Renee A. Fry-McKibbin : Citation Profile

Are you Renee A. Fry-McKibbin?

Australian National University

20

H index

32

i10 index

2056

Citations

RESEARCH PRODUCTION:

33

Articles

46

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 89
   Journals where Renee A. Fry-McKibbin has often published
   Relations with other researchers
   Recent citing documents: 147.    Total self citations: 50 (2.37 %)

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   Permalink: http://citec.repec.org/pfr116
   Updated: 2024-11-08    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

Hsiao, Cody Yu-Ling (5)

Martin, Vance (3)

Greenwood-Nimmo, Matthew (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:

Flavin, Thomas (32)

Vespignani, Joaquin (32)

Hsiao, Cody Yu-Ling (30)

Mahadeo, Scott (27)

Eickmeier, Sandra (26)

Kilian, Lutz (25)

Panopoulou, Ekaterini (24)

GUPTA, RANGAN (22)

Legrenzi, Gabriella (18)

Peersman, Gert (17)

Wong, Wing-Keung (16)

Cites to:

Martin, Vance (79)

Kaminsky, Graciela (67)

Reinhart, Carmen (59)

Rose, Andrew (41)

Bekaert, Geert (39)

pagan, adrian (38)

Diebold, Francis (35)

Pesaran, Mohammad (33)

Schmukler, Sergio (32)

Harvey, Campbell (29)

Sbracia, Massimo (28)

Main data

Where Renee A. Fry-McKibbin has published?

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

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 (2024 and 2023)

YearTitle of citing document
2023Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023The origins of monetary policy disagreement: the role of supply and demand shocks. (2023). Madeira, Carlos ; Monteiro, Paulo Santos. In: BIS Working Papers. RePEc:bis:biswps:1118.

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2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2023Potential Output in a Commodity?Exporting Economy. (2022). Yamout, Nadine. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:320:p:42-62.

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2023House Prices, Monetary Policy and Commodities: Evidence from Australia. (2023). Read, Alistair ; Graham, James. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:324:p:1-31.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:830-858.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (2023). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0120.

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2023Disentangling Demand and Supply Inflation Shocks from Chilean Electronic Payment Data. (2023). Hernandez-Roman, L G ; Eterovic, Nicolas ; Carlomagno, Guillermo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:986.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CIGS Working Paper Series. RePEc:cnn:wpaper:24-003e.

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2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2023Systematic monetary policy in a SVAR for Australia. (2023). Huh, Hyeon-Seung ; Fisher, Lance A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003310.

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2023Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks. (2023). Ezzahid, Elhadj ; Elguellab, Ali. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003413.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912.

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2023Inflation and real GDP growth in the U.S.—Demand or supply driven?. (2023). Pagliacci, Carolina ; Jansen, Dennis W ; della Chang, Jui-Chuan. In: Economics Letters. RePEc:eee:ecolet:v:231:y:2023:i:c:s0165176523002999.

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2024The international impact of a fragile EMU. (2024). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes. In: European Economic Review. RePEc:eee:eecrev:v:161:y:2024:i:c:s0014292123002751.

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2023Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272.

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2023Energy price shocks, exchange rates and inflation nexus. (2023). Bigerna, Simona. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006540.

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2024Energy price shocks and current account balances: Evidence from emerging market and developing economies. (2024). YILMAZKUDAY, HAKAN ; Vasishtha, Garima ; Lebrand, Mathilde. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006990.

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2023Evaluations of policy contagion for new energy vehicle industry in China. (2023). Chiu, Yi-Bin ; Zheng, Xin ; Yang, Rui ; Hsiao, Cody Yu-Ling. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006218.

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2023Stock–bond dependence and flight to/from quality. (2023). Ning, Cathy ; Ponrajah, Jeremey. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004173.

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2023Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844.

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2024Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Wang, Yizhi ; Lin, Yongjia ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

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2024Contagion and linkages across international currencies. (2024). Tuteja, Divya ; Bhatia, Shipra. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002333.

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2023The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach. (2023). Pan, Huanxue ; Deng, Jing ; Ouyang, Wenpei ; Chen, Ying ; Xu, Zihan ; Xing, Xiaoyun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000193.

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2023Volatility forecast with the regularity modifications. (2023). Wu, Chongfeng ; Diao, Xundi ; Zhu, Qinwen. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300380x.

