Contagion and banking crisis – International evidence for 2007–2009 von Dungey, Mardi, Gajurel, Dinesh

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Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies von Dungey, Mardi, Gajurel, Dinesh

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Endogenous crisis dating and contagion using smooth transition structural GARCH von Dungey, Mardi, Milunovich, George, Thorp, Susan, Yang, Minxian

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Cojumping: Evidence from the US Treasury bond and futures markets von Dungey, Mardi, Hvozdyk, Lyudmyla

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Systemic risk in the US: Interconnectedness as a circuit breaker von Dungey, Mardi, Luciani, Matteo, Veredas, David

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The changing network of financial market linkages: The Asian experience von Chowdhury, Biplob, Dungey, Mardi, Kangogo, Moses, Sayeed, Mohammad Abu, Volkov, Vladimir

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The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam von Bui, Anh Tuan, Dungey, Mardi, Nguyen, Cuong Viet, Pham, Thu Phuong

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R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks von Dungey, Mardi, Volkov, Vladimir

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Time-varying continuous and jump betas: The role of firm characteristics and periods of stress von Alexeev, Vitali, Dungey, Mardi, Yao, Wenying

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Testing for mutually exciting jumps and financial flights in high frequency data von Dungey, Mardi, Erdemlioglu, Deniz, Matei, Marius, Yang, Xiye

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Changing vulnerability in Asia: contagion and spillovers von Kangogo, Moses, Dungey, Mardi, Volkov, Vladimir

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The changing international network of sovereign debt and financial institutions von Dungey, Mardi, Harvey, John, Volkov, Vladimir

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Characterizing financial crises using high-frequency data von Dungey, Mardi, Holloway, Jet, Yalaman, Abdullah, Yao, Wenying

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Dynamic effects of network exposure on equity markets von Dungey, Mardi, Kangogo, Moses, Volkov, Vladimir

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Quantile relationships between standard, diffusion and jump betas across Japanese banks von Chowdhury, Biplob, Jeyasreedharan, Nagaratnam, Dungey, Mardi

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Unobservable shocks as carriers of contagion von Dungey, Mardi, Milunovich, George, Thorp, Susan

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International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies von Dungey, Mardi, Khan, Faisal, Raghavan, Mala

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Unravelling financial market linkages during crises von Dungey, Mardi, Martin, Vance L.

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U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure von CLAUS, EDDA, DUNGEY, MARDI

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Using multiple correspondence analysis for finance: A tool for assessing financial inclusion von Dungey, Mardi, Doko Tchatoka, Firmin, Yanotti, María B.

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