Renee A. Fry-McKibbin
Personal Details
First Name: | Renee |
Middle Name: | A. |
Last Name: | Fry-McKibbin |
Suffix: | |
RePEc Short-ID: | pfr116 |
[This author has chosen not to make the email address public] | |
https://crawford.anu.edu.au/people/academic/renee-mckibbin-fry | |
Terminal Degree: | 2001 Faculty of Business and Economics; University of Melbourne (from RePEc Genealogy) |
Affiliation
Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University
Canberra, Australiahttps://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Renée Fry-McKibbin & Kate McKinnon & Vance L Martin, 2022. "Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence," RBA Annual Conference Papers acp2022-07, Reserve Bank of Australia, revised Dec 2022.
- Renée Fry-McKibbin & Matthew Greenwood-Nimmo & Cody Yu-Ling Hsiao & Lin Qi, 2021.
"Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic,"
CAMA Working Papers
2021-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Greenwood-Nimmo, Matthew & Hsiao, Cody Yu-Ling & Qi, Lin, 2022. "Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 45(C).
- Renée Fry-McKibbin & Beili Zhu, 2021. "How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility," CAMA Working Papers 2021-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry-McKibbin & Rodrigo da Silva Souza, 2020. "Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market," CAMA Working Papers 2020-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Ziyu Yan, 2020. "Capital market liberalization and equity market interdependence," CAMA Working Papers 2020-55, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry-McKibbin & Vladimir Volkov, 2019.
"Transmission of a resource boom: The case of Australia,"
CAMA Working Papers
2019-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov, 2020. "Transmission of a Resource Boom: The Case of Australia," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 503-525, June.
- Renée Fry-McKibbin & Rodrigo da Silva Souza, 2018. "Chinese resource demand or commodity price shocks: Macroeconomic effects for an emerging market economy," CAMA Working Papers 2018-45, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2018. "Measuring financial interdependence in asset returns with an application to euro zone equities," CAMA Working Papers 2018-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renée Fry-McKibbin & Verity Todoroski & Vladimir Volkov, 2017. "Recovery from Dutch Disease," CAMA Working Papers 2017-69, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017.
"Joint tests of contagion with applications to financial crises,"
CAMA Working Papers
2017-23, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2017. "Joint tests of contagion with applications to financial crises," CAMA Working Papers 2017-65, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry-McKibbin & Jasmine Zheng, 2016.
"Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach,"
CAMA Working Papers
2016-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-Mckibbin & Jasmine Zheng, 2016. "Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach," Applied Economics, Taylor & Francis Journals, vol. 48(59), pages 5802-5823, December.
- Jasmine Zheng, 2013. "Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach," CAMA Working Papers 2013-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015.
"Extremal dependence tests for contagion,"
CAMA Working Papers
2015-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2018. "Extremal dependence tests for contagion," Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 626-649, July.
- Renée A. Fry-McKibbin & Chen Wang, 2014. "Does Inflation Targeting Outperform Alternative Policies during Global Downturns?," CAMA Working Papers 2014-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Patrick Carvalho & Renee A. Fry-McKibbin, 2014. "Foreign Reserve Accumulation and the Mercantilist Motive Hypothesis," CAMA Working Papers 2014-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2014. "Extremal Dependence and Contagion," CAMA Working Papers 2014-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Joshua C.C. Chan & Cody Yu-Ling Hsiao & Renée A. Fry-McKibbin, 2013. "A Regime Switching Skew-normal Model for Measuring Financial Crisis and Contagion," CAMA Working Papers 2013-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renée Fry-McKibbin & Verity Linehan, 2013.
"Chinese Resource Demand and the Natural Resource Supplier,"
CAMA Working Papers
2013-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry-McKibbin & Verity Linehan, 2014. "Chinese resource demand and the natural resource supplier," Applied Economics, Taylor & Francis Journals, vol. 46(2), pages 167-178, January.
