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 2 6 572 0 2 12 1,174
A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS 0 1 4 291 1 2 8 559
A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion 0 0 1 113 0 1 7 222
A web of shocks: Crises across Asian real estate market 0 0 0 120 0 0 0 369
ARE FINANCIAL CRISES ALIKE? 0 0 0 301 0 0 1 555
Actually This Time Is Different 1 1 1 79 1 1 2 226
Are Financial Crises Alike? 0 0 1 165 0 0 2 317
COMMODITY CURRENCIES AND CURRENCY COMMODITIES 0 0 2 557 1 1 4 1,889
Capital market liberalization and equity market interdependence 0 0 1 31 0 0 3 51
Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises 0 0 0 288 0 0 5 986
Chinese Resource Demand and the Natural Resource Supplier 0 0 0 34 0 0 0 112
Chinese resource demand and the natural resource supplier 0 0 0 20 0 0 2 81
Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy 1 1 2 54 4 6 29 140
Commodity Currencies and Currency Commodities 0 0 4 435 2 3 10 1,395
Currency Intervention: A Case Study of an Emerging Market 0 0 1 73 0 0 4 161
Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market 1 1 3 32 1 1 5 58
Does Inflation Targeting Outperform Alternative Policies during Global Downturns? 0 0 0 46 0 2 3 63
ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS 1 1 1 224 1 1 2 533
Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach 0 1 6 125 0 2 13 140
Empirical Modeling of Contagion: A Review of Methodologies 0 0 0 400 0 0 2 900
Empirical Modelling of Contagion: A Review of Methodologies 0 1 5 321 0 2 20 794
Empirical Modelling of Contagion: A Review of Methodologies 0 0 1 339 0 0 3 814
Extremal Dependence and Contagion 0 0 0 49 0 0 0 90
Extremal dependence tests for contagion 0 0 1 74 0 0 7 104
Financial Contagion and Asset Pricing 0 0 1 39 0 1 4 116
Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis 0 0 0 48 0 0 1 72
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 0 2 5 0 1 11 21
How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility 0 0 1 7 0 0 4 25
Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 0 0 0 0 0 0 1 346
International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse 0 0 1 426 1 1 7 1,234
Joint tests of contagion with applications to financial crises 0 0 0 78 0 1 3 135
Joint tests of contagion with applications to financial crises 0 1 1 47 0 1 2 45
MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY 0 0 0 93 0 0 3 325
Measuring financial interdependence in asset returns with an application to euro zone equities 0 0 0 32 0 0 2 90
Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy? 1 1 1 154 1 2 4 406
Recovery from Dutch Disease 0 1 1 65 0 1 2 151
SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 0 0 0 134 0 0 1 426
SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH 2 3 10 567 2 4 18 791
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 6 793 3 4 14 1,673
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 2 5 347 1 3 9 641
Some Issues in Using Sign Restrictions for Identifying Structural VARs 0 3 8 1,043 1 7 15 1,937
THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR 1 3 4 359 1 5 11 663
Transmission of a resource boom: The case of Australia 1 2 2 40 1 2 3 53
Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 0 0 0 112 0 0 0 324
Total Working Papers 11 27 83 9,132 22 57 259 21,207
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 3 172 0 1 9 384
A Web Of Shocks: Crises Across Asian Real Estate Markets 0 0 0 67 0 0 3 296
A regime switching skew-normal model of contagion 0 0 1 25 0 5 8 102
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 1 2 32 0 1 6 134
Commodity currencies and currency commodities 0 1 2 159 1 4 12 407
Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes 0 0 3 53 0 2 12 171
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises 0 0 3 98 0 0 9 224
Contagion in international bond markets during the Russian and the LTCM crises 0 0 1 124 0 0 3 341
Correlation, Contagion, and Asian Evidence 0 0 1 116 0 0 6 405
Currency intervention: A case study of an emerging market 1 1 2 41 1 1 5 178
Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach 0 0 1 8 0 0 4 30
Empirical modelling of contagion: a review of methodologies 0 2 3 106 0 2 10 301
Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? 0 0 0 5 0 0 3 35
Extremal dependence tests for contagion 0 0 0 7 0 0 10 44
Financial contagion and asset pricing 0 0 0 33 2 2 5 127
Global and regional financial integration in East Asia and the ASEAN 0 0 0 26 1 1 4 85
Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market 1 1 3 3 1 4 12 12
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 0 0 0 0 0 0 1 1
Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 0 0 0 44 0 0 1 181
International Shocks on Australia – The Japanese Effect 0 0 0 41 0 0 3 153
International demand and liquidity shocks in a SVAR model of the Australian economy 0 0 1 76 0 0 1 251
Joint tests of contagion with applications 0 0 0 1 1 1 2 20
Measuring financial interdependence in asset markets with an application to eurozone equities 0 0 0 6 1 4 18 38
Monetary Policy in Illiquid Markets: Options for a Small Open Economy 0 0 0 35 0 0 3 135
More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets 0 0 0 0 0 0 1 8
Multivariate contagion and interdependence 0 1 2 63 0 1 6 267
News and Notices 0 1 1 2 0 2 3 9
Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? 0 0 2 44 1 2 8 139
Sign Restrictions in Structural Vector Autoregressions: A Critical Review 1 4 13 524 4 11 49 1,314
The identification of fiscal and monetary policy in a structural VAR 1 3 13 372 2 11 39 827
Transmission of a Resource Boom: The Case of Australia 1 2 2 10 1 2 8 34
Total Journal Articles 5 17 59 2,368 16 57 264 6,939


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 2 11 330
Total Books 0 0 0 0 0 2 11 330


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 0 0 0 0 2 8
Introduction to Inflation in an Era of Relative Price Shocks 0 0 1 13 0 0 3 107
Sovereign Wealth Funds in an Evolving Global Financial System 0 0 2 3 0 0 3 8
Total Chapters 0 0 3 16 0 0 8 123


Statistics updated 2022-09-05