Taimur Baig : Citation Profile

Are you Taimur Baig?

International Monetary Fund (IMF)

3

H index

3

i10 index

611

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   3 years (1999 - 2002). See details.
   Cites by year: 203
   Journals where Taimur Baig has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 2 (0.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba118
   Updated: 2023-05-27    RAS profile: 2015-06-22    
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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 Taimur Baig.

Is cited by:

Fry-McKibbin, Renee (20)

Martin, Vance (12)

Baur, Dirk (12)

lucey, brian (11)

Eijffinger, Sylvester (9)

Lizarazo, Sandra (8)

Fratzscher, Marcel (8)

Banerjee, Abhijit (7)

Bacchetta, Philippe (7)

Caporale, Guglielmo Maria (7)

Aghion, Philippe (7)

Cites to:

Rose, Andrew (5)

Glick, Reuven (3)

Wyplosz, Charles (2)

Agénor, Pierre-Richard (2)

Eichengreen, Barry (2)

Aizenman, Joshua (2)

Goldfajn, Ilan (1)

Chinn, Menzie (1)

Schmukler, Sergio (1)

Main data

Where Taimur Baig has published?

Working Papers Series with more than one paper published# docs
Textos para discussão / Department of Economics PUC-Rio (Brazil)3

Recent works citing Taimur Baig (2022 and 2021)

YearTitle of citing document
2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2021Cross-ownership as a structural explanation for rising correlations in crisis times. (2021). Araneda, Axel A ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:2112.04824.

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2022Stability of Chinas Stock Market: Measure and Forecast by Ricci Curvature on Network. (2022). Lin, Haibo ; Feng, Liu ; Zhang, Ning ; zhao, liang ; Wang, Xinyu. In: Papers. RePEc:arx:papers:2204.06692.

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2022Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting. (2022). Jackson, Karen ; Beck, Krzysztof ; Afonso, Antonio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9956.

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2022.

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2021When lightning strikes twice: The tragedy-induced demise and attempted corporate resuscitation of Malaysia airlines. (2021). Corbet, Shaen ; O'Connell, John F ; Lucey, Brian ; Efthymiou, Marina. In: Annals of Tourism Research. RePEc:eee:anture:v:87:y:2021:i:c:s016073832030253x.

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2022The Anna Karenina principle and stock prices. (2022). Baur, Dirk G. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001465.

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2021An assessment of how COVID-19 changed the global equity market. (2021). Ky, Van ; Ming, Tee Chwee ; Bach, Dinh Hoang ; Nguyen, Dat Thanh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:480-491.

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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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2022Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic. (2022). Shahrier, Nur Ain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000596.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods. (2022). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001668.

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2022Is Bitcoin a hedge? How extreme volatility can destroy the hedge property. (2022). Hossain, Md Zakir ; Hoang, Lai T ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612321005857.

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2022Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Marco, Chi Keung ; Lucey, Brian ; Goodell, John W ; Brzeszczyski, Janusz ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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2022Portfolio risk and stress across the business cycle. (2022). Chakraborty, Sandip ; Kakani, Ram Kumar ; Sampath, Aravind. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000993.

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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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2022Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock. (2022). Trench, Allan ; Baur, Dirk G. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000186.

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2021The contagious effect of China’s energy policy on stock markets: The case of the solar photovoltaic industry. (2021). Hsiao, Cody Yu-Ling ; Sheng, NI ; Wei, Xinyang ; Ai, Dan. In: Renewable Energy. RePEc:eee:renene:v:164:y:2021:i:c:p:74-86.

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2021Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model. (2021). Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:386-398.

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2022Cross-Market Correlations and Financial Contagion from Developed to Emerging Economies: A Case of COVID-19 Pandemic. (2022). Naushad, Mohammad ; Khan, Mazia Fatima ; Siddiqui, Taufeeque Ahmad ; Syed, Abdul Malik. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:6:p:147-:d:840623.

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2022Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting. (2022). Jackson, Karen ; Beck, Krzysztof ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp02462022.

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2021Friend or Foe? Cross-Border Links, Contagious Banking Crises, and Joint Use of Macroprudential Policies. (2021). Lu, Jing ; Kodres, Laura E ; Mo, Seung. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:60:y:2021:i:1:d:10.1007_s10693-021-00349-w.

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2021Exchange Rate Determination in Asia. (2021). Shafighi, Najla ; Chavan, Sumit Sunil. In: MPRA Paper. RePEc:pra:mprapa:110622.

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2022Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z.

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2022Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Sahut, Jean-Michel ; Ftiti, Zied ; Miled, Wafa. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9.

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2021Return and volatility spillovers to African equity markets and their determinants. (2021). MOUGOUE, Mbodja ; Etoundi, Eric Martial. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01881-9.

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2021News and Market Efficiency in the Japanese Stock Market. (2021). Du, Wenti. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:22:y:2021:i:3:p:306-319.

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2021Interest rate as the last link of chain during crisis. (2021). Kudar, Alibey. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3189-3203.

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2021The contagion phenomena of the Brexit process on main stock markets. (2021). Iiguez, Cristina ; Escribano, Ana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4462-4481.

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2022Does reputation matter for firm risk in developing country?. (2022). Lau, Evan ; You, Huiwei ; Brahmana, Rayenda K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2110-2123.

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Works by Taimur Baig:

YearTitleTypeCited
2002Monetary Policy in the Aftermath of Currency Crises: The Case of Asia In: Review of International Economics.
[Full Text][Citation analysis]		article96
1999Monetary policy in the aftermath of currency crisis: the case of Asia.(1999) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 96		paper
1999Financial Market Contagion in the Asian Crisis In: IMF Staff Papers.
[Full Text][Citation analysis]		article435
1999Financial market contagion in the Asian crisis.(1999) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 435		paper
2000The Russian default and the contagion to Brazil. In: Textos para discussão.
[Full Text][Citation analysis]		paper80

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