2026 Mardi Dungey: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	National Ranking	Publications	Citations
Economics and Finance	36	2783	78	266	6795

Overview

Mardi Dungey is affiliated with the University of Tasmania in Australia and concentrates research efforts primarily within the fields of Economics, Econometrics, and Finance. Their scholarly work comprises 17 publications that center on several distinct subfields, including Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting, and Strategy and Management.

Their key research topics address various important areas such as:

Banking stability, regulation, efficiency
Market Dynamics and Volatility
Monetary Policy and Economic Impact
Global Financial Crisis and Policies
Working Capital and Financial Performance
Corporate Finance and Governance
Financial Risk and Volatility Modeling

Frequent co-authors in Dungey's research include Thomas Flavin, Thomas O'Connor, Michael Wosser, Lisa Sheenan, and Moses Kangogo. These collaborations span multiple projects, highlighting ongoing partnerships in the academic community.

Publication venues for Dungey's work include:

SSRN Electronic Journal
Journal of Corporate Finance
Journal of Risk and Financial Management
European Journal of Finance
Eurasian Economic Review

Recent papers authored or co-authored by Mardi Dungey include:

"Non-financial corporations and systemic risk," 2021, Journal of Corporate Finance
"Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World's Largest Advanced and Emerging Equity Markets," 2023, Journal of Risk and Financial Management
"Banks and sovereigns: did adversity bring them closer?" 2021, European Journal of Finance
"Dynamic effects of network exposure on equity markets," 2022, Eurasian Economic Review
"Banks and Sovereigns: Did Adversity Bring Them Closer?" 2020, SSRN Electronic Journal

Best Publications

Empirical Modelling of Contagion: A Review of Methodologies

Mardi Dungey;Renée Fry;Brenda González-Hermosillo;Vance L. Martin

740
Citations
A Structural VAR Model of the Australian Economy

Mardi Dungey;Adrian Pagan

385
Citations
Unravelling financial market linkages during crises

Mardi Dungey;Mardi Dungey;Vance L. Martin

269
Citations
The identification of fiscal and monetary policy in a structural VAR

Mardi Dungey;Mardi Dungey;Mardi Dungey;Renée Fry;Renée Fry

230
Citations
The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam

Anh Tuan Bui;Mardi Dungey;Cuong Viet Nguyen;Thu Phuong Pham

185
Citations
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse

Mardi Dungey;Renée Fry;Brenda González-Hermosillo;Vance Martin

180
Citations
Contagion and Banking Crisis - International Evidence for 2007-2009

Mardi Dungey;Mardi Dungey;Mardi Dungey;Dinesh Gajurel

177
Citations
A multivariate latent factor decomposition of international bond yield spreads

Mardi Dungey;Vance L Martin;Adrian R Pagan

174
Citations
Contagion in International Bond Markets during the Russian and LTCM Crises

Mardi Dungey;Mardi Dungey;Renée Fry;Renée Fry;Brenda González-Hermosillo;Vance Martin

171
Citations
Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies

Mardi Dungey;Mardi Dungey;Mardi Dungey;Dinesh Gajurel

157
Citations
Testing for contagion using correlations: some words of caution

Mardi Dungey;Diana Zhumabekova

153
Citations
What if the UK or Sweden had joined the Euro in 1999? An empirical evaluation using a global VAR

M. Hashem Pesaran;L. Vanessa Smith;Ron P. Smith

146
Citations
Empirical evidence on jumps in the term structure of the US Treasury Market

Mardi Dungey;Mardi Dungey;Michael McKenzie;Michael McKenzie;L. Vanessa Smith

143
Citations
Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework

Mardi Dungey

130
Citations
Extending a SVAR model of the Australian economy

Mardi Dungey;Adrian Pagan

119
Citations
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises

Mardi Dungey;Mardi Dungey;Renée Fry;Brenda González-Hermosillo;Vance L. Martin

98
Citations
Cojumping: Evidence from the US Treasury bond and futures markets

Mardi Dungey;Mardi Dungey;Lyudmyla Hvozdyk

96
Citations
Endogenous crisis dating and contagion using smooth transition structural GARCH

Mardi Dungey;George Milunovich;Susan Thorp;Minxian Yang

92
Citations
Unobservable shocks as carriers of contagion

Mardi Dungey;Mardi Dungey;George Milunovich;Susan Thorp

90
Citations
Contagion Across Financial Markets: An Empirical Assessment ∗

Mardi Dungey;Vance L. Martin

88
Citations
Empirical Modeling of Contagion: A Review of Methodologies

Mardi Dungey;Renee Fry;Vance Martin;Brenda Gonzalez-Hermosillo

25
Citations
Equity Market Contagion During the Global Financial Crisis: Evidence from the World's Eight Largest Economies

Dinesh Prasad Gajurel;Dinesh Prasad Gajurel;Mardi H. Dungey

13
Citations
Contagion and banking crisis - International evidence for 2007-2009 q

Mardi Dungey;Dinesh Gajurel

0
Citations

Frequent Co-Authors

Denise R. Osborn University of Manchester

Adrian Pagan University of Sydney

Charles Goodhart London School of Economics and Political Science

Ngo Van Long McGill University

Aman Ullah University of California, Riverside

Pierre L. Siklos Wilfrid Laurier University

Faisal Khan Texas A&M University

External Links

Personal website of Mardi Dungey Google Scholar page

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