Sign restrictions in structural vector autoregressions: A critical review R Fry, A Pagan Journal of Economic Literature 49 (4), 938-960, 2011 | 864 | 2011 |
Empirical modelling of contagion: a review of methodologies M Dungey*, R Fry, B González-Hermosillo, VL Martin Quantitative finance 5 (1), 9-24, 2005 | 650 | 2005 |
The identification of fiscal and monetary policy in a structural VAR M Dungey, R Fry Economic Modelling 26 (6), 1147-1160, 2009 | 235 | 2009 |
Some issues in using sign restrictions for identifying structural VARs R Fry, A Pagan National Centre for Econometric Research Working Paper 14, 2007, 2007 | 203 | 2007 |
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 | 192 | 2010 |
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 | 164 | 2006 |
Commodity currencies and currency commodities KW Clements, R Fry Resources Policy 33 (2), 55-73, 2008 | 142 | 2008 |
Some issues in using VARs for macroeconometric research R Fry, A Pagan Centre for Applied Macroeconomic Analyses, CAMA Working Paper 18, 2005 | 102 | 2005 |
Are financial crises alike? C Tang, MM Dungey, MV Martin, MB Gonzalez-Hermosillo, MR Fry International Monetary Fund, 2010 | 97 | 2010 |
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 | 94 | 2007 |
International contagion effects from the Russian crisis and the LTCM near-collapse M Dungey, R Fry, B González-Hermosillo, VL Martin IMF Working Paper, 2002 | 90 | 2002 |
Empirical modeling of contagion: a review of methodologies M Dungey, R Fry IMF Working Paper, 2004 | 84 | 2004 |
Transmission of financial crises and contagion:: A latent factor approach M Dungey, RA Fry, B González-Hermosillo, VL Martin Oxford University Press, 2011 | 83 | 2011 |
Contagion and global financial crises: Lessons from nine crisis episodes R Fry-McKibbin, CYL Hsiao, C Tang Open Economies Review 25, 521-570, 2014 | 81 | 2014 |
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, 253-274, 2006 | 80 | 2006 |
Extremal dependence tests for contagion R Fry-McKibbin, CYL Hsiao Econometric Reviews 37 (6), 626-649, 2018 | 77 | 2018 |
Multivariate contagion and interdependence DG Baur, RA Fry Journal of Asian Economics 20 (4), 353-366, 2009 | 74 | 2009 |
Unanticipated shocks and systemic influences: the impact of contagion in global equity markets in 1998 MM Dungey, MR Fry, MV Martin, MB Gonzalez-Hermosillo International Monetary Fund, 2003 | 65 | 2003 |
Overvaluation in Australian housing and equity markets: wealth effects or monetary policy? RA Fry, VL Martin, N Voukelatos Economic Record 86 (275), 465-485, 2010 | 64 | 2010 |
Financial contagion and asset pricing R Fry-McKibbin, VL Martin, C Tang Journal of Banking & Finance 47, 296-308, 2014 | 62 | 2014 |