Renee Fry-Mckibbin
Renee Fry-Mckibbin
Verified email at anu.edu.au - Homepage
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), 938-60, 2011
6572011
Empirical modelling of contagion: a review of methodologies
M Dungey*, R Fry, B González-Hermosillo, VL Martin
Quantitative finance 5 (1), 9-24, 2005
5632005
The identification of fiscal and monetary policy in a structural VAR
M Dungey, R Fry
Economic Modelling 26 (6), 1147-1160, 2009
1882009
Some issues in using sign restrictions for identifying structural VARs
R Fry, A Pagan
National Centre for Econometric Research Working Paper 14, 2007, 2007
1832007
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
1452006
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
1342010
Commodity currencies and currency commodities
KW Clements, R Fry
Resources Policy 33 (2), 55-73, 2008
1052008
International contagion effects from the Russian crisis and the LTCM near-collapse
M Dungey, R Fry, B González-Hermosillo, V Martin
IMF Working Papers 2002 (074), 2002
1052002
Are financial crises alike?
C Tang, MM Dungey, MV Martin, MB Gonzalez-Hermosillo, MR Fry
International Monetary Fund, 2010
912010
Are financial crises alike?
C Tang, MM Dungey, MV Martin, MB Gonzalez-Hermosillo, MR Fry
International Monetary Fund, 2010
912010
Empirical modeling of contagion: a review of methodologies
M Dungey, R Fry
IMF Working Paper, 2004
882004
Some issues in using VARs for macroeconometric research
R Fry, A Pagan
Centre for Applied Macroeconomic Analyses, CAMA Working Paper 18, 2005
842005
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
832007
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 (3), 253-274, 2006
712006
Transmission of Financial Crises and Contagion:: A Latent Factor Approach
M Dungey, RA Fry, B González-Hermosillo, VL Martin
Oxford University Press, 2011
692011
Multivariate contagion and interdependence
DG Baur, RA Fry
Journal of Asian Economics 20 (4), 353-366, 2009
652009
Multivariate contagion and interdependence
DG Baur, RA Fry
Journal of Asian Economics 20 (4), 353-366, 2009
652009
Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998
M Dungey, R Fry, B González-Hermosillo, VL Martin
IMF working paper, 2003
592003
Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998
M Dungey, R Fry, B González-Hermosillo, VL Martin
IMF working paper, 2003
552003
Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998
M Dungey, R Fry, B González-Hermosillo, VL Martin
IMF working paper, 2003
552003
The system can't perform the operation now. Try again later.
Articles 1–20