Renee A. Fry-McKibbin : Citation Profile


Are you Renee A. Fry-McKibbin?

Australian National University

19

H index

25

i10 index

1493

Citations

RESEARCH PRODUCTION:

31

Articles

45

Papers

1

Books

3

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 71
   Journals where Renee A. Fry-McKibbin has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 45 (2.93 %)

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   Permalink: http://citec.repec.org/pfr116
   Updated: 2021-09-11    RAS profile: 2021-05-25    
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Relations with other researchers


Works with:

Hsiao, Cody Yu-Ling (8)

Zheng, Jasmine (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 (35)

Flavin, Thomas (31)

Vespignani, Joaquin (27)

Panopoulou, Ekaterini (24)

Eickmeier, Sandra (22)

McAleer, Michael (19)

Kilian, Lutz (17)

Peersman, Gert (17)

Wong, Wing-Keung (16)

Chang, Chia-Lin (15)

Hsiao, Cody Yu-Ling (14)

Cites to:

Kaminsky, Graciela (62)

Dungey, Mardi (56)

Martin, Vance (54)

Reinhart, Carmen (44)

Bekaert, Geert (34)

Schmukler, Sergio (31)

Rose, Andrew (29)

Pesaran, M (28)

Harvey, Campbell (25)

Tang, Chrismin (25)

Diebold, Francis (23)

Main data


Where Renee A. Fry-McKibbin has published?


Journals with more than one article published# docs
Applied Economics3
The North American Journal of Economics and Finance2
Quantitative Finance2
The Economic Record2
Open Economies Review2
Australian Economic Papers2
Studies in Nonlinear Dynamics & Econometrics2
Journal of Banking & Finance2

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 (2021 and 2020)


YearTitle of citing document
2020Uncertainty and Monetary Policy during Extreme Events. (2020). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2020-11.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: Economics Working Papers. RePEc:aah:aarhec:2021-05.

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2020Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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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.

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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.

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2020A comprehensive view of the manifestations of aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal. (2020). Jianu, Ionut. In: Papers. RePEc:arx:papers:2007.11439.

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2021Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach. (2021). Alam, Masud. In: Papers. RePEc:arx:papers:2106.10844.

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2020On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity. (2020). Hipp, Ruben. In: Staff Working Papers. RePEc:bca:bocawp:20-42.

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2021A BVAR toolkit to assess macrofinancial risks in Brazil and Mexico. (2021). Molina, Luis ; Campos, Rodolfo ; Berganza, Juan Carlos ; Andres-Escayola, Erik. In: Occasional Papers. RePEc:bde:opaper:2114.

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2020How does Financial Vulnerability amplify Housing and Credit Shocks?. (2020). Scalone, Valerio ; Couaillier, Cyril. In: Working papers. RePEc:bfr:banfra:763.

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2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2020Country-level effects of the ECB’s expanded asset purchase programme. (2020). Zlobins, Andrejs. In: Baltic Journal of Economics. RePEc:bic:journl:v:20:y:2020:i:2:p:187-217.

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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.

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

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2020Growth Shocks in the United States and China: Effects on Australias Growth. (2020). Kim, David ; Huh, Hyeonseung ; Fisher, Lance A. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:185-203.

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2020Making Fiscal Adjustments Using Event Probability Forecasts in OECD Countries. (2020). Ong, Kian ; Lee, Kevin ; Shields, Kalvinder K. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:294-313.

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2020Bank loan supply shocks and alternative financing of non‐financial corporations in the euro area. (2020). Mandler, Martin ; Scharnagl, Michael. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:126-150.

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2020On the Time‐Varying Effects of Economic Policy Uncertainty on the US Economy. (2020). Schlosser, Alexander ; Pruser, Jan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:5:p:1217-1237.

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2020Tipping the scale? The workings of monetary policy through trade. (2020). Adler, Gustavo ; Buitron, Carolina Osorio. In: Review of International Economics. RePEc:bla:reviec:v:28:y:2020:i:3:p:744-759.

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2020Global impact of loss of confidence in Asian emerging markets. (2020). Fernando, Roshen. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:1907-1927.

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2020The Impact of Monetary Policy on Leading Variables for Financial Stability in Norway. (2020). Wieslander, Harald ; Olsen, Helene. In: Working Papers. RePEc:bny:wpaper:0085.

