20
H index
29
i10 index
1942
Citations
Renee A. Fry-McKibbin : Citation Profile
Australian National University | RESEARCH PRODUCTION: 32 Articles 46 Papers 1 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2000 - 2022). Relations with other researchers
Works with: 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:
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Main data
Where Renee A. Fry-McKibbin has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 3 |
| Australian Economic Papers | 2 |
| Quantitative Finance | 2 |
| Journal of Banking & Finance | 2 |
| The Economic Record | 2 |
| Open Economies Review | 2 |
| The North American Journal of Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IMF Working Papers / International Monetary Fund | 5 |
| NCER Working Paper Series / National Centre for Econometric Research | 2 |
Recent works citing Renee A. Fry-McKibbin (2023 and 2022)
| Year | Title of citing document | |
|---|---|---|
| 2023 | Trade with Correlation. (2023). Ramondo, Natalia ; Lind, Nelson. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:317-53. Full description at Econpapers || Download paper | |
| 2022 | The Decline of the Labor Share: New Empirical Evidence. (2022). Maffei-Faccioli, Nicolo ; Furlanetto, Francesco ; Bergholt, Drago . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:3:p:163-98. Full description at Econpapers || Download paper | |
| 2022 | Effects of Monetary Policy on Bank’s Credit Dynamics in Tanzania. (2022). Mlamka, Bonaventura ; Mwankemwa, Lusajo P. In: African Journal of Economic Review. RePEc:ags:afjecr:320579. Full description at Econpapers || Download paper | |
| 2023 | Analysis 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. Full description at Econpapers || Download paper | |
| 2022 | Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263. Full description at Econpapers || Download paper | |
| 2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474. Full description at Econpapers || Download paper | |
| 2022 | The response of private investment to an increase in public investment. (2022). Urtasun, Alberto ; Leiva-Leon, Danilo ; Alloza, Mario. In: Economic Bulletin. RePEc:bde:journl:y:2022:i:02:d:aa:n:11. Full description at Econpapers || Download paper | |
| 2022 | What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2022 | Property price dynamics and asymmetric effects of economic policy uncertainty: New evidence from the Australian capital cities. (2022). Dimovski, William ; Ali, Huson Joher ; Wadud, Ikm Mokhtarul. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:4:p:4359-4380. Full description at Econpapers || Download paper | |
| 2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
| 2022 | Potential 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. Full description at Econpapers || Download paper | |
| 2022 | Government Spending Multipliers in Times of Tight and Loose Monetary Policy in New Zealand. (2022). Power, India ; Haug, Alfred A. In: The Economic Record. RePEc:bla:ecorec:v:98:y:2022:i:322:p:249-270. Full description at Econpapers || Download paper | |
| 2023 | House 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. Full description at Econpapers || Download paper | |
| 2022 | International joint ventures, technology licensing and ownership structure. (2022). Beladi, Hamid ; Lee, Tan ; Hu, May. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:18:y:2022:i:4:p:423-439. Full description at Econpapers || Download paper | |
| 2022 | Three Basic Issues that Arise when Using Informational Restrictions in SVARs. (2022). pagan, adrian ; Ouliaris, Sam. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:1-20. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | ECB 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. Full description at Econpapers || Download paper | |
| 2022 | White elephants on quicksand: Low oil prices and high geopolitical risk. (2022). Elgamal, Mahmoud ; Abdellatif, Hany. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:1:p:60-107. Full description at Econpapers || Download paper | |
| 2022 | Turning in the widening gyre: monetary and fiscal policy in interwar Britain. (2022). Ronicle, David. In: Bank of England working papers. RePEc:boe:boeewp:0968. Full description at Econpapers || Download paper | |
| 2022 | Identification of Labour Market Shocks. (2021). Diwambuena, Josué ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps86. Full description at Econpapers || Download paper | |
| 2022 | A Structural Analysis of Unemployment-Generating Supply Shocks with an Application to the US Pharmaceutical Industry. (2022). Ravazzolo, Francesco ; Boni, Sara. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps94. Full description at Econpapers || Download paper | |
| 2022 | Commodity Price Effects on Currencies. (2022). Wang, Wenhao ; Cheung, Yin-Wong. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9967. Full description at Econpapers || Download paper | |
| 2022 | Stocks, Bonds and the US Dollar - Measuring Domestic and International Market Developments in an Emerging Market. (2022). Eterovic, Dalibor. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:964. Full description at Econpapers || Download paper | |
| 2023 | Disentangling 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. Full description at Econpapers || Download paper | |
| 2022 | Commodity currencies revisited: The role of global commodity price uncertainty. (2022). Ferrara, Laurent ; Karadimitropoulou, Aikaterina ; Triantafyllou, Athanasios ; Bermpei, Theodora. In: EconomiX Working Papers. RePEc:drm:wpaper:2022-24. Full description at Econpapers || Download paper | |
