Clive Bowsher : Citation Profile

Are you Clive Bowsher?

Oxford University
Oxford University
Oxford University

4

H index

4

i10 index

441

Citations

RESEARCH PRODUCTION:

4

Articles

12

Papers

RESEARCH ACTIVITY:

   7 years (2001 - 2008). See details.
   Cites by year: 63
   Journals where Clive Bowsher has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 5 (1.12 %)

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   Permalink: http://citec.repec.org/pbo121
   Updated: 2019-03-16    RAS profile: 2012-02-04    
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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 Clive Bowsher.

Is cited by:

Dreher, Axel (13)

Bonfiglioli, Alessandra (8)

Hautsch, Nikolaus (8)

Neumayer, Eric (7)

Mitze, Timo (7)

Dobbelaere, Sabien (7)

Cho, Seo-Young (7)

Jalles, Joao (7)

Law, Siong Hook (6)

Koopman, Siem Jan (6)

van der Wel, Michel (6)

Cites to:

Engle, Robert (6)

Campbell, John (4)

Diebold, Francis (4)

Arellano, Manuel (4)

Shiller, Robert (4)

Hansen, Lars (4)

Imbens, Guido (2)

Yaron, Amir (2)

Blundell, Richard (2)

Hautsch, Nikolaus (2)

Easley, David (2)

Main data

Where Clive Bowsher has published?

Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
OFRC Working Papers Series / Oxford Financial Research Centre3
Working Papers / Federal Reserve Bank of Dallas2

Recent works citing Clive Bowsher (2018 and 2017)

YearTitle of citing document
2018State-dependent Hawkes processes and their application to limit order book modelling. (2018). Pakkanen, Mikko ; Morariu-Patrichi, Maxime . In: CREATES Research Papers. RePEc:aah:create:2018-26.

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2017Statistical inference for the doubly stochastic self-exciting process. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1607.05831.

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2017Analysis of order book flows using a nonparametric estimation of the branching ratio matrix. (2017). Achab, Massil ; Rambaldi, Marcello ; Muzy, Jean-Franccois ; Bacry, Emmanuel. In: Papers. RePEc:arx:papers:1706.03411.

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2017General Compound Hawkes Processes in Limit Order Books. (2017). Swishchuk, Anatoliy. In: Papers. RePEc:arx:papers:1706.07459.

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2018Hybrid marked point processes: characterisation, existence and uniqueness. (2018). Morariu-Patrichi, Maxime ; Pakkanen, Mikko S. In: Papers. RePEc:arx:papers:1707.06970.

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2017Transform Analysis for Hawkes Processes with Applications in Dark Pool Trading. (2017). Gao, Xuefeng ; Zhu, Lingjiong ; Zhou, Xiang. In: Papers. RePEc:arx:papers:1710.01452.

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2017Compound Hawkes Processes in Limit Order Books. (2017). Swishchuk, Anatoliy ; Chavez-Casillas, Jonathan ; Elliott, Robert ; Remillard, Bruno. In: Papers. RePEc:arx:papers:1712.03106.

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2018State-dependent Hawkes processes and their application to limit order book modelling. (2018). Morariu-Patrichi, Maxime ; Pakkanen, Mikko S. In: Papers. RePEc:arx:papers:1809.08060.

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2018General Compound Hawkes Processes in Limit Order Books. (2018). Swishchuk, Anatoliy ; Huffman, Aiden. In: Papers. RePEc:arx:papers:1812.02298.

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2017Drift in Transaction-Level Asset Price Models. (2017). Perron, Pierre ; Soulier, Philippe ; Hurvich, Clifford ; Cao, Wen ; Zorita, Eduardo . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:5:p:769-790.

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2017Earnings Growth and Movements in Self‐Reported Health. (2017). Addison, Tony ; Halliday, Timothy J ; Tarp, Finn ; Pirttila, Yukka. In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:4:p:760-776.

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2017Does Trade Liberalisation Trigger Tax Competition? Theory and Evidence from OECD Countries. (2017). Exbrayat, Nelly. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:1:p:88-115.

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2017Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2017_1715.

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2017Short Selling Ban and Intraday Dynamics. (2017). Crego, Julio A. In: Working Papers. RePEc:cmf:wpaper:wp2018_1715.

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2017Capital structure determinants and adjustment speed: An empirical analysis of Dutch SMEs. (2017). Mocking, Remco ; Steegmans, Joep . In: CPB Discussion Paper. RePEc:cpb:discus:357.

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2017Do integrated economies grow faster? Evidence from domestic equity holdings. (2017). Azman-Saini, W.N.W ; Lee, Chin ; Law, Siong Hook ; W. N. W. Azman-Saini, ; W. N. W. Azman-Saini, . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00557.

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2018Social order and financial development. (2018). Lee, Mansokku ; Jung, Changkuk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00327.

