Joscha Beckmann : Citation Profile


Are you Joscha Beckmann?

Ernst-Moritz-Arndt-Universität Greifswald (99% share)
Institut für Weltwirtschaft (IfW) (1% share)

11

H index

11

i10 index

487

Citations

RESEARCH PRODUCTION:

45

Articles

45

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 30
   Journals where Joscha Beckmann has often published
   Relations with other researchers
   Recent citing documents: 106.    Total self citations: 40 (7.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe644
   Updated: 2019-04-20    RAS profile: 2019-01-26    
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Relations with other researchers


Works with:

Czudaj, Robert (32)

Belke, Ansgar (15)

Dreger, Christian (6)

Schweickert, Rainer (4)

Koop, Gary (3)

Korobilis, Dimitris (2)

Kühl, Michael (2)

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

Is cited by:

Pierdzioch, Christian (25)

GUPTA, RANGAN (25)

Shahbaz, Muhammad (22)

Balcilar, Mehmet (14)

Belke, Ansgar (13)

Risse, Marian (11)

Vespignani, Joaquin (10)

Ratti, Ronald (10)

Wohar, Mark (10)

Selmi, Refk (9)

Shahzad, Syed Jawad Hussain (9)

Cites to:

Sarno, Lucio (89)

van Wincoop, Eric (54)

Bacchetta, Philippe (54)

Taylor, Mark (49)

Rossi, Barbara (44)

Czudaj, Robert (42)

Johansen, Soren (35)

Rogoff, Kenneth (34)

Valente, Giorgio (29)

Peel, David (28)

MacDonald, Ronald (27)

Main data


Where Joscha Beckmann has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance4
Journal of International Money and Finance4
The World Economy3
Economic Modelling3
Applied Economics3
International Economics and Economic Policy3
Review of International Economics3
Journal of Banking & Finance2
European Journal of Political Economy2

Working Papers Series with more than one paper published# docs
Ruhr Economic Papers / RWI - Leibniz-Institut fr Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen14
Annual Conference 2018 (Freiburg, Breisgau): Digital Economy / Verein fr Socialpolitik / German Economic Association5
Chemnitz Economic Papers / Department of Economics, Chemnitz University of Technology5
Discussion Papers of DIW Berlin / DIW Berlin, German Institute for Economic Research5
ROME Working Papers / ROME Network4
Annual Conference 2014 (Hamburg): Evidence-based Economic Policy / Verein fr Socialpolitik / German Economic Association2
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster2

Recent works citing Joscha Beckmann (2019 and 2018)


YearTitle of citing document
2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2018Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017. (2018). Wkatorek, Marcin ; Stanuszek, Marek ; O'Swicecimka, Pawel ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1812.08548.

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2018Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto. In: BIS Working Papers. RePEc:bis:biswps:690.

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2019INTERNATIONAL EFFECTS OF EURO AREA VERSUS U.S. POLICY UNCERTAINTY: A FAVAR APPROACH. (2019). Belke, Ansgar ; Osowski, Thomas. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:453-481.

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2019CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING. (2019). Gambacorta, Leonardo ; Schiaffi, Stefano ; van Rixtel, Adrian. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1038-1055.

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2019Government ideology and monetary policy in OECD countries. (2019). Potrafke, Niklas ; Dorr, Luisa ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7549.

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2019Government ideology and monetary policy in OECD countries. (2019). Potrafke, Niklas ; Dorr, Luisa ; Cahan, Dodge. In: ifo Working Paper Series. RePEc:ces:ifowps:_296.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

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2018Stocks and Bonds: Flight-to-Safety for Ever?. (2018). Tokpavi, Sessi ; Boucher, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2018-39.

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2018The effect of Brazilian corn and soybean crop expansion on price and volatility transmission. (2018). Cruz, Jos Csar ; Daniel, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00408.

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2018The heterogeneous impact of oil price on exchange rate: Evidence from Thailand. (2018). Law, Chee-Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00563.

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2018An Analysis of Gold Futures as an Alternative Asset: Evidence from India. (2018). Jaiswal, Ritika ; Uchil, Rashmi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-06-21.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen. In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2018On the persistence of the forward premium in the joint presence of nonlinearity, asymmetry, and structural changes. (2018). Cho, Dooyeon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:310-319.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2018The pass-through of monetary policy rate to lending rates: The role of macro-financial factors. (2018). Melecký, Martin ; Gregor, Jiří. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:71-88.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2018What determines the long-term correlation between oil prices and exchange rates?. (2018). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:140-152.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2018The cointegrated vector autoregressive model with general deterministic terms. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:214-229.

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2018International spillovers in global asset markets. (2018). Belke, Ansgar ; Dubova, Irina. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:3-17.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2018Does the level of energy intensity matter in the effect of energy consumption on the growth of transition economies? Evidence from dynamic panel threshold analysis. (2018). Esen, Omer ; Aydin, Celil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:185-195.

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2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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2018The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mahalik, Mantu ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:282-301.

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2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility. (2018). Singh, Vipul Kumar ; Kumar, Pawan ; Nishant, Shreyank. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:48-63.

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2018Clean energy investing in public capital markets: Portfolio benefits of yieldcos. (2018). la Monaca, Sarah ; Byrne, Julie ; Assereto, Martina. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:383-393.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices. (2018). He, Zhen ; Thijssen, Jacco ; O'Connor, Fergal. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:30-37.

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2018Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies. (2018). Dey, Shubhasis ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:41-46.

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2018Is equity market volatility driven by migration fear?. (2018). Czudaj, Robert L. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:34-37.

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2018Interest rate pass-through in the euro area: Financial fragmentation, balance sheet policies and negative rates. (2018). Širaňová, Mária ; Horvath, Roman ; Siranova, Maria ; Kotlebova, Jana. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:12-21.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis. (2018). Mohapatra, Sanket ; Gopalakrishnan, Balagopal. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:94-109.

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2018Bank funding costs in a rising interest rate environment. (2018). Uysal, Pinar ; Mora, Nada ; Gerlach, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:164-186.

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2018Speculation, risk aversion, and risk premiums in the crude oil market. (2018). Li, Bingxin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:64-81.

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2018Are outcomes driving expectations or the other way around? An I(2) CVAR analysis of interest rate expectations in the dollar/pound market. (2018). Stillwagon, Josh ; juselius, katarina. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:83:y:2018:i:c:p:93-105.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2018Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates. (2018). Papadamou, Stephanos ; Markopoulos, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:17:y:2018:i:c:p:48-60.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018Research on energy stock market associated network structure based on financial indicators. (2018). , Xian ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1309-1323.

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2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

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2019Analysing of exchange rate and gross domestic product (GDP) by adaptive neuro fuzzy inference system (ANFIS). (2019). Jovic, Srdjan ; Rakic, Goran ; Markovic, Sanja ; Micic, Radmila ; Miladinovic, Jasmina Smigic. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:333-338.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2018Does McCallum’s rule outperform Taylor’s rule during the financial crisis?. (2018). Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:9-21.

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2018The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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2018Do international markets overreact? Event study: International market reaction to U.S. local news events. (2018). Al-Thaqeb, Saud Asaad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:369-385.

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2019The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:600-615.

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2018Does International Liquidity Matter For G-7 Countries? A PVAR Approach. (2018). Turkay, Mesut. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:1-13.

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2018Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof. In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:2:p:31-:d:146114.

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2018Real Exchange Rate Misalignment and Economic Growth: The Case of Trinidad and Tobago. (2018). Conrad, Daren ; Jagessar, Jaymieon . In: Economies. RePEc:gam:jecomi:v:6:y:2018:i:4:p:52-:d:171410.

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2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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2018Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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2018Are There Any Volatility Spill-Over Effects among Cryptocurrencies and Widely Traded Asset Classes?. (2018). Trabelsi, Nader. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:66-:d:177661.

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2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices. (2018). Drachal, Krzysztof. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2801-:d:162455.

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2019Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis. (2019). Yang, Xinxia ; Zhu, Huiming ; Su, Xianfang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1359-:d:211007.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067.

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2018Do precious metals act as hedges and safe havens against G-7 stock markets?: A vine copula approach. (2018). de Peretti, Christian ; Belkacem, Lotfi ; Bedoui, Rihab ; Talbi, Marwa. In: Working Papers. RePEc:hal:wpaper:hal-01664146.

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2018Is China a safe haven for Asian Tigers?. (2018). Dar, Arif ; Bhanja, Niyati. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:2:d:10.1007_s10644-016-9195-9.

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2018Revisiting purchasing power parity in G6 countries: an application of smooth time-varying cointegration approach. (2018). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Jingfei . In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9355-1.

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2018Public debt and economic growth – economic systems matter. (2018). Schweickert, Rainer ; Ahlborn, Markus. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0396-0.

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2018Unconventional monetary policy shocks in OECD countries: how important is the extent of policy uncertainty?. (2018). GUPTA, RANGAN ; Jooste, Charl. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:3:d:10.1007_s10368-017-0380-8.

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2018The Purchasing Power Parity Fallacy: Time to Reconsider the PPP Hypothesis. (2018). Müller-Plantenberg, Nikolas ; Muller-Plantenberg, Nikolas A ; ELEFTHERIOU, Maria . In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-017-9473-9.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2017Asset Prices, Real Exchange Rate and Current Account Fluctuations: Some Structural VAR Evidence for Thailand. (2017). Jiranyakul, Komain. In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:2:p:163-177.

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2018From a Bleak Global Outlook to Speculative Strategies: Understanding the Downturn in Metal Prices. (2018). Jegourel, Yves. In: Policy notes & Policy briefs. RePEc:ocp:ppaper:pb1837.

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2018Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Awartani, Basel ; Maghyereh, Aktham ; Hassan, Abul. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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2018Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad Arshad. In: The Pakistan Development Review. RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

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2018The Pass-Through of Monetary Policy Rate to Lending Rates: The Role of Macro-financial Factors. (2018). Melecký, Martin ; Gregor, Jiří. In: MPRA Paper. RePEc:pra:mprapa:84048.

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2018The Energy Consumption and Economic Growth Nexus in Top Ten Energy-Consuming Countries: Fresh Evidence from Using the Quantile-on-Quantile Approach. (2018). Shahbaz, Muhammad ; Kumar, Mantu ; Syed, Jawad ; Zakaria, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:84920.

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2018Time-varying relationship between oil price and exchange rate. (2018). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Rozo, Cesar Castro. In: MPRA Paper. RePEc:pra:mprapa:87879.

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2019Publikationen von Wirtschaftsforschungsinstituten im deutschsprachigen Raum - Eine bibliometrische Analyse. (2019). Wohlrabe, Klaus ; Baumann, Alexendra. In: MPRA Paper. RePEc:pra:mprapa:92240.

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2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816.

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2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13.

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2018Linear and Nonlinear Attractors in Purchasing Power Parity. (2018). Moosa, Imad A ; Ma, Ming. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0825.

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2018Does the Expectations Hypothesis of the Term Structure Hold in Korea after the Asian Financial Crisis? Some Empirical Evidence (1999-2017). (2018). Tronzano, Marco. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0827.

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2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Thi-Hong-Van Hoang, ; Berger, Theo ; Beckmann, Joscha. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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2018What Can We Learn About the Real Exchange Rate Behavior in the Case of a Peripheral Country?. (2018). Ftiti, Zied ; Chaouachi, Slim . In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0098-z.

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2018Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique. In: Mineral Economics. RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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2019The impact of international crude oil price fluctuation on the exchange rate of petroleum-importing countries: a summary of recent studies. (2019). Wang, Xiaozhen ; Liu, Manzhi ; Zhao, Chao ; Lin, Aimei ; Qiang, Wei. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3501-y.

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2018Renewable and non-renewable energy consumption, environmental degradation and economic growth in Tunisia. (2018). ben Mbarek, Mounir ; Rahman, Mohammad Mafizur ; Saidi, Kais. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:52:y:2018:i:3:d:10.1007_s11135-017-0506-7.

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2018Financial market fragmentation and monetary transmission in the euro area: what do we know?. (2018). Horvath, Roman. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:319-334.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep027.

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2019Adaptive learning from model space. (2019). Pruser, Jan. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:1:p:29-38.

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

Works by Joscha Beckmann:


YearTitleTypeCited
2018MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES In: Economic Inquiry.
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2018Monetary policy shocks, expectations and information rigidities.(2018) In: Chemnitz Economic Papers.
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2018Monetary policy shocks, expectations and information rigidities.(2018) In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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paper
2015Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics.
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article2
2011Global Integration of Central and Eastern European Financial Markets—The Role of Economic Sentiments In: Review of International Economics.
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article5
2009Global Integration of Central and Eastern European Financial Markets: The Role of Economic Sentiments.(2009) In: Discussion Papers of DIW Berlin.
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2002Global Integration of Central and Eastern European Financial Markets - The Role of Economic Sentiments.(2002) In: EcoMod2010.
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paper
2010Global Integration of Central and Eastern European Financial Markets – The Role of Economic Sentiments.(2010) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 5
paper
2013Nonlinear Exchange Rate Adjustment and the Monetary Model In: Review of International Economics.
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article2
2017Effective Exchange Rates, Current Accounts and Global Imbalances In: Review of International Economics.
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article2
2016Effective exchange rates, current accounts and global imbalances.(2016) In: Ruhr Economic Papers.
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paper
2014Effective exchange rates, current accounts and global imbalances.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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This paper has another version. Agregated cites: 2
paper
2019An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy.
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article0
2014The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy.
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article15
2017The Role for Long-run Target Values of the Exchange Rate in the Bank of Japans Policy Reaction Function In: The World Economy.
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2018The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience In: The World Economy.
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article0
2014Forecasting Equity Premia using Bayesian Dynamic Model Averaging In: CQE Working Papers.
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paper3
2014Forecasting Exchange Rates under Model and Parameter Uncertainty In: CQE Working Papers.
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paper4
2011Cross-Section Dependence and the Monetary Exchange Rate Model: A Panel Analysis In: Discussion Papers of DIW Berlin.
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paper19
2012Cross-section dependence and the monetary exchange rate model – A panel analysis.(2012) In: The North American Journal of Economics and Finance.
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This paper has another version. Agregated cites: 19
article
2011Cross-section Dependence and the Monetary Exchange Rate Mode – A Panel Analysis.(2011) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 19
paper
2012Interest Rate Pass-through in the EMU: New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data In: Discussion Papers of DIW Berlin.
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paper54
2013Interest rate pass-through in the EMU – New evidence from nonlinear cointegration techniques for fully harmonized data.(2013) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 54
article
2012Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data*.(2012) In: ROME Working Papers.
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This paper has another version. Agregated cites: 54
paper
2012Interest Rate Pass-Through in the EMU – New Evidence from Nonlinear Cointegration Techniques for Fully Harmonized Data.(2012) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 54
paper
2014The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule In: Discussion Papers of DIW Berlin.
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paper4
2017The relevance of international spillovers and asymmetric effects in the Taylor rule.(2017) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 4
article
2015The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule.(2015) In: CEPS Papers.
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paper
2014The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule.(2014) In: ROME Working Papers.
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paper
2015The relevance of international spillovers and asymmetric effects in the Taylor rule.(2015) In: FIW Working Paper series.
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paper
2009How Stable Are Monetary Models of the Dollar-Euro Exchange Rate?: A Time-Varying Coefficient Approach In: Discussion Papers of DIW Berlin.
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paper2
2009How Stable Are Monetary Models of the Dollar-Euro Exchange Rate? - A Time-varying Coefficient Approach.(2009) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 2
paper
2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin.
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article0
2014Volatility transmission in agricultural futures markets In: Economic Modelling.
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article27
2014Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling.
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article9
2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling.
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article62
2014Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach.(2014) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 62
paper
2013Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices In: The North American Journal of Economics and Finance.
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article8
2011Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices.(2011) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 8
paper
2013Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance.
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article61
2012Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 61
paper
2015Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance.
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article8
2014Regime shifts and the Canada/US exchange rate in a multivariate framework In: Economics Letters.
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article0
2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics.
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article39
2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?.(2013) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 39
paper
2016A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis.
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article3
2014Does global liquidity drive commodity prices? In: Journal of Banking & Finance.
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article19
2015Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models In: Journal of Banking & Finance.
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article7
2017Capital flows and GDP in emerging economies and the role of global spillovers In: Journal of Economic Behavior & Organization.
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article0
2017Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers.(2017) In: Chemnitz Economic Papers.
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paper
2016Forecasting exchange rates under parameter and model uncertainty In: Journal of International Money and Finance.
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article3
2017The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance.
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article3
2016The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 3
paper
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven In: Journal of International Money and Finance.
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article3
2017Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven.(2017) In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
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This paper has another version. Agregated cites: 3
paper
2017The political economy of the impossible trinity In: European Journal of Political Economy.
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article2
2017Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy.
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article8
2013Oil prices and effective dollar exchange rates In: International Review of Economics & Finance.
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article32
2017Exchange rate predictability and dynamic Bayesian learning In: Essex Finance Centre Working Papers.
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paper0
2018Exchange rate predictability and dynamic Bayesian learning.(2018) In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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This paper has another version. Agregated cites: 0
paper
2014Large-scale Transformations of Socio-economic Institutions In: WWWforEurope Working Papers series.
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paper0
2011Cointegration, structural breaks and monetary fundamentals of the Dollar/Yen Exchange In: International Advances in Economic Research.
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article1
2013Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy.
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article18
2016Government activity and economic growth – one size fits All? In: International Economics and Economic Policy.
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article1
2014Government activity and economic growth: One size fits all?.(2014) In: Kiel Working Papers.
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This paper has another version. Agregated cites: 1
paper
2012The cross-country importance of global sentiments—evidence for smaller EU countries In: International Economics and Economic Policy.
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article1
2013The U.S. Current Account and Real Effective Dollar Exchange Rates In: Credit and Capital Markets.
[Citation analysis]
article0
2014Non-linearities in the relationship of agricultural futures prices In: European Review of Agricultural Economics.
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article6
2013Exchange Rate Pass-Through into German Import Prices – A Disaggregated Perspective In: ROME Working Papers.
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paper5
2013Exchange rate pass-through into German import prices - a disaggregated perspective.(2013) In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order.
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paper
2013Exchange Rate Pass-through into German Import Prices – A Disaggregated Perspective.(2013) In: Ruhr Economic Papers.
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paper
2014Exchange rate pass-through into German import prices - a disaggregated perspective.(2014) In: Applied Economics.
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article
2013Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long Run* In: ROME Working Papers.
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2015Foreign exchange market interventions and the $-¥ exchange rate in the long run.(2015) In: Applied Economics.
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2013Foreign Exchange Market Interventions and the $-¥ Exchange Rate in the Long-Run.(2013) In: Ruhr Economic Papers.
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paper
2018The dollar–euro exchange rate and monetary fundamentals In: Empirical Economics.
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article0
2011The dollar-euro exchange rate and macroeconomic fundamentals: a time-varying coefficient approach In: Review of World Economics (Weltwirtschaftliches Archiv).
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article27
2013Taylor rule equilibrium exchange rates and nonlinear mean reversion In: Applied Financial Economics.
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article1
2018Special issue of applied economics on ‘Finance and the real economy’ In: Applied Economics.
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article0
2013The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis In: International Review of Applied Economics.
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article1
2016Oil price and FX-rates dependency In: Quantitative Finance.
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article7
2017The Relative Valuation of Gold In: Chemnitz Economic Papers.
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paper0
2016The relative valuation of gold.(2016) In: Ruhr Economic Papers.
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This paper has another version. Agregated cites: 0
paper
2017Gold Price Dynamics and the Role of Uncertainty In: Chemnitz Economic Papers.
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paper7
2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication In: Chemnitz Economic Papers.
[Full Text][Citation analysis]
paper0
2014Large-scale Transformations of Socio-economic Institutions. WWWforEurope Working Paper No. 75 In: WIFO Studies.
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book0
2014Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers.
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paper6
2014Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
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paper0
2018What drives updates of inflation expectations? A Bayesian VAR analysis for the G-7 countries In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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paper0
2018Information Rigidities and Exchange Rate Expectations In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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paper0
2018An intuitive method to improve the estimation of output gaps In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy.
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