| 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 |
2 |
9 |
1,199 |
| A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS |
0 |
1 |
4 |
300 |
4 |
5 |
10 |
580 |
| A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion |
0 |
0 |
0 |
115 |
0 |
1 |
2 |
230 |
| 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 |
1 |
1 |
5 |
563 |
| Actually This Time Is Different |
0 |
0 |
0 |
80 |
0 |
0 |
3 |
232 |
| Are Financial Crises Alike? |
0 |
0 |
1 |
166 |
0 |
0 |
1 |
318 |
| COMMODITY CURRENCIES AND CURRENCY COMMODITIES |
0 |
1 |
1 |
559 |
0 |
1 |
2 |
1,902 |
| Capital Market Liberalization and Equity Market Interdependence |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
57 |
| 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 |
0 |
35 |
0 |
0 |
1 |
116 |
| Chinese Resource Demand or Commodity Price Shocks: Macroeconomic Effects for an Emerging Market Economy |
0 |
0 |
0 |
54 |
1 |
1 |
3 |
180 |
| Chinese resource demand and the natural resource supplier |
0 |
0 |
0 |
21 |
0 |
0 |
4 |
87 |
| Commodity Currencies and Currency Commodities |
0 |
0 |
1 |
442 |
0 |
2 |
6 |
1,416 |
| Currency Intervention: A Case Study of an Emerging Market |
0 |
0 |
0 |
75 |
0 |
1 |
1 |
166 |
| Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market |
0 |
0 |
2 |
37 |
0 |
0 |
4 |
67 |
| Does Inflation Targeting Outperform Alternative Policies during Global Downturns? |
0 |
0 |
1 |
48 |
0 |
0 |
3 |
68 |
| ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS |
0 |
0 |
0 |
224 |
0 |
0 |
1 |
535 |
| Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach |
1 |
3 |
4 |
133 |
1 |
3 |
7 |
161 |
| Empirical Modeling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
401 |
0 |
1 |
1 |
907 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
326 |
1 |
1 |
2 |
807 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
339 |
0 |
0 |
4 |
827 |
| Extremal Dependence and Contagion |
0 |
0 |
0 |
51 |
0 |
1 |
4 |
102 |
| Extremal dependence tests for contagion |
0 |
0 |
0 |
77 |
0 |
2 |
5 |
118 |
| Financial Contagion and Asset Pricing |
0 |
1 |
1 |
40 |
0 |
1 |
3 |
122 |
| Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis |
0 |
1 |
1 |
57 |
0 |
2 |
13 |
97 |
| Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
27 |
| How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility |
0 |
1 |
1 |
11 |
0 |
1 |
3 |
36 |
| Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
349 |
| International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse |
0 |
0 |
1 |
428 |
0 |
0 |
2 |
1,246 |
| Joint Tests of Contagion with Applications to Financial Crises |
0 |
1 |
1 |
48 |
1 |
3 |
6 |
54 |
| Joint Tests of Contagion with Applications to Financial Crises |
0 |
1 |
1 |
79 |
1 |
2 |
4 |
144 |
| MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY |
0 |
0 |
1 |
94 |
0 |
0 |
2 |
329 |
| Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities |
0 |
1 |
3 |
37 |
0 |
1 |
5 |
105 |
| Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence |
0 |
1 |
3 |
19 |
0 |
1 |
14 |
39 |
| Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? |
0 |
1 |
1 |
158 |
0 |
3 |
4 |
418 |
| Recovery from Dutch Disease |
0 |
0 |
0 |
67 |
0 |
1 |
7 |
168 |
| SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 |
0 |
0 |
0 |
134 |
0 |
0 |
1 |
427 |
| SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH |
0 |
0 |
2 |
583 |
0 |
1 |
6 |
819 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
2 |
2 |
2 |
358 |
2 |
2 |
4 |
665 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
0 |
796 |
1 |
2 |
3 |
1,695 |
| Some Issues in Using Sign Restrictions for Identifying Structural VARs |
2 |
5 |
23 |
1,105 |
5 |
10 |
37 |
2,035 |
| THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR |
0 |
1 |
3 |
371 |
0 |
1 |
7 |
684 |
| Transmission of a Resource Boom: The Case of Australia |
0 |
0 |
0 |
43 |
0 |
0 |
3 |
64 |
| Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 |
0 |
0 |
0 |
112 |
0 |
0 |
0 |
325 |
| Total Working Papers |
5 |
21 |
61 |
9,351 |
19 |
57 |
215 |
21,849 |
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