| The changing network of financial market linkages: The Asian experience B Chowdhury, M Dungey, M Kangogo, MA Sayeed, V Volkov International Review of Financial Analysis 64, 71-92, 2019 | 78 | 2019 |
| Volatility transmission in global financial markets AE Clements, AS Hurn, VV Volkov Journal of Empirical Finance 32, 3-18, 2015 | 53 | 2015 |
| The changing international network of sovereign debt and financial institutions M Dungey, J Harvey, V Volkov Journal of International Financial Markets, Institutions and Money 60, 149-168, 2019 | 33 | 2019 |
| Transmission of a resource boom: The case of Australia M Dungey, R Fry‐Mckibbin, V Volkov Oxford Bulletin of Economics and Statistics 82 (3), 503-525, 2020 | 19 | 2020 |
| R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks M Dungey, V Volkov Economics Letters 162, 81-85, 2018 | 13 | 2018 |
| Recovery from dutch disease MH Dungey, R Fry-McKibbin, V Todoroski, V Volkov CAMA Working Paper, 2017 | 11 | 2017 |
| Contagion or interdependence? Comparing spillover indices R Islam, V Volkov Empirical Economics 63 (3), 1403-1455, 2022 | 10 | 2022 |
| Signed spillover effects building on historical decompositions MH Dungey, J Harvey, PL Siklos, V Volkov CAMA Working Paper, 2017 | 10 | 2017 |
| Crisis transmission: visualizing vulnerability M Dungey, R Islam, V Volkov Pacific-Basin finance journal 59, 101255, 2020 | 7 | 2020 |
| Common trends in global volatility AE Clements, AS Hurn, VV Volkov Journal of International Money and Finance 67, 194-214, 2016 | 7 | 2016 |
| Changing vulnerability in Asia: Contagion and systemic risk MH Dungey, M Kangogo, V Volkov Asian Development Bank Economics Working Paper Series, 2019 | 6 | 2019 |
| Detecting signed spillovers in global financial markets: A Markov-switching approach M Kangogo, V Volkov International Review of Financial Analysis 82, 102161, 2022 | 4 | 2022 |
| Calm before the storm: an early warning approach before and during the COVID-19 crisis R Islam, V Volkov Available at SSRN 3664751, 2020 | 4 | 2020 |
| Information flow in times of crisis: The case of the European banking and sovereign sectors M Dungey, S Hurn, S Shi, V Volkov Econometrics 7 (1), 5, 2019 | 4 | 2019 |
| Changing vulnerability in Asia: contagion and spillovers M Kangogo, M Dungey, V Volkov Empirical Economics 64 (5), 2315-2355, 2023 | 3 | 2023 |
| A semi-parametric point process model of the interactions between equity markets AE Clements, AS Hurn, KA Lindsay, V Volkov University Of Tasmania, 2017 | 2 | 2017 |
| Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes AE Clements, AS Hurn, KA Lindsay, VV Volkov Journal of Financial Econometrics 21 (5), 1759-1790, 2023 | 1 | 2023 |
| The Changing Network of Financial Market Linkages: The Asian Experience M Dungey, B Chowdhury, M Kangogo, MA Sayeed, V Volkov ADB Economics Working Paper Series, 2018 | 1 | 2018 |
| Volatility transmission in global financial markets VV Volkov Queensland University of Technology, 2015 | 1 | 2015 |
| Volatility patterns in global financial markets A Clements, A Hurn, V Volkov Working paper, 2013 | 1 | 2013 |
Mardi DungeyProfessor Economics and Finance, University of Tasmania在 utas.edu.au 的电子邮件经过验证
