Vance L. Martin - Concepedia

Author

Vance L. Martin

Also Known As

Gary Koop, Louvain-La-Neuve Koop, Martin Vance L, Martin, V.L., Martin, Vance, Martin, Vance L., V. L. Martin, V. Martin, V.L Martin*, V.L. Martin

220

Publications

3.5K

Citations

H-Index

109

Concepts

All Affiliations

The University of Melbourne Australian National University International Monetary Fund University of Cambridge Monash University

About

Vance L. Martin is an author at The University of Melbourne specializing in finance, economics, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	22	42	1.6K
2	Engineering	13	14	395
3	Management	10	10	587
4	Language Studies	1	1	28
5	Public Health	1	1	21

Vance L. Martin

Publications

2.4K

Citations

H-Index

Page 1

	Year	Citations
Unravelling financial market linkages during crises Mardi Dungey, Vance L. Martin Journal of Applied Econometrics International EconomicsFinancial IntegrationInternational Financial CrisisFinancial Network AnalysisFinancial System	2007	199
A New Class of Tests of Contagion With Applications Renée Fry-McKibbin, Vance L. Martin, Chrismin Tang Journal of Business and Economic Statistics	2010	187
A multivariate latent factor decomposition of international bond yield spreads Mardi Dungey, Vance L. Martin, A. R. Pagan Journal of Applied Econometrics Term Structure ModelTime Series EconometricsInternational FinanceFinancial Time Series AnalysisManagement	2000	150
Contagion in international bond markets during the Russian and the LTCM crises Mardi Dungey, Renée Fry-McKibbin, Brenda González‐Hermosillo, Journal of Financial Stability EconomicsInternational FinanceInternational Capital MarketInternational Bond MarketsLtcm Crises	2006	144
International monetary policy surprise spillovers Roger Craine, Vance L. Martin Journal of International Economics Monetary PolicyEconomicsExternal ShockInternational EconomicsInternational Finance	2007	92
Robust Estimation, Nonnormalities, and Generalized Exponential Distributions Jenny Lye, Vance L. Martin Journal of the American Statistical Association	1993	75
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises Mardi Dungey, Renée Fry-McKibbin, Brenda González‐Hermosillo, The North American Journal of Economics and Finance Global Equity MarketsEconomicsInternational FinanceMarket TrendInternational Capital Market	2007	66
Econometric Modelling with Time Series Vance L. Martin, Stan Hurn, David Harris Cambridge University Press eBooks Moments EstimationEconomicsDynamic Economic ModelEngineeringEconometric Model	2012	60
On the efficacy of simulated maximum likelihood for estimating the parameters of stochastic differential Equations* Stan Hurn, K. A. Lindsay, Vance L. Martin Journal of Time Series Analysis Parameter EstimationTerm Structure ModelEngineeringStochastic AnalysisTerm Structure	2003	57
A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis Mardi Dungey, Vance L. Martin Journal of Emerging Market Finance Foreign Exchange MarketEconomicsInternational FinanceMacroeconomicsCurrency Crisis	2004	55

Page 1