Access Statistics for Mardi Dungey

Author contact details at EconPapers.

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 2 580 1 8 17 1,209
A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates 0 0 0 0 1 5 10 856
A Perspective on Modelling the Real Trade Weighted Index Since the Float 0 0 0 60 0 5 7 322
A SVECM Model of the UK Economy and The Term Premium 0 0 0 68 0 6 7 177
A SVECM Model of the UK Economy and The Term Premium 0 0 0 179 0 1 5 530
A Semiparametric Conditional Duration Model 0 0 0 18 1 4 9 55
A web of shocks: Crises across Asian real estate market 0 0 0 120 0 6 13 385
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 5 10 570
An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States 0 0 0 72 0 6 12 267
Are Financial Crises Alike? 0 0 1 166 0 3 6 323
CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN 0 0 0 145 1 5 10 397
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 8 11 444
Can monetary policy surprise the market? 0 0 0 41 0 13 15 124
Can monetary policy surprise the market? 0 0 1 34 0 3 6 75
Changing Vulnerability in Asia: Contagion and Systemic Risk 0 0 0 7 0 3 12 47
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 289 1 4 7 995
Chinese Resource Demand and the Natural Resource Supplier 0 1 1 36 1 5 8 123
Chinese resource demand and the natural resource supplier 0 0 0 21 0 5 10 96
Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) 0 0 0 14 0 2 5 82
Cojumping: Evidence from the US Treasury Bond and Futures Markets 0 0 0 60 1 3 4 202
Constructing Historical Euro Area Data 0 0 0 125 0 4 9 523
Contagion and banking crisis — internatonal evidence for 2007-2009 0 0 0 25 1 4 6 146
Credit Limits and Long-Term Covered Interest Arbitrage 0 0 0 0 0 3 5 1,680
Crisis transmission: visualizing vulnerability 0 0 0 47 0 18 21 371
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 1 6 7 658
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 1 4 5 57
Detecting Contagion with Correlation: Volatility and Timing Matter 0 0 0 19 0 5 10 98
Detecting Contagion with Correlation: Volatility and Timing Matter 0 0 0 101 0 3 6 182
EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET 0 0 1 104 0 5 8 402
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 401 1 1 6 912
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 326 14 75 85 890
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 339 2 10 15 842
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 3 6 11 139
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 17 19 174
Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies 0 0 0 79 0 4 10 173
Equity portfolio diversification with high frequency data 0 0 0 37 4 7 9 115
Extending an SVAR Model of the Australian Economy 0 0 1 488 1 6 11 849
Factor analysis of a model of stock market returns using simulation-based estimation techniques 0 0 0 25 2 4 7 88
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 0 3 8 202
Financial crises in Asia: concordance by asset market or country? 0 0 0 13 0 8 11 76
First home buyers' support schemes in Australia 0 0 0 5 0 2 4 52
Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks 0 0 0 37 0 5 10 72
From Trade-to-Trade in US Treasuries 0 0 0 5 0 3 8 52
High frequency characterization of Indian banking stocks 0 0 0 20 1 2 7 71
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 2 5 8 355
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 1 1 1 30 2 6 9 58
Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households 0 0 1 90 0 2 7 146
Industrial firms and systemic risk 0 1 2 98 0 3 13 225
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 0 428 2 6 12 1,258
International Shocks and the Role of Domestic Policy in Australia 0 0 0 92 0 8 11 389
International Transmissions to Australia: The Roles of the US and Euro Area 0 0 0 54 1 9 14 122
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 0 0 0 94 1 6 14 342
