Access Statistics for Renee A. Fry-McKibbin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multi-Country Structural VAR Model 0 1 2 578 0 1 6 1,192
A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS 1 1 2 298 1 1 3 572
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 115 0 1 3 229
A web of shocks: Crises across Asian real estate market 0 0 0 120 1 1 1 372
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 0 0 558
Actually This Time Is Different 0 0 1 80 2 2 5 231
Are Financial Crises Alike? 0 0 0 165 0 0 0 317
COMMODITY CURRENCIES AND CURRENCY COMMODITIES 0 0 1 558 0 0 3 1,900
Capital market liberalization and equity market interdependence 0 0 0 32 0 1 1 55
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 289 1 1 1 988
Chinese Resource Demand and the Natural Resource Supplier 0 0 1 35 0 0 2 115
Chinese resource demand and the natural resource supplier 0 0 0 21 0 2 2 85
Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy 0 0 0 54 1 2 3 179
Commodity Currencies and Currency Commodities 0 0 3 441 0 1 5 1,412
Currency Intervention: A Case Study of an Emerging Market 0 0 0 75 0 0 0 165
Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market 0 0 1 35 0 1 3 64
Does Inflation Targeting Outperform Alternative Policies during Global Downturns? 0 1 1 48 0 1 1 66
ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS 0 0 0 224 0 0 0 534
Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach 0 1 3 130 1 2 6 157
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 401 0 0 0 906
Empirical Modelling of Contagion: A Review of Methodologies 0 0 2 326 0 0 2 805
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 339 0 1 3 825
Extremal Dependence and Contagion 0 0 1 51 1 2 4 100
Extremal dependence tests for contagion 0 0 0 77 0 0 0 113
Financial Contagion and Asset Pricing 0 0 0 39 1 1 1 120
Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis 0 0 2 56 3 3 6 87
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 0 0 6 0 0 1 25
How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility 0 0 0 10 0 0 1 33
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 0 1 1 347
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 1 1 428 0 1 4 1,245
Joint tests of contagion with applications to financial crises 0 0 0 78 0 0 1 140
Joint tests of contagion with applications to financial crises 0 0 0 47 0 0 4 50
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 0 1 1 94 0 1 1 328
Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence 0 1 3 18 1 7 12 34
Measuring financial interdependence in asset returns with an application to euro zone equities 0 0 1 35 0 1 3 102
Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? 0 0 0 157 0 0 2 414
Recovery from Dutch Disease 0 0 1 67 1 3 6 164
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 0 0 0 426
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 1 3 583 1 2 8 816
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 356 0 1 8 662
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 796 0 0 5 1,692
Some Issues in Using Sign Restrictions for Identifying Structural VARs 2 5 24 1,093 2 8 38 2,013
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 0 1 4 370 0 2 5 680
Transmission of a resource boom: The case of Australia 0 0 0 43 0 1 2 63
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 0 0 1 325
Total Working Papers 3 14 62 9,315 17 52 164 21,706
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Class of Tests of Contagion With Applications 2 2 6 187 3 3 10 412
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 68 0 1 3 301
A regime switching skew-normal model of contagion 0 0 0 25 4 4 5 121
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 1 1 1 76 1 1 1 287
Chinese resource demand and the natural resource supplier 0 0 1 36 0 0 5 145
Commodity currencies and currency commodities 0 0 1 163 1 3 5 424
Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes 0 0 2 62 0 0 3 192
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 0 98 0 0 0 226
Contagion in international bond markets during the Russian and the LTCM crises 0 0 0 127 0 0 0 347
Correlation, Contagion, and Asian Evidence 0 0 0 117 0 0 1 410
Currency intervention: A case study of an emerging market 0 0 1 44 1 3 8 202
Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach 0 2 3 13 0 2 9 51
Empirical modelling of contagion: a review of methodologies 0 0 1 112 0 1 8 329
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 1 1 2 38
Extremal dependence tests for contagion 0 0 1 15 1 1 12 83
Financial contagion and asset pricing 0 1 1 34 0 2 5 140
Global and regional financial integration in East Asia and the ASEAN 0 0 2 32 1 1 6 98
Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market 0 0 3 18 0 0 9 46
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 1 1 2 0 2 5 16
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 0 0 0 181
International Shocks on Australia – The Japanese Effect 0 0 0 41 2 2 3 159
International demand and liquidity shocks in a SVAR model of the Australian economy 0 0 2 79 0 0 2 256
Joint tests of contagion with applications 0 0 1 3 0 0 1 23
Measuring financial interdependence in asset markets with an application to eurozone equities 0 0 1 11 0 1 4 55
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 35 0 1 2 137
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 0 1 1 10
Multivariate contagion and interdependence 0 0 0 67 0 0 1 273
News and Notices 0 0 0 2 0 0 0 10
Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? 0 0 0 44 0 0 1 145
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 2 14 553 4 8 45 1,416
The evolution of commodity market financialization: Implications for portfolio diversification 0 0 2 5 0 0 7 11
The identification of fiscal and monetary policy in a structural VAR 0 2 8 405 2 11 27 908
Transmission of a Resource Boom: The Case of Australia 0 0 1 14 1 3 5 46
Total Journal Articles 3 11 53 2,537 22 52 196 7,498


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Transmission of Financial Crises and Contagion: A Latent Factor Approach 0 0 0 0 0 0 2 343
Total Books 0 0 0 0 0 0 2 343


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comments on "Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines" 0 0 1 1 0 0 7 25
Financial Crises Propagation 0 0 0 0 0 0 0 1
Introduction to Inflation in an Era of Relative Price Shocks 0 0 1 15 1 1 2 111
Sovereign Wealth Funds in an Evolving Global Financial System 0 0 0 7 1 1 1 17
Total Chapters 0 0 2 23 2 2 10 154


Statistics updated 2025-03-03