| 2022 | The current account and monetary policy in the euro area. (2022). Schuler, Tobias ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20222696. Full description at Econpapers || Download paper | |
| 2022 | The Indirect Effects of Oil Price on Consumption through Assets. (2022). Dowlatabadi, Ehsan Mohaghegh ; Javad, Seyed Mohammad ; Torki, Leila ; Razmi, Seyedeh Fatemeh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-29. Full description at Econpapers || Download paper | |
| 2022 | Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100. Full description at Econpapers || Download paper | |
| 2022 | A unified approach for jointly estimating the business and financial cycle, and the role of financial factors. (2022). Wong, Benjamin ; Richter, Julia ; Berger, Tino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000203. Full description at Econpapers || Download paper | |
| 2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2023 | Point 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. Full description at Econpapers || Download paper | |
| 2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper | |
| 2022 | Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013. Full description at Econpapers || Download paper | |
| 2022 | The impact of COVID-19 on commodity options market: Evidence from China. (2022). Xu, Hao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002395. Full description at Econpapers || Download paper | |
| 2022 | Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042. Full description at Econpapers || Download paper | |
| 2022 | Contagion testing in frontier markets under alternative stressful S&P 500 market scenarios. (2022). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002229. Full description at Econpapers || Download paper | |
| 2022 | The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432. Full description at Econpapers || Download paper | |
| 2022 | Joint Bayesian inference about impulse responses in VAR models. (2022). Kilian, Lutz ; Inoue, Atsushi. In: Journal of Econometrics. RePEc:eee:econom:v:231:y:2022:i:2:p:457-476. Full description at Econpapers || Download paper | |
| 2022 | Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks. (2022). Fanelli, Luca ; Marsi, Antonio. In: European Economic Review. RePEc:eee:eecrev:v:150:y:2022:i:c:s0014292122001696. Full description at Econpapers || Download paper | |
| 2023 | Financial 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. Full description at Econpapers || Download paper | |
| 2022 | Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies. (2022). , Christina ; Lai, Kee-Hung ; Tian, Tingting. In: Energy Policy. RePEc:eee:enepol:v:169:y:2022:i:c:s0301421522004153. Full description at Econpapers || Download paper | |
| 2023 | Evaluations 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. Full description at Econpapers || Download paper | |
| 2022 | Evaluation of contagious effects of Chinas wind power industrial policies. (2022). Wei, Xinyang ; Fu, Shenze ; Sheng, NI ; Hsiao, Cody Yu-Ling. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s0360544221020089. Full description at Econpapers || Download paper | |
| 2022 | A history of aggregate demand and supply shocks for the United Kingdom, 1900 to 2016. (2022). Kohler, Karsten ; Calvert Jump, Robert. In: Explorations in Economic History. RePEc:eee:exehis:v:85:y:2022:i:c:s001449832200016x. Full description at Econpapers || Download paper | |
| 2022 | Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x. Full description at Econpapers || Download paper | |
| 2023 | Stock–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. Full description at Econpapers || Download paper | |
| 2023 | Co-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. Full description at Econpapers || Download paper | |
| 2022 | Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics. (2022). da Silva, Cristiano ; Matos, Paulo ; Costa, Antonio. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002051. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | What 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. Full description at Econpapers || Download paper | |
| 2022 | Financial shocks, credit spreads, and the international credit channel. (2022). Sokol, Andrej ; Cesa-Bianchi, Ambrogio. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001239. Full description at Econpapers || Download paper | |
| 2022 | Central bank information effects and transatlantic spillovers. (2022). Jarociński, Marek ; Jarociski, Marek. In: Journal of International Economics. RePEc:eee:inecon:v:139:y:2022:i:c:s0022199622001155. Full description at Econpapers || Download paper | |
| 2022 | Portfolio risk and stress across the business cycle. (2022). Chakraborty, Sandip ; Kakani, Ram Kumar ; Sampath, Aravind. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000993. Full description at Econpapers || Download paper | |
| 2023 | Market 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. Full description at Econpapers || Download paper | |
| 2022 | Aggregation bias in tests of the commodity currency hypothesis. (2022). Sercu, Piet ; Kaltwasser, Pablo Rovira ; Bork, Lasse. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003435. Full description at Econpapers || Download paper | |
