Access Statistics for Mardi Dungey

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Country Structural VAR Model 0 0 0 580 0 2 17 1,214
A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates 0 0 0 0 0 1 12 859
A Perspective on Modelling the Real Trade Weighted Index Since the Float 0 0 0 60 0 0 7 323
A SVECM Model of the UK Economy and The Term Premium 0 0 1 180 0 1 10 535
A SVECM Model of the UK Economy and The Term Premium 0 0 0 68 0 2 10 181
A Semiparametric Conditional Duration Model 0 0 0 18 0 0 10 56
A web of shocks: Crises across Asian real estate market 0 0 0 120 0 0 11 386
An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States 0 0 0 72 0 1 13 269
Are Financial Crises Alike? 0 0 0 166 0 0 5 323
Are Financial Crises Alike? 0 0 0 301 0 2 10 572
Can monetary policy surprise the market? 0 0 0 41 0 1 18 129
Can monetary policy surprise the market? 0 0 1 34 0 0 8 78
Changing Vulnerability in Asia: Contagion and Systemic Risk 0 1 1 8 1 2 13 49
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 289 0 0 13 1,001
Chinese Resource Demand and the Natural Resource Supplier 0 0 1 36 0 1 10 126
Chinese resource demand and the natural resource supplier 0 0 0 21 1 2 13 100
Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) 0 0 0 14 2 2 10 87
Cojumping: Evidence from the US Treasury Bond and Futures Markets 0 0 0 60 0 1 7 205
Constructing Historical Euro Area Data 0 0 0 112 1 1 13 446
Constructing Historical Euro Area Data 0 0 0 125 0 0 11 525
Constructing a 2001 Social Accounting Matrix of Tajikistan 0 0 0 145 1 1 11 400
Contagion and banking crisis — internatonal evidence for 2007-2009 0 0 0 25 0 0 7 147
Credit Limits and Long-Term Covered Interest Arbitrage 0 0 0 0 0 1 6 1,682
Crisis transmission: visualizing vulnerability 0 0 0 47 0 6 26 378
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 0 0 6 58
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 0 0 8 659
Detecting Contagion with Correlation: Volatility and Timing Matter 0 0 0 101 0 0 5 182
Detecting Contagion with Correlation: Volatility and Timing Matter 0 0 0 19 0 2 12 100
Empirical Evidence on Jumps in the Term Structure of the US Treasury Market 0 0 1 104 0 0 7 402
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 401 0 1 10 916
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 326 1 5 90 896
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 339 0 1 21 848
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 3 14 143
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 4 26 181
Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies 0 1 1 80 0 3 12 177
Equity portfolio diversification with high frequency data 0 0 0 37 1 5 14 121
Extending an SVAR Model of the Australian Economy 0 0 0 488 0 1 13 852
Factor analysis of a model of stock market returns using simulation-based estimation techniques 0 0 0 25 1 1 8 90
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 1 1 9 204
Financial crises in Asia: concordance by asset market or country? 0 0 0 13 0 1 14 79
First home buyers' support schemes in Australia 0 0 0 5 0 0 7 55
Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks 0 0 0 37 0 1 12 75
From Trade-to-Trade in US Treasuries 0 0 0 5 0 0 9 54
High frequency characterization of Indian banking stocks 0 0 0 20 0 1 10 75
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 0 1 11 360
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 0 0 1 30 0 2 13 62
Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households 0 0 1 90 0 0 8 147
Industrial firms and systemic risk 0 0 2 98 0 3 19 233
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 0 428 1 1 15 1,261
International Shocks and the Role of Domestic Policy in Australia 0 1 1 93 0 2 14 393
International Transmissions to Australia: The Roles of the US and Euro Area 0 0 0 54 0 2 19 127
Modelling Change in Financial Market Integration 0 0 0 27 1 1 5 64
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 100 0 0 15 407
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 46 0 0 10 157
Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market 0 0 0 9 0 0 13 73
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 94 0 2 18 347
Mortgage Choice Determinants: the Role of Risk and Bank Regulation 0 0 1 40 0 0 8 54
On Synchronisation of Financial Crises 0 0 0 3 0 0 12 231
On the Correspondence Between Data Revision and Trend-Cycle Decomposition 0 0 0 66 0 0 5 146
On the correspondence between data revision and trend-cycle decomposition 0 0 0 7 0 1 16 71
On trend-cycle decomposition and data revision 0 0 0 5 0 1 12 50
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 0 0 1 10 1,621
Quantile relationships between standard, diffusion and jump betas across Japanese banks 0 0 0 23 0 1 11 99
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 19 1 2 17 77
Ramsey Fiscal and Monetary Policy Under Sticky Prices and Liquid Bonds 0 0 0 89 0 0 13 391
Ranking Systemically Important Financial Institutions 0 0 0 30 1 1 12 153
Ranking Systemically Important Financial Institutions 0 0 0 85 0 4 31 212
Ranking systemically important financial institutions 0 0 0 16 0 0 10 130
