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~accessRights:"free"
~isPartOf:"CAMA working paper series"
~isPartOf:"Federal Reserve Bank of Cleveland working paper series"
~isPartOf:"Working papers / Bank for International Settlements"
~person:"Fry-McKibbin, Renée"
~subject:"Financial crisis"
~subject:"Impact assessment"
~subject:"Japan"
~subject:"Monetary policy"
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Fry-McKibbin, Renée
Humpage, Owen F.
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Effects of US monetary policy shocks during financial crises : a threshold vector autoregression approach
Fry-McKibbin, Renée
;
Zheng, Jasmine
-
2016
Persistent link: https://www.econbiz.de/10011756827
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Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
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2014
Persistent link: https://www.econbiz.de/10010349461
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3
A regime switching Skew-normal model for measuring financial crisis and contagion
Chan, Joshua C. C.
;
Hsiao, Cody Yu-Ling
;
Fry-McKibbin, …
-
2013
Persistent link: https://www.econbiz.de/10009744179
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