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2020Combining sign and parametric restrictions in SVARs by utilising Givens rotations. (2020). Huh, Hyeon-seung ; Hyeon-Seung, Huh ; Lance, Fisher. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:19:n:6.

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2021Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86.

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2020A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20114.

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

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2020Energy Contagion in the COVID-19 Crisis. (2020). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8345.

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2020Uncertainty and Monetary Policy during Extreme Events. (2020). Castelnuovo, Efrem ; Caggiano, Giovanni ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8561.

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2021Uncertainty and Monetary Policy during the Great Recession. (2021). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8985.

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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.

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

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

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2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

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2020Global commodity prices and global stock market volatility shocks: Effects across countries. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Kang, Wensheng . In: Journal of Asian Economics. RePEc:eee:asieco:v:71:y:2020:i:c:s1049007820301299.

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2020Trade effects of silver price fluctuations in 19th-century China: A macro approach. (2020). Zhang, Lin ; El-Shagi, Makram. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x2030119x.

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2020An assessment of contagion risks in the banking system using non-parametric and Copula approaches. (2020). Duong, Duy ; Nguyen, Sang Phu ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:105-116.

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2020Financial constraints and inflation in Latin America: The impacts of bond financing and depreciations on supply inflation. (2020). Pagliacci, Carolina. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:68:y:2020:i:c:p:379-397.

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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.

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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.

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2020Is the exchange rate a shock absorber or a source of shocks? Evidence from the U.S.. (2020). Sun, Wei ; De, Kuhelika. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:1-9.

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2020The changing nature of the real exchange rate: The role of central bank preferences. (2020). Caputo, Rodrigo ; Pedersen, Michael. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:445-464.

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2020Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy. (2020). Giri, Federico ; Gallegati, Mauro ; Grilli, Ruggero. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:633-645.

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2020Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S.. (2020). Zong, LU ; Wang, Peiwan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940819302864.

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2021Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach. (2021). Ravazzolo, Francesco ; GUPTA, RANGAN ; Caporin, Massimiliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302291.

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2021Empirical asset pricing with multi-period disaster risk: A simulation-based approach. (2021). Grammig, Joachim ; Sonksen, Jantje. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:805-832.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2020Mildly explosive dynamics in U.S. fixed income markets. (2020). Guidolin, Massimo ; De Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:712-724.

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2020An analysis of the global oil market using SVARMA models. (2020). Raghavan, Mala. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s014098831930430x.

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2020Financial liquidity, geopolitics, and oil prices. (2020). Abdel-Latif, Hany ; El-Gamal, Mahmoud. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319302634.

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2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244.

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2021Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions. (2021). Stern, David ; Moneta, Alessio ; Bruns, Stephan B. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000633.

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2020The stability of U.S. economic policy: Does it really matter for oil price?. (2020). Su, Chi-Wei ; Qin, Meng ; Tao, Ran ; Hao, Lin-Na. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304229.

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2021Time-varying impact of oil shocks on trade balances: Evidence using the TVP-VAR model. (2021). Nugent, Jeffrey B ; Atik, Abdurrahman Nazif ; Balli, Esra. In: Energy. RePEc:eee:energy:v:217:y:2021:i:c:s0360544220324841.

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2021Decomposing the U.S. Great Depression: How important were loan supply shocks?. (2021). Scharler, Johann ; Mathy, Gabriel P ; Breitenlechner, Max. In: Explorations in Economic History. RePEc:eee:exehis:v:79:y:2021:i:c:s0014498320300814.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2020Changes in the effects of bank lending shocks and development of public debt markets. (2020). Choi, Sangyup. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318309449.

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2020Uncertainty matters: Evidence from close elections. (2020). Redl, Chris. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300155.

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2020The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40.

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2021Causal and frequency analyses of purchasing power parity. (2021). Nagayasu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068.

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2020Are banking shocks contagious? Evidence from the eurozone. (2020). Lagoa-Varela, Dolores ; Flavin, Thomas J ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618301572.

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2020Identifying the risk-Taking channel of monetary transmission and the connection to economic activity. (2020). Segev, Nimrod. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301163.

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2020Housing market shocks in italy: A GVAR approach. (2020). Parla, Fabio ; cipollini, andrea. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300437.

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2021Land leverage and the housing market: Evidence from Germany1. (2021). Kajuth, Florian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:51:y:2021:i:c:s1051137720300826.