| 2022 | A leverage-based measure of financial stability. (2022). Tepper, Alexander ; Borowiecki, Karol Jan ; Adrian, Tobias. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:51:y:2022:i:c:s1042957321000085. Full description at Econpapers || Download paper | |
| 2022 | How similar are country- and sector-responses to common shocks within the euro area?. (2022). Sturm, Jan-Egbert ; Streicher, Sina ; Rathke, Alexander. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620302692. Full description at Econpapers || Download paper | |
| 2022 | EME financial conditions: Which global shocks matter?. (2022). Manu, Ana-Simona ; Lodge, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001303. Full description at Econpapers || Download paper | |
| 2022 | The corporate saving glut and the current account in Germany. (2022). Mayer, Eric ; Schuler, Tobias ; Klug, Thorsten. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001662. Full description at Econpapers || Download paper | |
| 2022 | Financial market linkages and the sovereign debt crisis. (2022). Amado, Cristina ; Campos-Martins, Susana. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002473. Full description at Econpapers || Download paper | |
| 2022 | Oil prices, exchange rates and interest rates. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000821. Full description at Econpapers || Download paper | |
| 2023 | Commodity 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. Full description at Econpapers || Download paper | |
| 2022 | Conditional specification of statistical models: Classical models, new developments and challenges. (2022). Sarabia, Jose Maria ; Arnold, Barry C. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21000798. Full description at Econpapers || Download paper | |
| 2022 | Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?. (2022). Maghyereh, Aktham ; Awartani, Basel ; Abdoh, Hussein. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000283. Full description at Econpapers || Download paper | |
| 2023 | A 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. Full description at Econpapers || Download paper | |
| 2022 | Predicting tail events in a RIA-EVT-Copula framework. (2022). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003703. Full description at Econpapers || Download paper | |
| 2022 | The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing. (2022). Yarovaya, Larisa ; Naqvi, Bushra ; Saba, Irum ; Abbas, Syed Kumail ; Mirza, Nawazish. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:276-295. Full description at Econpapers || Download paper | |
| 2023 | What 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. Full description at Econpapers || Download paper | |
| 2022 | Demand-supply imbalance risk and long-term swap spreads. (2022). Venter, Gyuri ; Malkhozov, Aytek ; Hanson, Samuel. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118868. Full description at Econpapers || Download paper | |
| 2022 | Got Milk? The Effect of Export Price Shocks on Exchange Rates. (2022). Stein, Hillary. In: Working Papers. RePEc:fip:fedbwp:95646. Full description at Econpapers || Download paper | |
| 2022 | Decomposing Supply and Demand Driven Inflation. (2022). Shapiro, Adam Hale. In: Working Paper Series. RePEc:fip:fedfwp:94836. Full description at Econpapers || Download paper | |
| 2023 | Understanding 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. Full description at Econpapers || Download paper | |
| 2022 | Financial Contagion of Russian Companies from the Oil Market under the Influence of Sanctions and Pandemic Shock. (2022). Ovcharov, Anton O ; Yu, Marina. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220401:p:8-28. Full description at Econpapers || Download paper | |
| 2022 | Predicting House Prices Using DMA Method: Evidence from Turkey. (2022). Drachal, Krzysztof ; Hacievliyagil, Nuri ; Eksi, Ibrahim Halil. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:3:p:64-:d:768364. Full description at Econpapers || Download paper | |
| 2023 | Knowledge 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. Full description at Econpapers || Download paper | |
| 2022 | Opportunities and Barriers for FinTech in SAARC and ASEAN Countries. (2022). Colombage, Sisira ; McInnes, Angelique ; Imam, Tasadduq ; Grose, Robert. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:77-:d:748296. Full description at Econpapers || Download paper | |
| 2023 | Sovereign 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. Full description at Econpapers || Download paper | |
| 2022 | The Link between Monetary Policy, Stock Prices, and House Prices—Evidence from a Statistical Identification Approach. (2022). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2022:q:5:a:3. Full description at Econpapers || Download paper | |
| 2022 | Macroeconomic effects of systemic stress: a rolling spillover index approach. (2022). Škrinjarić, Tihana ; Skrinjaric, Tihana. In: Public Sector Economics. RePEc:ipf:psejou:v:46:y:2022:i:1:p:109-140. Full description at Econpapers || Download paper | |
| 2022 | 160 Years of Aggregate Supply and Demand in Switzerland. (2022). Stuart, Rebecca. In: IRENE Working Papers. RePEc:irn:wpaper:22-01. Full description at Econpapers || Download paper | |
| 2022 | The Chronology of Brexit and UK Monetary Policy. (2022). Güntner, Jochen ; Gntner, Jochen ; Geiger, Martin. In: Economics working papers. RePEc:jku:econwp:2022-06. Full description at Econpapers || Download paper | |
| 2023 | Have 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. Full description at Econpapers || Download paper | |
