Robert-Paul Berben : Citation Profile


Are you Robert-Paul Berben?

de Nederlandsche Bank

8

H index

5

i10 index

308

Citations

RESEARCH PRODUCTION:

7

Articles

16

Papers

1

Chapters

RESEARCH ACTIVITY:

   18 years (1998 - 2016). See details.
   Cites by year: 17
   Journals where Robert-Paul Berben has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 3 (0.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe967
   Updated: 2021-10-16    RAS profile: 2018-02-15    
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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 Robert-Paul Berben.

Is cited by:

Teräsvirta, Timo (14)

Silvennoinen, Annastiina (11)

Okimoto, Tatsuyoshi (10)

Savva, Christos (10)

Jansen, W. Jos (9)

Stokman, Ad (9)

Osborn, Denise (6)

Berger, Helge (6)

Kilian, Lutz (6)

Kim, Hyeongwoo (5)

Szafarz, Ariane (5)

Cites to:

Campbell, John (10)

Reinhart, Carmen (8)

Shiller, Robert (7)

Engle, Robert (7)

Rouwenhorst, K. (6)

Rogoff, Kenneth (6)

Goetzmann, William (6)

Eichenbaum, Martin (6)

Christiano, Lawrence (6)

Danthine, Jean-Pierre (6)

Hansen, Bruce (5)

Main data


Where Robert-Paul Berben has published?


Journals with more than one article published# docs
Applied Economics Letters2
Applied Economics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Robert-Paul Berben (2021 and 2020)


YearTitle of citing document
2021Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model. (2021). Terasvirta, Timo ; Silvennoinen, Annastiina ; Hall, Anthony D. In: CREATES Research Papers. RePEc:aah:create:2021-13.

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2020Did Globalization Kill Contagion?. (2020). Szafarz, Ariane ; Oosterlinck, Kim ; Burietz, Aurore ; Briere, Marie ; Accominotti, Olivier. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14395.

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2021Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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2020Time varying integration of European stock markets and monetary drivers. (2020). Kim, Heeho ; Lee, Hyunchul. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:369-385.

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2021Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2021). Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000761.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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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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2020A non-linear analysis of the sovereign bank nexus in the EU. (2020). Cifarelli, Giulio ; Paladino, Giovanna. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s170349491930074x.

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2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

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2020Inter- and intra-regional stock market relations for the GCC bloc. (2020). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310013.

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2020Attention allocation and international stock return comovement: Evidence from the Bitcoin market. (2020). Li, Xiao ; Hu, Yitong ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304992.

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2021Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609.

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2021Public Debt Thresholds: An Analysis for Cyprus. (2021). Savva, Christos S ; Michail, Nektarios A. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:15:y:2021:i:1:p:75-85.

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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2020An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities. (2020). Alves, José ; Silva, Tomas . In: Working Papers REM. RePEc:ise:remwps:wp01442020.

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2020Financial integration in the EU28 equity markets: measures and drivers. (2020). Papanagiotou, Evangalia ; Ossola, Elisa ; Nardo, Michela. In: Working Papers. RePEc:jrs:wpaper:202009.

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2020Intra-EMU and non-EMU, EU stock markets’ return spillover: evidence from ESDC. (2020). Qarni, Muhammad Owais ; Gulzar, Saqib. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:3:d:10.1007_s10663-019-09437-6.

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2021An Empirical Assessment of Monetary Policy Channels in Income and Wealth Disparities. (2021). Alves, José ; Silva, Tomas. In: Comparative Economic Studies. RePEc:pal:compes:v:63:y:2021:i:3:d:10.1057_s41294-021-00149-0.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2021Tell me where to stop: thresholds in the bank lending and output growth relationship. (2021). Koursaros, Demetris ; Savva, Christos ; Michail, Nektarios. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01823-5.

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Works by Robert-Paul Berben:


YearTitleTypeCited
2005Cross-country differences in monetary policy transmission In: Working Papers.
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paper27
2004Cross-country differences in monetary policy transmission.(2004) In: Working Paper Series.
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This paper has another version. Agregated cites: 27
paper
2007Households response to wealth changes: do gins or losses make a difference? In: IFC Bulletins chapters.
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chapter19
2006Households Response to Wealth Changes: Do Gains or Losses make a Difference?.(2006) In: DNB Working Papers.
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This paper has another version. Agregated cites: 19
paper
2003Requirements for successful currency regimes: The Dutch and Thai experiences In: DNB Occasional Studies.
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paper1
2002Requirements for successful currency regimes: the Dutch and Thai experiences.(2002) In: MEB Series (discontinued).
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This paper has another version. Agregated cites: 1
paper
2010Macro-effects of higher capital and liquidity requirements for banks In: DNB Occasional Studies.
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paper7
2005The Impact of Government Debt on Private Consumption in OECD Countries In: DNB Working Papers.
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paper9
2007The impact of government debt on private consumption in OECD countries.(2007) In: Economics Letters.
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This paper has another version. Agregated cites: 9
article
2005Bond Market and Stock Market Integration in Europe In: DNB Working Papers.
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paper19
2001Comovement in International Equity Markets: a Sectoral View In: MEB Series (discontinued).
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paper157
2005Comovement in international equity markets: A sectoral view.(2005) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 157
article
2003Comovement in international equity markets: A sectoral view.(2003) In: Finance.
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This paper has another version. Agregated cites: 157
paper
2003The role of regional information in the optimal composition of a committee In: MEB Series (discontinued).
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paper9
2012The role of regional information in the optimal composition of a committee.(2012) In: Economics Bulletin.
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This paper has another version. Agregated cites: 9
article
2003The role of regional information in the optimal composition of a committee.(2003) In: Macroeconomics.
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This paper has another version. Agregated cites: 9
paper
2003Does stock market uncertainty impair the use of monetary indicators in the euro area? In: MEB Series (discontinued).
[Citation analysis]
paper0
2007Does stock market uncertainty impair the use of monetary indicators in the euro area?.(2007) In: Applied Economics.
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This paper has another version. Agregated cites: 0
article
2005Inflation persistence in structural macroeconomic models (RG10) In: Working Paper Series.
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paper6
1998Does the absence of cointegration explain the typical findings in long horizon regressions? In: Econometric Institute Research Papers.
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paper42
1999Unit root tests and assymmetric adjustment In: Econometric Institute Research Papers.
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paper0
2004Exchange rate pass-through in the Netherlands: has it changed? In: Applied Economics Letters.
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article3
2016Does deflation affect household spending? The case of the Netherlands In: Applied Economics Letters.
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article0
2009Bond market and stock market integration in Europe: a smooth transition approach In: Applied Economics.
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article9

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