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 1 1 2 578 1 1 6 1,192
A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS 0 1 1 297 0 1 2 571
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 115 1 1 3 229
A web of shocks: Crises across Asian real estate market 0 0 0 120 0 0 0 371
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 0 0 558
Actually This Time Is Different 0 0 1 80 0 0 3 229
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 0 0 0 987
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 2 2 2 85
Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy 0 0 0 54 0 1 2 178
Commodity Currencies and Currency Commodities 0 0 3 441 0 1 6 1,412
Currency Intervention: A Case Study of an Emerging Market 0 0 0 75 0 0 2 165
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 2 48 0 1 2 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 1 1 3 130 1 1 5 156
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 0 339 1 2 4 825
Empirical Modelling of Contagion: A Review of Methodologies 0 0 2 326 0 0 2 805
Extremal Dependence and Contagion 0 0 1 51 1 1 4 99
Extremal dependence tests for contagion 0 0 0 77 0 0 0 113
Financial Contagion and Asset Pricing 0 0 0 39 0 0 0 119
Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis 0 0 2 56 0 0 3 84
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 3 33
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 1 1 1 347
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 1 1 428 0 1 5 1,245
Joint tests of contagion with applications to financial crises 0 0 0 47 0 1 4 50
Joint tests of contagion with applications to financial crises 0 0 0 78 0 0 1 140
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 1 1 3 18 2 6 12 33
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 0 2 7 163
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 1 2 3 583 1 2 7 815
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 356 1 1 9 662
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 1 796 0 0 6 1,692
Some Issues in Using Sign Restrictions for Identifying Structural VARs 1 4 24 1,091 2 8 38 2,011
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 0 2 4 370 0 3 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 5 15 62 9,312 14 42 163 21,689
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 0 1 4 185 0 1 7 409
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 0 0 1 117
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 0 0 0 75 0 0 0 286
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 2 4 423
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 2 4 9 201
Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach 2 2 3 13 2 2 9 51
Empirical modelling of contagion: a review of methodologies 0 0 1 112 0 1 9 329
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 0 0 1 37
Extremal dependence tests for contagion 0 0 2 15 0 1 17 82
Financial contagion and asset pricing 0 1 1 34 1 2 6 140
Global and regional financial integration in East Asia and the ASEAN 0 0 2 32 0 1 5 97
Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market 0 1 3 18 0 2 9 46
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 1 1 2 0 2 6 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 0 0 4 157
International demand and liquidity shocks in a SVAR model of the Australian economy 0 0 2 79 0 0 3 256
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 2 11 1 1 5 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 1 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 5 14 553 0 9 42 1,412
The evolution of commodity market financialization: Implications for portfolio diversification 0 0 2 5 0 0 8 11
The identification of fiscal and monetary policy in a structural VAR 0 4 9 405 4 11 26 906
Transmission of a Resource Boom: The Case of Australia 0 0 1 14 1 2 4 45
Total Journal Articles 2 15 53 2,534 13 44 193 7,476


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 5 343
Total Books 0 0 0 0 0 0 5 343


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 1 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 0 0 1 110
Sovereign Wealth Funds in an Evolving Global Financial System 0 0 0 7 0 0 0 16
Total Chapters 0 0 2 23 0 1 8 152


Statistics updated 2025-02-05