Renee Fry-Mckibbin

Renee Fry-Mckibbin

Australian National University

H-index: 30

Oceania-Australia

About Renee Fry-Mckibbin

Renee Fry-Mckibbin, With an exceptional h-index of 30 and a recent h-index of 20 (since 2020), a distinguished researcher at Australian National University, specializes in the field of macroeconometrics, financial econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Central bank responses to the post-COVID period of high inflation: The case of Australia

The evolution of commodity market financialization: Implications for portfolio diversification

An RBA fit for the future

Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence

Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic

Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market

How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility

Measuring financial interdependence in asset markets with an application to eurozone equities

Renee Fry-Mckibbin Information

University

Position

CAMA

Citations(all)

4369

Citations(since 2020)

1465

Cited By

3580

hIndex(all)

30

hIndex(since 2020)

20

i10Index(all)

49

i10Index(since 2020)

28

Email

University Profile Page

Australian National University

Google Scholar

View Google Scholar Profile

Renee Fry-Mckibbin Skills & Research Interests

macroeconometrics

financial econometrics

Top articles of Renee Fry-Mckibbin

Title

Journal

Author(s)

Publication Date

Central bank responses to the post-COVID period of high inflation: The case of Australia

Monetary Policy Responses to the Post-Pandemic Inflation

Renée A Fry-McKibbin

Carolyn A Wilkins

2024

The evolution of commodity market financialization: Implications for portfolio diversification

Journal of Commodity Markets

Renée Fry-McKibbin

Kate McKinnon

2023/12/1

An RBA fit for the future

Carolyn Wilkins

Renée Fry‑McKibbin

Gordon de Brouwer

2023/4/20

Measuring Global Interest Rate Comovements with Implications for Monetary Policy Interdependence

Renée Fry-McKibbin

Kate McKinnon

Vance L Martin

2022/4/27

Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic

Finance research letters

Renée Fry-McKibbin

Matthew Greenwood-Nimmo

Cody Yu-Ling Hsiao

Lin Qi

2022/3/1

Global liquidity and commodity market interactions: Macroeconomic effects on a commodity exporting emerging market

International Review of Economics & Finance

Rodrigo da Silva Souza

Renée Fry-McKibbin

2021/11/1

How do oil shocks transmit through the US economy? Evidence from a large BVAR model with stochastic volatility

Renée Fry-McKibbin

Beili Zhu

2021

Measuring financial interdependence in asset markets with an application to eurozone equities

Journal of Banking & Finance

Renée Fry-McKibbin

Cody Yu-Ling Hsiao

Vance L Martin

2021/1/1

Comments on'Impact of Relative Price Changes and Asymmetric Adjustments on Aggregate Inflation: Evidence from the Philippines'

BIS Paper

Renee Fry-McKibbin

2020/3/25

Disentangling commodity demand, commodity supply, and international liquidity shocks on an emerging market

Renee Fry-McKibbin

Rodrigo da Silva Souza

2020/2/24

Book review: Capitalism, Alone: The Future of the System That Rules the World

Democratic Audit Blog

Roberto Iacono

2019/11/16

Transmission of a resource boom: The case of Australia

Oxford Bulletin of Economics and Statistics

Mardi Dungey

Renee Fry‐Mckibbin

Vladimir Volkov

2020/6

Capital market liberalization and equity market interdependence

Renée Fry-McKibbin

Ziyu Yan

2020/5/28

See List of Professors in Renee Fry-Mckibbin University(Australian National University)