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2024The impact of monetary policy on income inequality: Does inflation targeting matter?. (2024). Cross, Jamie L ; Garcia, Francisco Tavares. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000369.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2024Financial stability through the lens of complex systems. (2024). Battiston, Stefano ; Martinez-Jaramillo, Serafin ; Haaj, Grzegorz. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000135.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2023Market risks that change US-European equity correlations. (2023). Sarwar, Ghulam. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002037.

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2023Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

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2023Complexity and the default risk of mortgage-backed securities. (2023). Dufour, Alfonso ; Varotto, Simone ; Segato, Samuele ; Billio, Monica. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001917.

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2024Demand-and-supply imbalance risk and long-term swap spreads. (2024). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000370.

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2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031.

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2023Gross capital inflows, the U.S. economy, and the response of the Federal Reserve. (2023). Reed, Robert R ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001444.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Louhichi, Wael ; ben Ameur, Hachmi ; Ftiti, Zied. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2023Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy. (2023). Luvsannyam, davaajargal ; Doojav, Gan-Ochir ; Enkh-Amgalan, Elbegjargal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000223.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2023Capital flow volatility regimes and monetary policy dilemma: Evidence from New Zealand. (2023). Mansur, Alfan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000269.

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2023The price of war: Effect of the Russia-Ukraine war on the global financial market. (2023). Kumar, Rahul ; Gupta, Deeksha ; Assaf, Rima. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000403.

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2023Fiscal asymmetries and debt crises: Evidence from Lebanon using a sign restricted structural VAR model. (2023). Neaime, Simon ; Badra, Nasser ; Gaysset, Isabelle. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000464.

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2024Connectedness analysis of oil price shocks, inflation, and exchange rate for the MENA region countries. (2024). Bigerna, Simona. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010553.

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2024Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205.

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2023A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2023). Campos, Rodolfo ; Molina, Luis ; Berganza, Juan Carlos ; Andresescayola, Erik. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000333.

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2024The chronology of Brexit and UK monetary policy. (2024). Guntner, Jochen ; Geiger, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001034.

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2023Extreme illiquidity and stock returns: Evidence from Thailand market. (2023). Wang, Yanchu ; Chen, XI ; Zhong, Xiaoling. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002627.

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2023Spillovers in the joint system of conditional higher-order moments: US evidence from green energy, brown energy, and technology stocks. (2023). Bouri, Elie. In: Renewable Energy. RePEc:eee:renene:v:210:y:2023:i:c:p:507-523.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Are Islamic stocks immune from financial crises? Evidence from contagion tests. (2023). Hoque, Ariful ; Hassan, Kamrul ; Wong, Wing-Keung ; Gasbarro, Dominic. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:919-948.

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2024Towards understanding MILA stock markets integration beyond MILA: New evidence between the pre-Global financial crisis and the COVID19 periods. (2024). Gomez-Bravo, Yuli Paola ; Sanchez-Barrios, Luis Javier ; Lukanima, Benedicto Kulwizira. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:478-497.

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2024Is the exchange rate a shock absorber? The shocks matter. (2024). Beckmann, Joscha ; Breitenlechner, Max ; Scharler, Johann. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:114-130.

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2023Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767.

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2024Does the Fed Adhere to its Mandate? Estimating the Federal Reserves Objective Function. (2024). El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202403.

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2023Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). Yilmazkuday, Hakan ; Ohnsorge, Franziska ; Kose, Ayhan M ; Ha, Jongrim. In: Working Papers. RePEc:fiu:wpaper:2301.

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2023Energy Price Shocks and Current Account Balances: Evidence from Emerging Market and Developing Economies. (2023). YILMAZKUDAY, HAKAN ; Lebrand, Mathilde ; Vasishtha, Garima. In: Working Papers. RePEc:fiu:wpaper:2305.

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2024Financial Contagion of the Russian Stock Market from the European Stock Market During the COVID-19 Pandemic. (2024). Yu, Dmitry. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:240202:p:27-42.

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2023Knowledge Discovery to Support WTI Crude Oil Price Risk Management. (2023). Duda, Jerzy ; Basiura, Beata ; Skalna, Iwona ; Amasz, Bartosz ; Puka, Radosaw. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3486-:d:1125089.

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2024Volatility Spillovers among Sovereign Credit Default Swaps of Emerging Economies and Their Determinants. (2024). Almeshal, Khalid ; Naifar, Nader ; Aljarba, Shumok. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:4:p:71-:d:1380251.

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2023Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277.

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2023Have Credit Card Services Become Important to Monetary Aggregation? An Application of Sign Restricted Bayesian VAR. (2023). Park, Hyun ; Barnett, William. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202304.

