Renee A. Fry-McKibbin : Citation Profile

Australian National University

20

H index

33

i10 index

2142

Citations

RESEARCH PRODUCTION:

34

Articles

47

Papers

1

Books

4

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 85
   Journals where Renee A. Fry-McKibbin has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 51 (2.33 %)

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   Permalink: http://citec.repec.org/pfr116
   Updated: 2025-12-20    RAS profile: 2025-10-09    
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Relations with other researchers

Works with:

Greenwood-Nimmo, Matthew (3)

Hsiao, Cody Yu-Ling (3)

Volkov, Vladimir (2)

Martin, Vance (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 (33)

Flavin, Thomas (32)

Hsiao, Cody Yu-Ling (31)

Mahadeo, Scott (27)

Eickmeier, Sandra (26)

Kilian, Lutz (25)

Panopoulou, Ekaterini (24)

GUPTA, RANGAN (23)

Legrenzi, Gabriella (18)

Peersman, Gert (17)

Scharler, Johann (17)

Cites to:

Martin, Vance (79)

Kaminsky, Graciela (67)

Reinhart, Carmen (59)

Rose, Andrew (41)

pagan, adrian (41)

Bekaert, Geert (39)

Diebold, Francis (37)

Pesaran, Mohammad (33)

Schmukler, Sergio (32)

Harvey, Campbell (29)

Tang, Chrismin (28)

Main data

Where Renee A. Fry-McKibbin has published?

Journals with more than one article published# docs
Applied Economics3
Australian Economic Papers2
Quantitative Finance2
Open Economies Review2
The North American Journal of Economics and Finance2
The Economic Record2
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 (2025 and 2024)

YearTitle of citing document
2025Implications of monetary and fiscal policy shocks: evidence from an Eastern European economy. (2025). Vasilca, Miruna ; Cheptis, Alexandra ; Vid, Alin-Ioan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxii:y:2025:i:2(643):p:221-230.

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2025U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314.

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2024Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks. (2024). Yu, Marina. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:2:p:452-475.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2025Stories that (are) Move(d by) Markets: A Causal Exploration of Market Shocks and Semantic Shifts across Different Partisan Groups. (2025). Zohren, Stefan ; Drinkall, Felix ; Pierrehumbert, Janet B ; McMahon, Michael. In: Papers. RePEc:arx:papers:2502.14497.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2025Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29.

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2025The Balance Sheet Channel of Fiscal Policy: Sovereign Exposure and Credit to Firms in the European Periphery. (2025). Thoenissen, Christoph ; Quiroga-Trevino, Miroslava ; Montagnoli, Alberto. In: Working Papers. RePEc:bdm:wpaper:2025-12.

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

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2024Sequencing the COVID‐19 Recession in the USA: What Were the Macroeconomic Drivers?. (2024). Scharler, Johann ; Grndler, Daniel ; Geiger, Martin ; Breitenlechner, Max. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:1:p:119-136.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10930.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Discussion Papers. RePEc:cfm:wpaper:2405.

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2024Geopolitical Risk and Inflation: The Role of Energy Markets. (2024). Pinchetti, Marco. In: Discussion Papers. RePEc:cfm:wpaper:2431.

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

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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

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

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2024Nonlinear transmission of international financial stress. (2024). Tuzcuoglu, Kerem. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001615.

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2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

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

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2024Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis. (2024). Umutlu, Mehmet ; Harb, Hadi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s016517652400510x.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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

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2025Firm entry, endogenous wage moderation, and labor market dynamics. (2025). rossi, lorenza ; Colciago, Andrea ; Fasani, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:172:y:2025:i:c:s001429212400268x.

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

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2024Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935.

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

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

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

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

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2024Asymmetric impact of energy prices on financial cycles based on interval time series modeling. (2024). Zhang, Jingjia ; Wu, Chaonan ; Yan, Zichun ; Wang, Zehan ; Laevac, Ivona. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005568.

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

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2024Correlation meets causality: A holistic measure of financial contagion. (2024). Atasoy, Burak ; Ozkan, Brahim. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005336.

