Renee A. Fry-McKibbin : Citation Profile


Are you Renee A. Fry-McKibbin?

Australian National University

16

H index

20

i10 index

1208

Citations

RESEARCH PRODUCTION:

26

Articles

40

Papers

1

Books

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   18 years (2000 - 2018). See details.
   Cites by year: 67
   Journals where Renee A. Fry-McKibbin has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 43 (3.44 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfr116
   Updated: 2019-08-17    RAS profile: 2019-08-06    
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Relations with other researchers


Works with:

Hsiao, Cody Yu-Ling (8)

Tang, Chrismin (2)

Martin, Vance (2)

Dungey, Mardi (2)

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 (36)

Flavin, Thomas (30)

Panopoulou, Ekaterini (25)

Eickmeier, Sandra (21)

McAleer, Michael (16)

Peersman, Gert (14)

Tabak, Benjamin (14)

Wong, Wing-Keung (13)

Chang, Chia-Lin (13)

Vespignani, Joaquin (11)

Candelon, Bertrand (11)

Cites to:

Dungey, Mardi (76)

Martin, Vance (65)

Kaminsky, Graciela (62)

Reinhart, Carmen (44)

Rose, Andrew (34)

Schmukler, Sergio (31)

Bekaert, Geert (30)

Pesaran, M (26)

Rigobon, Roberto (26)

pagan, adrian (25)

Harvey, Campbell (22)

Main data


Where Renee A. Fry-McKibbin has published?


Journals with more than one article published# docs
Applied Economics3
Australian Economic Papers2
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 (2019 and 2018)


YearTitle of citing document
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.

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

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

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

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

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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.

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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.

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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.

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2018Measuring the dynamics of APEC output connectedness. (2018). Ogbuabor, Jonathan E ; Charles, Manasseh O ; Aneke, Gladys C ; Eigbiremolen, Godastime O. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:32:y:2018:i:1:p:29-44.

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2018Oil and Iron Ore Price Shocks: What Are the Different Economic Effects in Australia?. (2018). Hoang, Nam T ; Nguyen, Bao H. In: The Economic Record. RePEc:bla:ecorec:v:94:y:2018:i:305:p:186-203.

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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.

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2018The contagion versus interdependence controversy between hedge funds and equity markets. (2018). Kim, Taeyoon ; Lee, Hee Soo. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:3:p:309-330.

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2018Hedge Fund Styles and their Contagion from the Equity Market. (2018). Kim, Tae Yoon ; Lee, Hee Soo. In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:1:p:91-112.

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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.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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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.

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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.

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

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

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

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2018CONTAGION AND CORRELATION IN EMPIRICAL MODELS OF BANK CREDIT RISK IN ISRAEL. (2018). Beenstock, Michael ; Khatib, Mahmood. In: Israel Economic Review. RePEc:boi:isrerv:v:15:y:2018:i:1:p:1-34.

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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.

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

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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.

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

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2019Mildly 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.

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2018Volatility, Diversification and Contagion. (2018). Sentana, Enrique. In: Working Papers. RePEc:cmf:wpaper:wp2018_1803.

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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.

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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.

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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.

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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.

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2018Volatility, diversification and contagion. (2018). Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12824.

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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.

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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.

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2018Transmission of Shock across International Stock Markets: An Econometric Analysis. (2018). Talwar, Shalini ; Pansare, Jayant . In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2018:i:1:p:110-119.

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

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Government spending shocks and the real exchange rate in China: Evidence from a sign-restricted VAR model. (2018). Chen, Yong ; Liu, Dingming. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:543-554.

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2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

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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.

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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.

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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.

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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.

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2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

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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.

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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.

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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.

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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.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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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.

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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.

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2018Immunity and infection: Emerging and developed market sovereign spreads over the Global Financial Crisis. (2018). Wu, Eliza ; Thorp, Susan ; Cayon, Edgardo. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:162-174.

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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.

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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.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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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.

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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.

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2018Causality in the EMU sovereign bond markets. (2018). Gonzalez-Sanchez, Mariano. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:281-290.

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2018Measuring sovereign contagion in Europe. (2018). Pelizzon, Loriana ; Caporin, Massimiliano ; Rigobon, Roberto ; Ravazzolo, Francesco. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:150-181.

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2018How sensitive is corporate debt to swings in commodity prices?. (2018). Donders, Pablo ; Wagner, Rodrigo ; Jara, Mauricio. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:237-258.

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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.

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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.

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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.

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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.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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2018Financial market spillovers during the quantitative easing programmes of the global financial crisis (2007–2009) and the European debt crisis. (2018). Corbet, Shaen ; Larkin, Charles ; Meegan, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:128-148.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2018Market power, inflation targeting, and commodity currencies. (2018). Chen, Yu-Chin ; Lee, Dongwon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:122-139.

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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.

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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.

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2018Australia saved from the financial crisis by policy or by exports?. (2018). Groenewold, Nicolaas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:118-135.

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2018Time-varying job creation and macroeconomic shocks. (2018). Guglielminetti, Elisa ; Pouraghdam, Meradj. In: Labour Economics. RePEc:eee:labeco:v:50:y:2018:i:c:p:156-179.