- Dungey, Mardi & Fry-McKibbin, Renée & Linehan, Verity, 2013. "Chinese resource demand and the natural resource supplier," Working Papers 17027, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Jul 2013.
- Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013.
"Financial Contagion and Asset Pricing,"
CAMA Working Papers
2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014. "Financial contagion and asset pricing," Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
- Renee Fry-McKibbin & Sumila Wanaguru, 2012.
"Currency Intervention: A Case Study of an Emerging Market,"
CAMA Working Papers
2012-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée A. & Wanaguru, Sumila, 2013. "Currency intervention: A case study of an emerging market," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 25-47.
- Renée Fry & Cody Yu-Ling Hsiao & Chrismin Tang, 2011. "Actually This Time Is Different," CAMA Working Papers 2011-12, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry & Adrian Pagan, 2010.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
CAMA Working Papers
2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry & Adrian Pagan, 2011. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series 57, National Centre for Econometric Research.
- Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009.
"Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?,"
CAMA Working Papers
2009-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010. "Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?," The Economic Record, The Economic Society of Australia, vol. 86(275), pages 465-485, December.
- MArdi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin & Chrismin Tang, 2008.
"Are Financial Crises Alike?,"
CAMA Working Papers
2008-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chrismin Tang & Mr. Mardi Dungey & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Ms. Renee Fry, 2010. "Are Financial Crises Alike?," IMF Working Papers 2010/014, International Monetary Fund.
- Renee Fry & Vance L. Martin & Chrismin Tang, 2008. "A New Class Of Tests Of Contagion With Applications To Real Estate Markets," CAMA Working Papers 2008-01, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry, 2007.
"The Identification Of Fiscal And Monetary Policy In A Structural Var,"
CAMA Working Papers
2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Fry, Renée, 2009. "The identification of fiscal and monetary policy in a structural VAR," Economic Modelling, Elsevier, vol. 26(6), pages 1147-1160, November.
- Renee Fry & Adrian Pagan, 2007. "Some Issues in Using Sign Restrictions for Identifying Structural VARs," NCER Working Paper Series 14, National Centre for Econometric Research.
- Kenneth W. Clements & Renee Fry, 2006.
"Commodity Currencies And Currency Commodities,"
CAMA Working Papers
2006-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Clements, Kenneth W. & Fry, Renée, 2008. "Commodity currencies and currency commodities," Resources Policy, Elsevier, vol. 33(2), pages 55-73, June.
- Kenneth W. Clements & Renee Fry, 2006. "Commodity Currencies and Currency Commodities," Economics Discussion / Working Papers 06-17, The University of Western Australia, Department of Economics.
- Edda Claus & Mardi Dungey & Renee Fry, 2006.
"Monetary Policy In Illiquid Markets: Options For A Small Open Economy,"
CAMA Working Papers
2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Edda Claus & Mardi Dungey & Renée Fry, 2008. "Monetary Policy in Illiquid Markets: Options for a Small Open Economy," Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
- Dirk Baur & Renee Fry, 2006. "Endogenous Contagion - A Panel Data Analysis," CAMA Working Papers 2006-09, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry & Adrian Pagan, 2005. "Some Issues In Using Vars For Macroeconometric Research," CAMA Working Papers 2005-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry & Brenda Gonzales-Hermosillo & Vance L. Martin, 2005. "Shocks And Systemic Influences: Contagion In Global Equity Markets In 1998," CAMA Working Papers 2005-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Shaun A. Bond & Mardi Dungey & Renee Fry, 2004.
"A web of shocks: Crises across Asian real estate market,"
CAMA Working Papers
2004-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Shaun Bond & Mardi Dungey & Renée Fry, 2006. "A Web Of Shocks: Crises Across Asian Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004.
"Empirical Modelling of Contagion: A Review of Methodologies,"
Econometric Society 2004 Australasian Meetings
243, Econometric Society.
- Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005. "Empirical modelling of contagion: a review of methodologies," Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 9-24.
- Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
- Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 2004/078, International Monetary Fund.
- Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Ms. Renee Fry & Mr. Mardi Dungey, 2003. "Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998," IMF Working Papers 2003/084, International Monetary Fund.
- Ms. Brenda Gonzalez-Hermosillo & Mr. Vance Martin & Mr. Mardi Dungey & Ms. Renee Fry, 2003. "Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises," IMF Working Papers 2003/251, International Monetary Fund.
- Mardi Dungey & Renee Fry, 2003.
"Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002,"
Departmental Working Papers
2003-18, The Australian National University, Arndt-Corden Department of Economics.
- Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004. "Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002," Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.
- Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo & Mr. Mardi Dungey, 2002. "International Contagion Effects from the Russian Crisis and the LTCM Near-Collapse," IMF Working Papers 2002/074, International Monetary Fund.
- Dungey, Mardi & Fry, Renee, 2000.
"A Multi-Country Structural VAR Model,"
Departmental Working Papers
2001-04, The Australian National University, Arndt-Corden Department of Economics.
repec:qut:dpaper:109 is not listed on IDEAS
Articles
- Fry-McKibbin, Renée & McKinnon, Kate, 2023. "The evolution of commodity market financialization: Implications for portfolio diversification," Journal of Commodity Markets, Elsevier, vol. 32(C).
- Fry-McKibbin, Renée & Greenwood-Nimmo, Matthew & Hsiao, Cody Yu-Ling & Qi, Lin, 2022.
"Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic,"
Finance Research Letters, Elsevier, vol. 45(C).
- Renée Fry-McKibbin & Matthew Greenwood-Nimmo & Cody Yu-Ling Hsiao & Lin Qi, 2021. "Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic," CAMA Working Papers 2021-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2021. "Measuring financial interdependence in asset markets with an application to eurozone equities," Journal of Banking & Finance, Elsevier, vol. 122(C).
- Souza, Rodrigo da Silva & Fry-McKibbin, Renée, 2021. "Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 781-800.
- Mardi Dungey & Renee Fry‐Mckibbin & Vladimir Volkov, 2020.
"Transmission of a Resource Boom: The Case of Australia,"
Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 82(3), pages 503-525, June.
- Mardi Dungey & Renee Fry-McKibbin & Vladimir Volkov, 2019. "Transmission of a resource boom: The case of Australia," CAMA Working Papers 2019-63, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao & Vance L. Martin, 2019. "Joint tests of contagion with applications," Quantitative Finance, Taylor & Francis Journals, vol. 19(3), pages 473-490, March.
- Chan Joshua C.C. & Fry-McKibbin Renée A. & Hsiao Cody Yu-Ling, 2019. "A regime switching skew-normal model of contagion," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 23(1), pages 1-24, February.
- Renee Fry‐McKibbin & Denise Osborn, 2019. "News and Notices," The Economic Record, The Economic Society of Australia, vol. 95(310), pages 401-405, September.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2018.
"Extremal dependence tests for contagion,"
Econometric Reviews, Taylor & Francis Journals, vol. 37(6), pages 626-649, July.
- Renée Fry-McKibbin & Cody Yu-Ling Hsiao, 2015. "Extremal dependence tests for contagion," CAMA Working Papers 2015-40, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry-McKibbin, Renée & Hsiao, Cody Yu-Ling & Martin, Vance L., 2018. "Global and regional financial integration in East Asia and the ASEAN," The North American Journal of Economics and Finance, Elsevier, vol. 46(C), pages 202-221.
- Renée Fry-Mckibbin & Jasmine Zheng, 2016.
"Effects of the US monetary policy shocks during financial crises – a threshold vector autoregression approach,"
Applied Economics, Taylor & Francis Journals, vol. 48(59), pages 5802-5823, December.
- Renee Fry-McKibbin & Jasmine Zheng, 2016. "Effects of US monetary policy shocks during financial crises - A threshold vector autoregression approach," CAMA Working Papers 2016-25, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Jasmine Zheng, 2013. "Effects of US Monetary Policy Shocks During Financial Crises - A Threshold Vector Autoregression Approach," CAMA Working Papers 2013-64, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry-McKibbin & Verity Linehan, 2014.