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2017The behaviour of SMEs capital structure determinants in different macroeconomic states. (2017). Balios, Dimitrios ; Daskalakis, Nikolaos ; Dalla, Violetta. In: Journal of Corporate Finance. RePEc:eee:corfin:v:46:y:2017:i:c:p:248-260.

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2018Likelihood based inference for the multivariate renewal Hawkes process. (2018). Stindl, Tom ; Chen, Feng. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:123:y:2018:i:c:p:131-145.

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2017Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data. (2017). Lee, Kyungsub ; Ki, Byoung . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:154-183.

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2018Forecasting the yield curve using a dynamic natural cubic spline model. (2018). Feng, Pan ; Qian, Junhui. In: Economics Letters. RePEc:eee:ecolet:v:168:y:2018:i:c:p:73-76.

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2018Testing for self-excitation in jumps. (2018). Boswijk, H. Peter ; Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:256-266.

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2018Filtered likelihood for point processes. (2018). Giesecke, Kay ; Schwenkler, Gustavo. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:33-53.

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2018Copula based multivariate semi-Markov models with applications in high-frequency finance. (2018). Damico, Guglielmo ; Petroni, Filippo. In: European Journal of Operational Research. RePEc:eee:ejores:v:267:y:2018:i:2:p:765-777.

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2017Marked Hawkes process modeling of price dynamics and volatility estimation. (2017). Ki, Byoung ; Lee, Kyungsub. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:174-200.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2017Environmental Kuznets Curve of greenhouse gas emissions including technological progress and substitution effects. (2017). Liobikien, Genovait ; Butkus, Mindaugas. In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:237-248.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Forecasting the variance of stock index returns using jumps and cojumps. (2017). Liao, Yin ; Clements, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:729-742.

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2018The role of institutions in finance curse: Evidence from international data. (2018). Law, Siong Hook ; Kutan, Ali ; Naseem, N. A. M., . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:174-191.

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2018Exploring the sources of default clustering. (2018). Azizpour, S ; Schwenkler, G ; Giesecke, K. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:1:p:154-183.

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2017Does trade openness contribute to food security? A dynamic panel analysis. (2017). Abdulai, Awudu ; Dithmer, Jan . In: Food Policy. RePEc:eee:jfpoli:v:69:y:2017:i:c:p:218-230.

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2018Limit theorems for Markovian Hawkes processes with a large initial intensity. (2018). Gao, Xuefeng ; Zhu, Lingjiong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:11:p:3807-3839.

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2017A generalised contagion process with an application to credit risk. (2017). Dassios, Angelos ; Zhao, Hongbiao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68558.

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2017Efficient simulation of clustering jumps with CIR intensity. (2017). Dassios, Angelos ; Zhao, Hongbiao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:74205.

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2017Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models. (2017). Kiviet, Jan ; Poldermans, Rutger ; Pleus, Milan . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:14-:d:93537.

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2017Determinants of Related and Unrelated Export Diversification. (2017). Ali, Muhammad. In: Economies. RePEc:gam:jecomi:v:5:y:2017:i:4:p:50-:d:122713.

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2019Effect of Aid for Trade Policy and Regulations on Tariff Policy Volatility: Does Institutional and Governance Quality Matter?. (2019). Gnangnon, Sena Kimm. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:6-:d:197553.

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2017Interpretable Parsimonious Arbitrage-free Modeling of the Yield Curve. (2017). Bekker, Paul A. In: Research Report. RePEc:gro:rugsom:17009-eef.

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2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01489222.

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2018High dimensional Hawkes processes for limit order books Modelling, empirical analysis and numerical calibration. (2018). Lu, Xiaofei ; Abergel, Frederic. In: Post-Print. RePEc:hal:journl:hal-01686122.

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2017Limit order book modelling with high dimensional Hawkes processes. (2017). Lu, Xiaofei ; Abergel, Frederic. In: Working Papers. RePEc:hal:wpaper:hal-01512430.

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2018Growth, inequality and poverty: A robust relationship?. (2018). Servén, Luis ; Serven, Luis ; Marrero, Gustavo A. In: Working Papers. RePEc:inq:inqwps:ecineq2018-478.

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2018Twin Deficits Revisited: a role for fiscal institutions?. (2018). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0312018.

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2017Comparing Micro-Evidence on Rent Sharing from Two Different Econometric Models. (2017). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: IZA Discussion Papers. RePEc:iza:izadps:dp11156.

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2018To Whom Does Outward FDI Give Jobs?. (2018). Kang, Youngho ; Whang, Unjung. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9484-1.

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2017The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises. (2017). Nakatani, Ryota. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:11:p:2545-2561.

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2017Firm Growth Dynamics and Financial Constraints: Evidence from Serbian Firms. (2017). Stemmer, Michael ; Markovic, Milos . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17012.

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2018Foreign Aid and Subnational Development: A Grid Cell Analysis. (2018). Gören, Erkan ; Bitzer, Jürgen. In: Working Papers. RePEc:old:dpaper:407.

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2018Forecasting Bond Yields with Segmented Term Structure Models. (2018). Almeida, Caio ; