Currency intervention: A case study of an emerging market von Fry-McKibbin, Renée A., Wanaguru, Sumila

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A regime switching skew-normal model of contagion von Chan, Joshua C.C., Fry-McKibbin, Renée A., Hsiao, Cody Yu-Ling

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Multivariate contagion and interdependence von Baur, Dirk G., Fry, Renée A.

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Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy? von FRY, RENÉE A., MARTIN, VANCE L., VOUKELATOS, NICHOLAS

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The identification of fiscal and monetary policy in a structural VAR von Dungey, Mardi, Fry, Renée

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Empirical modelling of contagion: a review of methodologies von Dungey, Mardi, Fry, Renée, González-Hermosillo, Brenda, Martin, Vance L.

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Commodity currencies and currency commodities von Clements, Kenneth W., Fry, Renée

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The Role of Public Works in the Political Business Cycle and the Instability of the Budget Deficits in Japan/Comments/Comments von Yoshino, Naoyuki, Mizoguchi, Tetsuro, Fry, Renée A, Wakasugi, Ryuhei

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Contagion in international bond markets during the Russian and the LTCM crises von Dungey, Mardi, Fry, Renée, González-Hermosillo, Brenda, Martin, Vance

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International demand and liquidity shocks in a SVAR model of the Australian economy von Fry, Renée

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Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises von Dungey, Mardi, Fry, Renée, González-Hermosillo, Brenda, Martin, Vance L.

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Correlation, Contagion, and Asian Evidence von Dungey, Mardi, Fry, Renée, Martin, Vance L.

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Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982–2002 von Dungey, Mardi, Fry, Renée, Martin, Vance L.

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Sign Restrictions in Structural Vector Autoregressions: A Critical Review von Fry, Renée, Pagan, Adrian

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Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market von Souza, Rodrigo da Silva, Fry-McKibbin, Renée

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Extremal dependence tests for contagion von Fry-McKibbin, Renée, Hsiao, Cody Yu-Ling

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Measuring financial interdependence in asset markets with an application to eurozone equities von Fry-McKibbin, Renée, Hsiao, Cody Yu-Ling, Martin, Vance L.

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A New Class of Tests of Contagion With Applications von Fry, Renée, Martin, Vance L., Tang, Chrismin

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The evolution of commodity market financialization: Implications for portfolio diversification von Fry-McKibbin, Renée, McKinnon, Kate

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Financial contagion and asset pricing von Fry-McKibbin, Renée, Martin, Vance L., Tang, Chrismin

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