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Renee Fry-Mckibbin
Renee Fry-Mckibbin
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Title
Cited by
Cited by
Year
Sign restrictions in structural vector autoregressions: A critical review
R Fry, A Pagan
Journal of Economic Literature 49 (4), 938-960, 2011
8552011
Empirical modelling of contagion: a review of methodologies
M Dungey*, R Fry, B González-Hermosillo, VL Martin
Quantitative finance 5 (1), 9-24, 2005
6482005
The identification of fiscal and monetary policy in a structural VAR
M Dungey, R Fry
Economic Modelling 26 (6), 1147-1160, 2009
2302009
Some issues in using sign restrictions for identifying structural VARs
R Fry, A Pagan
National Centre for Econometric Research Working Paper 14, 2007, 2007
2012007
A new class of tests of contagion with applications
R Fry, VL Martin, C Tang
Journal of Business & Economic Statistics 28 (3), 423-437, 2010
1852010
Contagion in international bond markets during the Russian and the LTCM crises
M Dungey, R Fry, B González-Hermosillo, V Martin
Journal of financial stability 2 (1), 1-27, 2006
1622006
Commodity currencies and currency commodities
KW Clements, R Fry
Resources Policy 33 (2), 55-73, 2008
1392008
Some issues in using VARs for macroeconometric research
R Fry, A Pagan
Centre for Applied Macroeconomic Analyses, CAMA Working Paper 18, 2005
1002005
Are financial crises alike?
C Tang, MM Dungey, MV Martin, MB Gonzalez-Hermosillo, MR Fry
International Monetary Fund, 2010
972010
Are financial crises alike?
C Tang, MM Dungey, MV Martin, MB Gonzalez-Hermosillo, MR Fry
International Monetary Fund, 2010
972010
Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises
M Dungey, R Fry, B González-Hermosillo, VL Martin
The North American Journal of Economics and Finance 18 (2), 155-174, 2007
942007
International contagion effects from the Russian crisis and the LTCM near-collapse
M Dungey, R Fry, B González-Hermosillo, VL Martin
IMF Working Paper, 2002
902002
Transmission of financial crises and contagion:: A latent factor approach
M Dungey, RA Fry, B González-Hermosillo, VL Martin
Oxford University Press, 2011
832011
Empirical modeling of contagion: a review of methodologies
M Dungey, R Fry
IMF Working Paper, 2004
832004
A web of shocks: crises across Asian real estate markets
SA Bond, M Dungey, R Fry
The Journal of Real Estate Finance and Economics 32, 253-274, 2006
802006
Contagion and global financial crises: Lessons from nine crisis episodes
R Fry-McKibbin, CYL Hsiao, C Tang
Open Economies Review 25, 521-570, 2014
772014
Multivariate contagion and interdependence
DG Baur, RA Fry
Journal of Asian Economics 20 (4), 353-366, 2009
742009
Multivariate contagion and interdependence
DG Baur, RA Fry
Journal of Asian Economics 20 (4), 353-366, 2009
742009
Extremal dependence tests for contagion
R Fry-McKibbin, CYL Hsiao
Econometric Reviews 37 (6), 626-649, 2018
722018
Overvaluation in Australian housing and equity markets: wealth effects or monetary policy?
RA Fry, VL Martin, N Voukelatos
Economic Record 86 (275), 465-485, 2010
642010
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