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2018Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations. (2018). Baumeister, Christiane ; Hamilton, James D. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:48-65.

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2018Univariate dependence among sectors in Chinese stock market and systemic risk implication. (2018). Hao, Jing ; He, Feng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:355-364.

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2019The systemic risk of China’s stock market during the crashes in 2008 and 2015. (2019). Zhang, Junhuan ; Chen, Xinyi ; Zhao, Shangmei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:161-177.

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2017Impacts of oil price shocks on Chinese stock market liquidity. (2017). Zheng, Xinwei ; Su, Dan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:50:y:2017:i:c:p:136-174.

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2017Signed spillover effects building on historical decompositions. (2017). Siklos, Pierre ; Dungey, Mardi ; Volkov, Vladimir ; Harvey, John . In: CAMA Working Papers. RePEc:een:camaaa:2017-52.

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2018Macroeconomic shocks and risk premia. (2018). Pinter, Gabor. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90370.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:112499.

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2017The U.S. Oil Supply Revolution and the Global Economy. (2017). Raissi, Mehdi ; Mohaddes, Kamiar. In: Working Papers. RePEc:erg:wpaper:1124.

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2017Forecasting and Analysing Corporate Tax Revenues in Sweden Using Bayesian VAR Models*. (2017). Solberger, Martin ; Spnberg, Erik ; Shahnazarian, Hovick. In: Finnish Economic Papers. RePEc:fep:journl:v:28:y:2017:i:1:p:50-74.

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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.
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article312
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 312
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: 312
paper
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
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article50
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]
article21
2010Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? In: The Economic Record.
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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
2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
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paper287
2004Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has another version. Agregated cites: 287
paper
2004Empirical Modeling of Contagion; A Review of Methodologies.(2004) In: IMF Working Papers.
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This paper has another version. Agregated cites: 287
paper
2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
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This paper has another version. Agregated cites: 287
article
2009Multivariate contagion and interdependence In: Journal of Asian Economics.
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article26
2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
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article47
2007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 47
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.
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article18
2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
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article0
2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
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article55
2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
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article2
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
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article7
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 7
paper
2013Currency intervention: A case study of an emerging market In: Journal of International Money and Finance.
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article2
2012Currency Intervention: A Case Study of an Emerging Market.(2012) In: CAMA Working Papers.
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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.
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article1
2008Commodity currencies and currency commodities In: Resources Policy.
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article23
2006COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 23
paper
2006Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers.
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This paper has another version. Agregated cites: 23
paper
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
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paper33
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: 33
article
2005SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers.
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paper1
2005SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH In: CAMA Working Papers.
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paper20
2006ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers.
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paper4
2006MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers.
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paper6
2008Monetary Policy in Illiquid Markets: Options for a Small Open Economy.(2008) In: Open Economies Review.
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This paper has another version. Agregated cites: 6
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]
paper47
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
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This paper has another version. Agregated cites: 47
paper
2011Actually This Time Is Different In: CAMA Working Papers.
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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.
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paper14
2014Chinese resource demand and the natural resource supplier.(2014) In: Applied Economics.
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This paper has another version. Agregated cites: 14
article
2013Chinese resource demand and the natural resource supplier.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis In: CAMA Working Papers.
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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.
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paper0
2015Extremal dependence tests for contagion In: CAMA Working Papers.
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paper12
2018Extremal dependence tests for contagion.(2018) In: Econometric Reviews.
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This paper has another version. Agregated cites: 12
article
2016Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach In: CAMA Working Papers.
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paper1
2017Joint tests of contagion with applications to financial crises In: CAMA Working Papers.
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paper1
2017Joint tests of contagion with applications to financial crises.(2017) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 1
paper
2017Recovery from Dutch Disease In: CAMA Working Papers.
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paper1
2018Measuring financial interdependence in asset returns with an application to euro zone equities In: CAMA Working Papers.
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paper0
2018Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy In: CAMA Working Papers.
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paper0
2002International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse In: IMF Working Papers.
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paper20
2003Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises In: IMF Working Papers.
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paper8
2003Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers.
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paper9
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
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article8
2011Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue.
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book16
2000A Multi-Country Structural VAR Model In: Departmental Working Papers.
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paper3
2003Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002 In: Departmental Working Papers.
[Citation analysis]
paper2
2007Some Issues in Using Sign Restrictions for Identifying Structural VARs In: NCER Working Paper Series.
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paper90
2002International SVAR Factor Modelling In: School of Economics and Finance Discussion Papers and Working Papers Series.
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paper1
2010Introduction to Inflation in an Era of Relative Price Shocks In: RBA Annual Conference Volume (Discontinued).
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chapter0
2003Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? In: Australian Journal of Management.
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article14
2004International demand and liquidity shocks in a SVAR model of the Australian economy In: Applied Economics.
[Full Text][Citation analysis]
article1
2016Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach In: Applied Economics.
[Full Text][Citation analysis]
article0
2006Correlation, Contagion, and Asian Evidence In: Asian Economic Papers.
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article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team