| 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 |
0 |
3 |
580 |
1 |
1 |
8 |
1,198 |
| A Multilateral Approach to Decomposing Volatility in Belateral Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
847 |
| A Perspective on Modelling the Real Trade Weighted Index Since the Float |
0 |
0 |
0 |
60 |
1 |
1 |
3 |
317 |
| A SVECM Model of the UK Economy and The Term Premium |
0 |
0 |
0 |
68 |
0 |
0 |
2 |
171 |
| A SVECM Model of the UK Economy and The Term Premium |
0 |
0 |
1 |
179 |
0 |
0 |
1 |
525 |
| A Semiparametric Conditional Duration Model |
0 |
0 |
0 |
18 |
0 |
0 |
0 |
46 |
| A web of shocks: Crises across Asian real estate market |
0 |
0 |
0 |
120 |
0 |
2 |
4 |
375 |
| ARE FINANCIAL CRISES ALIKE? |
0 |
0 |
0 |
301 |
0 |
1 |
4 |
562 |
| An Empirical Analysis of the Effect of Growth on Inflation, Australia, Canada and the United States |
0 |
0 |
2 |
72 |
1 |
1 |
6 |
257 |
| Are Financial Crises Alike? |
0 |
0 |
1 |
166 |
0 |
0 |
1 |
318 |
| CONSTRUCTING A 2001 SOCIAL ACCOUNTING MATRIX OF TAJIKISTAN |
0 |
0 |
0 |
145 |
1 |
2 |
4 |
390 |
| CONSTRUCTING HISTORICAL EURO AREA DATA |
0 |
0 |
0 |
112 |
0 |
0 |
2 |
433 |
| Can monetary policy surprise the market? |
0 |
0 |
0 |
33 |
0 |
1 |
2 |
70 |
| Can monetary policy surprise the market? |
0 |
0 |
0 |
41 |
0 |
1 |
4 |
111 |
| Changing Vulnerability in Asia: Contagion and Systemic Risk |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
36 |
| Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises |
0 |
0 |
0 |
289 |
0 |
0 |
1 |
988 |
| Chinese Resource Demand and the Natural Resource Supplier |
0 |
0 |
1 |
35 |
0 |
0 |
2 |
116 |
| Chinese resource demand and the natural resource supplier |
0 |
0 |
0 |
21 |
0 |
1 |
4 |
87 |
| Cojumping: Evidence from the US Treasury Bond and Future Markets (Discussion Paper 2010-06) |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
77 |
| Cojumping: Evidence from the US Treasury Bond and Futures Markets |
0 |
0 |
1 |
60 |
0 |
0 |
3 |
198 |
| Constructing Historical Euro Area Data |
0 |
0 |
0 |
125 |
1 |
1 |
1 |
515 |
| Contagion and banking crisis — internatonal evidence for 2007-2009 |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
140 |
| Credit Limits and Long-Term Covered Interest Arbitrage |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1,676 |
| Crisis transmission: visualizing vulnerability |
0 |
0 |
0 |
47 |
0 |
2 |
2 |
352 |
| Decomposing Exchange Rate Volatility Around the Pacific Rim |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
52 |
| Decomposing Exchange Rate Volatility Around the Pacific Rim |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
651 |
| Detecting Contagion with Correlation: Volatility and Timing Matter |
0 |
0 |
0 |
101 |
0 |
0 |
1 |
177 |
| Detecting Contagion with Correlation: Volatility and Timing Matter |
0 |
0 |
0 |
19 |
1 |
1 |
2 |
89 |
| EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET |
0 |
0 |
0 |
103 |
0 |
0 |
1 |
395 |
| Empirical Modeling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
401 |
1 |
1 |
1 |
907 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
339 |
0 |
0 |
5 |
827 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
1 |
326 |
0 |
0 |
2 |
806 |
| Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH |
0 |
0 |
0 |
49 |
0 |
1 |
4 |
129 |
| Endogenous crisis dating and contagion using smooth transition structural GARCH |
0 |
0 |
0 |
84 |
0 |
0 |
0 |
155 |
| Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies |
0 |
0 |
0 |
79 |
0 |
0 |
6 |
165 |
| Equity portfolio diversification with high frequency data |
0 |
0 |
0 |
37 |
1 |
2 |
4 |
108 |
| Extending an SVAR Model of the Australian Economy |
0 |
1 |
2 |
488 |
1 |
2 |
5 |
840 |
| Factor analysis of a model of stock market returns using simulation-based estimation techniques |
0 |
0 |
0 |
25 |
0 |
1 |
1 |
82 |
| Financial Integration and the Construction of Historical Financial Data for the Euro Area |
0 |
0 |
0 |
62 |
1 |
1 |
3 |
196 |
| Financial crises in Asia: concordance by asset market or country? |
0 |
0 |
0 |
13 |
1 |
1 |
2 |
66 |
| First home buyers' support schemes in Australia |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
48 |
