Vance L. Martin

Vance L. Martin publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Vance L. Martin sits on this spectrum.

Vance L. Martin D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Vance L. Martin sits on this spectrum.

Best Publications

• Empirical Modelling of Contagion: A Review of Methodologies

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

  740
  Citations

• Unravelling financial market linkages during crises

  Mardi Dungey;Mardi Dungey;Vance L. Martin

  269
  Citations

• A New Class of Tests of Contagion With Applications

  Renée Fry;Vance L. Martin;Chrismin Tang

  205
  Citations

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

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

  180
  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

• International Monetary Policy Surprise Spillovers

  Roger Craine;Vance L. Martin

  103
  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

• Contagion Across Financial Markets: An Empirical Assessment ∗

  Mardi Dungey;Vance L. Martin

  88
  Citations

• Chaos and Non-Linear Models in Economics

  John Creedy;Vance Martin

  83
  Citations

• Transmission of Financial Crises and Contagion: A Latent Factor Approach

  Mardi Dungey;Renee A. Fry;Brenda Gonzalez-Hermosillo;Vance L. Martin

  81
  Citations

• A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis

  Mardi Dungey;Vance L. Martin

  79
  Citations

• Are Financial Crises Alike

  Mardi Dungey;Renee Fry;Vance L. Martin;Vance L. Martin;Chrismin Tang;Chrismin Tang

  77
  Citations

• On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations

  A. S. Hurn;K. A. Lindsay;V. L. Martin

  74
  Citations

• 4 Modeling the term structure

  A.R. Pagan;A.D. Hall;V. Martin

  71
  Citations

• Modelling the Term Structure

  Adrian Pagan;Anthony Hall;Vance Martin

  65
  Citations

• Parametric pricing of higher order moments in S&P500 options

  G C Lim;Gael Margaret Martin;Vance L Martin

  60
  Citations

• Correlation, Contagion, and Asian Evidence

  Mardi Dungey;Renée Fry;Vance L. Martin

  60
  Citations

• Econometric Modelling with Time Series: Specification, Estimation and Testing

  Vance L. Martin;Stan Hurn;David Harris

  48
  Citations

• Econometric Modelling with Time Series

  Vance Martin;Stan Hurn;David Harris

  39
  Citations