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 0 580 3 5 17 1,212
A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates 0 0 0 0 2 3 11 858
A Perspective on Modelling the Real Trade Weighted Index Since the Float 0 0 0 60 1 1 7 323
A SVECM Model of the UK Economy and The Term Premium 0 0 0 68 2 4 8 179
A SVECM Model of the UK Economy and The Term Premium 1 1 1 180 4 4 9 534
A Semiparametric Conditional Duration Model 0 0 0 18 1 2 10 56
A web of shocks: Crises across Asian real estate market 0 0 0 120 1 1 13 386
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 2 9 570
An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States 0 0 0 72 1 1 12 268
Are Financial Crises Alike? 0 0 0 166 0 0 5 323
CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN 0 0 0 145 2 3 11 399
CONSTRUCTING HISTORICAL EURO AREA DATA 0 0 0 112 1 3 12 445
Can monetary policy surprise the market? 0 0 1 34 3 3 9 78
Can monetary policy surprise the market? 0 0 0 41 4 10 18 128
Changing Vulnerability in Asia: Contagion and Systemic Risk 0 0 0 7 0 0 12 47
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 289 6 8 13 1,001
Chinese Resource Demand and the Natural Resource Supplier 0 0 1 36 2 3 9 125
Chinese resource demand and the natural resource supplier 0 0 0 21 2 3 12 98
Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) 0 0 0 14 3 4 8 85
Cojumping: Evidence from the US Treasury Bond and Futures Markets 0 0 0 60 2 3 6 204
Constructing Historical Euro Area Data 0 0 0 125 2 2 11 525
Contagion and banking crisis — internatonal evidence for 2007-2009 0 0 0 25 1 3 7 147
Credit Limits and Long-Term Covered Interest Arbitrage 0 0 0 0 1 1 5 1,681
Crisis transmission: visualizing vulnerability 0 0 0 47 1 4 22 372
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 1 3 8 659
Decomposing Exchange Rate Volatility Around the Pacific Rim 0 0 0 0 1 3 6 58
Detecting Contagion with Correlation: Volatility and Timing Matter 0 0 0 19 0 0 10 98
Detecting Contagion with Correlation: Volatility and Timing Matter 0 0 0 101 0 1 5 182
EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET 0 0 1 104 0 1 7 402
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 401 3 4 9 915
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 339 5 8 20 847
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 326 1 40 85 891
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 1 4 12 140
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 3 5 22 177
Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies 0 0 0 79 1 3 11 174
Equity portfolio diversification with high frequency data 0 0 0 37 1 6 10 116
Extending an SVAR Model of the Australian Economy 0 0 1 488 2 5 13 851
Factor analysis of a model of stock market returns using simulation-based estimation techniques 0 0 0 25 1 3 8 89
Financial Integration and the Construction of Historical Financial Data for the Euro Area 0 0 1 63 1 1 9 203
Financial crises in Asia: concordance by asset market or country? 0 0 0 13 2 4 13 78
First home buyers' support schemes in Australia 0 0 0 5 3 5 7 55
Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks 0 0 0 37 2 3 12 74
From Trade-to-Trade in US Treasuries 0 0 0 5 2 2 10 54
High frequency characterization of Indian banking stocks 0 0 0 20 3 4 9 74
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 4 6 10 359
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 0 1 1 30 2 5 11 60
Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households 0 0 1 90 1 1 8 147
Industrial firms and systemic risk 0 1 2 98 5 6 17 230
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 0 428 2 6 14 1,260
International Shocks and the Role of Domestic Policy in Australia 0 0 0 92 2 3 12 391
International Transmissions to Australia: The Roles of the US and Euro Area 0 0 0 54 3 8 17 125
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 0 0 0 94 3 4 16 345
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 46 4 4 11 157
Modelling International Linkages for Large Open Economies: US and Euro Area 0 0 0 100 1 2 15 407
Modelling change in financial market integration 0 0 0 27 2 2 4 63
Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market 0 0 0 9 3 3 14 73
Mortgage Choice Determinants: the Role of Risk and Bank Regulation 0 0 1 40 2 2 8 54
On Synchronisation of Financial Crises 0 0 0 3 4 6 12 231
On the Correspondence Between Data Revision and Trend-Cycle Decomposition 0 0 0 66 1 1 6 146
On the correspondence between data revision and trend-cycle decomposition 0 0 0 7 4 4 17 70
On trend-cycle decomposition and data revision 0 0 0 5 5 5 11 49
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 0 1 1 9 1,620
Quantile relationships between standard, diffusion and jump betas across Japanese banks 0 0 0 23 2 5 13 98
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 19 3 9 15 75
RAMSEY FISCAL AND MONETARY POLICY UNDER STICKY PRICES AND LIQUID BONDS 0 0 0 89 2 3 13 391
Ranking Systemically Important Financial Institutions 0 0 0 30 1 3 11 152
Ranking Systemically Important Financial Institutions 0 0 0 85 10 12 27 208
