University of Tasmania, Australia

Professor Mardi Dungey

Associate Dean Research

Contact Details

Publications

Publications

• A Structural VAR model of the Australian Economy, Mardi Dungey and Adrian Pagan 2000 * Economic Record 76 321-342
• A Multivariate Latent Factor Decomposition of International Bond Yield Spreads Mardi Dungey, Vance L. Martin and Adrian Pagan 2000 * Journal of Applied Econometrics 15 697-715
• Empirical Modelling of Contagion: A Review of Methodologies Mardi Dungey, Renee Fry, Brenda Gonzalez-Hermosillo and Vance L. Martin 2005 * Quantitative Finance 5(1) 9-24
• Identifying International Financial Contagion: Progress and Challenges Mardi Dungey and D. Tambakis (eds) 2005 * Identifying International Financial Contagion: Progress and Challenges Oxford University Press, New York
• Contagion in International Bond Markets During the Russian and LTCM Crises Mardi Dungey, Renee Fry, Brenda Gonzalez-Hermosillo and Vance L. Martin 2006 * Journal of Financial Stability 2(1) 1-27
• Unravelling Financial Market Linkages During Crises Mardi Dungey and Vance L. Martin 2007 * Journal of Applied Econometrics 22(1) 89-119
• Monetary Policy in Illiquid Markets: Options for a Small Open Economy Mardi Dungey, Edda Claus and Renee Fry 2008 * Open Economies Review 19 (3) 305-336
• After Hours Trading in the Electronic Futures Markets Mardi Dungey, Luba Fakhrutinova and Charles Goodhart 2008 * Journal of Futures Markets 28(8) 1-23

Achievements

I teach and research empirical macroeconomics and finance with a particular interest in small open economies. I have held positions at La Trobe University, ANU and the University of Cambridge as well as the Reserve Bank of Australia. I am currently a Research Associate of the Centre for Financial Analysis and Policy at the University of Cambridge and the Centre for Applied Macroeconomic Analysis at ANU.