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Modelling large open economies with international linkages : the USA and Euro area
Dungey, Mardi H.
;
Osborn, Denise R.
- In:
Journal of applied econometrics
29
(
2014
)
3
,
pp. 377-393
Persistent link: https://www.econbiz.de/10010414890
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Unravelling financial market linkages during crises
Dungey, Mardi H.
;
Martin, Vance
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 89-119
Persistent link: https://www.econbiz.de/10003448512
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A Multivariate Latent Factor Decomposition of International Bond Yield Spreads
Dungey, M.
;
Martin, V.L.
;
Pagan, A.R.
- In:
Journal of applied econometrics
15
(
2000
)
6
,
pp. 697-716
Persistent link: https://www.econbiz.de/10006981014
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Unravelling financial market linkages during crises
Dungey, Mardi
;
Martin, Vance L.
- In:
Journal of applied econometrics
22
(
2007
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10007613978
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