Recovery from Dutch Disease 0 0 0 67 0 0 8 175
Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998 0 0 0 134 0 1 8 435
Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? 0 0 2 13 0 0 13 64
Signed Spillover Effects Building on Historical Decompositions 0 0 4 45 0 2 22 109
Signed spillover effects building on historical decompositions 0 1 2 23 0 1 14 86
Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market 0 0 1 63 0 4 25 153
Surfing through the GFC: systemic risk in Australia 0 0 0 32 0 1 22 109
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 32 0 2 19 197
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 43 0 0 21 184
Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM 0 0 0 19 0 1 10 110
Systematic and liquidity risk in subprime-mortgage backed securities 0 0 0 55 0 1 17 123
Testing for contagion using correlations: some words of caution 0 0 0 123 0 0 11 290
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 0 2 10 21
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 12 2 4 41 156
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 4 0 1 6 73
The Gains from Catch-up for China and the US: An Empirical Framework 0 0 0 47 0 0 15 86
The Identification of Fiscal and Monetary Policy in a Structural VAR 1 2 4 374 1 2 18 701
The Steady Inflation Rate of Economic Growth 0 0 0 226 0 0 9 1,948
The US Treasury Market in August 1998: Untangling the Effects Og Hong Kong and Russia with High Frequency Data 0 0 0 9 0 2 15 100
The changing international network of sovereign debt and financial institutions 0 0 0 14 0 0 18 86
The changing network of financial market linkages: the Asian experience 0 0 0 7 0 2 6 98
The impact of jumps and thin trading on realized hedge ratios 0 0 0 22 0 1 9 88
The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms 0 0 4 38 1 1 24 130
The internationalisation of financial crises 0 0 0 8 0 1 11 51
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 1 4 1,344
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 0 1 11 75
Trend-Cycle Decomposition: Implications from an Exact Structural Identification 0 0 0 27 0 0 5 59
Trend-cycle decomposition: implications from an exact structural identification 0 0 0 95 0 3 22 185
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 0 2 14 339
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 1 120 0 1 12 292
VAR modelling in the presence of China’s rise: an application to the Taiwanese economy 0 0 0 37 0 0 10 198
Volatility of the Australian Dollar Exchange Rate 0 0 1 99 0 1 10 2,234
Who, What, Where? Residential Property Investment in Australia 0 0 0 34 0 0 8 105
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 0 0 17 69
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 0 0 9 1,072
Total Working Papers 1 6 32 8,147 18 120 1,389 34,649

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis 0 0 0 25 1 1 12 85
A Perspective on Modelling the Australian Real Trade Weighted Index since the Float 0 0 0 46 0 0 2 251
A Structural VAR Model of the Australian Economy 3 4 10 74 5 11 30 154
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 68 0 4 13 314
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 0 0 17 1,525
A semiparametric conditional duration model 0 0 0 9 0 0 11 79
A threshold mixed count time series model: estimation and application 0 0 0 13 0 0 13 48
After‐hours trading in equity futures markets 0 0 2 7 0 27 37 76
Are banking shocks contagious? Evidence from the eurozone 0 0 0 7 0 1 10 70
Banks and sovereigns: did adversity bring them closer? 0 0 1 1 1 1 14 16
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 0 0 0 76 0 0 2 289
Can monetary policy surprises affect the term structure? 0 0 0 22 0 1 11 97
Changing vulnerability in Asia: contagion and spillovers 0 0 1 1 1 2 14 18
Characterizing financial crises using high-frequency data 0 0 1 4 0 5 14 26
Chinese resource demand and the natural resource supplier 0 0 0 36 1 1 13 161
Cojumping: Evidence from the US Treasury bond and futures markets 0 0 0 45 0 1 15 173
Contagion and banking crisis – International evidence for 2007–2009 0 0 4 46 1 2 27 278
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 0 99 2 3 10 237
Contagion in international bond markets during the Russian and the LTCM crises 0 0 1 128 0 1 14 361
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 0 5 23 123
Correlation, Contagion, and Asian Evidence 0 0 0 117 0 2 17 428
Crisis transmission: Visualizing vulnerability 0 0 0 3 0 0 12 28
Dating Changes in Monetary Policy in Australia 0 0 0 11 0 1 6 60
Decomposing exchange rate volatility around the Pacific Rim 0 0 0 83 0 2 9 210
Dynamic effects of network exposure on equity markets 0 0 0 2 1 3 11 17
Empirical evidence on jumps in the term structure of the US Treasury Market 0 0 1 89 0 1 14 270
Empirical modelling of contagion: a review of methodologies 0 0 0 112 1 2 15 345
Endogeneity in household mortgage choice 0 0 1 9 0 0 14 72
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 21 1 1 18 112
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 1 3 7 45
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies 0 0 1 69 0 0 31 253
