| 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 |
2 |
580 |
6 |
8 |
15 |
1,207 |
| A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS |
0 |
0 |
3 |
300 |
5 |
7 |
20 |
591 |
| A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion |
1 |
1 |
1 |
116 |
5 |
7 |
8 |
237 |
| A web of shocks: Crises across Asian real estate market |
0 |
0 |
0 |
120 |
6 |
10 |
14 |
385 |
| ARE FINANCIAL CRISES ALIKE? |
0 |
0 |
0 |
301 |
3 |
4 |
10 |
568 |
| Actually This Time Is Different |
0 |
0 |
0 |
80 |
1 |
2 |
6 |
235 |
| Are Financial Crises Alike? |
0 |
0 |
1 |
166 |
3 |
5 |
6 |
323 |
| COMMODITY CURRENCIES AND CURRENCY COMMODITIES |
0 |
0 |
1 |
559 |
3 |
5 |
8 |
1,908 |
| Capital Market Liberalization and Equity Market Interdependence |
0 |
0 |
0 |
32 |
0 |
1 |
3 |
58 |
| Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises |
0 |
0 |
0 |
289 |
2 |
5 |
6 |
993 |
| Chinese Resource Demand and the Natural Resource Supplier |
1 |
1 |
1 |
36 |
4 |
5 |
7 |
122 |
| Chinese Resource Demand or Commodity Price Shocks: Macroeconomic Effects for an Emerging Market Economy |
0 |
0 |
0 |
54 |
3 |
7 |
9 |
187 |
| Chinese resource demand and the natural resource supplier |
0 |
0 |
0 |
21 |
4 |
5 |
10 |
95 |
| Commodity Currencies and Currency Commodities |
0 |
0 |
1 |
442 |
2 |
4 |
9 |
1,421 |
| Currency Intervention: A Case Study of an Emerging Market |
0 |
0 |
0 |
75 |
13 |
13 |
14 |
179 |
| Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market |
0 |
0 |
2 |
37 |
5 |
7 |
11 |
75 |
| Does Inflation Targeting Outperform Alternative Policies during Global Downturns? |
0 |
0 |
0 |
48 |
4 |
6 |
9 |
75 |
| ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS |
0 |
0 |
0 |
224 |
3 |
7 |
8 |
542 |
| Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach |
0 |
0 |
3 |
133 |
19 |
24 |
31 |
187 |
| Empirical Modeling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
401 |
0 |
4 |
5 |
911 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
339 |
7 |
11 |
14 |
839 |
| Empirical Modelling of Contagion: A Review of Methodologies |
0 |
0 |
0 |
326 |
36 |
42 |
46 |
851 |
| Extremal Dependence and Contagion |
0 |
0 |
0 |
51 |
1 |
2 |
5 |
104 |
| Extremal dependence tests for contagion |
0 |
1 |
1 |
78 |
2 |
5 |
12 |
125 |
| Financial Contagion and Asset Pricing |
0 |
0 |
1 |
40 |
1 |
4 |
7 |
126 |
| Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis |
0 |
0 |
1 |
57 |
1 |
4 |
17 |
101 |
| Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic |
0 |
0 |
0 |
6 |
0 |
4 |
6 |
31 |
| How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility |
0 |
2 |
3 |
13 |
3 |
6 |
10 |
43 |
| Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
353 |
| International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse |
0 |
0 |
0 |
428 |
2 |
8 |
9 |
1,254 |
| Joint Tests of Contagion with Applications to Financial Crises |
0 |
0 |
1 |
48 |
2 |
3 |
7 |
57 |
| Joint Tests of Contagion with Applications to Financial Crises |
0 |
0 |
1 |
79 |
4 |
5 |
9 |
149 |
| MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY |
0 |
0 |
0 |
94 |
5 |
11 |
13 |
341 |
| Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities |
0 |
0 |
2 |
37 |
14 |
20 |
23 |
125 |
| Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence |
0 |
0 |
1 |
19 |
11 |
16 |
24 |
57 |
| Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? |
0 |
0 |
1 |
158 |
6 |
10 |
14 |
428 |
| Rapid Productivity Growth in Asia: Internal and External Financing |
0 |
0 |
16 |
16 |
1 |
7 |
11 |
11 |
| Recovery from Dutch Disease |
0 |
0 |
0 |
67 |
4 |
5 |
10 |
173 |
| SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 |
0 |
0 |
0 |
134 |
1 |
3 |
6 |
432 |
| SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH |
0 |
1 |
1 |
584 |
6 |
7 |
12 |
827 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
0 |
796 |
1 |
2 |
15 |
1,707 |
| Sign Restrictions in Structural Vector Autoregressions: A Critical Review |
0 |
0 |
2 |
358 |
10 |
13 |
19 |
681 |
| Some Issues in Using Sign Restrictions for Identifying Structural VARs |
0 |
1 |
16 |
1,107 |
8 |
19 |
61 |
2,072 |
| THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR |
0 |
1 |
2 |
372 |
3 |
5 |
9 |
689 |
| Transmission of a Resource Boom: The Case of Australia |
0 |
0 |
0 |
43 |
4 |
6 |
8 |
71 |
| Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 |
0 |
0 |
0 |
112 |
2 |
5 |
5 |
330 |
| Total Working Papers |
2 |
8 |
64 |
9,376 |
229 |
363 |
587 |
22,276 |
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