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 46 0 6 7 153
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 100 0 7 14 406
Modelling change in financial market integration 0 0 0 27 0 1 3 61
Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market 0 0 0 9 0 3 11 70
Mortgage Choice Determinants: the Role of Risk and Bank Regulation 0 0 1 40 0 2 6 52
On Synchronisation of Financial Crises 0 0 0 3 2 5 8 227
On the Correspondence Between Data Revision and Trend-Cycle Decomposition 0 0 0 66 0 2 7 145
On the correspondence between data revision and trend-cycle decomposition 0 0 0 7 0 5 14 66
On trend-cycle decomposition and data revision 0 0 0 5 0 4 6 44
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 0 0 5 9 1,619
Quantile relationships between standard, diffusion and jump betas across Japanese banks 0 0 0 23 2 5 11 96
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 19 1 10 12 72
RAMSEY FISCAL AND MONETARY POLICY UNDER STICKY PRICES AND LIQUID BONDS 0 0 0 89 0 9 11 389
Ranking Systemically Important Financial Institutions 0 0 0 30 0 6 11 151
Ranking Systemically Important Financial Institutions 0 0 0 85 1 10 18 198
Ranking systemically important financial institutions 0 0 0 16 1 5 5 125
Recovery from Dutch Disease 0 0 0 67 0 5 9 174
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 0 3 7 434
Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? 0 1 2 13 0 5 13 63
Signed Spillover Effects Building on Historical Decompositions 0 1 4 44 1 6 16 101
Signed spillover effects building on historical decompositions 0 0 1 22 1 6 14 84
Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market 1 1 1 63 2 7 12 140
Surfing through the GFC: systemic risk in Australia 0 0 0 32 4 15 18 105
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 32 1 8 14 192
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 43 2 13 17 180
Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM 0 0 0 19 0 4 8 107
Systematic and liquidity risk in subprime-mortgage backed securities 0 0 0 55 1 9 15 120
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 0 0 2 372 5 9 14 695
THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA 0 0 0 9 0 5 12 96
Testing for contagion using correlations: some words of caution 0 0 0 123 1 3 10 289
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 1 3 7 18
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 12 3 26 33 145
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 4 2 3 3 70
The Gains from Catch-up for China and the US: An Empirical Framework 0 0 0 47 0 8 14 84
The Steady Inflation Rate of Economic Growth 0 0 0 226 2 5 9 1,946
The changing international network of sovereign debt and financial institutions 0 0 0 14 0 10 13 81
The changing network of financial market linkages: the Asian experience 0 0 0 7 0 2 4 95
The impact of jumps and thin trading on realized hedge ratios 0 0 0 22 0 2 4 83
The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms 0 0 3 36 1 4 17 119
The internationalisation of financial crises 0 0 0 8 1 4 6 46
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 0 0 1 1,341
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 1 5 9 72
Trend-Cycle Decomposition: Implications from an Exact Structural Identification 0 0 0 27 0 2 3 57
Trend-cycle decomposition: implications from an exact structural identification 0 0 0 95 2 14 18 179
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 0 4 7 332
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 0 0 0 119 0 3 5 285
VAR modelling in the presence of China’s rise: an application to the Taiwanese economy 0 0 0 37 0 5 10 197
Volatility of the Australian Dollar Exchange Rate 0 1 1 99 1 4 8 2,231
Who, What, Where? Residential Property Investment in Australia 0 0 0 34 0 2 7 102
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 1 5 9 1,072
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 3 15 15 67
Total Working Papers 2 7 27 8,136 90 659 1,104 34,274