| Forecasting output gaps in the G-7 countries: The role of correlated Innovations and structural breaks |
0 |
0 |
0 |
37 |
0 |
1 |
1 |
63 |
| From Trade-to-Trade in US Treasuries |
0 |
0 |
0 |
5 |
1 |
2 |
2 |
46 |
| High frequency characterization of Indian banking stocks |
0 |
0 |
0 |
20 |
0 |
0 |
4 |
65 |
| Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
349 |
| Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data |
0 |
0 |
0 |
29 |
1 |
1 |
6 |
50 |
| Impacts of Economic Integration on Living Standards and Poverty Reduction of Rural Households |
0 |
0 |
0 |
89 |
0 |
0 |
0 |
139 |
| Industrial firms and systemic risk |
1 |
1 |
4 |
97 |
1 |
2 |
11 |
215 |
| International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse |
0 |
0 |
1 |
428 |
0 |
0 |
2 |
1,246 |
| International Shocks and the Role of Domestic Policy in Australia |
0 |
0 |
1 |
92 |
0 |
0 |
2 |
379 |
| International Transmissions to Australia: The Roles of the US and Euro Area |
0 |
0 |
0 |
54 |
0 |
0 |
3 |
108 |
| MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY |
0 |
0 |
1 |
94 |
0 |
0 |
2 |
329 |
| Modelling International Linkages for Large Open Economies: US and Euro Area |
0 |
0 |
0 |
46 |
0 |
1 |
2 |
147 |
| Modelling International Linkages for Large Open Economies: US and Euro Area |
0 |
0 |
0 |
100 |
0 |
0 |
3 |
392 |
| Modelling change in financial market integration |
0 |
0 |
0 |
27 |
1 |
1 |
2 |
60 |
| Modelling the Time Between Trades in the After-Hours Electronic Equity Futures Market |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
60 |
| Mortgage Choice Determinants: the Role of Risk and Bank Regulation |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
46 |
| On Synchronisation of Financial Crises |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
219 |
| On the correspondence between data revision and trend-cycle decomposition |
0 |
0 |
0 |
66 |
0 |
1 |
3 |
141 |
| On the correspondence between data revision and trend-cycle decomposition |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
55 |
| On trend-cycle decomposition and data revision |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
38 |
| Prospects for Output and Employment Growth with Steady Inflation |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
1,612 |
| Quantile relationships between standard, diffusion and jump betas across Japanese banks |
0 |
0 |
0 |
23 |
1 |
2 |
5 |
89 |
| R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks |
0 |
0 |
0 |
19 |
0 |
0 |
3 |
60 |
| RAMSEY FISCAL AND MONETARY POLICY UNDER STICKY PRICES AND LIQUID BONDS |
0 |
0 |
0 |
89 |
1 |
1 |
1 |
379 |
| Ranking Systemically Important Financial Institutions |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
141 |
| Ranking Systemically Important Financial Institutions |
0 |
0 |
1 |
85 |
0 |
0 |
8 |
181 |
| Ranking systemically important financial institutions |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
120 |
| Recovery from Dutch Disease |
0 |
0 |
0 |
67 |
1 |
1 |
7 |
168 |
| SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
427 |
| Should ASEAN-5 Monetary Policymakers Act Pre-emptively Against Stock Market Bubbles? |
0 |
0 |
0 |
11 |
0 |
1 |
3 |
51 |
| Signed Spillover Effects Building on Historical Decompositions |
0 |
0 |
1 |
41 |
0 |
0 |
2 |
87 |
| Signed spillover effects building on historical decompositions |
0 |
0 |
0 |
21 |
0 |
2 |
7 |
72 |
| Strategic Bidding of Electric Power Generating Companies: Evidence from the Australian National Energy Market |
0 |
0 |
2 |
62 |
1 |
1 |
3 |
129 |
| Surfing through the GFC: systemic risk in Australia |
0 |
0 |
1 |
32 |
2 |
2 |
5 |
89 |
| Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities |
0 |
0 |
0 |
32 |
1 |
1 |
1 |
179 |
| Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
163 |
| Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM |
0 |
0 |
1 |
19 |
0 |
1 |
3 |
100 |
| Systematic and liquidity risk in subprime-mortgage backed securities |
0 |
0 |
0 |
55 |
0 |
1 |
1 |
106 |
| THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR |
1 |
1 |
3 |
371 |
1 |
1 |
7 |
684 |
| THE US TREASURY MARKET IN AUGUST 1998: UNTANGLING THE EFFECTS OG HONG KONG AND RUSSIA WITH HIGH FREQUENCY DATA |