"Chinese resource demand and the natural resource supplier,"
Applied Economics, Taylor & Francis Journals, vol. 46(2), pages 167-178, January.
- Mardi Dungey & Renée Fry-McKibbin & Verity Linehan, 2013. "Chinese Resource Demand and the Natural Resource Supplier," CAMA Working Papers 2013-54, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Fry-McKibbin, Renée & Linehan, Verity, 2013. "Chinese resource demand and the natural resource supplier," Working Papers 17027, University of Tasmania, Tasmanian School of Business and Economics, revised 01 Jul 2013.
- Fry-McKibbin, Renée & Martin, Vance L. & Tang, Chrismin, 2014.
"Financial contagion and asset pricing,"
Journal of Banking & Finance, Elsevier, vol. 47(C), pages 296-308.
- Renée Fry-McKibbin & Vance Martin & Chrismin Tang, 2013. "Financial Contagion and Asset Pricing," CAMA Working Papers 2013-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry-McKibbin & Cody Hsiao & Chrismin Tang, 2014. "Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes," Open Economies Review, Springer, vol. 25(3), pages 521-570, July.
- Fry-McKibbin, Renée A. & Wanaguru, Sumila, 2013.
"Currency intervention: A case study of an emerging market,"
Journal of International Money and Finance, Elsevier, vol. 37(C), pages 25-47.
- Renee Fry-McKibbin & Sumila Wanaguru, 2012. "Currency Intervention: A Case Study of an Emerging Market," CAMA Working Papers 2012-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renée Fry & Adrian Pagan, 2011.
"Sign Restrictions in Structural Vector Autoregressions: A Critical Review,"
Journal of Economic Literature, American Economic Association, vol. 49(4), pages 938-960, December.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," CAMA Working Papers 2010-22, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Renee Fry & Adrian Pagan, 2010. "Sign Restrictions in Structural Vector Autoregressions: A Critical Review," NCER Working Paper Series 57, National Centre for Econometric Research.
- Renée A. Fry & Vance L. Martin & Nicholas Voukelatos, 2010.
"Overvaluation in Australian Housing and Equity Markets: Wealth Effects or Monetary Policy?,"
The Economic Record, The Economic Society of Australia, vol. 86(275), pages 465-485, December.
- Renee A. Fry & Vance L. Martin & Nicholas Voukelatos, 2009. "Overvaluation in Australian housing and equity markets: Wealth effects or monetary policy?," CAMA Working Papers 2009-10, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Fry, Renée & Martin, Vance L. & Tang, Chrismin, 2010. "A New Class of Tests of Contagion With Applications," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 423-437.
- Baur, Dirk G. & Fry, Renée A., 2009. "Multivariate contagion and interdependence," Journal of Asian Economics, Elsevier, vol. 20(4), pages 353-366, September.
- Dungey, Mardi & Fry, Renée, 2009.
"The identification of fiscal and monetary policy in a structural VAR,"
Economic Modelling, Elsevier, vol. 26(6), pages 1147-1160, November.
- Mardi Dungey & Renee Fry, 2007. "The Identification Of Fiscal And Monetary Policy In A Structural Var," CAMA Working Papers 2007-29, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Fry, Renée, 2009. "More Confusion in Contagion Tests: the Effects of a Crisis Sourced in US Credit Markets," The Journal of Economic Asymmetries, Elsevier, vol. 6(3), pages 41-70.
- Clements, Kenneth W. & Fry, Renée, 2008.
"Commodity currencies and currency commodities,"
Resources Policy, Elsevier, vol. 33(2), pages 55-73, June.
