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Browsing by Author McKibbin, Renee Anne

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McKibbin_ARegimeSwitching_2013.pdf.jpg

A regime switching skew-normal model of crises and contagion

Author(s)McKibbin, Renee Anne; Chan, Joshua C.C.; Hsiao, Cody Yu-Ling
TypeWorking/Technical Paper
Date PublishedSep-2013
Date Created-
Journal of Real Estate Finance and Economics.pdf.jpg

Web of shocks: Crises across Asian real estate markets

Author(s)McKibbin, Renee Anne; Dungey, Mardi; Bond, Shaun A.
TypeJournal article
Date Published2006
Date Created-

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