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Alexeev, Vitali [Author] ; Dungey, Mardi H. [Other]

Equity Portfolio Diversification With High Frequency Data

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[S.l.]: SSRN, [2019]
Claus, Edda [Author] ; Dungey, Mardi H. [Other]

Can Monetary Policy Surprise the Market?

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[S.l.]: SSRN, [2015]

Published in: CAMA Working Paper ; No. 5/2015
Gajurel, Dinesh [Author] ; Dungey, Mardi H. [Other]

Equity Market Contagion During the Global Financial Crisis : Evidence from the World's Eight Largest Economies

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[S.l.]: SSRN, [2014]
Parlapiano, Fabio [Author] ; Alexeev, Vitali [Other]; Dungey, Mardi H. [Other]

Exchange Rate Risk Exposure and the Value of European Firms

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[S.l.]: SSRN, [2019]
Yao, Wenying [Author] ; Dungey, Mardi H. [Other]; Alexeev, Vitali [Other]

Modelling Financial Contagion Using High Frequency Data

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[S.l.]: SSRN, [2020]
Alexeev, Vitali [Author] ; Dungey, Mardi H. [Other]; Yao, Wenying [Other]

Time-Varying Continuous and Jump Betas : The Role of Firm Characteristics and Periods of Stress

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[S.l.]: SSRN, [2019]
Dungey, Mardi H. [Author] ; Flavin, Thomas [Other]; Sheenan, Lisa [Other]

Banks and Sovereigns : Did Adversity Bring Them Closer?

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[S.l.]: SSRN, [2020]

Published in: QMS Research Paper 2020/05
Dungey, Mardi H. [Author] ; Kangogo, Moses [Other]; Volkov, Vladimir [Other]

Changing Vulnerability in Asia : Contagion and Systemic Risk

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[S.l.]: SSRN, [2020]

Published in: Asian Development Bank Economics Working Paper Series ; No. 583
Dungey, Mardi H. [Author] ; Osborn, Denise R. [Other]

The Gains from Catch-up for China and the US : An Empirical Framework

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[S.l.]: SSRN, [2019]

Published in: CAMA Working Paper ; No. 07/2019
Dungey, Mardi H. [Author] ; Flavin, Thomas [Other]; O’Connor, Thomas [Other]; Wosser, Michael Joseph [Other]

Industrial Firms and Systemic Risk

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[S.l.]: SSRN, [2020]
Dungey, Mardi H. [Author] ; Erdemlioglu, Deniz [Other]; Matei, Marius [Other]; Yang, Xiye [Other]

Testing for Mutually Exciting Jumps and Financial Flights in High Frequency Data

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[S.l.]: SSRN, [2019]
Dungey, Mardi H. [Author] ; Fry-McKibbin, Renee [Other]; Volkov, Vladimir [Other]

Transmission of a Resource Boom : The Case of Australia

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[S.l.]: SSRN, [2019]

Published in: CAMA Working Paper ; No. 63/2019
Dungey, Mardi H. [Author] ; Fry-McKibbin, Renee [Other]; Todoroski, Verity [Other]; Volkov, Vladimir [Other]

Recovery from Dutch Disease

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[S.l.]: SSRN, [2017]

Published in: CAMA Working Paper ; No. 69/2017
Dungey, Mardi H. [Author] ; Harvey, John [Other]; Siklos, Pierre L. [Other]; Volkov, Vladimir [Other]

Signed Spillover Effects Building on Historical Decompositions

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[S.l.]: SSRN, [2017]

Published in: CAMA Working Paper ; No. 52/2017
Dungey, Mardi H. [Author] ; Ghahremanlou, Ali [Other]; Van Long, Ngo [Other]

Strategic Bidding of Electric Power Generating Companies : Evidence from the Australian National Energy Market

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[S.l.]: SSRN, [2018]

Published in: CESifo Working Paper Series ; No. 6819
Dungey, Mardi H. [Author] ; Harvey, David John [Other]; Volkov, Vladimir [Other]

The Changing International Network of Sovereign Debt and Financial Institutions

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[S.l.]: SSRN, [2016]

Published in: CIFR Paper ; No. 121/2016
Dungey, Mardi H. [Author] ; Luciani, Matteo [Other]; Veredas, David [Other]

The Emergence of Systemically Important Insurers

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[S.l.]: SSRN, [2015]

Published in: CIFR Paper ; No. WP038
Dungey, Mardi H. [Author] ; Milunovich, George [Other]; Thorp, Susan [Other]; Yang, Minxian [Other]

Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH

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[S.l.]: SSRN, [2015]
Dungey, Mardi H. [Author] ; Luciani, Matteo [Other]; Matei, Marius [Other]; Veredas, David [Other]

Surfing Through the GFC : Systemic Risk in Australia

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[S.l.]: SSRN, [2015]

Published in: CIFR Paper ; No. WP061/2015
Dungey, Mardi H. [Author] ; Dwyer, Gerald P. [Other]; Flavin, Thomas [Other]

Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities

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[S.l.]: SSRN, [2014]

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