- Kenneth W. Clements & Renee Fry, 2006. "Commodity Currencies And Currency Commodities," CAMA Working Papers 2006-19, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Kenneth W. Clements & Renee Fry, 2006. "Commodity Currencies and Currency Commodities," Economics Discussion / Working Papers 06-17, The University of Western Australia, Department of Economics.
- Edda Claus & Mardi Dungey & Renée Fry, 2008.
"Monetary Policy in Illiquid Markets: Options for a Small Open Economy,"
Open Economies Review, Springer, vol. 19(3), pages 305-336, July.
- Edda Claus & Mardi Dungey & Renee Fry, 2006. "Monetary Policy In Illiquid Markets: Options For A Small Open Economy," CAMA Working Papers 2006-17, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2007. "Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 155-174, August.
- Dungey, Mardi & Fry, Renee & Gonzalez-Hermosillo, Brenda & Martin, Vance, 2006. "Contagion in international bond markets during the Russian and the LTCM crises," Journal of Financial Stability, Elsevier, vol. 2(1), pages 1-27, April.
- Mardi Dungey & Rene Fry & Vance L. Martin, 2006. "Correlation, Contagion, and Asian Evidence," Asian Economic Papers, MIT Press, vol. 5(2), pages 32-72, Spring/Su.
- Shaun Bond & Mardi Dungey & Renée Fry, 2006.
"A Web Of Shocks: Crises Across Asian Real Estate Markets,"
The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 253-274, May.
- Shaun A. Bond & Mardi Dungey & Renee Fry, 2004. "A web of shocks: Crises across Asian real estate market," CAMA Working Papers 2004-02, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Mardi Dungey & Renee Fry & Brenda Gonzalez-Hermosillo & Vance Martin, 2005.
"Empirical modelling of contagion: a review of methodologies,"
Quantitative Finance, Taylor & Francis Journals, vol. 5(1), pages 9-24.
- Vance L. Martin & Brenda Gonzalez-Hermosillo, & Mardi Dungey & Renee A. Fry, 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Australasian Meetings 243, Econometric Society.
- Martin, V. & Dungey & M., 2004. "Empirical Modelling of Contagion: A Review of Methodologies," Econometric Society 2004 Far Eastern Meetings 574, Econometric Society.
- Mr. Mardi Dungey & Ms. Renee Fry & Mr. Vance Martin & Ms. Brenda Gonzalez-Hermosillo, 2004. "Empirical Modeling of Contagion: A Review of Methodologies," IMF Working Papers 2004/078, International Monetary Fund.
- Dungey, Mardi & Fry, Renee & Martin, Vance L., 2004.
"Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002,"
Global Finance Journal, Elsevier, vol. 15(1), pages 81-102.
- Mardi Dungey & Renee Fry, 2003. "Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002," Departmental Working Papers 2003-18, The Australian National University, Arndt-Corden Department of Economics.
- Renee Fry, 2004. "International demand and liquidity shocks in a SVAR model of the Australian economy," Applied Economics, Taylor & Francis Journals, vol. 36(8), pages 849-863.
- Mardi Dungey & Renée Fry & Vance L. Martin, 2004. "Currency Market Contagion In The Asia‐Pacific Region," Australian Economic Papers, Wiley Blackwell, vol. 43(4), pages 379-395, December.
- Mardi Dungey & Renee Fry & Vance L. Martin, 2003. "Equity Transmission Mechanisms from Asia to Australia: Interdependence or Contagion?," Australian Journal of Management, Australian School of Business, vol. 28(2), pages 157-182, September.
- Mardi Dungey & Renée Fry, 2003. "International Shocks on Australia – The Japanese Effect," Australian Economic Papers, Wiley Blackwell, vol. 42(2), pages 158-182, June.
Chapters
- Renée Fry-McKibbin, 2020. "Comments on "Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines"," BIS Papers chapters, in: Bank for International Settlements (ed.), Inflation dynamics in Asia and the Pacific, volume 111, pages 123-127, Bank for International Settlements.
- Elvira Sojli & Renée Fry, 2011. "Financial Crises Propagation," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 495-522, Emerald Group Publishing Limited.
