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Empirical Modeling of Contagion : A Review of Methodologies
Dungey, Mardi H. - 2004
The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...
Persistent link: https://www.econbiz.de/10014401432
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International shocks and the role of domestic policy in Australia
Dungey, Mardi H. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001642096
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International shocks and the role of domestic policy in Australia
Dungey, Mardi H. - In: Australian journal of labour economics : a journal of … 5 (2002) 2, pp. 143-163
Persistent link: https://www.econbiz.de/10001722986
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A multilateral approach to decomposing volatility in bilateral exchange rates
Dungey, Mardi H. - 1997
Persistent link: https://www.econbiz.de/10000959373
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The steady inflation rate of economic growth
Dungey, Mardi H. (contributor);  … - 1999
Persistent link: https://www.econbiz.de/10001512745
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Dating changes in monetary policy in Australia
Dungey, Mardi H.; Hayward, Ben - In: The Australian economic review 33 (2000) 3, pp. 281-285
Persistent link: https://www.econbiz.de/10001528762
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Volatility of the Australian dollar exchange rate
Boulton, Lindsay F.; Dungey, Mardi H.; Parkin, Melissa B. - 1990
Persistent link: https://www.econbiz.de/10000805029
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Prospects for output and employment growth with steady inflation
Dungey, Mardi H.; Pitchford, John David - 1998
Persistent link: https://www.econbiz.de/10000988720
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Volatility of the Australian dollar exchange rate
Boulton, Lindsay F. - In: Journal of foreign exchange and international finance : … 5 (1991) 3, pp. 207-215
Persistent link: https://www.econbiz.de/10001129332
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A perspective on modelling the Australian real trade weighted index since the float
Aruman, Shakila (contributor); Dungey, Mardi H. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001597848