| 2023 | Macroeconomic 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. Full description at Econpapers || Download paper | |
| 2023 | Explaining 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. Full description at Econpapers || Download paper | |
| 2022 | Oil price shocks and global liquidity: macroeconomic effects on the Brazilian real. (2022). Mattos, Leonardo Bornacki ; da Silva, Rodrigo. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:19:y:2022:i:4:d:10.1007_s10368-022-00532-x. Full description at Econpapers || Download paper | |
| 2022 | A multicountry measure of comovement and contagion in international markets: definition and applications. (2022). Venezia, Itzhak ; Tessler, Nina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01025-9. Full description at Econpapers || Download paper | |
| 2023 | Understanding 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. Full description at Econpapers || Download paper | |
| 2022 | Regional Integration and Decoupling in the Asia Pacific: A Bayesian Panel VAR Approach. (2022). Davidson, Sharada Nia. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:4:d:10.1057_s41308-022-00174-8. Full description at Econpapers || Download paper | |
| 2022 | Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility. (2022). Rodriguez, Gabriel ; Chavez, Paulo. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00509. Full description at Econpapers || Download paper | |
| 2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116310. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| 2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iwata, Yasuharu ; Iiboshi, Hirokuni. In: MPRA Paper. RePEc:pra:mprapa:116347. Full description at Econpapers || Download paper | |
| 2023 | The Nexus between Public Debt and the Government Spending Multiplier: Fiscal Adjustments Matter. (2023). Iiboshi, Hirokuni ; Iwata, Yasuharu. In: MPRA Paper. RePEc:pra:mprapa:116355. Full description at Econpapers || Download paper | |
| 2022 | Effects of global liquidity and commodity market shocks in a commodity-exporting developing economy. (2022). Luvsannyam, davaajargal ; Doojav, Gan-Ochir ; Enkh-Amgalan, Elbegjargal. In: MPRA Paper. RePEc:pra:mprapa:116831. Full description at Econpapers || Download paper | |
| 2023 | How 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. Full description at Econpapers || Download paper | |
| 2023 | The 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. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
Renee A. Fry-McKibbin has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Renee A. Fry-McKibbin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Sign Restrictions in Structural Vector Autoregressions: A Critical Review In: Journal of Economic Literature. [Full Text][Citation analysis] | article | 526 |
| 2010 | Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 526 | paper | |
| 2010 | Sign Restrictions in Structural Vector Autoregressions: A Critical Review.(2010) In: NCER Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 526 | paper | |
| 2010 | A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 90 |
| 2020 | Comments on Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2003 | International Shocks on Australia – The Japanese Effect In: Australian Economic Papers. [Full Text][Citation analysis] | article | 7 |
| 2004 | CURRENCY MARKET CONTAGION IN THE ASIA?PACIFIC REGION In: Australian Economic Papers. [Full Text][Citation analysis] | article | 23 |
| 2010 | Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? In: The Economic Record. [Full Text][Citation analysis] | article | 16 |
| 2009 | Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?.(2009) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
| 2019 | News and Notices In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2020 | Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 8 |
| 2019 | Transmission of a resource boom: The case of Australia.(2019) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
| 2019 | A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 7 |
| 2004 | Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 346 |
| 2004 | Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
| 2004 | Empirical Modeling of Contagion: A Review of Methodologies.(2004) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | paper | |
| 2005 | Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 346 | article | |
| 2009 | Multivariate contagion and interdependence In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 32 |
| 2009 | The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling. [Full Text][Citation analysis] | article | 81 |
| 2007 | THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 81 | paper | |
| 2007 | Contagion 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] | article | 29 |
| 2018 | Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2022 | Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2021 | Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2006 | Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 78 |
| 2004 | Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 In: Global Finance Journal. [Full Text][Citation analysis] | article | 6 |
| 2003 | Identification 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: 6 | paper | |
| 2021 | Measuring financial interdependence in asset markets with an application to eurozone equities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
| 2014 | Financial contagion and asset pricing In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 21 |
