Lieven Baele : Citation Profile

Are you Lieven Baele?

Universiteit van Tilburg

12

H index

13

i10 index

1607

Citations

RESEARCH PRODUCTION:

8

Articles

13

Papers

RESEARCH ACTIVITY:

   11 years (2003 - 2014). See details.
   Cites by year: 146
   Journals where Lieven Baele has often published
   Relations with other researchers
   Recent citing documents: 180.    Total self citations: 10 (0.62 %)

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   Permalink: http://citec.repec.org/pba100
   Updated: 2023-01-28    RAS profile: 2020-07-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Lieven Baele.

Is cited by:

Bekaert, Geert (31)

Balli, Faruk (23)

Vander Vennet, Rudi (22)

De Jonghe, Olivier (20)

Demirer, Riza (17)

GUPTA, RANGAN (16)

Fratzscher, Marcel (15)

Balcilar, Mehmet (14)

TARAZI, Amine (14)

Mehl, Arnaud (13)

Christiansen, Charlotte (13)

Cites to:

Bekaert, Geert (41)

Campbell, John (37)

Harvey, Campbell (23)

Ang, Andrew (13)

Perez Quiros, Gabriel (13)

Lettau, Martin (12)

Ongena, Steven (11)

Timmermann, Allan (10)

Khwaja, Asim (9)

Stulz, René (8)

Jagannathan, Ravi (8)

Main data

Where Lieven Baele has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration4
NBER Working Papers / National Bureau of Economic Research, Inc3

Recent works citing Lieven Baele (2022 and 2021)

YearTitle of citing document
2022Portfolio Diversification Revisited. (2022). Shaw, Charles. In: Papers. RePEc:arx:papers:2204.13398.

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2021A Cross-Country Analysis on Capital Flows Cycle: Stylized Facts and Regional Synchronization. (2021). Yang, Yang ; Zhang, Mengting. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:347-364.

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2021Modeling the Relation of Financial Integration-Economic Growth with GMM and QR Methods. (2021). Tekin, Bilgehan. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:8:p:32-47.

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2022Global production linkages and stock market co-movement. (2022). Schrimpf, Andreas ; Auer, Raphael ; Wagner, Alexander F ; Iwadate, Bruce Muneaki. In: BIS Working Papers. RePEc:bis:biswps:1003.

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2022Big techs, QR code payments and financial inclusion. (2022). QIU, HAN ; Beck, Thorsten ; Li, Zhenhua ; Huang, Yiping ; Gambacorta, Leonardo. In: BIS Working Papers. RePEc:bis:biswps:1011.

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2022Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867.

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2022COVID?19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307.

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2021Do Physiological and Spiritual Factors Affect Economic Decisions?. (2021). Ulu, Mehmet ; Ozbas, Oguzhan ; Demiroglu, Cem ; Silva, Rui C. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2481-2523.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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2022Can Time-Varying Currency Risk Hedging Explain Exchange Rates?. (2022). Hau, Harald ; Brauer, Leonie. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10065.

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2021Fragmentation in the European Monetary Union: Is it really over?. (2021). Luisi, Angelo ; Candelon, Bertrand ; Roccazzella, Francesco. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_016.

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2021An examination of diversification on bank profitability and insolvency risk in 28 financially liberalized markets. (2021). Argyle, Bronson ; Parsons, Richard ; Nguyen, James. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303439.

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2021The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures. (2021). Ghafoor, Abdul ; Sifat, Imtiaz ; Ah, Abdollah. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000423.

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2022Is bank diversification a linking channel between regulatory capital and bank value?. (2022). Velasco, Pilar. In: The British Accounting Review. RePEc:eee:bracre:v:54:y:2022:i:4:s0890838921000962.

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2021Determinacy and classification of Markov-switching rational expectations models. (2021). Cho, Seonghoon. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000506.

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2021On fiscal and monetary policy-induced macroeconomic volatility dynamics. (2021). Liu, Xiaochun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000580.

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2021Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197.

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2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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2022Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model. (2022). Hassan, Hussein A ; Cevik, Emrah I ; Dibooglu, Sel. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:396-411.

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2022Do green bonds de-risk investment in low-carbon stocks?. (2022). Reboredo, Juan ; Ojea-Ferreiro, Javier ; Ugolini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000116.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Prasanna, Krishna ; Kshatriya, Saranya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528.

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2021Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455.

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2022Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001402.

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2021The financial conglomerate discount: Insights from stock return skewness. (2021). Weissensteiner, Alex ; Bressan, Silvia. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000065.

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2021A three-tiered nested analytical approach to financial integration: The case of emerging and frontier equity markets. (2021). Guidi, Francesco ; Cagliesi, Gabriella. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000417.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2021Measuring Trump: The Volfefe Index and its impact on European financial markets. (2021). Koser, Christoph ; Klaus, Jurgen. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319313674.

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2021Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2021The value premium during flights. (2021). Galvani, Valentina. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319306117.

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2021How does economic policy uncertainty affect bank business models?. (2021). Nguyen, Cuong ; Hoang, Khanh ; Tran, Dung Viet. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303032.

