Mardi Dungey

First Name: Mardi
Last Name: Dungey
Permanent URL to this author page: 
Working paper
31 August 2016

We develop a theoretical and empirical framework to model the international connections between fi…nancial institutions and sovereign debt markets. By allowing for both good and poor returns on...

Working paper
14 May 2015

We provide empirical evidence on the degree of systemic risk in Australia before, during and after the Global Financial Crisis. We calculate a daily index of systemic risk from 2004 to 2013 in...

Working paper
30 September 2014

Insurance companies are becoming more involved in product markets that are traditionally linked to the banking sector. The increasingly intertwined banking and insurance sectors have prompted...

Working paperVideo podcast
30 November 2013

Macro prudential regulation is driven by the need to address systemic risk. The relation between the financial sector and the real economy means that systemic risk can significantly affect...

Discussion paper
31 July 2003

The 'error of closure' is the population growth that cannot be accounted for either by natural increase or by quantifiable non-demographic factors. The term is somewhat misleading: since it...

1 December 2001

Mardi Dungey writes that in the presence of large international disturbances small open economies are faced with difficult policy choices. The challenge for domestic policy is to recognise and...