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 0 2 8 81
A Perspective on Modelling the Australian Real Trade Weighted Index since the Float 0 0 0 46 0 0 1 250
A Structural VAR Model of the Australian Economy 0 3 14 70 0 9 29 141
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 68 0 3 7 308
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 1 6 14 1,522
A semiparametric conditional duration model 0 0 0 9 0 5 10 77
A threshold mixed count time series model: estimation and application 0 0 0 13 3 8 13 48
After‐hours trading in equity futures markets 0 1 2 7 1 5 8 47
Are banking shocks contagious? Evidence from the eurozone 0 0 0 7 0 1 8 67
Banks and sovereigns: did adversity bring them closer? 0 0 1 1 0 6 11 11
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 0 0 0 76 0 1 2 289
Can monetary policy surprises affect the term structure? 0 0 0 22 0 8 9 95
Changing vulnerability in Asia: contagion and spillovers 0 0 1 1 1 5 8 12
Characterizing financial crises using high-frequency data 1 1 1 4 2 6 10 20
Chinese resource demand and the natural resource supplier 0 0 0 36 0 2 10 156
Cojumping: Evidence from the US Treasury bond and futures markets 0 0 0 45 1 4 11 168
Contagion and banking crisis – International evidence for 2007–2009 0 0 4 46 2 9 22 271
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 1 99 1 4 6 232
Contagion in international bond markets during the Russian and the LTCM crises 0 1 1 128 1 6 9 356
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 1 7 16 116
Correlation, Contagion, and Asian Evidence 0 0 0 117 0 9 14 424
Crisis transmission: Visualizing vulnerability 0 0 0 3 0 5 8 23
Dating Changes in Monetary Policy in Australia 0 0 0 11 0 4 5 59
Decomposing exchange rate volatility around the Pacific Rim 0 0 0 83 2 4 7 207
Dynamic effects of network exposure on equity markets 0 0 0 2 0 3 6 12
Empirical evidence on jumps in the term structure of the US Treasury Market 0 0 2 89 1 6 15 268
Empirical modelling of contagion: a review of methodologies 0 0 0 112 0 4 12 341
Endogeneity in household mortgage choice 0 0 1 9 1 6 13 70
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 1 9 16 108
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 0 2 2 40
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies 0 0 3 69 1 19 28 247
Equity portfolio diversification with high frequency data 0 0 0 3 1 6 12 62
Examining stress in Asian currencies: A perspective offered by high frequency financial market data 1 1 2 9 1 5 12 40
Exchange rate risk exposure and the value of European firms 0 0 1 24 0 7 22 119
Extending a SVAR Model of the Australian Economy 0 0 1 193 0 6 21 508
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 0 3 5 149
First Home Buyers’ Support Schemes in Australia 0 0 2 12 1 4 7 55
Flight-to-quality and asymmetric volatility responses in US Treasuries 0 0 1 104 5 11 20 290
Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks 0 0 0 4 1 2 4 33
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 0 3 6 35
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 0 4 8 189
Identifying contagion 0 1 2 19 0 3 10 72
Identifying terms of trade effects in real exchange rate movements: evidence from Asia 0 0 0 140 2 7 9 375
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 2 5 5 42
International Shocks and the Role of Domestic Policy in Australia 0 0 0 0 0 1 8 108
International Shocks on Australia – The Japanese Effect 0 0 0 41 0 5 15 174
International Transmissions to Australia: The Roles of the USA and Euro Area 0 0 0 6 0 0 3 54
International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies 0 0 1 37 3 9 20 202
Jump Risk in the US Financial Sector 0 0 0 5 0 5 17 35
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 0 20 1 6 13 83
Modeling trade duration in U.S. Treasury markets 0 0 0 6 0 2 5 35
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 1 3 10 34
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 35 1 4 9 147
Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework 0 0 0 35 0 1 4 88
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 0 0 6 16
Mortgage Choice Determinants: The Role of Risk and Bank Regulation 0 0 2 18 0 2 5 58
Non-financial corporations and systemic risk 1 2 9 51 4 20 42 145
On the correspondence between data revision and trend-cycle decomposition 0 0 0 27 0 1 5 119
Quantile relationships between standard, diffusion and jump betas across Japanese banks 0 0 0 1 0 0 6 36
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 8 1 4 13 74
Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? 0 1 1 13 0 5 8 79
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 0 3 5 49
Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets 0 0 1 2 0 2 11 20
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 35 1 6 11 150
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 0 3 9 73
TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP 0 1 1 30 1 4 11 85
Testing for mutually exciting jumps and financial flights in high frequency data 1 1 1 16 2 7 13 111
The Gains from Catch‐up for China and the USA: An Empirical Framework 0 0 0 5 0 4 9 20
The Steady Inflation Rate of Economic Growth 0 0 0 1 0 3 5 741
The Structure and Resilience of the Financial System ‐ edited by Christopher Kent and Jeremy Lawson 0 0 0 6 0 1 6 26
The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch 0 0 0 2 0 1 4 16
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data 0 0 0 86 4 6 11 308
The changing international network of sovereign debt and financial institutions 0 0 0 3 0 3 6 30
The changing network of financial market linkages: The Asian experience 0 0 0 8 0 4 9 87
The cross market effects of short sale restrictions 0 0 0 14 0 4 4 56
The identification of fiscal and monetary policy in a structural VAR 0 0 4 409 1 23 58 968
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam 0 0 2 102 1 10 31 402
The influences of international output shocks from the US and China on ASEAN economies 0 0 0 39 0 1 6 126
The internationalisation of financial crises: Banking and currency crises 1883–2008 0 0 0 32 0 1 2 144
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 2 7 90
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 1 3 9 55
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure 0 0 0 2 3 9 13 28
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure 0 0 0 53 0 3 4 137
Unobservable shocks as carriers of contagion 0 1 1 82 1 11 14 257
Unravelling financial market linkages during crises 0 1 1 276 0 6 13 673
Using multiple correspondence analysis for finance: A tool for assessing financial inclusion 0 1 9 62 2 13 28 178
WHY TAX FOREIGN EXCHANGE? COMMENTS ON A PROPOSED TOBIN TAX 0 0 0 7 0 1 1 24
Total Journal Articles 4 16 77 3,985 61 436 968 14,376
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 6 9 354
Total Books 0 0 0 0 1 6 9 354

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 4 45
Discussion of 'Assessing the Sources of Changes in the Volatility of Real Growth' 0 0 0 14 0 2 3 116
Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time 0 0 0 12 1 4 4 98
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 45 0 6 8 161
Total Chapters 0 0 0 77 1 12 19 420

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Statistics updated 2026-04-09