Renee A. Fry-McKibbin : Citation Profile


Are you Renee A. Fry-McKibbin?

Australian National University

16

H index

22

i10 index

1294

Citations

RESEARCH PRODUCTION:

28

Articles

42

Papers

1

Books

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   20 years (2000 - 2020). See details.
   Cites by year: 64
   Journals where Renee A. Fry-McKibbin has often published
   Relations with other researchers
   Recent citing documents: 209.    Total self citations: 43 (3.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr116
   Updated: 2020-05-23    RAS profile: 2020-04-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Hsiao, Cody Yu-Ling (6)

Authors registered in RePEc who have co-authored more than one work in the last five years with Renee A. Fry-McKibbin.

Is cited by:

Dungey, Mardi (34)

Flavin, Thomas (30)

Panopoulou, Ekaterini (25)

Eickmeier, Sandra (21)

McAleer, Michael (18)

Wong, Wing-Keung (15)

Chang, Chia-Lin (15)

Peersman, Gert (14)

Tabak, Benjamin (14)

Vespignani, Joaquin (13)

Kilian, Lutz (12)

Cites to:

Martin, Vance (66)

Dungey, Mardi (65)

Kaminsky, Graciela (62)

Reinhart, Carmen (44)

Schmukler, Sergio (31)

Bekaert, Geert (30)

Rose, Andrew (29)

Pesaran, M (28)

pagan, adrian (24)

Tang, Chrismin (23)

Harvey, Campbell (22)

Main data


Where Renee A. Fry-McKibbin has published?


Journals with more than one article published# docs
Applied Economics3
Quantitative Finance2
Australian Economic Papers2
The Economic Record2
The North American Journal of Economics and Finance2
Open Economies Review2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund5
NCER Working Paper Series / National Centre for Econometric Research2

Recent works citing Renee A. Fry-McKibbin (2020 and 2019)


YearTitle of citing document
2018DECISION SCIENCES, ECONOMICS, FINANCE, BUSINESS, COMPUTING, AND BIG DATA: CONNECTIONS. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:36-94.

Full description at Econpapers || Download paper

2017Twenty Years of Time Series Econometrics in Ten Pictures. (2017). Watson, Mark ; Stock, James H. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:31:y:2017:i:2:p:59-86.

Full description at Econpapers || Download paper

2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne. In: AMSE Working Papers. RePEc:aim:wpaimx:1932.

Full description at Econpapers || Download paper

2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

Full description at Econpapers || Download paper

2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

Full description at Econpapers || Download paper

2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

Full description at Econpapers || Download paper

2019The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301.

Full description at Econpapers || Download paper

2017Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs. (2017). Leiva-Leon, Danilo. In: Occasional Papers. RePEc:bde:opaper:1706.

Full description at Econpapers || Download paper

2017Immigration and the macroeconomy: some new empirical evidence. (2017). Furlanetto, Francesco ; Robstad, Orjan. In: Working Papers. RePEc:bde:wpaper:1716.

Full description at Econpapers || Download paper

2017Perturbaciones macroeconómicas, tasa de cambio y pass-through sobre precios. (2017). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Castro-Pantoja, John ; Rodriguez-Nio, Norberto. In: Borradores de Economia. RePEc:bdr:borrec:982.

Full description at Econpapers || Download paper

2020Comments on Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines. (2020). Fry-McKibbin, Rene. In: BIS Papers chapters. RePEc:bis:bisbpc:111-14.

Full description at Econpapers || Download paper

2020Inflation dynamics in Asia and the Pacific. (2020). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:111.

Full description at Econpapers || Download paper

2017External financing and economic activity in the euro area - why are bank loans special?. (2017). Unger, Robert ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:622.

Full description at Econpapers || Download paper

2017Spatial price premium transmission for Meat Standards Australia-graded cattle: the vulnerability of price premiums to outside shocks. (2017). Stuen, Eric ; Morales, L. Emilio ; Hoang, Nam. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:61:y:2017:i:4:p:590-609.

Full description at Econpapers || Download paper

2018Critically Assessing Estimated DSGE Models: A Case Study of a Multi‐sector Model. (2018). Robinson, Tim ; pagan, adrian ; Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:307:p:349-371.

