Mardi Dungey
Biographic Data
| ID | 9613585 |
|---|---|
| NAME | Mardi Dungey |
| GIVEN NAMES | Mardi |
| FAMILY NAME | Dungey |
| SIGNATURE | DUNGEY M |
| AFFILIATIONS | University of Tasmania |
| ORCID | 0000-0003-0074-2314 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Changing vulnerability in Asia
An increasing involvement of the Asian market in the global context plays a fundamental role in spreading shocks across the financial system. This paper examines the extent of vulnerability across Asian equity markets and the United States (US) equity market by distinguishing between spillovers and contagion. Spillovers are detected using a generalised historical decomposition method, while contagion is identified using a portfolio mimicking fact…
No prominent works on this page.
Changing vulnerability in Asia
An increasing involvement of the Asian market in the global context plays a fundamental role in spreading shocks across the financial system. This paper examines the extent of vulnerability across Asian equity markets and the United States (US) equity market by distinguishing between spillovers and contagion. Spillovers are detected using a generalised historical decomposition method, while contagion is identified using a portfolio mimicking fact…
Agricultural risk and resilience (1 work) · Computer Science (1 work) · Economic geography (1 work) · Economics (1 work) · Financial contagion (1 work) · Financial crisis (1 work) · Keynesian economics (1 work) · Market Dynamics and Volatility (1 work)