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Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.; Yalama, Abdullah - 2009
Persistent link: https://www.econbiz.de/10003882203
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Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H.; Dwyer, Gerald P. <jun.>; Flavin, Thomas J. - 2011
Persistent link: https://www.econbiz.de/10009405731
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A SVECM model of the UK economy and the term premium
Dungey, Mardi H.; Vehbi, M. Tugrul - 2011
Persistent link: https://www.econbiz.de/10009405759
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Chinese resource demand and the natural resource supplier
Dungey, Mardi H.; Fry-McKibbin, Renée; Linehan, Verity - 2013
Persistent link: https://www.econbiz.de/10009788807
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Ranking systemically important financial institutions
Dungey, Mardi H.; Luciani, Matteo; Veredas, David - 2012
Persistent link: https://www.econbiz.de/10009665974
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On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.; Jacobs, Jan; Tian, Jing; Van Norden, Simon - 2012
Persistent link: https://www.econbiz.de/10009561165
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Modelling change in financial market integration : Eastern Europe
Aslanides, Nektarios (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003810432
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Modelling international linkages for large open economies : US and Euro Area
Dungey, Mardi H.; Osborn, Denise R. - 2009
Persistent link: https://www.econbiz.de/10003882216
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Can money policy surprise the market?
Claus, Edda; Dungey, Mardi H. - 2015
Persistent link: https://www.econbiz.de/10011341629
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Recovery form Dutch Disease
Dungey, Mardi H.; Fry-McKibbin, Renée; Todoroski, Verity; … - 2017
Persistent link: https://www.econbiz.de/10011746648