| 2013 | Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
| 2013 | Currency intervention: A case study of an emerging market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2012 | Currency Intervention: A Case Study of an Emerging Market.(2012) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2009 | More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 3 |
| 2008 | Commodity currencies and currency commodities In: Resources Policy. [Full Text][Citation analysis] | article | 47 |
| 2006 | COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2006 | Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 47 | paper | |
| 2021 | Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 5 |
| 2004 | A web of shocks: Crises across Asian real estate market In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 40 |
| 2006 | A 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: 40 | article | |
| 2005 | SHOCKS AND SYSTEMIC INFLUENCES: CONTAGION IN GLOBAL EQUITY MARKETS IN 1998 In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | SOME ISSUES IN USING VARS FOR MACROECONOMETRIC RESEARCH In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 47 |
| 2006 | ENDOGENOUS CONTAGION - A PANEL DATA ANALYSIS In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2006 | MONETARY POLICY IN ILLIQUID MARKETS: OPTIONS FOR A SMALL OPEN ECONOMY In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2008 | Monetary Policy in Illiquid Markets: Options for a Small Open Economy.(2008) In: Open Economies Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2008 | A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2008 | ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 55 |
| 2010 | Are Financial Crises Alike?.(2010) In: IMF Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 55 | paper | |
| 2011 | Actually This Time Is Different In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2013 | A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Chinese Resource Demand and the Natural Resource Supplier In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2014 | Chinese resource demand and the natural resource supplier.(2014) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | article | |
| 2013 | Chinese resource demand and the natural resource supplier.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 27 | paper | |
| 2014 | Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Extremal Dependence and Contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Does Inflation Targeting Outperform Alternative Policies during Global Downturns? In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Extremal dependence tests for contagion In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 35 |
| 2018 | Extremal dependence tests for contagion.(2018) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
| 2016 | Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 26 |
| 2016 | Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
| 2017 | Joint tests of contagion with applications to financial crises In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2017 | Joint tests of contagion with applications to financial crises.(2017) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2017 | Recovery from Dutch Disease In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Measuring financial interdependence in asset returns with an application to euro zone equities In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Capital market liberalization and equity market interdependence In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | How 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] | paper | 1 |
| 2011 | Financial Crises Propagation In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 0 |
| 2002 | International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse In: IMF Working Papers. [Full Text][Citation analysis] | paper | 24 |
| 2003 | Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2003 | Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises In: IMF Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2014 | Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review. [Full Text][Citation analysis] | article | 32 |
| 2011 | Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue. [Citation analysis] | book | 24 |
| 2000 | A Multi-Country Structural VAR Model In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Some Issues in Using Sign Restrictions for Identifying Structural VARs In: NCER Working Paper Series. [Full Text][Citation analysis] | paper | 148 |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| 2022 | Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence In: RBA Annual Conference Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Introduction to Inflation in an Era of Relative Price Shocks In: RBA Annual Conference Volume (Discontinued). [Full Text][Citation analysis] | chapter | 1 |
| 2003 | Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? In: Australian Journal of Management. [Full Text][Citation analysis] | article | 20 |
| 2004 | International demand and liquidity shocks in a SVAR model of the Australian economy In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Joint tests of contagion with applications In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
| 2006 | Correlation, Contagion, and Asian Evidence In: Asian Economic Papers. [Full Text][Citation analysis] | article | 19 |
| 2011 | Sovereign Wealth Funds in an Evolving Global Financial System In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team