Taimur Baig : Citation Profile


Are you Taimur Baig?

International Monetary Fund (IMF)

8

H index

8

i10 index

568

Citations

RESEARCH PRODUCTION:

2

Articles

12

Papers

RESEARCH ACTIVITY:

   9 years (1998 - 2007). See details.
   Cites by year: 63
   Journals where Taimur Baig has often published
   Relations with other researchers
   Recent citing documents: 49.    Total self citations: 4 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba118
   Updated: 2020-08-09    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:

Dungey, Mardi (18)

Fry-McKibbin, Renee (14)

Baur, Dirk (12)

Martin, Vance (11)

Rajan, Ramkishen (10)

lucey, brian (8)

Fratzscher, Marcel (8)

Lizarazo, Sandra (8)

Kim, Hyeongwoo (7)

Caporale, Guglielmo Maria (6)

Min, Hong-Ghi (6)

Cites to:

Christiano, Lawrence (5)

Uribe, Martín (4)

Kehoe, Patrick (3)

Chari, Varadarajan (3)

Beetsma, Roel (2)

Canzoneri, Matthew (2)

Kaminsky, Graciela (2)

Fitzgerald, Terry (2)

Debelle, Guy (2)

Correia, Isabel (2)

Favero, Carlo (2)

Main data


Where Taimur Baig has published?


Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund8
Textos para discusso / Department of Economics PUC-Rio (Brazil)3

Recent works citing Taimur Baig (2018 and 2017)


YearTitle of citing document
2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2018Return and Volatility Spillover across stock markets of China and its Major Trading Partners: Evidence from Shanghai Stock Exchange Crash. (2018). Qarni, Muhammad Owais ; Saqib, Gulzar. In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:3:p:1-20.

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2017A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach. (2017). Siu, Tak Kuen ; Lu, Zudi ; Tong, Howell ; Wong, Shiu Fung ; Wilson, Granville Tunnicliffe ; Rao, Tata Subba . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:243-265.

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2017Risk Generating Industries for European Stock Markets. (2017). Calin, Adrian Cantemir ; Albu, Lucian ; Lupu, Radu. In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2017:i:4:p:5-17.

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2017Fiscal reaction function and fiscal fatigue: evidence for the euro area. (2017). Checherita Westphal, Cristina ; Arek, Vaclav ; Checherita-Westphal, Cristina . In: Working Paper Series. RePEc:ecb:ecbwps:20172036.

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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

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2020Sustainability of the fiscal imbalance and public debt under fiscal policy asymmetries in Sri Lanka. (2020). Shanika, Anuruddhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:66:y:2020:i:c:s1049007819301319.

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2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

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2018International trade and the transmission of shocks: The case of ASEAN-4 and NIE-4 economies. (2018). Raghavan, Mala ; Dungey, Mardi ; Khan, Faisal. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:109-121.

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2019Has the Grexit news affected euro area financial markets?. (2019). Gregori, Wildmer Daniel ; Sacchi, Agnese. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:71-84.

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2019Financial contagion and flight to quality between emerging markets and U.S. bond market. (2019). Gulolu, Bulent ; Soylu, Pinar Kaya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304042.

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2018The myth of economic recovery: The case of crises in neighboring countries. (2018). Sever, Can . In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:65-69.

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2019A systematic review of sovereign connectedness on emerging economies. (2019). Gonzalez-Urteaga, Ana ; Diaz-Mendoza, Ana Carmen ; Ballester, Laura. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:157-163.

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2019Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:209-219.

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2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

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2020Contagion through National and Regional Exposures to Foreign Banks during the Global Financial Crisis. (2020). Shin, Kwanho ; Park, Cyn-Young. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306722.

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2020Ratings matter: Announcements in times of crisis and the dynamics of stock markets. (2020). Rosati, Nicoletta ; Bellia, Mario ; Oliveira, Vasco ; Matos, Pedro Verga. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s1042443119300460.

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2018Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies. (2018). Du, Wenti. In: Journal of Economics and Business. RePEc:eee:jebusi:v:98:y:2018:i:c:p:32-39.

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2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

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2017Speculator-triggered crisis and interventions. (2017). Yi, Ming. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:52:y:2017:i:c:p:135-146.

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2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

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2017Bubbles in the Australian housing market. (2017). Baur, Dirk G ; Heaney, Richard. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:113-126.

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2017Asymmetric MF-DCCA method based on risk conduction and its application in the Chinese and foreign stock markets. (2017). Xu, Wei ; Cao, Guangxi ; Li, Qingchen ; Han, Yan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:468:y:2017:i:c:p:119-130.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2018Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence. (2018). Ventura, Marco ; Fenga, Livio ; Cerqueti, Roy. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:436-442.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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2017Global Kerosene Subsidies: An Obstacle to Energy Efficiency and Development. (2017). Mills, Evan . In: World Development. RePEc:eee:wdevel:v:99:y:2017:i:c:p:463-480.

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2017Making wealth sharing more efficient in high-rent countries: the citizens’ income. (2017). Hertog, Steffen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:101305.

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2020Reforming wealth distribution in Kuwait: estimating costs and impacts. (2020). Hertog, Steffen. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105564.

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2018The Effect of Alternative Measures of Distance on the Correlation of Real Effective Exchange Rate Returns: An Approach to Contagion Analysis. (2018). Coulom, Jean ; Shenai, Vijay. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:6:y:2018:i:4:p:85-:d:175362.