Full description at Econpapers || Download paper

2017Effects of Anticipated Fiscal Policy Shock on Macroeconomic Dynamics in Japan. (2017). Morita, Hiroshi. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:3:p:364-393.

Full description at Econpapers || Download paper

2017Bayesian analysis of Hong Kongs housing price dynamics. (2017). Wu, Tommy ; Wong, Ken ; Cheng, Michael . In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:312-331.

Full description at Econpapers || Download paper

2017Financial imbalances, crisis probability and monetary policy in Norway. (2017). Alstadheim, Ragna ; Vonen, Nikka Husom ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2017_21.

Full description at Econpapers || Download paper

2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

Full description at Econpapers || Download paper

2019Should we care? : The economic effects of financial sanctions on the Russian economy. (2019). Mamonov, Mikhail ; Pestova, Anna. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_013.

Full description at Econpapers || Download paper

2019Chinas monetary policy and the loan market : How strong is the credit channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_015.

Full description at Econpapers || Download paper

2018How do shocks to bank capital affect lending and growth?. (2018). Miettinen, Paavo ; Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_025.

Full description at Econpapers || Download paper

2019Can large trade shocks cause crises? The case of the Finnish-Soviet trade collapse. (2019). Kilponen, Juha ; Gulan, Adam ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_009.

Full description at Econpapers || Download paper

2017Transmission of Monetary Policy in Times of High Household Debt. (2017). Lim, Hyunjoon ; Kim, Youngju. In: Working Papers. RePEc:bok:wpaper:1735.

Full description at Econpapers || Download paper

2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

Full description at Econpapers || Download paper

2018Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7166.

Full description at Econpapers || Download paper

2018Energy Contagion Analysis: A New Perspective with Application to a Small Petroleum Economy. (2018). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7279.

Full description at Econpapers || Download paper

2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Kilian, Lutz ; Zhou, Xiaoqin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7753.

Full description at Econpapers || Download paper

2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7902.

Full description at Econpapers || Download paper

2019Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8029.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8153.

Full description at Econpapers || Download paper

2018The Corporate Saving Glut and the Current Account in Germany. (2018). Schuler, Tobias ; Mayer, Eric ; Klug, Thorsten. In: ifo Working Paper Series. RePEc:ces:ifowps:_280.

Full description at Econpapers || Download paper

2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2019). Guidolin, Massimo ; De Pace, Pierangelo ; Contessi, Silvio ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1001.

Full description at Econpapers || Download paper

2017The Effects of USA Monetary Policy on Central America and the Dominican Republic. (2017). Checo, Ariadne M ; Ramirez, Francisco A ; Pradel, Salome . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-07.

Full description at Econpapers || Download paper

2017Trade and External Relations. (2017). Babecký, Jan ; Brazdik, Frantisek ; Audzei, Volha ; Novotny, Filip ; Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sutoris, Ivan ; Galuscak, Kamil . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/1.

Full description at Econpapers || Download paper

2018The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam . In: CPB Discussion Paper. RePEc:cpb:discus:371.

Full description at Econpapers || Download paper

2018The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:371.rdf.

Full description at Econpapers || Download paper

2019Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?. (2019). Ji, Kan ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:391.

Full description at Econpapers || Download paper

2019Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?. (2019). Ji, Kan ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:391.rdf.

Full description at Econpapers || Download paper

2018The Shocks Matter: Improving our Estimates of Exchange Rate Pass-Through. (2018). Nenova, Tsvetelina ; Hjortsoe, Ida ; Forbes, Kristin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13037.

Full description at Econpapers || Download paper

2018Structural Interpretation of Vector Autoregressions with Incomplete Information: Revisiting the Role of Oil Supply and Demand Shocks: Comment. (2018). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13068.

Full description at Econpapers || Download paper

2019Does Drawing Down the U.S. Strategic Petroleum Reserve Help Stabilize Oil Prices?. (2019). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13849.

Full description at Econpapers || Download paper

2019Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14047.

Full description at Econpapers || Download paper

2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

Full description at Econpapers || Download paper

2020The Econometrics of Oil Market VAR Models. (2020). Kilian, Lutz ; Zhou, Xiaoqing. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14460.

Full description at Econpapers || Download paper

2019Chinas Monetary Policy and the Loan Market: How Strong is the Credit Channel in China?. (2019). Nuutilainen, Riikka ; Breitenlechner, Max . In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_027.