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2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach. (2020). Elizondo, Rocio ; Carrillo, Julio ; Hernandez-Roman, Luis G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s026156061930018x.

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2020Inflation and exchange rate pass-through. (2020). YILMAZKUDAY, HAKAN ; Ha, Jongrim ; Stocker, Marc M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:105:y:2020:i:c:s0261560620301431.

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2020The third round of euro area enlargement: Are the candidates ready?. (2020). Kunovac, Davor ; Kotarac, Karlo ; Deskar-Krbi, Milan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301613.

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2021The joint effects of economic policy uncertainty and firm characteristics on capital structure: Evidence from US firms. (2021). Li, Xiao-Ming ; Qiu, Mei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302357.

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2021Interconnectedness in the global financial market. (2021). Raddant, Matthias ; Kenett, Dror Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302369.

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2021What drives the commodity-sovereign risk dependence in emerging market economies?. (2021). Giessler, Stefan ; Eichler, Stefan ; Boehm, Hannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302643.

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2021Cross-border bank funding and lending in a monetary union: Evidence from Slovenia. (2021). Lozej, Matija ; Herman, Uros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000255.

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2020The impact of fiscal shocks on real GDP and income inequality: What do Australian data say?. (2020). Selvanathan, EA ; Gunasinghe, Chandika ; Forster, John ; Naranpanawa, Athula. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:2:p:250-270.

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2020The impact of euro Area monetary policy on Central and Eastern Europe. (2020). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Soa. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:6:p:1310-1333.

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2021Zero Lower Bound and negative interest rates: Choices for monetary policy in the UK. (2021). Nasir, Muhammad Ali. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:1:p:200-229.

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2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic. (2021). Singh, Vik ; Roca, Eduardo ; Li, Bin. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:43:y:2021:i:2:p:253-277.

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2020Commodity terms of trade shocks and real effective exchange rate dynamics in Africas commodity-exporting countries. (2020). Yacouba, kassouri ; Altinta, Halil ; Kassouri, Yacouba. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301501.

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2020Indigenous employees’ perceptions of the strategies used by mining employers to promote their recruitment, integration and retention. (2020). Beaudoin, Jean-Michel ; Asselin, Hugo ; Caron, Joanie. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301586.

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2021Financial contagion between the financial and the mining industries – Empirical evidence based on the symmetric and asymmetric CoVaR approach. (2021). Jonek-Kowalska, Izabela ; Jurkowska, Aleksandra ; Fijorek, Kamil. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309934.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2021New test of contagion with application on the Brexit referendum. (2021). Kevin, Ka Kwan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:564:y:2021:i:c:s0378437120307810.

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2021The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry. (2021). Hsiao, Cody Yu-Ling ; Sheng, NI ; Wei, Xinyang ; Ai, Dan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:74-86.

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2021A joint test of policy contagion with application to the solar sector. (2021). Shao, Chengwu ; Sheng, NI ; Wei, Xinyang ; Hsiao, Cody Yu-Ling. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:141:y:2021:i:c:s1364032121000587.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2021Time-varying interactions between geopolitical risks and renewable energy consumption. (2021). Wu, Yanrui ; Cai, Yifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:116-137.

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2020The effect of fuel prices on traffic flows: Evidence from New South Wales. (2020). Burke, Paul ; Zhang, Tong. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:141:y:2020:i:c:p:502-522.

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2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

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2020Facts and Fiction in Oil Market Modeling. (2019). Kilian, Lutz. In: Working Papers. RePEc:fip:feddwp:1907.

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2020Joint Bayesian Inference about Impulse Responses in VAR Models. (2020). Kilian, Lutz ; Inoue, Atsushi. In: Working Papers. RePEc:fip:feddwp:88408.

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2020Review on Efficiency and Anomalies in Stock Markets. (2020). McAleer, Michael ; Woo, Kai-Yin ; Wong, Wing-Keung ; Mai, Chulin. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:20-:d:331591.

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2021Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). Kanapickiene, Rasa ; Teresiene, Deimante ; Jurksas, Linas. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:1:p:35-:d:514849.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2020Relationship between International Reserves and FX Rate Movements. (2020). Yoon, Seong-Min ; Lee, Yeonjeong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:17:p:6961-:d:404583.

