Renee Fry

Australian National University (ANU) - Department of Economics

Canberra, Australian Capital Territory 2600

Australia

SCHOLARLY PAPERS

12

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60

CROSSREF CITATIONS

101

Scholarly Papers (12)

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

IMF Working Paper No. 03/251
Number of pages: 44 Posted: 07 Apr 2008
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, University of Melbourne - Department of Economics and International Monetary Fund
Downloads 240 (152,735)

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Emerging markets, Bonds, Debt, Financial crisis, fINANCIAL RISK, Economic models

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

IMF Working Paper No. 03/251
Number of pages: 44 Posted: 27 Jan 2006
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, International Monetary Fund and University of Melbourne - Department of Economics
Downloads 120 (278,752)

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Risk Aversion, Bond Markets, Financial Crises, SVAR

2.

Are Financial Crises Alike?

IMF Working Paper No. 10/14
Number of pages: 59 Posted: 18 Jan 2010
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, University of Melbourne - Department of Economics, University of Melbourne and International Monetary Fund
Downloads 289 (126,916)

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Banking crisis, Capital markets, Cross country analysis, Developed countries, Economic models, Emerging markets, External shocks, Financial crisis, Spillovers

3.

Sign Restrictions in Structural Vector Autoregressions: A Critical Review

CAMA Working Paper No. 22/2010
Number of pages: 37 Posted: 31 Aug 2010
Renee Fry and Adrian Pagan
Australian National University (ANU) - Department of Economics and Australian National University (ANU) - Research School of Social Sciences (RSSS)
Downloads 237 (155,094)
Citation 74

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4.

Empirical Modeling of Contagion: A Review of Methodologies

IMF Working Paper No. 04/78
Number of pages: 33 Posted: 15 Feb 2006
Mardi Dungey and Renee Fry
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 199 (182,943)
Citation 15

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contagion, financial crises

5.

Multivariate Contagion and Interdependence

Number of pages: 33 Posted: 23 Jan 2006 Last Revised: 25 Jan 2009
Dirk G. Baur and Renee Fry
University of Western Australia - Business School and Australian National University (ANU) - Department of Economics
Downloads 187 (193,508)
Citation 4

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contagion, interdependence, common movements, panel data, fixed time effects, Asian crisis, equity markets, endogenous crisis period, asymmetries

6.

A Web of Shocks: Crises Across Asian Real Estate

Number of pages: 36 Posted: 03 Nov 2004
Shaun A. Bond, Mardi Dungey and Renee Fry
UQ Business School, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 161 (220,079)

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Latent factor, contagion, indirect estimation, real estate

7.

Unanticipated Shocks and Systemic Influences: The Impact of Contagion in Global Equity Markets in 1998

IMF Working Paper No. 03/84
Number of pages: 28 Posted: 29 Jan 2006
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics, International Monetary Fund and University of Melbourne - Department of Economics
Downloads 130 (261,506)

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Financial Crises, Contagion, International Spillovers, Russia, LTCM, Equity Markets

8.

Actually this Time is Different

Centre for Applied Microeconomic Analysis (CAMA) Working Paper No. 12/2011
Number of pages: 40 Posted: 13 Jun 2011
Australian National University (ANU) - Department of Economics, University of New South Wales (UNSW) and University of Melbourne
Downloads 85 (348,895)
Citation 6

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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

9.

Currency Intervention: A Case Study of an Emerging Market

CAMA Working Paper No. 32/2012
Number of pages: 31 Posted: 27 Jun 2012
Renee Fry and Sumila Tharanga Wanaguru
Australian National University (ANU) - Department of Economics and Australian National University (ANU) - School of Economics
Downloads 65 (405,427)
Citation 1

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Foreign exchange intervention, currency intervention, exchange rate volatility, reserve accumulation, factor model, emerging markets

10.

International Shocks on Australia - the Japanese Effect

Number of pages: 25 Posted: 16 Sep 2003
Mardi Dungey and Renee Fry
University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics
Downloads 21 (607,638)
Citation 1
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11.

Currency Market Contagion in the Asia-Pacific Region

Number of pages: 17 Posted: 11 Dec 2004
Mardi Dungey, Renee Fry and Vance L. Martin
University of Cambridge - Cambridge Endowment for Research in Finance (CERF), Australian National University (ANU) - Department of Economics and University of Melbourne - Department of Economics
Downloads 15 (649,001)
Citation 2
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12.

A Web of Shocks: Crises Across Asian Real Estate Markets

Journal of Real Estate Finance and Economics, Vol. 32, No. 3, 2006
Posted: 06 Nov 2005
Shaun A. Bond, Mardi Dungey and Renee Fry
UQ Business School, University of Cambridge - Cambridge Endowment for Research in Finance (CERF) and Australian National University (ANU) - Department of Economics

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Latent factor, contagion, indirect estimation, real estate