Full description at Econpapers || Download paper

2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

Full description at Econpapers || Download paper

2017House prices and monetary policy in the euro area: evidence from structural VARs. (2017). Roma, Moreno ; Nocera, Andrea . In: Working Paper Series. RePEc:ecb:ecbwps:20172073.

Full description at Econpapers || Download paper

2019EME financial conditions: which global shocks matter?. (2019). Manu, Ana-Simona ; Lodge, David. In: Working Paper Series. RePEc:ecb:ecbwps:20192282.

Full description at Econpapers || Download paper

2019Distributional impacts of low for long interest rates. (2019). Villarreal, Francisco G ; Kronick, Jeremy M. In: Estudios y Perspectivas – Sede Subregional de la CEPAL en México. RePEc:ecr:col031:44666.

Full description at Econpapers || Download paper

2017The effectiveness of monetary policy in China: Evidence from a Qual VAR. (2017). Chen, Hongyi ; Tillmann, Peter ; PeterTillmann, ; Chow, Kenneth . In: China Economic Review. RePEc:eee:chieco:v:43:y:2017:i:c:p:216-231.

Full description at Econpapers || Download paper

2019Pushing on a string: State-owned enterprises and monetary policy transmission in China. (2019). Tillmann, Peter ; PeterTillmann, ; Li, Ran ; Chen, Hongyi. In: China Economic Review. RePEc:eee:chieco:v:54:y:2019:i:c:p:26-40.

Full description at Econpapers || Download paper

2018Openness, specialization, and the external vulnerability of developing countries. (2018). Servén, Luis ; Barrot, Luis-Diego ; Serven, Luis ; Calderon, Cesar. In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:310-328.

Full description at Econpapers || Download paper

2018Monetary policy and the relative price of durable goods. (2018). Melina, Giovanni ; Cantelmo, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:1-48.

Full description at Econpapers || Download paper

2019Immigration and public finances in OECD countries. (2019). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame ; Dalbis, Hippolyte. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:99:y:2019:i:c:p:116-151.

Full description at Econpapers || Download paper

2018The impact of monetary policy on housing market activity: An assessment using sign restrictions. (2018). Ume, Ejindu . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:23-31.

Full description at Econpapers || Download paper

2018U.S. wage growth and nonlinearities: The roles of inflation and unemployment. (2018). Donayre, Luiggi ; Panovska, Irina . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:273-292.

Full description at Econpapers || Download paper

2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

Full description at Econpapers || Download paper

2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model. (2019). Raghavan, Mala ; Athanasopoulos, George. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:187-203.

Full description at Econpapers || Download paper

2019Monetary and fiscal policy transmission in Poland. (2019). Sznajderska, Anna ; Haug, Alfred ; Jdrzejowicz, Tomasz . In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:15-27.

Full description at Econpapers || Download paper

2019(Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Campmas, Alexandra ; Brana, Sophie . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593.

Full description at Econpapers || Download paper

2019The global effects of productivity gains in Asian emerging economies. (2019). Vahid, Farshid ; Anderson, Heather ; Dumrongrittikul, Taya . In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:127-140.

Full description at Econpapers || Download paper

2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

Full description at Econpapers || Download paper

2020Interdependence or contagion: A model switching approach with a focus on Latin America. (2020). Davidson, Sharada Nia. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:166-197.

Full description at Econpapers || Download paper

2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

Full description at Econpapers || Download paper

2017The international transmission channels of US supply and demand shocks: Evidence from a non-stationary dynamic factor model for the G7 countries. (2017). Kempa, Bernd ; Hanisch, Max. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:70-88.

Full description at Econpapers || Download paper

2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

Full description at Econpapers || Download paper

2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

Full description at Econpapers || Download paper

2018To sign or not to sign? On the response of prices to financial and uncertainty shocks. (2018). Röhe, Oke ; Roehe, Oke ; Meinen, Philipp. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:189-192.

Full description at Econpapers || Download paper

2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Meitz, Mika ; Lanne, Markku. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

Full description at Econpapers || Download paper

2018Exchange rate dynamics and their effect on macroeconomic volatility in selected CEE countries. (2018). Audzei, Volha ; Brazdik, Frantiek . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:584-596.

