Renee A. Fry-McKibbin : Citation Profile

Are you Renee A. Fry-McKibbin?

Australian National University

20

H index

29

i10 index

1955

Citations

RESEARCH PRODUCTION:

32

Articles

46

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 88
   Journals where Renee A. Fry-McKibbin has often published
   Relations with other researchers
   Recent citing documents: 62.    Total self citations: 49 (2.45 %)

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   Permalink: http://citec.repec.org/pfr116
   Updated: 2024-01-16    RAS profile: 2023-07-25    
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Relations with other researchers

Works with:

Hsiao, Cody Yu-Ling (5)

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:

Vespignani, Joaquin (32)

Flavin, Thomas (32)

Hsiao, Cody Yu-Ling (30)

Mahadeo, Scott (27)

Eickmeier, Sandra (26)

Kilian, Lutz (25)

Panopoulou, Ekaterini (24)

Legrenzi, Gabriella (18)

GUPTA, RANGAN (18)

Peersman, Gert (17)

Tabak, Benjamin (15)

Cites to:

Kaminsky, Graciela (67)

Martin, Vance (63)

Reinhart, Carmen (59)

Bekaert, Geert (39)

Rose, Andrew (36)

Diebold, Francis (34)

Pesaran, Mohammad (33)

Schmukler, Sergio (32)

Harvey, Campbell (29)

pagan, adrian (29)

Tang, Chrismin (28)

Main data

Where Renee A. Fry-McKibbin has published?

Journals with more than one article published# docs
Applied Economics3
The Economic Record2
Quantitative Finance2
Open Economies Review2
Australian Economic Papers2
Journal of Banking & Finance2
The North American Journal of Economics and 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 (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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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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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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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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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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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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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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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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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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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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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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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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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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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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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 ; Vasishtha, Garima ; Lebrand, Mathilde. In: Working Papers. RePEc:fiu:wpaper:2305.

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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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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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2023How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2023). Panagiotidis, Theodore ; Bampinas, Georgios. In: MPRA Paper. RePEc:pra:mprapa:117094.

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2023The Effects of Disaggregate Oil Shocks on Aggregate Expected Skewness of the United States. (2023). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202302.

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2023Decomposing Supply and Demand Driven Inflation. (2023). Shapiro, Adam Hale. In: RBA Annual Conference Papers. RePEc:rba:rbaacp:acp2023-03.

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2023A Bayesian DSGE Approach to Modelling Cryptocurrency. (). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Review of Economic Dynamics. RePEc:red:issued:21-87.

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2023Comparative Study of ASEAN Research Productivity. (2023). Wicaksono, Hendro ; Lutfian, Muhammad Vinka ; Muqaffi, Humam Nur ; Putra, Rizky Ananda ; Sukoco, Badri Munir. In: SAGE Open. RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440221145157.

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2023External Commodity Shocks and the Insulating Role of Fiscal Policy on Real Output: Evidence from a Commodity-Exporting Economy. (2023). Luvsannyam, Davaajargal ; Pontines, Victor. In: Working Papers. RePEc:sea:wpaper:wp51.

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2023G-multipliers in Canada: How large? And Why?. (2021). Khan, Hashmat ; Rouillard, Jean-Franois ; Richard, Patrick ; Dabire, Fabrice. In: Cahiers de recherche. RePEc:shr:wpaper:21-01.

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2023Changing vulnerability in Asia: contagion and spillovers. (2023). Volkov, Vladimir ; Dungey, Mardi ; Kangogo, Moses. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02322-5.

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2023Bayesian VARs of the U.S. economy before and during the pandemic. (2023). Sznajderska, Anna ; Haug, Alfred A. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:2:d:10.1007_s40822-023-00229-9.

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2023Intelligent design: stablecoins (in)stability and collateral during market turbulence. (2023). Galati, Luca ; Webb, Alexander ; Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00492-4.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

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2023Dornbusch’s overshooting and the systematic component of monetary policy in SOE-SVARs. (2023). Javed, Naveed ; Groshenny, Nicolas. In: TEPP Working Paper. RePEc:tep:teppwp:wp23-08.

