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Transmission of financial crises and contagion : a latent factor approach
Dungey, Mardi H.; Fry, Renée A.; González Hermosillo, … - 2011
Persistent link: https://www.econbiz.de/10008842351
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The Tsunami : measures of contagion in the 2007 - 2008 credit crunch : financial crisis (Focus)
Dungey, Mardi H. - In: CESifo forum : a bi-monthly journal on European … 9 (2008) 4, pp. 33-43
Persistent link: https://www.econbiz.de/10003792704
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The credit channel and monetary transmission in Brazil and Chile : a structured VAR approach
Catão, Luis; Pagan, Adrian R. - 2009
Persistent link: https://www.econbiz.de/10003978950
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The credit channel and monetary transmission in Brazil and Chile : a structural VAR approach
Catão, Luis; Pagan, Adrian R. - 2010
Persistent link: https://www.econbiz.de/10008823202
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The credit channel and monetary transmission in Brazil and Chile: a structured VAR approach
Catão, Luis; Pagan, Adrian R. - In: Monetary policy under financial turbulence : …, (pp. 105-144). 2011
Persistent link: https://www.econbiz.de/10009537352
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Assessing some models of the impact of financial stress upon business cycles
Pagan, Adrian R.; Robinson, Tim - 2011
Persistent link: https://www.econbiz.de/10009424231
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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
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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
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Factor analysis of a model of stock market returns using simulation-based estimation techniques
Zhumabekova, Diana; Dungey, Mardi H. - 2001
Persistent link: https://www.econbiz.de/10001790850
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Testing for contagion using correlations : some words of caution
Dungey, Mardi H.; Zhumabekova, Diana - 2001
Persistent link: https://www.econbiz.de/10001790852