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~person:"Fry-McKibbin, Renée"
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Fry-McKibbin, Renée
Hsiao, Cody Yu-Ling
32
Fry-McKibbin, Renee
7
Hsiao, Cody
6
Martin, Vance
6
Tang, Chrismin
6
Chan, Joshua C. C.
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Fry, Renée
3
Martin, Vance L.
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3
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Greenwood-Nimmo, Matthew
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Hsiao, Cody Yu-ling
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Morley, James
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Morley, James C.
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Zheng, Xin
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Aboagye, Ernest
1
Chan, Joshua
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Chan, Joshua C C
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Chan, Joshua C.C.
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Chen, Kun
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Chui, Chin Man
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Fry, Renee
1
Fry-McKibbin, Renée A.
1
Greenwood‐Nimmo, Matthew
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Hsiao, Cody Y L
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Hsiao, Cody Y. L.
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Ko, Stanley Iat-Meng
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ECONIS (ZBW)
14
RePEc
2
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1
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Fry-McKibbin, Renée
;
Greenwood-Nimmo, Matthew
;
Hsiao, …
- In:
Finance research letters
45
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014578052
Saved in:
2
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic
Fry-McKibbin, Renée
;
Greenwood-Nimmo, Matthew
;
Hsiao, …
-
2021
Persistent link: https://www.econbiz.de/10012586199
Saved in:
3
Measuring financial interdependence in asset returns with an application to euro zone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2018
Persistent link: https://www.econbiz.de/10012201943
Saved in:
4
Measuring financial interdependence in asset markets with an application to eurozone equities
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012659252
Saved in:
5
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
-
Revised version
Persistent link: https://www.econbiz.de/10011746864
Saved in:
6
Joint tests of contagion with applications to financial crises
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
-
2017
Persistent link: https://www.econbiz.de/10011746865
Saved in:
7
Extremal dependence tests for contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
-
2015
-
Revision
Persistent link: https://www.econbiz.de/10011758209
Saved in:
8
A regime switching skew-normal model of contagion
Chan, Joshua
;
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012054868
Saved in:
9
Joint tests of contagion with applications
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-Ling
;
Martin, Vance
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 473-490
Persistent link: https://www.econbiz.de/10012194667
Saved in:
10
Extremal dependence and contagion
Fry-McKibbin, Renée
;
Hsiao, Cody Yu-ling
-
2014
Persistent link: https://www.econbiz.de/10010349461
Saved in:
1
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