| 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 |
0 |
580 |
1 |
2 |
17 |
1,216 |
| A New Class of Tests of Contagion with Applications to Real Estate Markets |
1 |
1 |
3 |
303 |
1 |
3 |
25 |
605 |
| A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion |
0 |
0 |
1 |
116 |
0 |
0 |
19 |
249 |
| A Web of Shocks: Crises Across Asian Real Estate Market |
0 |
0 |
0 |
120 |
0 |
1 |
12 |
387 |
| Actually This Time Is Different |
1 |
1 |
2 |
82 |
3 |
4 |
10 |
242 |
| Are Financial Crises Alike? |
1 |
1 |
1 |
167 |
1 |
2 |
7 |
325 |
| Are Financial Crises Alike? |
0 |
0 |
0 |
301 |
1 |
2 |
11 |
574 |
| Capital Market Liberalization and Equity Market Interdependence |
0 |
0 |
0 |
32 |
0 |
1 |
4 |
61 |
| Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises |
0 |
0 |
0 |
289 |
0 |
0 |
13 |
1,001 |
| Chinese Resource Demand and the Natural Resource Supplier |
0 |
0 |
1 |
36 |
0 |
0 |
10 |
126 |
| Chinese Resource Demand or Commodity Price Shocks: Macroeconomic Effects for an Emerging Market Economy |
0 |
0 |
0 |
54 |
0 |
1 |
19 |
199 |
| Chinese resource demand and the natural resource supplier |
0 |
0 |
0 |
21 |
0 |
1 |
13 |
100 |
| Commodity Currencies and Currency Commodities |
0 |
0 |
0 |
442 |
0 |
0 |
17 |
1,433 |
| Commodity Currencies and Currency Commodities |
0 |
0 |
0 |
559 |
0 |
2 |
20 |
1,922 |
| Currency Intervention: A Case Study of an Emerging Market |
0 |
0 |
0 |
75 |
0 |
3 |
32 |
198 |
| Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market |
0 |
0 |
0 |
37 |
0 |
1 |
9 |
76 |
| Does Inflation Targeting Outperform Alternative Policies during Global Downturns? |
0 |
0 |
0 |
48 |
0 |
3 |
14 |
82 |
| Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach |
0 |
0 |
0 |
133 |
0 |
0 |
34 |
195 |
| Empirical Modeling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
401 |
0 |
1 |
10 |
917 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
339 |
0 |
0 |
21 |
848 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
326 |
1 |
3 |
91 |
898 |
| Endogenous Contagion - A Panel Data Analysis |
0 |
0 |
0 |
224 |
0 |
2 |
13 |
548 |
| Extremal Dependence and Contagion |
0 |
0 |
0 |
51 |
0 |
1 |
12 |
114 |
| Extremal dependence tests for contagion |
0 |
0 |
1 |
78 |
0 |
3 |
15 |
133 |
| Financial Contagion and Asset Pricing |
0 |
0 |
0 |
40 |
0 |
1 |
8 |
130 |
| Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis |
0 |
0 |
1 |
58 |
0 |
2 |
12 |
109 |
| Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic |
1 |
1 |
2 |
8 |
1 |
3 |
17 |
44 |
| How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility |
0 |
0 |
2 |
13 |
0 |
1 |
17 |
53 |
| Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 |
0 |
0 |
0 |
0 |
1 |
9 |
20 |
369 |
| International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse |
0 |
0 |
0 |
428 |
1 |
2 |
16 |
1,262 |
| Joint Tests of Contagion with Applications to Financial Crises |
1 |
1 |
1 |
49 |
2 |
5 |
11 |
65 |
| Joint Tests of Contagion with Applications to Financial Crises |
0 |
0 |
0 |
79 |
0 |
2 |
12 |
156 |
| Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities |
0 |
0 |
0 |
37 |
0 |
2 |
29 |
134 |
| Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence |
0 |
0 |
0 |
19 |
1 |
4 |
43 |
82 |
| Monetary Policy in Illiquid Markets: Options for a Small Open Economy |
0 |
0 |
0 |
94 |
0 |
0 |
18 |
347 |
| Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? |
0 |
1 |
1 |
159 |
0 |
3 |
18 |
436 |
| Rapid Productivity Growth in Asia: Internal and External Financing |
0 |
0 |
1 |
17 |
0 |
0 |
18 |
19 |
| Recovery from Dutch Disease |
0 |
0 |
0 |
67 |
0 |
2 |
9 |
177 |
| Shocks and Systemic Influences: Contagion in Global Equity Markets in 1998 |
0 |
1 |
1 |
135 |
0 |
2 |
10 |
437 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
1 |
1 |
2 |
798 |
1 |
1 |
19 |
1,714 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
1 |
2 |
3 |
361 |
3 |
8 |
33 |
698 |
| Some Issues in Using Sign Restrictions for Identifying Structural VARs |
0 |
0 |
6 |
1,111 |
0 |
3 |
55 |
2,090 |
| Some Issues in Using VARs for Macroeconometric Research |
0 |
1 |
3 |
586 |
0 |
2 |
12 |
831 |
| The Identification of Fiscal and Monetary Policy in a Structural VAR |
0 |
2 |
4 |
375 |
1 |
4 |
20 |
704 |
| Transmission of a Resource Boom: The Case of Australia |
0 |
0 |
0 |
43 |
1 |
2 |
13 |
77 |
| Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 |
0 |
0 |
0 |
112 |
0 |
0 |
14 |
339 |
| Total Working Papers |
7 |
13 |
36 |
9,403 |
20 |
94 |
872 |
22,722 |
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