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Mardi Dungey

Mardi Dungey

University of Tasmania
Australia

Overview

What is he best known for?

The fields of study he is best known for:

  • Finance
  • Statistics
  • Macroeconomics

His primary areas of study are Monetary policy, Financial market, Equity, Treasury and Financial crisis. Monetary policy is a subfield of Macroeconomics that he investigates. Financial market and Financial economics are frequently intertwined in his study.

The study incorporates disciplines such as Financial contagion and Applied economics in addition to Equity. His Treasury study integrates concerns from other disciplines, such as Futures contract, Retail sales and Realized variance. His Financial crisis research incorporates elements of Asset allocation and Financial services.

His most cited work include:

  • Empirical Modelling of Contagion: A Review of Methodologies (414 citations)
  • A Structural VAR Model of the Australian Economy (217 citations)
  • Unravelling financial market linkages during crises (147 citations)

What are the main themes of his work throughout his whole career to date?

His primary areas of investigation include Monetary economics, Financial crisis, Monetary policy, Financial market and Financial economics. His studies in Monetary economics integrate themes in fields like Volatility, Financial contagion and Bond. The Financial crisis study combines topics in areas such as Equity, Financial services, Emerging markets, Financial system and Asset allocation.

His Monetary policy research includes themes of International economics, Inflation and Applied economics. His biological study focuses on Indirect finance. His Financial economics research includes elements of Treasury, Econometrics and Asset.

He most often published in these fields:

  • Monetary economics (49.03%)
  • Financial crisis (32.58%)
  • Monetary policy (26.13%)

What were the highlights of his more recent work (between 2014-2020)?

  • Monetary economics (49.03%)
  • Systemic risk (6.45%)
  • Econometrics (19.68%)

In recent papers he was focusing on the following fields of study:

Mardi Dungey spends much of his time researching Monetary economics, Systemic risk, Econometrics, Finance and China. Mardi Dungey combines subjects such as Volatility, Transparency and Jurisdiction with his study of Monetary economics. His biological study spans a wide range of topics, including Financial economics, Weighted arithmetic mean and Selection bias.

His work on Bond as part of general Finance study is frequently connected to Capital requirement, Loan-to-value ratio, Shared appreciation mortgage and Collateralized mortgage obligation, therefore bridging the gap between diverse disciplines of science and establishing a new relationship between them. As part of the same scientific family, Mardi Dungey usually focuses on Financial system, concentrating on Financial market and intersecting with Emerging markets. Mardi Dungey has researched Macroeconomics in several fields, including Independence and Applied economics.

Between 2014 and 2020, his most popular works were:

  • Contagion and Banking Crisis - International Evidence for 2007-2009 (50 citations)
  • Contagion and Banking Crisis - International Evidence for 2007-2009 (50 citations)
  • Contagion and Banking Crisis - International Evidence for 2007-2009 (50 citations)

In his most recent research, the most cited papers focused on:

  • Finance
  • Statistics
  • Macroeconomics

Mardi Dungey mostly deals with Monetary economics, Finance, Volatility, Economy and International economics. His research in Monetary economics is mostly concerned with Foreign exchange risk. His work on Bank regulation as part of general Finance research is frequently linked to Loan-to-value ratio, Capital requirement, Secondary mortgage market and Mortgage underwriting, bridging the gap between disciplines.

His Volatility study combines topics from a wide range of disciplines, such as Rate of return on a portfolio, Replicating portfolio, Portfolio optimization, Actuarial science and Jurisdiction. His research investigates the link between Economy and topics such as China that cross with problems in Financial contagion, Inflation and Domestic policy. His research integrates issues of Vector autoregression, Banking sector and Shock in his study of International economics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Best Publications

Empirical Modelling of Contagion: A Review of Methodologies

Mardi Dungey;Renée Fry;Brenda González-Hermosillo;Vance L. Martin.
Quantitative Finance (2005)

618 Citations

A Structural VAR Model of the Australian Economy

Mardi Dungey;Adrian Pagan.
Economic Record (2000)

346 Citations

Unravelling financial market linkages during crises

Mardi Dungey;Mardi Dungey;Vance L. Martin.
Journal of Applied Econometrics (2007)

247 Citations

The identification of fiscal and monetary policy in a structural VAR

Mardi Dungey;Mardi Dungey;Mardi Dungey;Renée Fry;Renée Fry.
Economic Modelling (2009)

191 Citations

A multivariate latent factor decomposition of international bond yield spreads

Mardi Dungey;Vance L Martin;Adrian R Pagan.
Journal of Applied Econometrics (2000)

165 Citations

Testing for contagion using correlations: some words of caution

Mardi Dungey;Diana Zhumabekova.
Research Papers in Economics (2001)

153 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.
Journal of Financial Stability (2006)

149 Citations

Empirical Modelling of Contagion: A Review of Methodologies

Vance Martin;Brenda Gonzalez-Hermosillo;Mardi Dungey;Renee Fry-McKibbin.
Research Papers in Economics (2004)

144 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.
Journal of Empirical Finance (2009)

127 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.
Economic Systems (2014)

115 Citations

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