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2025Impact of COVID-19 pandemic on diversification: Evidence from microfinance. (2025). Suk, David Y ; Mo, Hyun ; Han, Ki C ; Lee, Sukhun. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001692.

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

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2024Sowing the seeds of financial imbalances: The role of macroeconomic performance. (2024). Modugno, Michele ; Afanasyeva, Elena ; Lee, Seung Jung ; Jerow, Sam. In: Journal of Financial Stability. RePEc:eee:finsta:v:74:y:2024:i:c:s157230892030142x.

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2024Macroprudential policy and systemic risk in G20 nations. (2024). Narayan, Shivani ; Kumar, Dilip. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001256.

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2025Got milk? The effect of export price shocks on exchange rates. (2025). Stein, Hillary. In: Journal of International Economics. RePEc:eee:inecon:v:155:y:2025:i:c:s0022199625000364.

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2025A generalized tail mean-variance model for optimal capital allocation. (2025). Xie, Hengyue ; Yao, Jing ; Wang, Guojing ; Yang, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:157-179.

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

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

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

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2024Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events. (2024). Chiu, Yi-Bin ; Hsiao, Cody Yu-Ling. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000688.

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2024Inspecting cross-border macro-financial mechanisms. (2024). Rubio, Margarita ; Leiva-Leon, Danilo ; Gerba, Eddie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000810.

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2024Is deflation cause for panic? Evidence from the National Banking era. (2024). Pender, Casey. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:82:y:2024:i:c:s0164070424000569.

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

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

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

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

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

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2024The effectiveness of geopolitical risk, load capacity factor, and urbanization on natural resource rent: Evidence from top ten oil supplier countries. (2024). Erdogan, Sinan ; Pata, Ugur Korkut ; Kartal, Mustafa Tevfik. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005919.

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

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2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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2024How does the supply chain market respond to policy shocks? Evidence from solar photovoltaic sectors in China. (2024). Ou, Yinlin ; Hsiao, Cody Yu-Ling ; Chui, Chin Man. In: Renewable Energy. RePEc:eee:renene:v:232:y:2024:i:c:s0960148124011972.

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

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

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2024The choice of monetary regimes in emerging market economies: Inflation targeting versus its alternatives. (2024). Stojanovikj, Martin ; Petrevski, Goran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:237-260.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2024Modeling dynamic higher-order comoments for portfolio selection based on copula approach. (2024). Ke, Rui ; Yang, Dong ; Wang, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006609.

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2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

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2025An enquiry into the monetary policy and stock market shocks in the US. (2025). Sharif, Taimur ; Cotturone, Saulo ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000887.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000655.

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2024Deciphering asymmetric spillovers in US industries: Insights from higher-order moments. (2024). Shafiullah, Muhammad ; lucey, brian ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001065.

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2024Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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

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2024Geopolitical Risks and Energy Uncertainty: Implications for Global and Domestic Energy Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2413.

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

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2025Identifying Higher-Order Moment Risk Contagion Between the US Dollar Exchange Rate and China’s Major Asset Classes. (2025). Zou, Zongfeng ; Zhang, Chao ; Li, Judong. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:707-:d:1597031.

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2025Heterogeneous Spillover Networks and Spatial–Temporal Dynamics of Systemic Risk Transmission: Evidence from G20 Financial Risk Stress Index. (2025). Wang, Xing ; Zhang, Jiahui ; Chen, Xiaolong ; Un, Cora ; Chan, Thomas. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1353-:d:1639101.

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

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2024Exploring Three-style Return Comovements and Contagion Using a Correlation Decomposition GARCH Model. (2024). Mak, Ving-Vunk ; So, Po-Yuk ; Su, Ender. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10405-3.

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2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2025A model of contagion without trading relations. (2025). Das, Pranab ; Rohit, Allena ; Basak, Gopal K. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00637-5.

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2025A study of the effectiveness of central bank intervention in BRICS countries. (2025). Deo, Malabika. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00649-1.

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2024High-Frequency Contagion between Aggregate and Regional Housing Markets of the United States with Financial Assets: Evidence from Multichannel Tests. (2024). GUPTA, RANGAN ; Aye, Goodness C ; Hassapis, Christis ; Christou, Christina. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:2:d:10.1007_s11146-022-09919-8.