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2021Bank performance in Europe and the US: A divergence in market-to-book ratios. (2021). Vander Vennet, Rudi ; Simoens, Mathieu. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612319313509.

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2021Banks, Funds, and risks in islamic finance: Literature & future research avenues. (2021). Labidi, Chiraz ; Grira, Jocelyn. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316299.

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2022Does diversification protect European banks’ market valuations in a pandemic?. (2022). Vander Vennet, Rudi ; Simoens, Mathieu. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001744.

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2022To diversify or not to diversify internationally?. (2022). Yargi, Seher Goren ; Umutlu, Mehmet. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001914.

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2022The Trilogy of Ownership, Income Diversification, and Performance Nexus: Empirical Evidence from Tunisian Banks. (2022). Grira, Jocelyn ; Kahloul, Ines ; Alouane, Nour. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100252x.

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2022Euro area stock markets integration: Empirical evidence after the end of 2010 debt crisis. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004128.

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2022Determinants of European banks’ default risk. (2022). Vennet, Rudi Vander ; Soenen, Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s154461232100516x.

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2021Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses. (2021). Chen, Wen. In: Journal of Financial Markets. RePEc:eee:finmar:v:55:y:2021:i:c:s1386418120300586.

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2022Financial integration in the EU28 equity markets: Measures and drivers. (2022). Ossola, Elisa ; Papanagiotou, E ; Nardo, M. In: Journal of Financial Markets. RePEc:eee:finmar:v:57:y:2022:i:c:s138641812100015x.

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2022Bond risk’s role in the equity risk-return tradeoff. (2022). Stivers, Chris ; Bansal, Naresh. In: Journal of Financial Markets. RePEc:eee:finmar:v:60:y:2022:i:c:s1386418121000744.

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2021New insights into bank asset securitization: The impact of religiosity. (2021). Mollah, Sabur ; Batten, Jonathan A ; Elnahass, Marwa ; Abdelsalam, Omneya. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000139.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Relationship lending: A source of support or a means of exploitation?. (2021). Harris, Mark ; Durand, Robert B ; Hussain, Inayat. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319302340.

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2021On the stability of stock-bond comovements across market conditions in the Eurozone periphery. (2021). Lagoa-Varela, Dolores ; Flavin, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028318303144.

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2021Asymmetric tail dependence between green bonds and other asset classes. (2021). Nguyen, Canh Phuc ; Pham, Linh. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000673.

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2022Spreading the fear: The central role of CBOE VIX in global stock market uncertainty. (2022). Smales, Lee A. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000776.

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2021Efficiency convergence in Islamic and conventional banks. (2021). Pappas, Vasileios ; Ongena, Steven ; Johnes, Jill ; Izzeldin, Marwan ; Tsionas, Mike. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301633.

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2021Risk and return in international corporate bond markets. (2021). Bekaert, Geert ; de Santis, Roberto A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000573.

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2021Relationships between capital flow and economic growth: A network analysis. (2021). Park, Sang Jin ; Yang, Jae-Suk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000640.

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2021Return and volatility spillovers to African currencies markets. (2021). Mougoue, Mbodja ; Etoundi, Eric Martial. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000676.

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2021Religiosity, neglected risk and asset returns: Theory and evidence from Islamic finance industry. (2021). Sohel Azad, A. S. M., ; Ali, Haiqa ; Hassan, Kabir M ; Azmat, Saad. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000135.

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2021The Single Supervisory Mechanism and its implications for the profitability of European banks. (2021). Louri, Helen ; Dendramis, Yiannis ; Avgeri, I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001013.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2021Economic policy uncertainty and bank stability: Does bank regulation and supervision matter in major European economies?. (2021). Nguyen, Thanh Cong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001062.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2021Switching costs and bank competition: Evidence from dual banking economies. (2021). Abdul Razak, Lutfi ; Disli, Mustafa ; Salim, Kinan ; Rizkiah, Siti K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001554.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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2022Do traditional off-balance sheet exposures increase bank risk?. (2022). Haq, Mamiza ; Tripe, David ; Seth, Rama. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001032.

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2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

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2021Corporate legal insider trading in China: Performance and determinants. (2021). Wang, Shiyu ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s014481882100048x.

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2021Measuring financial interdependence in asset markets with an application to eurozone equities. (2021). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302478.

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2021Optimal portfolio strategies in the presence of regimes in asset returns. (2021). Garcia, René ; Lewin, Marcelo ; Campani, Carlos Heitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302910.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2021Stocks versus bonds for the long run when a riskless asset is available. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002314.

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2022The multiple dimensions of bank complexity: Effects on credit risk-taking. (2022). Nobili, Andrea ; Marinelli, Giuseppe ; Palazzo, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426620303009.

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2021Exercising a firm’s growth options: A portfolio approach. (2021). Velasco, Pilar ; de la Fuente, Gabriel ; de Andres, Pablo. In: Journal of Business Research. RePEc:eee:jbrese:v:132:y:2021:i:c:p:571-585.

