Working Paper |
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Abstract Views |
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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 |