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 0 0 0 580 3 5 17 1,212
A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS 0 0 2 300 8 9 26 600
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 116 5 11 19 248
A web of shocks: Crises across Asian real estate market 0 0 0 120 1 1 13 386
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 2 9 570
Actually This Time Is Different 1 1 1 81 2 3 7 238
Are Financial Crises Alike? 0 0 0 166 0 0 5 323
COMMODITY CURRENCIES AND CURRENCY COMMODITIES 0 0 1 559 5 9 16 1,917
Capital Market Liberalization and Equity Market Interdependence 0 0 0 32 1 1 3 59
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 289 6 8 13 1,001
Chinese Resource Demand and the Natural Resource Supplier 0 0 1 36 2 3 9 125
Chinese Resource Demand or Commodity Price Shocks: Macroeconomic Effects for an Emerging Market Economy 0 0 0 54 3 9 17 196
Chinese resource demand and the natural resource supplier 0 0 0 21 2 3 12 98
Commodity Currencies and Currency Commodities 0 0 0 442 6 11 18 1,432
Currency Intervention: A Case Study of an Emerging Market 0 0 0 75 4 16 30 195
Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market 0 0 1 37 0 0 10 75
Does Inflation Targeting Outperform Alternative Policies during Global Downturns? 0 0 0 48 0 3 10 78
ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS 0 0 0 224 1 2 9 544
Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach 0 0 3 133 3 4 33 191
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 401 3 4 9 915
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 326 1 40 85 891
Empirical Modelling of Contagion: A Review of Methodologies 0 0 0 339 5 8 20 847
Extremal Dependence and Contagion 0 0 0 51 6 8 11 112
Extremal dependence tests for contagion 0 0 1 78 2 2 12 127
Financial Contagion and Asset Pricing 0 0 1 40 2 3 8 129
Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis 0 1 2 58 3 6 18 107
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 1 1 7 7 10 15 41
How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility 0 0 3 13 3 5 14 48
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 4 6 10 359
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 0 428 2 6 14 1,260
Joint Tests of Contagion with Applications to Financial Crises 0 0 1 79 3 5 13 154
Joint Tests of Contagion with Applications to Financial Crises 0 0 1 48 1 1 7 58
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 0 0 0 94 3 4 16 345
Measuring Financial Interdependence in Asset Returns with an Application to Euro Zone Equities 0 0 2 37 4 4 26 129
Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence 0 0 1 19 10 21 43 78
Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? 0 0 1 158 1 3 16 431
Rapid Productivity Growth in Asia: Internal and External Financing 0 0 16 16 1 5 16 16
Recovery from Dutch Disease 0 0 0 67 1 2 8 175
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 0 2 7 434
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 0 1 2 585 1 2 11 829
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 0 796 2 3 17 1,710
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 0 2 358 5 8 26 689
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 1 10 1,108 3 10 62 2,082
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 0 0 2 372 4 10 16 699
Transmission of a Resource Boom: The Case of Australia 0 0 0 43 2 3 10 74
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 5 7 12 337
Total Working Papers 1 5 56 9,381 136 288 798 22,564
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 0 1 188 3 3 12 424
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 68 2 3 9 310
A regime switching skew-normal model of contagion 0 0 1 26 3 8 17 139
A three-sector structural VAR model for Australia 0 0 2 5 5 9 33 43
CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION 0 0 0 76 0 0 2 289
Chinese resource demand and the natural resource supplier 0 0 0 36 4 4 14 160
Commodity currencies and currency commodities 0 0 1 164 1 2 13 437
Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes 0 0 2 65 3 7 23 216
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 0 99 2 3 7 234
Contagion in international bond markets during the Russian and the LTCM crises 0 0 1 128 4 5 13 360
Correlation, Contagion, and Asian Evidence 0 0 0 117 2 5 16 426
Currency intervention: A case study of an emerging market 0 0 0 44 3 6 14 216
Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach 0 0 2 15 1 4 18 69
Empirical modelling of contagion: a review of methodologies 0 0 0 112 2 4 13 343
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 2 2 4 42
Extremal dependence tests for contagion 0 1 3 18 7 10 26 113
Financial contagion and asset pricing 0 1 1 35 3 12 20 160
Global and regional financial integration in East Asia and the ASEAN 0 0 1 33 5 6 11 109
Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market 0 0 1 19 2 5 14 60
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 0 0 2 1 3 11 27
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 2 2 10 191
International Shocks on Australia – The Japanese Effect 0 0 0 41 2 2 17 176
International demand and liquidity shocks in a SVAR model of the Australian economy 0 0 0 79 1 5 10 267
Joint tests of contagion with applications 0 0 1 4 1 1 6 29
Measuring financial interdependence in asset markets with an application to eurozone equities 0 0 1 12 0 2 7 63
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 35 1 2 9 148
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 2 2 8 18
Multivariate contagion and interdependence 0 0 1 68 1 3 12 285
News and Notices 0 0 0 2 1 2 2 12
Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? 0 0 1 45 2 5 26 172
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 0 3 13 567 8 24 87 1,505
The evolution of commodity market financialization: Implications for portfolio diversification 1 1 4 10 5 13 26 39
The identification of fiscal and monetary policy in a structural VAR 0 0 4 409 3 7 59 971
Transmission of a Resource Boom: The Case of Australia 0 0 0 14 2 4 11 57
Total Journal Articles 1 6 41 2,585 86 175 580 8,110

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 3 7 11 357
Total Books 0 0 0 0 3 7 11 357

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 1 1 2 1 4 7 32
Financial Crises Propagation 0 0 0 0 1 3 6 7
Introduction to Inflation in an Era of Relative Price Shocks 0 0 0 15 2 4 8 119
Sovereign Wealth Funds in an Evolving Global Financial System 0 0 0 7 1 1 1 18
Total Chapters 0 1 1 24 5 12 22 176

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Statistics updated 2026-05-06