Full description at Econpapers || Download paper

2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

Full description at Econpapers || Download paper

2018The cyclicality of labor-market flows: A multiple-shock approach. (2018). Hairault, Jean-Olivier ; Zhutova, Anastasia. In: European Economic Review. RePEc:eee:eecrev:v:103:y:2018:i:c:p:150-172.

Full description at Econpapers || Download paper

2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

Full description at Econpapers || Download paper

2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

Full description at Econpapers || Download paper

2019Ask CARL: Forecasting tail probabilities for energy commodities. (2019). Algieri, Bernardina ; Leccadito, Arturo. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302786.

Full description at Econpapers || Download paper

2018The contagious effects on economic development after resuming construction policy for nuclear power plants in Coastal China. (2018). Hsiao, Cody Yu-Ling ; Chen, Hsing Hung. In: Energy. RePEc:eee:energy:v:152:y:2018:i:c:p:291-302.

Full description at Econpapers || Download paper

2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

Full description at Econpapers || Download paper

2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

Full description at Econpapers || Download paper

2017Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168.

Full description at Econpapers || Download paper

2017Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166.

Full description at Econpapers || Download paper

2018The shocks matter: Improving our estimates of exchange rate pass-through. (2018). Hjortsoe, Ida ; Nenova, Tsvetelina ; Forbes, Kristin. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:255-275.

Full description at Econpapers || Download paper

2019Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215.

Full description at Econpapers || Download paper

2017The role of confidence shocks in business cycles and their global dimension. (2017). Dees, Stephane. In: International Economics. RePEc:eee:inteco:v:151:y:2017:i:c:p:48-65.

Full description at Econpapers || Download paper

2019Detecting currency manipulation: An application of a state-space model with Markov switching. (2019). Kim, Soohyon ; Park, Ki Young. In: Japan and the World Economy. RePEc:eee:japwor:v:49:y:2019:i:c:p:50-60.

Full description at Econpapers || Download paper

2019US monetary policy and the euro area. (2019). Hanisch, Max. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:77-96.

Full description at Econpapers || Download paper

2019Bad bad contagion. (2019). Londono, Juan M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302274.

Full description at Econpapers || Download paper

2018The balance sheet effects of oil market shocks: An industry level analysis. (2018). Elfayoumi, Khalid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:112-127.

Full description at Econpapers || Download paper

2019The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries. (2019). Rosenberg, Signe. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718301438.

Full description at Econpapers || Download paper

2017International spillovers from Euro area and US credit and demand shocks: A focus on emerging Europe. (2017). Feldkircher, Martin ; Fadejeva, Ludmila ; Reininger, Thomas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:1-25.

Full description at Econpapers || Download paper

2017The effectiveness of conventional and unconventional monetary policy: Evidence from a structural dynamic factor model for Japan. (2017). Hanisch, Max. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:110-134.

Full description at Econpapers || Download paper

2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

Full description at Econpapers || Download paper

2018How does financial liberalisation affect the influence of monetary policy on the current account?. (2018). Hjortsoe, Ida ; Wieladek, Tomasz ; Weale, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:93-123.

Full description at Econpapers || Download paper

2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

Full description at Econpapers || Download paper

2018Current account dynamics and the housing cycle in Spain. (2018). Rüth, Sebastian ; Mayer, Eric ; Ruth, Sebastian K ; Maas, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:22-43.

Full description at Econpapers || Download paper

2019On the global financial market integration “swoosh” and the trilemma. (2019). Mehl, Arnaud ; Bekaert, Geert. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:227-245.

Full description at Econpapers || Download paper

2019Contagion across US and European financial markets: Evidence from the CDS markets. (2019). Apergis, Nicholas ; Christou, Christina ; Kynigakis, Iason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:1-12.

Full description at Econpapers || Download paper

2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

Full description at Econpapers || Download paper

2019Data-driven structural BVAR analysis of unconventional monetary policy. (2019). Puonti, Paivi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:1.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Renee A. Fry-McKibbin has edited the books:


YearTitleTypeCited

Works by Renee A. Fry-McKibbin:


YearTitleTypeCited
2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review In: Journal of Economic Literature.
[Full Text][Citation analysis]
article345
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 345
paper
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 345
paper
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article57
2020Comments on Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines In: BIS Papers chapters.
[Full Text][Citation analysis]
chapter0
2003International Shocks on Australia – The Japanese Effect In: Australian Economic Papers.
[Full Text][Citation analysis]
article5
2004CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION In: Australian Economic Papers.
[Full Text][Citation analysis]
article22
2010Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? In: The Economic Record.
[Full Text][Citation analysis]
article6
2009OVERVALUATION IN AUSTRALIAN HOUSING AND EQUITY MARKETS: WEALTH EFFECTS OR MONETARY POLICY?.(2009) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2019News and Notices In: The Economic Record.
[Full Text][Citation analysis]
article0
2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper299
2004Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 299
paper
2004Empirical Modeling of Contagion; A Review of Methodologies.(2004) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 299
paper
2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 299
article
2009Multivariate contagion and interdependence In: Journal of Asian Economics.
[Full Text][Citation analysis]
article26
2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
[Full Text][Citation analysis]
article52
2007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
paper
2007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article19
2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
[Full Text][Citation analysis]
article56
2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
[Full Text][Citation analysis]
article4
2003Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002.(2003) In: Departmental Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article11
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2013Currency intervention: A case study of an emerging market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
2012Currency Intervention: A Case Study of an Emerging Market.(2012) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article1
2008Commodity currencies and currency commodities In: Resources Policy.
[Full Text][Citation analysis]
article26
2006COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2006Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
paper
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
[Full Text][Citation analysis]
paper34
2006A Web Of Shocks: Crises Across Asian Real Estate Markets.(2006) In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2005SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2005SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH In: CAMA Working Papers.
[Full Text][Citation analysis]
paper22
2006ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers.
[Full Text][Citation analysis]
paper4
2006MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers.
[Full Text][Citation analysis]
paper7
2008Monetary Policy in Illiquid Markets: Options for a Small Open Economy.(2008) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
article
2008A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS In: CAMA Working Papers.
[Full Text][Citation analysis]
paper3
2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
[Full Text][Citation analysis]
paper50
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50
paper
2011Actually This Time Is Different In: CAMA Working Papers.
[Full Text][Citation analysis]
paper11
2013A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers.
[Full Text][Citation analysis]
paper2
2013Chinese Resource Demand and the Natural Resource Supplier In: CAMA Working Papers.
[Full Text][Citation analysis]
paper3
2013Chinese resource demand and the natural resource supplier.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2014Extremal Dependence and Contagion In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2014Does Inflation Targeting Outperform Alternative Policies during Global Downturns? In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2015Extremal dependence tests for contagion In: CAMA Working Papers.
[Full Text][Citation analysis]
paper16
2018Extremal dependence tests for contagion.(2018) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
article
2016Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach In: CAMA Working Papers.
[Full Text][Citation analysis]
paper2
2017Joint tests of contagion with applications to financial crises In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2017Joint tests of contagion with applications to financial crises.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2017Recovery from Dutch Disease In: CAMA Working Papers.
[Full Text][Citation analysis]
paper1
2018Measuring financial interdependence in asset returns with an application to euro zone equities In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2018Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2019Transmission of a resource boom: The case of Australia In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2020Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2002International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse In: IMF Working Papers.
[Full Text][Citation analysis]
paper20
2003Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises In: IMF Working Papers.
[Full Text][Citation analysis]
paper8
2003Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers.
[Full Text][Citation analysis]
paper9
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
[Full Text][Citation analysis]
article10
2011Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue.
[Citation analysis]
book16
2000A Multi-Country Structural VAR Model In: Departmental Working Papers.
[Full Text][Citation analysis]
paper3
2007Some Issues in Using Sign Restrictions for Identifying Structural VARs In: NCER Working Paper Series.
[Full Text][Citation analysis]
paper92
In: .
[Full Text][Citation analysis]
paper0
2010Introduction to Inflation in an Era of Relative Price Shocks In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]
chapter0
In: .
[Full Text][Citation analysis]
article16
2004International demand and liquidity shocks in a SVAR model of the Australian economy In: Applied Economics.
[Full Text][Citation analysis]
article1
2014Chinese resource demand and the natural resource supplier In: Applied Economics.
[Full Text][Citation analysis]
article12
2016Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach In: Applied Economics.
[Full Text][Citation analysis]
article0
2019Joint tests of contagion with applications In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2006Correlation, Contagion, and Asian Evidence In: Asian Economic Papers.
[Full Text][Citation analysis]
article18

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team