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2025Responses of Foreign Exchange Market to External Shocks: What Makes Differences?. (2025). Lim, Hyunjoon. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:3:d:10.1007_s11079-024-09785-2.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-09.

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2024Impact of tax changes on the risk premium of the WIG index. (2024). Radwaski, Pawe. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:55:y:2024:i:3:p:333-356.

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2025Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:65-84.

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2024The Causal Effects of Global Supply Chain Disruptions on Macroeconomic Outcomes: Evidence and Theory. (2024). Zanetti, Francesco ; Fernandez-Villaverde, Jesus ; Li, Yiliang ; Bai, Xiwen. In: Economics Series Working Papers. RePEc:oxf:wpaper:1033.

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2024Made in Frankfurt? The Monetary Policy of the Swiss National Bank Since 1973. (2024). Straumann, Tobias ; Rathke, Alexander. In: Comparative Economic Studies. RePEc:pal:compes:v:66:y:2024:i:3:d:10.1057_s41294-024-00242-0.

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2024Global Spillovers of the Fed Information Effect. (2024). Pinchetti, Marco ; Szczepaniak, Andrzej. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:2:d:10.1057_s41308-023-00210-1.

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2025Sovereign bond yield and cryptocurrency returns within the frontier West African monetary zone: a dynamic contagion analysis. (2025). Ofori-Boateng, Kenneth ; Amewu, Godfred ; Gyamfi, Emmanuel Numapau ; Adom-Dankwa, Akwasi ; Atsu, Francis. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04599-0.

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2024Sign Restrictions and Supply-demand Decompositions of Inflation. (2024). Read, Matthew. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2024-05.

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2024How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?. (2024). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper series. RePEc:rim:rimwps:24-01.

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2024Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

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2024Co-movements, option pricing and risk management: an application to WTI versus Brent spread options. (2024). Loccisano, Debora ; Leccadito, Arturo ; de Giovanni, Domenico. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05059-7.

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2024Output, employment, and price effects of U.S. narrative tax changes: a factor-augmented vector autoregression approach. (2024). Alam, Masud. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02591-2.

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2024The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00281-z.

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2025Symmetric and asymmetric GARCH estimations of the impact of macroeconomic uncertainties on stock market dynamics in Tanzania. (2025). Mirau, Silas ; Sinkwembe, Emmanuel ; Kasumo, Christian ; Guambe, Calisto ; Peter, Michael. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00632-5.

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2024Investment-specific technology shocks and business cycle: evidence from a sign restriction approach. (2024). Islam, Saidul. In: Indian Economic Review. RePEc:spr:inecre:v:59:y:2024:i:1:d:10.1007_s41775-024-00216-0.

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2024Spillovers of good and bad volatility in Asian emerging markets: insights from global and regional perspectives. (2024). Baba, Boubekeur. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09696-5.

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2025Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x.

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2024Agricultural fluctuations and global economic conditions. (2024). Ginn, William. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00522-4.

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2024What is the effect of imported inflation and central bank credibility on the poor and rich?. (2024). de Mendonça, Helder ; Trigo, Natalia Ferreira ; de Mendona, Helder Ferreira. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:21:p:2520-2543.

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2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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2024Commodity Markets Outlook, October 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:42219.

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More than 100 citations found, this list is not complete...

Renee A. Fry-McKibbin has edited the books:

YearTitleTypeCited

Works by Renee A. Fry-McKibbin:

