) 5 - p. 2315-2355 , 2022

Link: https://doi.org/10.1007/..

3

Characterizing financial crises using high-frequency data:

Dungey, Mardi ; Holloway, Jet ; Yalaman, Abdullah.
Quantitative Finance. 22 (2022) 4 - p. 743-760 , 2022

Link: https://doi.org/10.1080/..

4

Dynamic effects of network exposure on equity markets:

Dungey, Mardi ; Kangogo, Moses ; Volkov, Vladimir
Eurasian Economic Review. 12 (2022) 4 - p. 569-629 , 2022

Link: https://doi.org/10.1007/..

5

Non-financial corporations and systemic risk:

Dungey, Mardi ; Flavin, Thomas ; O'Connor, Thomas.
Journal of Corporate Finance. 72 (2022) - p. 102129 , 2022

Link: https://doi.org/10.1016/..

6

Banks and sovereigns: did adversity bring them closer?:

Dungey, Mardi ; Flavin, Thomas ; Sheenan, Lisa
The European Journal of Finance. , 2021

Link: https://doi.org/10.1080/..

7

Crisis transmission: Visualizing vulnerability:

Dungey, Mardi ; Islam, Raisul ; Volkov, Vladimir
Pacific-Basin Finance Journal. 59 (2020) - p. 101255 , 2020

Link: https://doi.org/10.1016/..

8

Modelling Financial Contagion Using High Frequency Data:

Yao, Wenying ; Dungey, Mardi ; Alexeev, Vitali
Economic Record. 96 (2020) 314 - p. 314-330 , 2020

Link: https://doi.org/10.1111/..

9

The Gains from Catch‐up for China and the USA: An Empirical..:

Dungey, Mardi ; Osborn, Denise R.
Economic Record. 96 (2020) 314 - p. 350-365 , 2020

Link: https://doi.org/10.1111/..

10

Examining stress in Asian currencies: A perspective offered..:

Dungey, Mardi ; Matei, Marius ; Treepongkaruna, Sirimon
Journal of International Financial Markets, Institutions and Money. 67 (2020) - p. 101200 , 2020

Link: https://doi.org/10.1016/..

11

Jump Risk in the US Financial Sector:

Gajurel, Dinesh ; Dungey, Mardi ; Yao, Wenying.
Economic Record. 96 (2020) 314 - p. 331-349 , 2020

Link: https://doi.org/10.1111/..

12

Are banking shocks contagious? Evidence from the eurozone:

Dungey, Mardi ; Flavin, Thomas J. ; Lagoa-Varela, Dolores
Journal of Banking & Finance. 112 (2020) - p. 105386 , 2020

Link: https://doi.org/10.1016/..

13

Information Flow in Times of Crisis: The Case of the Europe..:

Dungey, Mardi ; Hurn, Stan ; Shi, Shuping.
Econometrics. 7 (2019) 1 - p. 5 , 2019

Link: https://doi.org/10.3390/..

14

Transmission of a Resource Boom:The Case of Australia:

Dungey, Mardi ; Fry‐Mckibbin, Renee ; Volkov, Vladimir
Oxford Bulletin of Economics and Statistics. 82 (2019) 3 - p. 503-525 , 2019

Link: https://doi.org/10.1111/..

15

The changing network of financial market linkages: The Asia..:

Chowdhury, Biplob ; Dungey, Mardi ; Kangogo, Moses..
International Review of Financial Analysis. 64 (2019) - p. 71-92 , 2019

Link: https://doi.org/10.1016/..