Mardi Dungey

University of Cambridge - Cambridge Endowment for Research in Finance (CERF)

Deputy Director

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

http://www.dungey.bigpondhosting.com

SCHOLARLY PAPERS

19

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2,458

CITATIONS
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38

Scholarly Papers (19)

1.

Googling SIFIs

Systemic Risk: Liquidity Risk, Governance and Financial Stability, Forthcoming
Number of pages: 31 Posted: 25 Oct 2012 Last Revised: 24 Apr 2014
Mardi Dungey, Matteo Luciani and David Veredas
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Federal Reserve Board and Vlerick Business School
Downloads 721 (33,829)
Citation 11

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Systemic risk, ranking, financial institutions

2.

International Contagion Effects from the Russian Crisis and the Ltcm Near-Collapse

IMF Working Paper No. 02/74
Number of pages: 48 Posted: 15 Feb 2006
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), affiliation not provided to SSRN, International Monetary Fund and University of Melbourne - Department of Economics
Downloads 408 (70,193)
Citation 2

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financial crises contagion effects international spillovers Russia LTCM

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

IMF Working Paper No. 03/251
Number of pages: 44 Posted: 07 Apr 2008
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, University of Melbourne - Department of Economics and International Monetary Fund
Downloads 230 (130,761)

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Emerging markets, Bonds, Debt, Financial crisis, fINANCIAL RISK, Economic models

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

IMF Working Paper No. 03/251
Number of pages: 44 Posted: 27 Jan 2006
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, International Monetary Fund and University of Melbourne - Department of Economics
Downloads 117 (235,670)

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Risk Aversion, Bond Markets, Financial Crises, SVAR

4.

Are Financial Crises Alike?

IMF Working Paper No. 10/14
Number of pages: 59 Posted: 18 Jan 2010
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, University of Melbourne - Department of Economics, University of Melbourne and International Monetary Fund
Downloads 284 (105,631)
Citation 3

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Banking crisis, Capital markets, Cross country analysis, Developed countries, Economic models, Emerging markets, External shocks, Financial crisis, Spillovers

5.

Empirical Modeling of Contagion: A Review of Methodologies

IMF Working Paper No. 04/78
Number of pages: 33 Posted: 15 Feb 2006
Mardi Dungey and Renee Fry
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 184 (161,837)
Citation 87

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contagion, financial crises

6.

A Web of Shocks: Crises Across Asian Real Estate

Number of pages: 36 Posted: 03 Nov 2004
Shaun A. Bond, Mardi Dungey and Renee Fry
University of Cincinnati, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 156 (186,818)

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Latent factor, contagion, indirect estimation, real estate

7.

Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998

IMF Working Paper No. 03/84
Number of pages: 28 Posted: 29 Jan 2006
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, International Monetary Fund and University of Melbourne - Department of Economics
Downloads 125 (223,264)
Citation 4

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Financial Crises, Contagion, International Spillovers, Russia, LTCM, Equity Markets

8.

Modelling Trade Duration in U.S. Treasury Markets

Number of pages: 23 Posted: 02 Dec 2010
The University of Sydney - Discipline of Finance, University of Melbourne - Department of Economics and University of Cambridge - Cambridge Endowment for Research in Finance (CERF)
Downloads 93 (274,549)

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US Treasuries, trade duration, workups, news

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

Economic Systems, Vol. 38, No. 2, 2014
Posted: 29 Oct 2015
Mardi Dungey and Dinesh Gajurel
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and University of New Brunswick - Fredericton

Abstract:

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Global financial crises, Financial contagion, Financial markets

10.

Trend-Cycle Decomposition: Implications from an Exact Structural Identification

FRB of Philadelphia Working Paper No. 13-22
Number of pages: 34 Posted: 25 May 2013
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), University of Groningen - Faculty of Economics and Business, University of Tasmania and HEC Montreal - Department of Finance
Downloads 28 (471,135)

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trend-cycle decomposition, data revision, state-space form

11.

Reviews

Economic Record, Vol. 80, No. 250, pp. 346-357, September 2004
Number of pages: 12 Posted: 06 Sep 2004
Queen's University Management School, University of Queensland - Centre for Efficiency and Productivity Analysis (CEPA), Monash University - Centre of Policy Studies, University of Southampton - Division of Economics, University of Melbourne - Department of Management, Université de Rennes I, University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Faculty of Economics & Commerce and Roosevelt University
Downloads 28 (471,135)
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12.

Potential Growth and Inflation: Estimates for Australia, the United States and Canada

Australian Economic Review, Vol. 37, pp. 89-101, March 2004
Number of pages: 13 Posted: 30 Mar 2004
Mardi Dungey and John Pitchford
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - School of Economics
Downloads 24 (492,428)
Citation 1
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13.

International Shocks on Australia - the Japanese Effect

Australian Economic Papers, Vol. 42, pp. 158-182, June 2003
Number of pages: 25 Posted: 16 Sep 2003
Mardi Dungey and Renee Fry
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 21 (509,396)
Citation 3
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14.

A Perspective on Modelling the Australian Real Trade Weighted Index Since the Float

Australian Economic Papers, Vol. 42, pp. 56-76, 2003
Number of pages: 21 Posted: 23 Apr 2003
Shakila Aruman and Mardi Dungey
Queensland University of Technology - QUT Business School and University of Cambridge - Cambridge Endowment for Research in Finance (CERF)
Downloads 21 (509,396)
Citation 2
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15.

Currency Market Contagion in the Asia-Pacific Region

Australian Economic Papers, Vol. 43, No. 4, pp. 379-395, December 2004
Number of pages: 17 Posted: 11 Dec 2004
Mardi Dungey, Renee Fry and Vance L. Martin
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics and University of Melbourne - Department of Economics
Downloads 15 (544,110)
Citation 5
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16.

Extending a SVAR Model of the Australian Economy

Economic Record, Vol. 85, Issue 268, pp. 1-20, March 2009
Number of pages: 20 Posted: 27 Apr 2009
Mardi Dungey and Adrian Pagan
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 3 (620,926)
Citation 17
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17.

Exchange Rate Risk Exposure and the Value of European Firms

Posted: 21 Aug 2015
Fabio Parlapiano, Vitali Alexeev and Mardi Dungey
Bank of Italy, University of Tasmania and University of Cambridge - Cambridge Endowment for Research in Finance (CERF)

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exchange rate risk, firm value, European firms

18.

A Web of Shocks: Crises Across Asian Real Estate Markets

Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006
Posted: 06 Nov 2005
Shaun A. Bond, Mardi Dungey and Renee Fry
University of Cincinnati, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics

Abstract:

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Latent factor, contagion, indirect estimation, real estate

19.

Credit Limits and Long-Term Covered Interest Arbitrage

Posted: 08 Feb 1998
Mardi Dungey and Luke Gower
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Research School of Social Sciences (RSSS)

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