Ranking systemically important financial institutions 0 0 0 16 5 8 10 130
Recovery from Dutch Disease 0 0 0 67 1 2 8 175
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 0 2 7 434
Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? 0 1 2 13 1 2 14 64
Signed Spillover Effects Building on Historical Decompositions 1 1 5 45 6 9 21 107
Signed spillover effects building on historical decompositions 0 0 1 22 1 3 15 85
Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market 0 1 1 63 9 13 21 149
Surfing through the GFC: systemic risk in Australia 0 0 0 32 3 11 21 108
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 32 3 6 17 195
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 43 4 10 21 184
Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM 0 0 0 19 2 2 10 109
Systematic and liquidity risk in subprime-mortgage backed securities 0 0 0 55 2 7 17 122
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 0 0 2 372 4 10 16 699
THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA 0 0 0 9 2 4 13 98
Testing for contagion using correlations: some words of caution 0 0 0 123 1 2 11 290
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 1 4 8 19
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 12 7 13 39 152
The Changing Network of Financial Market Linkages: The Asian Experience 0 0 0 4 2 4 5 72
The Gains from Catch-up for China and the US: An Empirical Framework 0 0 0 47 2 2 15 86
The Steady Inflation Rate of Economic Growth 0 0 0 226 2 4 10 1,948
The changing international network of sovereign debt and financial institutions 0 0 0 14 5 7 18 86
The changing network of financial market linkages: the Asian experience 0 0 0 7 1 1 5 96
The impact of jumps and thin trading on realized hedge ratios 0 0 0 22 4 5 8 87
The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms 2 2 4 38 10 12 25 129
The internationalisation of financial crises 0 0 0 8 4 6 10 50
Towards a Strucrural VAR Model of the Australian Economy 0 0 0 0 2 2 3 1,343
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 2 3 10 74
Trend-Cycle Decomposition: Implications from an Exact Structural Identification 0 0 0 27 2 3 5 59
Trend-cycle decomposition: implications from an exact structural identification 0 0 0 95 3 7 20 182
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 5 7 12 337
Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH 1 1 1 120 6 6 11 291
VAR modelling in the presence of China’s rise: an application to the Taiwanese economy 0 0 0 37 1 1 11 198
Volatility of the Australian Dollar Exchange Rate 0 0 1 99 2 3 9 2,233
Who, What, Where? Residential Property Investment in Australia 0 0 0 34 3 3 9 105
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 0 3 9 1,072
Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax 0 0 0 0 2 11 17 69
Total Working Papers 5 9 28 8,141 255 477 1,314 34,529

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 3 4 11 84
A Perspective on Modelling the Australian Real Trade Weighted Index since the Float 0 0 0 46 1 1 2 251
A Structural VAR Model of the Australian Economy 0 2 8 70 2 7 25 143
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 68 2 3 9 310
A multivariate latent factor decomposition of international bond yield spreads 0 0 0 520 3 4 17 1,525
A semiparametric conditional duration model 0 0 0 9 2 3 12 79
A threshold mixed count time series model: estimation and application 0 0 0 13 0 3 13 48
After‐hours trading in equity futures markets 0 0 2 7 2 3 10 49
Are banking shocks contagious? Evidence from the eurozone 0 0 0 7 2 2 10 69
Banks and sovereigns: did adversity bring them closer? 0 0 1 1 4 4 15 15
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 1 1 10 96
Changing vulnerability in Asia: contagion and spillovers 0 0 1 1 4 5 12 16
Characterizing financial crises using high-frequency data 0 1 1 4 1 4 11 21
Chinese resource demand and the natural resource supplier 0 0 0 36 4 4 14 160
Cojumping: Evidence from the US Treasury bond and futures markets 0 0 0 45 4 6 15 172
Contagion and banking crisis – International evidence for 2007–2009 0 0 4 46 5 7 26 276
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 0 99 2 3 7 234
Contagion in international bond markets during the Russian and the LTCM crises 0 0 1 128 4 5 13 360
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 2 18 2 4 18 118
Correlation, Contagion, and Asian Evidence 0 0 0 117 2 5 16 426
Crisis transmission: Visualizing vulnerability 0 0 0 3 5 5 13 28
Dating Changes in Monetary Policy in Australia 0 0 0 11 0 0 5 59
Decomposing exchange rate volatility around the Pacific Rim 0 0 0 83 1 3 8 208
Dynamic effects of network exposure on equity markets 0 0 0 2 2 2 8 14
Empirical evidence on jumps in the term structure of the US Treasury Market 0 0 2 89 1 3 16 269
Empirical modelling of contagion: a review of methodologies 0 0 0 112 2 4 13 343
Endogeneity in household mortgage choice 0 0 1 9 2 4 15 72
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 3 5 19 111