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2019The Comovement of Exchange Rates and Stock Markets in Central and Eastern Europe. (2019). Stanciu, Cristian-Valeriu ; Clichici, Dorina ; Moagr-Poladian, Simona. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3985-:d:250829.

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2018Liquidity and exchange rate volatility. (2018). Hanh, Thi Hong. In: Working Papers. RePEc:hal:wpaper:halshs-01708633.

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2019Interest rates, inflation, and exchange rates in fragile EMEs: A fresh look at the long-run interrelationships. (2019). Comert, Metehan ; Kaptan, Sava ; Kaya, Aye ; En, Huseyin. In: Working Papers. RePEc:hal:wpaper:halshs-02095652.

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2018Logistics and stock market inter-dependence: the case of China. (2018). Cai, Jinghan ; Li, Xiaobing. In: International Journal of Logistics Economics and Globalisation. RePEc:ids:injleg:v:7:y:2018:i:3:p:292-306.

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2018Friend or Foe? Cross-Border Linkages, Contagious Banking Crises, and “Coordinated” Macroprudential Policies. (2018). Choi, Seung M ; Lu, Jing ; Kodres, Laura E. In: IMF Working Papers. RePEc:imf:imfwpa:18/9.

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2017Has the Grexit news affected euro area financial markets?. (2017). Sacchi, Agnese ; Gregori, Wildmer Daniel. In: Working Papers. RePEc:jrs:wpaper:201713.

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2019Ratings matter: announcements in times of crisis and the dynamics of stock markets. (2019). Rosati, Nicoletta ; Bellia, Mario ; Oliviera, Vasco ; Matos, Pedro Verga. In: Working Papers. RePEc:jrs:wpaper:201908.

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2019Analyzing Contagion Effect in Markets During Financial Crisis Using Stochastic Autoregressive Canonical Vine Model. (2019). Mehra, Aparna ; Goel, Anubha. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-017-9772-7.

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2017Oil price volatility and macroeconomy: Tales from top two oil producing economies in Africa. (2017). Eagle, Beyond. In: Journal of Economic and Financial Studies (JEFS). RePEc:lrc:lareco:v:5:y:2017:i:4:p:45-55.

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2017Inflation dynamics in pre and post deregulation era in Ghana: Do petroleum prices have any influence?. (2017). Ackah, Ishmael ; Addae, Edna . In: MPRA Paper. RePEc:pra:mprapa:77496.

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2017Multiple time-xcales analysis of global stock markets spillovers effects in African stock markets. (2017). Zamereith, Grakolet Arnold ; Ake, Gilbert Marie ; Mendy, Pierre . In: MPRA Paper. RePEc:pra:mprapa:77632.

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2018CONTAGIO FINANCIERO: UNA BREVE REVISIÓN DE LITERATURA. (2018). Paucar, Giovanny Sandoval. In: MPRA Paper. RePEc:pra:mprapa:89554.

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2019Testing for Shift-Contagion Vulnerability Among MENA Stock Markets During the Turkish Financial Crisis. (2019). Badr, Osama M ; Khallouli, Wajih . In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:6:y:2019:i:1:p:53-63.

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2018Vulnerability to spillovers. (2018). Mukerji, Purba . In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:1:d:10.1007_s00181-017-1411-6.

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2017The devil lies in the definition: competing approaches to fossil fuel subsidies at the IMF and the OECD. (2017). Skovgaard, Jakob . In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:17:y:2017:i:3:d:10.1007_s10784-017-9355-z.

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2017Co-movement of real exchange rates in the West African Monetary Zone. (2017). Owusu Junior, Peterson ; Soo, Kwok Tong ; Tweneboah, George ; Adam, Anokye M. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1351807.

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2018Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis. (2018). Pereira, Dirceu. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0011.

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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.
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article69
1998Monetary Policy in the Aftermath of Currency Crises; The Case of Asia.(1998) In: IMF Working Papers.
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This paper has another version. Agregated cites: 69
paper
1999Monetary policy in the aftermath of currency crisis: the case of Asia.(1999) In: Textos para discussão.
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This paper has another version. Agregated cites: 69
paper
2003Deflation; Determinants, Risks, and Policy Options In: IMF Occasional Papers.
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paper14
2000The Russian Default and the Contagion to Brazil In: IMF Working Papers.
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paper60
2000The Russian default and the contagion to Brazil..(2000) In: Textos para discussão.
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This paper has another version. Agregated cites: 60
paper
2001Characterizing Exchange Rate Regimes in Post-Crisis East Asia In: IMF Working Papers.
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paper36
2003Understanding the Costs of Deflation in the Japanese Context In: IMF Working Papers.
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paper2
2005Underlying Factors Driving Fiscal Effort in Emerging Market Economies In: IMF Working Papers.
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paper12
2006Fiscal and Monetary Nexus in Emerging Market Economies; How Does Debt Matter? In: IMF Working Papers.
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paper11
2007Domestic Petroleum Product Prices and Subsidies; Recent Developments and Reform Strategies In: IMF Working Papers.
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paper32
1998Financial Market Contagion in the Asian Crisis In: IMF Working Papers.
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paper332
1999Financial Market Contagion in the Asian Crisis.(1999) In: IMF Staff Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 332
article
1999Financial market contagion in the Asian crisis.(1999) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 332
paper

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