Equity portfolio diversification with high frequency data 0 0 0 3 3 21 37 87
Examining stress in Asian currencies: A perspective offered by high frequency financial market data 0 0 1 9 1 2 16 46
Exchange rate risk exposure and the value of European firms 0 1 2 25 1 3 23 124
Extending a SVAR Model of the Australian Economy 0 0 1 193 1 3 25 515
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 0 5 150
First Home Buyers’ Support Schemes in Australia 0 0 1 12 1 3 15 64
Flight-to-quality and asymmetric volatility responses in US Treasuries 0 0 1 104 0 2 25 296
Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks 0 0 0 4 0 0 5 35
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 0 2 8 38
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 1 1 11 192
Identifying contagion 0 0 1 19 0 3 13 78
Identifying terms of trade effects in real exchange rate movements: evidence from Asia 0 0 0 140 0 0 9 375
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 2 7 44
International Shocks and the Role of Domestic Policy in Australia 0 0 0 0 0 0 7 111
International Shocks on Australia – The Japanese Effect 0 0 0 41 1 1 18 177
International Transmissions to Australia: The Roles of the USA and Euro Area 0 0 0 6 0 0 2 54
International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies 0 0 1 37 1 1 25 208
Jump Risk in the US Financial Sector 0 0 0 5 0 1 13 37
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 0 20 0 0 14 86
Modeling trade duration in U.S. Treasury markets 0 0 0 6 0 0 5 36
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 0 1 11 37
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 35 0 1 10 149
Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework 0 1 1 36 1 2 5 90
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 0 0 8 18
Mortgage Choice Determinants: The Role of Risk and Bank Regulation 0 0 2 18 1 1 8 62
Non-financial corporations and systemic risk 1 1 6 52 1 7 43 155
On the correspondence between data revision and trend-cycle decomposition 0 0 0 27 0 0 5 120
Quantile relationships between standard, diffusion and jump betas across Japanese banks 0 0 0 1 0 2 9 41
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 8 1 2 14 79
Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? 0 0 1 13 1 3 12 83
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 0 3 10 54
Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets 0 0 0 2 0 0 10 23
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 35 1 1 16 155
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 0 1 12 77
TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP 1 1 2 31 1 3 14 89
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 16 0 0 13 111
The Gains from Catch‐up for China and the USA: An Empirical Framework 0 0 0 5 0 1 9 21
The Steady Inflation Rate of Economic Growth 0 0 0 1 0 1 7 744
The Structure and Resilience of the Financial System ‐ edited by Christopher Kent and Jeremy Lawson 0 0 0 6 0 0 4 26
The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch 0 0 0 2 1 2 6 19
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data 0 0 0 86 0 2 13 311
The changing international network of sovereign debt and financial institutions 0 0 0 3 0 1 10 34
The changing network of financial market linkages: The Asian experience 0 0 0 8 0 0 10 90
The cross market effects of short sale restrictions 0 0 0 14 0 1 5 57
The identification of fiscal and monetary policy in a structural VAR 1 2 6 411 1 3 53 974
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam 0 1 2 103 2 4 32 407
The influences of international output shocks from the US and China on ASEAN economies 0 0 0 39 0 0 9 129
The internationalisation of financial crises: Banking and currency crises 1883–2008 0 0 0 32 0 2 7 149
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 1 8 91
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 2 3 11 60
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure 0 0 0 53 1 2 7 140
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure 0 0 0 2 1 2 17 32
Unobservable shocks as carriers of contagion 0 0 1 82 0 1 17 261
Unravelling financial market linkages during crises 0 0 1 276 1 1 15 677
Using multiple correspondence analysis for finance: A tool for assessing financial inclusion 0 1 7 63 1 3 32 186
WHY TAX FOREIGN EXCHANGE? COMMENTS ON A PROPOSED TOBIN TAX 0 0 0 7 1 1 2 25
Total Journal Articles 6 12 64 3,997 44 184 1,213 14,750
4 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission of Financial Crises and Contagion: A Latent Factor Approach 0 0 0 0 1 2 12 359
Total Books 0 0 0 0 1 2 12 359

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comments on "Monetary independence in a financially integrated world: what do measures of interest rate co-movement tell us?" 0 0 0 6 0 0 2 45
Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth' 0 0 0 14 0 0 4 117
Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time 0 0 0 12 0 0 4 98
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 45 2 2 14 168
Total Chapters 0 0 0 77 2 2 24 428

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Statistics updated 2026-08-07