0 |
0 |
0 |
9 |
0 |
0 |
3 |
85 |
| Testing for contagion using correlations: some words of caution |
0 |
0 |
1 |
123 |
0 |
0 |
4 |
279 |
| Testing for mutually exciting jumps and financial flights in high frequency data |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
| The Changing Network of Financial Market Linkages: The Asian Experience |
0 |
0 |
0 |
12 |
0 |
2 |
5 |
115 |
| The Changing Network of Financial Market Linkages: The Asian Experience |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
67 |
| The Gains from Catch-up for China and the US: An Empirical Framework |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
71 |
| The Steady Inflation Rate of Economic Growth |
0 |
0 |
2 |
226 |
0 |
0 |
5 |
1,939 |
| The changing international network of sovereign debt and financial institutions |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
68 |
| The changing network of financial market linkages: the Asian experience |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
92 |
| The impact of jumps and thin trading on realized hedge ratios |
0 |
0 |
0 |
22 |
1 |
1 |
3 |
80 |
| The impact of post-IPO changes in corporate governance mechanisms on firm performance: evidence from young Australian firms |
1 |
1 |
2 |
35 |
2 |
4 |
9 |
108 |
| The internationalisation of financial crises |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
40 |
| Towards a Strucrural VAR Model of the Australian Economy |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
1,340 |
| Transmission of a Resource Boom: The Case of Australia |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
64 |
| Trend-Cycle Decomposition: Implications from an Exact Structural Identification |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
54 |
| Trend-cycle decomposition: implications from an exact structural identification |
0 |
0 |
0 |
95 |
0 |
1 |
3 |
163 |
| Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
325 |
| Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH |
0 |
0 |
0 |
119 |
0 |
0 |
0 |
280 |
| VAR modelling in the presence of China’s rise: an application to the Taiwanese economy |
0 |
0 |
1 |
37 |
0 |
1 |
4 |
188 |
| Volatility of the Australian Dollar Exchange Rate |
0 |
0 |
0 |
98 |
0 |
0 |
3 |
2,224 |
| Who, What, Where? Residential Property Investment in Australia |
0 |
0 |
0 |
34 |
1 |
2 |
4 |
98 |
| Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1,063 |
| Why Tax Foreign Exchange? Comments on a Proposed Tobin Tax |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
52 |
| Total Working Papers |
3 |
4 |
34 |
8,118 |
29 |
63 |
279 |
33,289 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Multifactor Model of Exchange Rates with Unanticipated Shocks: Measuring Contagion in the East Asian Currency Crisis |
0 |
0 |
0 |
25 |
0 |
0 |
1 |
73 |
| A Perspective on Modelling the Australian Real Trade Weighted Index since the Float |
0 |
0 |
0 |
46 |
0 |
0 |
0 |
249 |
| A Structural VAR Model of the Australian Economy |
1 |
2 |
17 |
65 |
2 |
6 |
27 |
126 |
| A Web Of Shocks: Crises Across Asian Real Estate Markets |
0 |
0 |
0 |
68 |
1 |
1 |
2 |
302 |
| A multivariate latent factor decomposition of international bond yield spreads |
0 |
0 |
2 |
520 |
1 |
1 |
5 |
1,509 |
| A semiparametric conditional duration model |
0 |
0 |
0 |
9 |
1 |
2 |
4 |
69 |
| A threshold mixed count time series model: estimation and application |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
35 |
| After‐hours trading in equity futures markets |
0 |
0 |
1 |
5 |
0 |
0 |
4 |
39 |
| Are banking shocks contagious? Evidence from the eurozone |
0 |
0 |
1 |
7 |
1 |
2 |
3 |
61 |
| Banks and sovereigns: did adversity bring them closer? |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
| CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION |
0 |
0 |
1 |
76 |
0 |
0 |
1 |
287 |
| Can monetary policy surprises affect the term structure? |
0 |
0 |
0 |
22 |
0 |
0 |
3 |
86 |
| Changing vulnerability in Asia: contagion and spillovers |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
5 |
| Characterizing financial crises using high-frequency data |
0 |
0 |
1 |
3 |
0 |
0 |
5 |
12 |