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2023Oil and US stock market shocks: Implications for Canadian equities. (2023). Mahadeo, Scott ; Heinlein, Reinhold. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:56:y:2023:i:1:p:247-287.

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2023UNCERTAINTY AND MONETARY POLICY DURING THE GREAT RECESSION. (2023). Caggiano, Giovanni ; Castelnuovo, Efrem ; Pellegrino, Giovanni. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:2:p:577-606.

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2023Another look at contagion across United States and European financial markets: Evidence from the credit default swaps markets. (2023). Apergis, Nicholas ; Tsionas, Mike G. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:1137-1155.

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2023Contagion between selected European indexes during the Covid-19 pandemic. (2023). Syrek, Robert ; Gurgul, Henryk. In: Operations Research and Decisions. RePEc:wut:journl:v:33:y:2023:i:1:p:47-59:id:4.

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2023Determinants of Inflation Targeting: A Survey of Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271121.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: EconStor Preprints. RePEc:zbw:esprep:271122.

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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]		article529
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: 529		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: 529		paper
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article90
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.
[Full Text][Citation analysis]		article16
2009Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?.(2009) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 16		paper
2019News and Notices In: The Economic Record.
[Full Text][Citation analysis]		article0
2020Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2019Transmission of a resource boom: The case of Australia.(2019) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper347
2004Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings.
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This paper has nother version. Agregated cites: 347		paper
2004Empirical Modeling of Contagion: A Review of Methodologies.(2004) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 347		paper
2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 347		article
2009Multivariate contagion and interdependence In: Journal of Asian Economics.
[Full Text][Citation analysis]		article32
2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
[Full Text][Citation analysis]		article83
2007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 83		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]		article29
2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article10
2022Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2021Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
[Full Text][Citation analysis]		article77
2004Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal.
[Full Text][Citation analysis]		article6
2003Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002.(2003) In: Departmental Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Measuring financial interdependence in asset markets with an application to eurozone equities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article21
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 21		paper
2013Currency intervention: A case study of an emerging market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2012Currency Intervention: A Case Study of an Emerging Market.(2012) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 5		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]		article3
2008Commodity currencies and currency commodities In: Resources Policy.
[Full Text][Citation analysis]		article47
2006COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 47		paper
2006Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers.
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This paper has nother version. Agregated cites: 47		paper
2021Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
[Full Text][Citation analysis]		paper40
2006A Web Of Shocks: Crises Across Asian Real Estate Markets.(2006) In: The Journal of Real Estate Finance and Economics.
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This paper has nother version. Agregated cites: 40		article
2005SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2005SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH In: CAMA Working Papers.
[Full Text][Citation analysis]		paper47
2006ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers.
[Full Text][Citation analysis]		paper4
2006MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers.
[Full Text][Citation analysis]		paper12
2008Monetary Policy in Illiquid Markets: Options for a Small Open Economy.(2008) In: Open Economies Review.
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This paper has nother version. Agregated cites: 12		article
2008A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS In: CAMA Working Papers.
[Full Text][Citation analysis]		paper10
2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper54
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
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This paper has nother version. Agregated cites: 54		paper
2011Actually This Time Is Different In: CAMA Working Papers.
[Full Text][Citation analysis]		paper11
2013A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2013Chinese Resource Demand and the Natural Resource Supplier In: CAMA Working Papers.
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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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2014Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis In: CAMA Working Papers.
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2014Extremal Dependence and Contagion In: CAMA Working Papers.
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2014Does Inflation Targeting Outperform Alternative Policies during Global Downturns? 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 US monetary policy shocks during financial crises - A threshold vector autoregression approach In: CAMA Working Papers.
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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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2017Recovery from Dutch Disease In: CAMA Working Papers.
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2018Measuring financial interdependence in asset returns with an application to euro zone equities 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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2020Capital market liberalization and equity market interdependence In: CAMA Working Papers.
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2021How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility 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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