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Fry, Renee's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,304 |
Total
Citations
84 |
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1.
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Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics Martin, Vance L.
University of Melbourne - Department of Economics González-Hermosillo, Brenda
International Monetary Fund/
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Posted:
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27 Jan 06
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Last Revised:
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07 Apr 08
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316
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4
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics Martin, Vance L.
University of Melbourne - Department of Economics González-Hermosillo, Brenda
International Monetary Fund/
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216
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4
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Emerging markets, Bonds, Debt, Financial crisis, fINANCIAL RISK, Economic models
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics González-Hermosillo, Brenda
International Monetary Fund/ Martin, Vance L.
University of Melbourne - Department of Economics
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100
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4
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Risk Aversion, Bond Markets, Financial Crises, SVAR
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2.
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics Martin, Vance L.
University of Melbourne - Department of Economics Tang, Chrismin
La Trobe University González-Hermosillo, Brenda
International Monetary Fund/
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233
(63,906)
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Banking crisis, Capital markets, Cross country analysis, Developed countries, Economic models, Emerging markets, External shocks, Financial crisis, Spillovers
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3.
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Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Fry, Renee
Australian National University (ANU) - Department of Economics
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23 Jan 06
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Last Revised:
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25 Jan 09
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158
(93,467)
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2
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contagion, interdependence, common movements, panel data, fixed time effects, Asian crisis, equity markets, endogenous crisis period, asymmetries
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4.
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Bond, Shaun A.
University of Cincinnati Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics
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145
(100,935)
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4
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Latent factor, contagion, indirect estimation, real estate
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5.
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics
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143
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47
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contagion, financial crises
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6.
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics González-Hermosillo, Brenda
International Monetary Fund/ Martin, Vance L.
University of Melbourne - Department of Economics
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107
(128,931)
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7
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Financial Crises, Contagion, International Spillovers, Russia, LTCM, Equity Markets
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7.
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Fry, Renee
Australian National University (ANU) - Department of Economics Pagan, Adrian
Australian National University (ANU) - Research School of Social Sciences (RSSS)
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83
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12
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8.
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Fry, Renee
Australian National University (ANU) - Department of Economics Hsiao, Cody Yu-Ling
Australian National University (ANU) - Centre for Applied Macroeconomic Analysis (CAMA) Tang, Chrismin
La Trobe University
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55
(191,929)
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1
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Contagion Testing, Correlation, Coskewness, Asian Crisis, Russian Crisis, LTCM Crisis, Brazil Crisis, Dot-Com Crisis, Argentinian Crisis, Sub-Prime Crisis, Great Recession, Global Financial Crisis
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9.
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Fry, Renee
Australian National University (ANU) - Department of Economics Wanaguru, Sumila Tharanga
Australian National University (ANU) - School of Economics
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28
(248,979)
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Foreign exchange intervention, currency intervention, exchange rate volatility, reserve accumulation, factor model, emerging markets
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10.
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics
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21
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2
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11.
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Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics Martin, Vance L.
University of Melbourne - Department of Economics
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15
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1
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12.
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Bond, Shaun A.
University of Cincinnati Dungey, Mardi
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) Fry, Renee
Australian National University (ANU) - Department of Economics
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Latent factor, contagion, indirect estimation, real estate
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Records 1 -
12
of 12 matches
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