| Chinese resource demand and the natural resource supplier |
0 |
0 |
1 |
36 |
1 |
2 |
5 |
149 |
| Cojumping: Evidence from the US Treasury bond and futures markets |
0 |
0 |
0 |
45 |
1 |
2 |
3 |
159 |
| Contagion and banking crisis – International evidence for 2007–2009 |
1 |
1 |
2 |
43 |
1 |
2 |
8 |
252 |
| Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises |
0 |
0 |
1 |
99 |
0 |
0 |
1 |
227 |
| Contagion in international bond markets during the Russian and the LTCM crises |
0 |
0 |
0 |
127 |
0 |
0 |
0 |
347 |
| Continuous and Jump Betas: Implications for Portfolio Diversification |
0 |
0 |
0 |
16 |
0 |
0 |
0 |
100 |
| Correlation, Contagion, and Asian Evidence |
0 |
0 |
0 |
117 |
0 |
1 |
1 |
411 |
| Crisis transmission: Visualizing vulnerability |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
16 |
| Dating Changes in Monetary Policy in Australia |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
54 |
| Decomposing exchange rate volatility around the Pacific Rim |
0 |
0 |
1 |
83 |
0 |
0 |
2 |
201 |
| Dynamic effects of network exposure on equity markets |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
6 |
| Empirical evidence on jumps in the term structure of the US Treasury Market |
0 |
0 |
3 |
88 |
0 |
0 |
6 |
256 |
| Empirical modelling of contagion: a review of methodologies |
0 |
0 |
0 |
112 |
0 |
0 |
4 |
330 |
| Endogeneity in household mortgage choice |
1 |
1 |
1 |
9 |
2 |
3 |
4 |
60 |
| Endogenous crisis dating and contagion using smooth transition structural GARCH |
0 |
1 |
1 |
21 |
0 |
1 |
4 |
94 |
| Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
38 |
| Equity market contagion during the global financial crisis: Evidence from the world's eight largest economies |
0 |
1 |
3 |
68 |
1 |
2 |
6 |
223 |
| Equity portfolio diversification with high frequency data |
0 |
0 |
0 |
3 |
2 |
2 |
3 |
52 |
| Examining stress in Asian currencies: A perspective offered by high frequency financial market data |
0 |
1 |
1 |
8 |
0 |
2 |
2 |
30 |
| Exchange rate risk exposure and the value of European firms |
0 |
0 |
1 |
23 |
2 |
4 |
17 |
103 |
| Extending a SVAR Model of the Australian Economy |
0 |
0 |
1 |
192 |
1 |
4 |
11 |
491 |
| Financial integration and the construction of historical financial data for the Euro Area |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
145 |
| First Home Buyers’ Support Schemes in Australia |
0 |
1 |
1 |
11 |
1 |
2 |
2 |
50 |
| Flight-to-quality and asymmetric volatility responses in US Treasuries |
0 |
0 |
0 |
103 |
0 |
1 |
3 |
271 |
| Forecasting output gaps in the G-7 countries: the role of correlated innovations and structural breaks |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
30 |
| High-frequency Characterisation of Indian Banking Stocks |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
31 |
| Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 |
0 |
0 |
0 |
44 |
1 |
1 |
1 |
182 |
| Identifying contagion |
0 |
0 |
1 |
18 |
0 |
1 |
3 |
65 |
| Identifying terms of trade effects in real exchange rate movements: evidence from Asia |
0 |
0 |
1 |
140 |
0 |
0 |
2 |
366 |
| Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
37 |
| International Shocks and the Role of Domestic Policy in Australia |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
104 |
| International Shocks on Australia – The Japanese Effect |
0 |
0 |
0 |
41 |
1 |
1 |
4 |
160 |
| International Transmissions to Australia: The Roles of the USA and Euro Area |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
52 |
| International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies |
0 |
0 |
1 |
36 |
1 |
2 |
5 |
184 |
| Jump Risk in the US Financial Sector |
0 |
0 |
0 |
5 |
1 |
5 |
8 |
25 |
| MODELLING LARGE OPEN ECONOMIES WITH INTERNATIONAL LINKAGES: THE USA AND EURO AREA |
0 |
0 |
0 |
20 |
0 |
1 |
3 |
72 |
| Modeling trade duration in U.S. Treasury markets |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
31 |
| Modelling Financial Contagion Using High Frequency Data |
0 |
0 |
0 |
9 |
1 |
3 |
5 |
27 |
| Monetary Policy in Illiquid Markets: Options for a Small Open Economy |
0 |
0 |
0 |
35 |
0 |
0 |
4 |
139 |
| Monetary Policy, Inflation, and the Business Cycle: An Introduction to the New Keynesian Framework |
