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Identifying international financial contagion : progress and challenges
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ECONIS (ZBW)
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1
Unanticipated shocks and systemic influences : the impact of contagion in global equity markets in 1998
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2003
Persistent link: https://www.econbiz.de/10001760590
Saved in:
2
International contagion effects from the Russian crisis and the LTCM near-collapse
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2002
Persistent link: https://www.econbiz.de/10001675211
Saved in:
3
Characterizing global investors' risk appetite for emerging market debt during financial crises
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2003
Persistent link: https://www.econbiz.de/10001929320
Saved in:
4
Empirical modelling of contagion : a review of methodologies
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2003
Persistent link: https://www.econbiz.de/10001883692
Saved in:
5
Currency market contagion in the Asia-Pacific region
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Australian economic papers
43
(
2004
)
4
,
pp. 379-395
Persistent link: https://www.econbiz.de/10002492778
Saved in:
6
Identification of common and idiosyncratic shocks in real equity prices : Australia, 1982-2002
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Global finance journal
15
(
2004
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10002125860
Saved in:
7
Empirical modeling of contagion : a review of methodologies
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
-
2004
Persistent link: https://www.econbiz.de/10002226028
Saved in:
8
A comparison of alternative tests of contagion with applications
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
- In:
Identifying international financial contagion : …
,
(pp. 60-85)
.
2005
Persistent link: https://www.econbiz.de/10003350324
Saved in:
9
Contagion in international bond markets during the Russian and the LTCM crises
Dungey, Mardi H.
;
Fry, Renée
;
González Hermosillo, Brenda
- In:
Journal of financial stability
2
(
2006
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10003779046
Saved in:
10
Correlation, contagion and Asian evidence
Dungey, Mardi H.
;
Fry, Renée
;
Martin, Vance
- In:
Asian economic papers
5
(
2006
)
2
,
pp. 32-74
Persistent link: https://www.econbiz.de/10003411944
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