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Mardi Dungey

Institution: Unknown

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2008

Most Recent: 2022

RePEc ID: pdu7 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.50 0.00 0.50 14%
Last 10 Years 0.00 1.01 2.86 2.69 6.56 79%
All Time 0.00 1.01 8.07 6.39 15.47 92%

Publication Statistics

Raw Publications 29
Coauthorship-Adjusted Count 21.36

Publications (29)

Year Article Journal Tier Authors
2022 Non-financial corporations and systemic risk Journal of Corporate Finance B 4
2020 Transmission of a Resource Boom: The Case of Australia Oxford Bulletin of Economics and Statistics B 3
2020 Are banking shocks contagious? Evidence from the eurozone Journal of Banking & Finance B 3
2018 Endogeneity in household mortgage choice Economic Modeling C 3
2018 Systemic risk in the US: Interconnectedness as a circuit breaker Economic Modeling C 3
2018 International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies Economic Modeling C 3
2018 R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks Economics Letters C 2
2018 Testing for mutually exciting jumps and financial flights in high frequency data Journal of Econometrics A 4
2018 Identifying contagion Journal of Applied Econometrics B 2
2017 Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks Applied Economics C 3
2017 Time-varying continuous and jump betas: The role of firm characteristics and periods of stress Journal of Empirical Finance C 3
2016 Can monetary policy surprises affect the term structure? Journal of Macroeconomics C 2
2015 Endogenous crisis dating and contagion using smooth transition structural GARCH Journal of Banking & Finance B 4
2015 Contagion and banking crisis – International evidence for 2007–2009 Journal of Banking & Finance B 2
2015 Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? Applied Economics C 2
2015 Trend in Cycle or Cycle in Trend? New Structural Identifications for Unobserved-Components Models of U.s. Real GDP Macroeconomic Dynamics C 4
2014 A semiparametric conditional duration model Economics Letters C 4
2014 The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam Applied Economics C 4
2014 Chinese resource demand and the natural resource supplier Applied Economics C 3
2014 Modelling Large Open Economies with International Linkages: the USA and Euro Area Journal of Applied Econometrics B 2
2013 Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities Open Economies Review C 3
2012 U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure Journal of Money, Credit, and Banking B 2
2012 Cojumping: Evidence from the US Treasury bond and futures markets Journal of Banking & Finance B 2
2011 Financial integration and the construction of historical financial data for the Euro Area Economic Modeling C 4
2010 Unobservable shocks as carriers of contagion Journal of Banking & Finance B 3
2009 The identification of fiscal and monetary policy in a structural VAR Economic Modeling C 2
2009 Empirical evidence on jumps in the term structure of the US Treasury Market Journal of Empirical Finance C 3
2009 After‐hours trading in equity futures markets Journal of Futures Markets C 3
2008 Monetary Policy in Illiquid Markets: Options for a Small Open Economy Open Economies Review C 3