Mardi Dungey

University of Tasmania — Australia

Economics, Econometrics and Finance · Social Sciences

33h-index5.3kcitations263works0.02yr avg
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Research Topics

Monetary Policy and Economic Impact(118), Global Financial Crisis and Policies(83), Market Dynamics and Volatility(77), Financial Risk and Volatility Modeling(48), Banking stability, regulation, efficiency(43)

Publications263 total

Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets
Journal of risk and financial management·2023· 10 citedOpen Access
Changing vulnerability in Asia: contagion and spillovers
Empirical Economics·2022· 4 citedOpen Access
Dynamic effects of network exposure on equity markets
Eurasian economic review :·2022· 2 citedOpen Access
Characterizing financial crises using high-frequency data
Quantitative Finance·2022· 1 cited
Non-financial corporations and systemic risk
Journal of Corporate Finance·2021· 65 cited
Banks and sovereigns: did adversity bring them closer?
European Journal of Finance·2021· 4 citedOpen Access
Changing Vulnerability in Asia: Contagion and Spillovers
SSRN Electronic Journal·2021Open Access
Jump Risk in the US Financial Sector
Economic Record·2020· 5 cited
Modelling Financial Contagion Using High Frequency Data
Economic Record·2020· 2 cited
Examining stress in Asian currencies: A perspective offered by high frequency financial market data
Journal of International Financial Markets Institutions and Money·2020· 6 cited
The Gains from Catch‐up for China and the USA: An Empirical Framework
Economic Record·2020· 1 cited
Industrial Firms and Systemic Risk
SSRN Electronic Journal·2020Open Access
Industrial firms and systemic risk
RePEc: Research Papers in Economics·2020Open Access
Banks and Sovereigns: Did Adversity Bring Them Closer?
SSRN Electronic Journal·2020· 1 citedOpen Access
Crisis transmission: Visualizing vulnerability
Pacific-Basin Finance Journal·2019· 9 cited
Transmission of a Resource Boom:  The Case of Australia
Oxford Bulletin of Economics and Statistics·2019· 18 cited
The changing network of financial market linkages: The Asian experience
International Review of Financial Analysis·2019· 76 cited
Changing Vulnerability in Asia:
ADB economics working paper series·2019· 5 citedOpen Access
A threshold mixed count time series model: estimation and application
Studies in Nonlinear Dynamics and Econometrics·2019· 5 cited
Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors
Econometrics·2019· 8 citedOpen Access
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Frequent Co-authors

Renée Fry-McKibbin(18), Vance L. Martin(18), Brenda González‐Hermosillo(10), Adrian Pagan(2), Vladimir Volkov(2), Thomas Flavin(2), Chrismin Tang(2), Denise R. Osborn(2), Vitali Alexeev(2), Matteo Luciani(2), David Veredas(2), Demosthenes N. Tambakis(2), Mala Raghavan(2), Anh Tuan Bui(1), Cuong Viet Nguyen(1), Thu Phuong Pham(1), Dinesh Gajurel(1), A. R. Pagan(1), Michael D. McKenzie(1), L. Vanessa Smith(1)