- Renée Fry & Warwick McKibbin & Justin O'Brien, 2011. "Sovereign Wealth Funds in an Evolving Global Financial System," World Scientific Book Chapters, in: Renée A Fry & Warwick J McKibbin & Justin O'Brien (ed.), Sovereign Wealth The Role of State Capital in the New Financial Order, chapter 1, pages 1-13, World Scientific Publishing Co. Pte. Ltd..
- Renée Fry & Callum Jones & Christopher Kent, 2010. "Introduction to Inflation in an Era of Relative Price Shocks," RBA Annual Conference Volume (Discontinued), in: Renée Fry & Callum Jones & Christopher Kent (ed.),Inflation in an Era of Relative Price Shocks, Reserve Bank of Australia.
Books
- Renée A Fry & Warwick J McKibbin & Justin O'Brien (ed.), 2011. "Sovereign Wealth:The Role of State Capital in the New Financial Order," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number p658, September.
- Dungey, Mardi & Fry, Renee A. & Gonzalez-Hermosillo, Brenda & Martin, Vance L., 2011. "Transmission of Financial Crises and Contagion: A Latent Factor Approach," OUP Catalogue, Oxford University Press, number 9780199739837.
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Co-authorship network on CollEc
List Editorship
This author manages the following RePEc Biblio topics, reading lists or publication compilations:- RePEc Biblio > Econometrics > Time Series Models > VAR Models > Sign Restrictions
- RePEc Biblio > Macroeconomics > Economic Fluctuations > Commodity Cycles and the Macroeconomy
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 33 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (12) 2007-04-09 2007-05-12 2008-01-05 2010-11-20 2014-11-01 2016-05-21 2017-11-12 2018-10-08 2019-09-09 2020-03-16 2021-03-22 2021-06-21. Author is listed
- NEP-CBA: Central Banking (10) 2007-04-09 2007-05-12 2008-01-05 2008-02-02 2008-07-20 2009-06-10 2014-11-01 2015-11-07 2016-05-21 2023-01-16. Author is listed
- NEP-ECM: Econometrics (7) 2007-05-12 2010-09-03 2010-11-20 2013-05-24 2015-11-07 2017-11-12 2018-02-05. Author is listed
- NEP-ETS: Econometric Time Series (7) 2007-05-12 2010-09-03 2010-11-20 2013-05-24 2015-11-07 2017-04-09 2017-11-12. Author is listed
- NEP-IFN: International Finance (6) 2004-04-18 2004-10-30 2004-10-30 2008-07-20 2011-06-25 2012-07-08. Author is listed
- NEP-MON: Monetary Economics (6) 2008-01-05 2012-07-08 2014-02-15 2014-11-01 2016-05-21 2023-01-16. Author is listed
- NEP-OPM: Open Economy Macroeconomics (6) 2013-10-25 2014-02-15 2017-11-12 2018-10-08 2019-09-09 2020-03-16. Author is listed
- NEP-BAN: Banking (2) 2013-05-24 2014-05-17
- NEP-ENE: Energy Economics (2) 2017-11-12 2021-03-22
- NEP-ORE: Operations Research (2) 2020-06-15 2021-03-22
- NEP-URE: Urban and Real Estate Economics (2) 2008-02-02 2008-07-20
- NEP-CNA: China (1) 2020-06-15
- NEP-CUL: Cultural Economics (1) 2013-10-25
- NEP-EEC: European Economics (1) 2023-01-16
- NEP-FDG: Financial Development and Growth (1) 2016-05-21
- NEP-FIN: Finance (1) 2003-06-04
- NEP-FMK: Financial Markets (1) 2020-06-15
- NEP-INT: International Trade (1) 2014-02-15
- NEP-PKE: Post Keynesian Economics (1) 2004-10-30
- NEP-RMG: Risk Management (1) 2021-06-21
- NEP-SOG: Sociology of Economics (1) 2014-02-15
Corrections
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