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2022How bad is a bad loan? Distinguishing inherent credit risk from inefficient lending (Does the capital market price this difference?). (2022). Hughes, Joseph ; Moon, Choon-Geol. In: Journal of Economics and Business. RePEc:eee:jebusi:v:120:y:2022:i:c:s0148619522000145.

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2021Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?. (2021). Reinhardt, Dennis ; Friedrich, Christian ; Ahnert, Toni ; Forbes, Kristin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:145-174.

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2021Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504.

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2021The short duration premium. (2021). Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:919-945.

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2021Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

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2022Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market. (2022). Wang, Ashley ; Sun, Zheng ; Li, YI ; Jiang, Hao. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:277-302.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2022Dominant currency debt. (2022). Malamud, Semyon ; Eren, Egemen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:571-589.

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2022Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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2021Fiscal stress and monetary policy stance in oil-exporting countries. (2021). Xiong, Chen ; Jin, Hao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:111:y:2021:i:c:s0261560620302588.

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2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

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2021Cross-stock market spillovers through variance risk premiums and equity flows. (2021). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001315.

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2022Fragmentation in the European Monetary Union: Is it really over?. (2022). Candelon, Bertrand ; Roccazzella, Francesco ; Luisi, Angelo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621001960.

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2022Firms’ exposures to geographic risks. (2022). Marston, Richard C ; Gabuniya, Tymur ; Dumas, Bernard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100200x.

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2022ECB monetary policy and bank default risk?. (2022). Vander Vennet, Rudi ; Soenen, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002229.

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2022What uncertainty does to euro area sovereign bond markets: Flight to safety and flight to quality. (2022). Sousa, Ricardo ; Costantini, Mauro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002254.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2022Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period. (2022). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:25:y:2022:i:c:s170349492100044x.

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2021Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Lei, Xiaojie ; Bouri, Elie ; Zhang, Hongwei ; Xu, Yahua ; Jalkh, Naji. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775.

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2021Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846.

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2022Time and frequency spillovers between political risk and the stock returns of Chinas rare earths. (2022). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004724.

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2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390.

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2022Dynamics of bond and stock returns. (2022). Kozak, Serhiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

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2022Does fiscal policy matter for stock-bond return correlation?. (2022). Zhou, Hao ; Zhang, JI ; Rica, E. In: Journal of Monetary Economics. RePEc:eee:moneco:v:128:y:2022:i:c:p:20-34.

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2022Foreign investment in times of COVID-19: How strong is the flight to advanced economies?. (2022). Giofre', Maela. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:64:y:2022:i:c:s1042444x22000068.

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2022Income diversification and bank performance nexus: Does corruption matter?. (2022). Twumasi, Martinson Ankrah ; Gyimah, Adjei Gyamfi ; Tang, Wenjin ; Addai, Bismark. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:65:y:2022:i:c:s1042444x22000287.

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2021Financial stability efficiency of Islamic and conventional banks. (2021). Safiullah, MD. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000949.

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2021A survey of Islamic finance research – Influences and influencers. (2021). Ali, Mohsin ; Aun, Syed ; Khan, Abdullah ; Haroon, Omair. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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More than 100 citations found, this list is not complete...

Works by Lieven Baele:

YearTitleTypeCited
2011Of Religion and Redemption: Evidence from Default on Islamic Loans In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper142
2005Volatility Spillover Effects in European Equity Markets In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article313
2003Volatility Spillover Effects in European Equity Markets.(2003) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 313		paper
2003Volatility Spillover Effects in European Equity Markets.(2003) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 313		paper
2009Time-varying Integration and International diversification strategies In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article60
2007Does the stock market value bank diversification? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article267
2007Model uncertainty, financial market integration and the home bias puzzle In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article54
2010Time-varying integration, interdependence and contagion In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2008Time-varying integration, the euro and international diversification strategy In: European Economy - Economic Papers 2008 - 2015.
[Full Text][Citation analysis]		paper5
2014Flights to Safety In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper84
2013Flights to Safety.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		paper
2009The Determinants of Stock and Bond Return Comovements In: NBER Working Papers.
[Full Text][Citation analysis]		paper250
2010The Determinants of Stock and Bond Return Comovements.(2010) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 250		article
2011Macroeconomic Regimes In: NBER Working Papers.
[Full Text][Citation analysis]		paper33
2004Measuring European Financial Integration In: Oxford Review of Economic Policy.
[Citation analysis]		article306
2004Bank Risk Strategies and Cyclical Variation in Bank Stock Returns In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper4
2004Bank risks and the business cycle In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper14
2006Structural versus Temporary Drivers of Country and Industry Risk In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper4
2005Structural versus Temporary Drivers of Country and Industry Risk.(2005) In: International Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2010The determinants of increasing equity market comovement: economic or financial integration? In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article11
2012Of Religion and Redemption : Evidence from Default on Islamic Loans (Replaces CentER DP 2010-136) In: Discussion Paper.
[Full Text][Citation analysis]		paper12

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