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 2 2 4 42
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies 0 0 2 69 6 9 33 253
Equity portfolio diversification with high frequency data 0 0 0 3 4 8 16 66
Examining stress in Asian currencies: A perspective offered by high frequency financial market data 0 1 2 9 4 7 16 44
Exchange rate risk exposure and the value of European firms 0 0 1 24 2 5 23 121
Extending a SVAR Model of the Australian Economy 0 0 1 193 4 4 25 512
Financial integration and the construction of historical financial data for the Euro Area 0 0 0 31 1 1 6 150
First Home Buyers’ Support Schemes in Australia 0 0 2 12 6 7 13 61
Flight-to-quality and asymmetric volatility responses in US Treasuries 0 0 1 104 4 9 24 294
Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks 0 0 0 4 2 4 6 35
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 1 1 7 36
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 2 2 10 191
Identifying contagion 0 1 1 19 3 4 12 75
Identifying terms of trade effects in real exchange rate movements: evidence from Asia 0 0 0 140 0 3 9 375
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors 0 0 0 7 0 3 5 42
International Shocks and the Role of Domestic Policy in Australia 0 0 0 0 3 4 8 111
International Shocks on Australia – The Japanese Effect 0 0 0 41 2 2 17 176
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 5 11 25 207
Jump Risk in the US Financial Sector 0 0 0 5 1 1 17 36
MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA 0 0 0 20 3 6 15 86
Modeling trade duration in U.S. Treasury markets 0 0 0 6 1 1 6 36
Modelling Financial Contagion Using High Frequency Data 0 0 0 9 2 3 12 36
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 35 1 2 9 148
Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework 0 0 0 35 0 0 4 88
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 2 2 8 18
Mortgage Choice Determinants: The Role of Risk and Bank Regulation 0 0 2 18 3 4 8 61
Non-financial corporations and systemic risk 0 2 9 51 3 16 42 148
On the correspondence between data revision and trend-cycle decomposition 0 0 0 27 1 1 5 120
Quantile relationships between standard, diffusion and jump betas across Japanese banks 0 0 0 1 3 3 9 39
R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks 0 0 0 8 3 4 16 77
Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? 0 0 1 13 1 4 9 80
Surfing through the GFC: Systemic Risk in Australia 0 0 0 7 2 2 7 51
Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets 0 0 0 2 3 3 12 23
Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities 0 0 0 35 4 5 15 154
Systemic risk in the US: Interconnectedness as a circuit breaker 0 0 0 12 3 3 12 76
TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP 0 0 1 30 1 3 11 86
Testing for mutually exciting jumps and financial flights in high frequency data 0 1 1 16 0 4 13 111
The Gains from Catch‐up for China and the USA: An Empirical Framework 0 0 0 5 0 0 9 20
The Steady Inflation Rate of Economic Growth 0 0 0 1 2 2 7 743
The Structure and Resilience of the Financial System ‐ edited by Christopher Kent and Jeremy Lawson 0 0 0 6 0 0 6 26
The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch 0 0 0 2 1 1 5 17
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data 0 0 0 86 1 6 12 309
The changing international network of sovereign debt and financial institutions 0 0 0 3 3 4 9 33
The changing network of financial market linkages: The Asian experience 0 0 0 8 3 3 12 90
The cross market effects of short sale restrictions 0 0 0 14 0 0 4 56
The identification of fiscal and monetary policy in a structural VAR 0 0 4 409 3 7 59 971
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam 0 0 2 102 1 7 32 403
The influences of international output shocks from the US and China on ASEAN economies 0 0 0 39 3 3 9 129
The internationalisation of financial crises: Banking and currency crises 1883–2008 0 0 0 32 3 3 5 147
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 1 14 0 0 7 90
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 2 4 11 57
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure 0 0 0 53 1 1 5 138
U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure 0 0 0 2 2 5 15 30
Unobservable shocks as carriers of contagion 0 1 1 82 3 9 17 260
Unravelling financial market linkages during crises 0 0 1 276 3 3 16 676
Using multiple correspondence analysis for finance: A tool for assessing financial inclusion 0 0 9 62 5 9 33 183
WHY TAX FOREIGN EXCHANGE? COMMENTS ON A PROPOSED TOBIN TAX 0 0 0 7 0 0 1 24
Total Journal Articles 0 9 67 3,985 190 324 1,131 14,566
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 3 7 11 357
Total Books 0 0 0 0 3 7 11 357

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 1 1 4 117
Discussion of The Economic Consequences of Oil Shocks: Differences across Countries and Time 0 0 0 12 0 1 4 98
Prospects for Output and Employment Growth with Steady Inflation 0 0 0 45 5 6 12 166
Total Chapters 0 0 0 77 6 8 24 426

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06