YearTitleTypeCited
2011Sign Restrictions in Structural Vector Autoregressions: A Critical Review In: Journal of Economic Literature.
[Full Text][Citation analysis]		article582
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: 582		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: 582		paper
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article106
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.
[Full Text][Citation analysis]
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]		article10
2019Transmission of a Resource Boom: The Case of Australia.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2019A regime switching skew-normal model of contagion In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article11
2004Empirical Modelling of Contagion: A Review of Methodologies In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper360
2004Empirical Modelling of Contagion: A Review of Methodologies.(2004) In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 360		paper
2004Empirical Modeling of Contagion: A Review of Methodologies.(2004) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 360		paper
2005Empirical modelling of contagion: a review of methodologies.(2005) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 360		article
2009Multivariate contagion and interdependence In: Journal of Asian Economics.
[Full Text][Citation analysis]		article33
2025A three-sector structural VAR model for Australia In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2009The identification of fiscal and monetary policy in a structural VAR In: Economic Modelling.
[Full Text][Citation analysis]		article92
2007THE IDENTIFICATION OF FISCAL AND MONETARY POLICY IN A STRUCTURAL VAR.(2007) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		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]		article31
2018Global and regional financial integration in East Asia and the ASEAN In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article14
2022Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2021Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2006Contagion in international bond markets during the Russian and the LTCM crises In: Journal of Financial Stability.
[Full Text][Citation analysis]		article81
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.
[Full Text][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]		article12
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article28
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2013Currency intervention: A case study of an emerging market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
2012Currency Intervention: A Case Study of an Emerging Market.(2012) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023The evolution of commodity market financialization: Implications for portfolio diversification In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article3
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]		article4
2008Commodity currencies and currency commodities In: Resources Policy.
[Full Text][Citation analysis]		article51
2006COMMODITY CURRENCIES AND CURRENCY COMMODITIES.(2006) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2006Commodity Currencies and Currency Commodities.(2006) In: Economics Discussion / Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		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]		article11
2004A web of shocks: Crises across Asian real estate market In: CAMA Working Papers.
[Full Text][Citation analysis]		paper39
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 nother version. Agregated cites: 39		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]		paper51
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.
[Full Text][Citation analysis]
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]		paper9
2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper55
2010Are Financial Crises Alike?.(2010) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		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.
[Full Text][Citation analysis]		paper31
2014Chinese resource demand and the natural resource supplier.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2013Chinese resource demand and the natural resource supplier.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2014Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2014Extremal Dependence and Contagion In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
2014Does Inflation Targeting Outperform Alternative Policies during Global Downturns? In: CAMA Working Papers.
[Full Text][Citation analysis]		paper5
2015Extremal dependence tests for contagion In: CAMA Working Papers.
[Full Text][Citation analysis]		paper50
2018Extremal dependence tests for contagion.(2018) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 50		article
2016Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper28
2016Effects 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 nother version. Agregated cites: 28		article
2017Joint Tests of Contagion with Applications to Financial Crises In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2017Joint Tests of Contagion with Applications to Financial Crises.(2017) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017Recovery from Dutch Disease In: CAMA Working Papers.
[Full Text][Citation analysis]		paper2
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]		paper3
2020Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market In: CAMA Working Papers.
[Full Text][Citation analysis]		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]		paper2
2025Rapid Productivity Growth in Asia: Internal and External Financing In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2011Financial Crises Propagation In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2002International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse In: IMF Working Papers.
[Full Text][Citation analysis]		paper24
2003Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998 In: IMF Working Papers.
[Full Text][Citation analysis]		paper13
2003Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises In: IMF Working Papers.
[Full Text][Citation analysis]		paper9
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
[Full Text][Citation analysis]		article37
2011Transmission of Financial Crises and Contagion: A Latent Factor Approach In: OUP Catalogue.
[Citation analysis]		book29
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.
[Full Text][Citation analysis]		paper152
In: .
[Full Text][Citation analysis]		paper0
2022Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence In: RBA Annual Conference Papers.
[Full Text][Citation analysis]		paper0
2010Introduction to Inflation in an Era of Relative Price Shocks In: RBA Annual Conference Volume (Discontinued).
[Full Text][Citation analysis]		chapter1
2003Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion? In: Australian Journal of Management.
[Full Text][Citation analysis]		article20
2004International demand and liquidity shocks in a SVAR model of the Australian economy In: Applied Economics.
[Full Text][Citation analysis]		article1
2019Joint tests of contagion with applications In: Quantitative Finance.
[Full Text][Citation analysis]		article17
2006Correlation, Contagion, and Asian Evidence In: Asian Economic Papers.
[Full Text][Citation analysis]		article19
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. Last updated November, 20 2025. Contact: CitEc Team