0 |
0 |
0 |
35 |
0 |
1 |
1 |
85 |
| More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
| Mortgage Choice Determinants: The Role of Risk and Bank Regulation |
0 |
0 |
0 |
16 |
0 |
1 |
2 |
54 |
| Non-financial corporations and systemic risk |
1 |
4 |
8 |
47 |
3 |
8 |
25 |
115 |
| On the correspondence between data revision and trend-cycle decomposition |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
115 |
| Quantile relationships between standard, diffusion and jump betas across Japanese banks |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
32 |
| R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks |
0 |
0 |
0 |
8 |
0 |
3 |
5 |
65 |
| Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles? |
0 |
0 |
0 |
12 |
0 |
0 |
2 |
71 |
| Surfing through the GFC: Systemic Risk in Australia |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
44 |
| Systematic Contagion Effects of the Global Finance Crisis: Evidence from the World’s Largest Advanced and Emerging Equity Markets |
0 |
0 |
1 |
2 |
0 |
1 |
9 |
13 |
| Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities |
0 |
0 |
0 |
35 |
0 |
0 |
0 |
139 |
| Systemic risk in the US: Interconnectedness as a circuit breaker |
0 |
0 |
0 |
12 |
0 |
1 |
3 |
65 |
| TREND IN CYCLE OR CYCLE IN TREND? NEW STRUCTURAL IDENTIFICATIONS FOR UNOBSERVED-COMPONENTS MODELS OF U.S. REAL GDP |
0 |
0 |
0 |
29 |
1 |
1 |
3 |
76 |
| Testing for mutually exciting jumps and financial flights in high frequency data |
0 |
0 |
1 |
15 |
0 |
0 |
5 |
98 |
| The Gains from Catch‐up for China and the USA: An Empirical Framework |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
12 |
| The Steady Inflation Rate of Economic Growth |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
737 |
| The Structure and Resilience of the Financial System ‐ edited by Christopher Kent and Jeremy Lawson |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
22 |
| The Tsunami: Measures of Contagion in the 2007–2008 Credit Crunch |
0 |
0 |
0 |
2 |
0 |
1 |
3 |
13 |
| The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high-frequency data |
0 |
0 |
1 |
86 |
0 |
1 |
5 |
298 |
| The changing international network of sovereign debt and financial institutions |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
| The changing network of financial market linkages: The Asian experience |
0 |
0 |
1 |
8 |
0 |
2 |
3 |
80 |
| The cross market effects of short sale restrictions |
0 |
0 |
0 |
14 |
0 |
0 |
0 |
52 |
| The identification of fiscal and monetary policy in a structural VAR |
2 |
2 |
7 |
407 |
4 |
9 |
34 |
925 |
| The impact of natural disasters on household income, expenditure, poverty and inequality: evidence from Vietnam |
0 |
1 |
5 |
101 |
1 |
3 |
14 |
376 |
| The influences of international output shocks from the US and China on ASEAN economies |
0 |
0 |
2 |
39 |
1 |
1 |
3 |
121 |
| The internationalisation of financial crises: Banking and currency crises 1883–2008 |
0 |
0 |
0 |
32 |
0 |
0 |
2 |
142 |
| Time-varying continuous and jump betas: The role of firm characteristics and periods of stress |
0 |
0 |
0 |
13 |
0 |
0 |
1 |
83 |
| Transmission of a Resource Boom: The Case of Australia |
0 |
0 |
0 |
14 |
1 |
3 |
8 |
50 |
| U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure |
0 |
0 |
0 |
53 |
0 |
0 |
0 |
133 |
| U.S. Monetary Policy Surprises: Identification with Shifts and Rotations in the Term Structure |
0 |
0 |
1 |
2 |
0 |
0 |
3 |
15 |
| Unobservable shocks as carriers of contagion |
0 |
0 |
0 |
81 |
1 |
2 |
5 |
245 |
| Unravelling financial market linkages during crises |
0 |
0 |
2 |
275 |
0 |
1 |
8 |
662 |
| Using multiple correspondence analysis for finance: A tool for assessing financial inclusion |
1 |
2 |
5 |
57 |
3 |
5 |
13 |
157 |
| Vintage and credit rating: what matters in the ABX data during the credit crunch? |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
95 |
| WHY TAX FOREIGN EXCHANGE? COMMENTS ON A PROPOSED TOBIN TAX |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
23 |
| Total Journal Articles |
7 |
17 |
77 |
3,956 |
40 |
110 |
366 |
13,672 |
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