Concepedia

Vance L. Martin

VL

61

Publications

2.4K

Citations

27

H-Index

1992

Active since

Affiliations

The University of Melbourne(Current)

Australian National University

International Monetary Fund

University of Cambridge

Monash University

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

Top concepts

BusinessFinanceEconomicsGlobal FinanceFinancial EconomicsFinancial CrisisStatisticsEconometricsEngineeringMacroeconomics

Publications per year

1992–2020

60

Publications

61

Unravelling financial market linkages during crises

Mardi Dungey, Vance L. Martin · Journal of Applied Econometrics · 2007 · 199 citations · Full text

International Economics, Financial Integration, International Financial Crisis +19

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 citations

A multivariate latent factor decomposition of international bond yield spreads

Mardi Dungey, Vance L. Martin, A. R. Pagan · Journal of Applied Econometrics · 2000 · 150 citations

Term Structure Model, Time Series Econometrics, International Finance +18

Contagion in international bond markets during the Russian and the LTCM crises

Mardi Dungey, Renée Fry-McKibbin, Brenda González‐Hermosillo et al. · Journal of Financial Stability · 2006 · 144 citations

Economics, International Finance, International Capital Market +7

International monetary policy surprise spillovers

Roger Craine, Vance L. Martin · Journal of International Economics · 2007 · 92 citations

Monetary Policy, Economics, External Shock +7

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