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2023Macroeconomic effects of oil price shocks on an emerging market economy. (2023). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09445-w.

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2023Explaining macroeconomic fluctuations in Ethiopia: the role of monetary and fiscal policies. (2023). Hawitibo, Alemu Lambamo. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09459-4.

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2023Understanding the Global Drivers of Inflation: How Important are Oil Prices?. (2023). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Ohnsorge, Franziska ; Kose, Ayhan M. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2301.

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2023Capital Inflows and Income Inequality:Evidence from Panel VAR Approach. (2023). Yun, Jinyeong. In: MAGKS Papers on Economics. RePEc:mar:magkse:202322.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310.

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2023The impact of demand and supply shocks on inflation. Evidence for the US and the Euro area. (2023). Dreger, Christian. In: MPRA Paper. RePEc:pra:mprapa:116316.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347.

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2023The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355.

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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.
[Full Text][Citation analysis]		article563
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 563		paper
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 563		paper
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article99
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]		article7
2004CURRENCY MARKET CONTAGION IN THE ASIA-PACIFIC REGION In: Australian Economic Papers.
[Full Text][Citation analysis]		article23
2010Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? In: The Economic Record.
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2009Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?.(2009) In: CAMA Working Papers.
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2019News and Notices In: The Economic Record.
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2020Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics.
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2019Transmission of a resource boom: The case of Australia.(2019) In: CAMA Working Papers.
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2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
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2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
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2004Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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2004Empirical Modeling of Contagion: A Review of Methodologies.(2004) In: IMF Working Papers.
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2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
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2009Multivariate contagion and interdependence In: Journal of Asian Economics.
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2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
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2007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers.
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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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2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
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2022Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters.
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2021Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers.
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2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
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2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
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2003Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002.(2003) In: Departmental Working Papers.
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2014Financial contagion and asset pricing In: Journal of Banking & Finance.
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2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
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2013Currency intervention: A case study of an emerging market In: Journal of International Money and Finance.
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2012Currency Intervention: A Case Study of an Emerging Market.(2012) In: CAMA Working Papers.
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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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2008Commodity currencies and currency commodities In: Resources Policy.
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2006COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers.
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2006Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers.
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2006A Web Of Shocks: Crises Across Asian Real Estate Markets.(2006) In: The Journal of Real Estate Finance and Economics.
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2005SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers.
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2005SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH In: CAMA Working Papers.
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2006ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers.
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2006MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers.
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2008Monetary Policy in Illiquid Markets: Options for a Small Open Economy.(2008) In: Open Economies Review.
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2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
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2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
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2011Actually This Time Is Different In: CAMA Working Papers.
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2013A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers.
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2013Chinese Resource Demand and the Natural Resource Supplier In: CAMA Working Papers.
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2014Chinese resource demand and the natural resource supplier.(2014) In: Applied Economics.
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2013Chinese resource demand and the natural resource supplier.(2013) In: Working Papers.
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2014Extremal Dependence and Contagion In: CAMA Working Papers.
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2015Extremal dependence tests for contagion In: CAMA Working Papers.
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2018Extremal dependence tests for contagion.(2018) In: Econometric Reviews.
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2016Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach.(2016) In: Applied Economics.
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2017Joint tests of contagion with applications to financial crises In: CAMA Working Papers.
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2017Joint tests of contagion with applications to financial crises.(2017) In: CAMA Working Papers.
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2018Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy In: CAMA Working Papers.
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2020Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market In: CAMA Working Papers.
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2011Financial Crises Propagation In: Contemporary Studies in Economic and Financial Analysis.
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2002International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse In: IMF Working Papers.
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2003Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers.
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2003Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises In: IMF Working Papers.
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2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
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2011Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue.
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2000A Multi-Country Structural VAR Model In: Departmental Working Papers.
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2007Some Issues in Using Sign Restrictions for Identifying Structural VARs In: NCER Working Paper Series.
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2022Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence In: RBA Annual Conference Papers.
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2010Introduction to Inflation in an Era of Relative Price Shocks In: RBA Annual Conference Volume (Discontinued).
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2003Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? In: Australian Journal of Management.
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2004International demand and liquidity shocks in a SVAR model of the Australian economy In: Applied Economics.
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2019Joint tests of contagion with applications In: Quantitative Finance.
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2006Correlation, Contagion, and Asian Evidence In: Asian Economic Papers.
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2011Sovereign Wealth Funds in an Evolving Global Financial System In: World Scientific Book Chapters.
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