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2020A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network. (2020). Zhang, Chen ; Yun, PO ; Wagan, Zulfiqar Ali ; Yang, Xianzi ; Wu, Yaqi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:1869-:d:327195.

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2020A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2020). Kohler, Karsten ; Calvert Jump, Robert. In: Greenwich Papers in Political Economy. RePEc:gpe:wpaper:30959.

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2020Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404.

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2020Industrial Impact of Economic Uncertainty Shocks in Australia. (2020). Vespignani, Joaquin ; Burrell, Hamish. In: Working Papers. RePEc:hal:wpaper:hal-03053360.

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2020Revising the Impact of Global Commodity Prices and Global Stock Market Volatility Shocks: Effects across Countries*. (2020). Vespignani, Joaquin ; Ratti, Ronald ; Bd, Ronald Ratti ; Kang, Wensheng . In: Working Papers. RePEc:hal:wpaper:hal-03071532.

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2020Mildly Explosive Dynamics in U.S. Fixed Income Markets. (2020). Guidolin, Massimo ; de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio. In: Working Papers. RePEc:igi:igierp:667.

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2020Measuring Output Gap: Is It Worth Your Time?. (2020). Gornicka, Lucyna ; Chen, Jiaqian. In: IMF Working Papers. RePEc:imf:imfwpa:2020/024.

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2020How Repayments Manipulate Our Perceptions about Loan Dynamics after a Boom. (2020). Falagiarda, Matteo ; Matteo, Falagiarda ; Ramon, Adalid. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:240:y:2020:i:6:p:697-742:n:3.

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2020Financial Integration in the GCC Region: Market Size Versus National Effects. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Arin, Kerim ; Kyriacou, Kyriacos. In: Open Economies Review. RePEc:kap:openec:v:31:y:2020:i:2:d:10.1007_s11079-019-09554-6.

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2021Testing stock market contagion properties between large and small stock markets. (2021). Su, Ender. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00942-5.

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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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article407
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: 407
paper
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: NCER Working Paper Series.
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This paper has another version. Agregated cites: 407
paper
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
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article66
2020Comments on Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines In: BIS Papers chapters.
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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.
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article22
2010Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? In: The Economic Record.
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article8
2009Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?.(2009) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 8
paper
2019News and Notices In: The Economic Record.
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article0
2020Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics.
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article2
2019Transmission of a resource boom: The case of Australia.(2019) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 2
paper
2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
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article3
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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paper314
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: 314
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: 314
paper
2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 314
article
2009Multivariate contagion and interdependence In: Journal of Asian Economics.
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article28
2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
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article59
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: 59
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]
article25
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]
article62
2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
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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
2021Measuring financial interdependence in asset markets with an application to eurozone equities In: Journal of Banking & Finance.
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article0
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
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article15
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 15
paper
2013Currency intervention: A case study of an emerging market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article4
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: 4
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.
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article35
2006COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2006Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
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paper37
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: 37
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.
[Full Text][Citation analysis]
paper24
2006ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers.
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paper3
2006MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers.
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paper11
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: 11
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]
paper48
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48
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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paper21
2014Chinese resource demand and the natural resource supplier.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
article
2013Chinese resource demand and the natural resource supplier.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 21
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.
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paper2
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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paper25
2018Extremal dependence tests for contagion.(2018) In: Econometric Reviews.
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This paper has another version. Agregated cites: 25
article
2016Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach In: CAMA Working Papers.
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paper19
2016Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach.(2016) In: Applied Economics.
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This paper has another version. Agregated cites: 19
article
2017Joint tests of contagion with applications to financial crises In: CAMA Working Papers.
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paper2
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: 2
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
2020Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market In: CAMA Working Papers.
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paper0
2020Capital market liberalization and equity market interdependence In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2021How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2021Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic 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]
paper21
2003Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers.
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paper10
2003Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises In: IMF Working Papers.
[Full Text][Citation analysis]
paper8
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
[Full Text][Citation analysis]
article23
2011Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue.
[Citation analysis]
book19
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.
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paper98
In: .
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paper0
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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article19
2004International demand and liquidity shocks in a SVAR model of the Australian economy In: Applied Economics.
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article1
2019Joint tests of contagion with applications In: Quantitative Finance.
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article2
2006Correlation, Contagion, and Asian Evidence In: Asian Economic Papers.
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article17
2011Sovereign Wealth Funds in an Evolving Global Financial System In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team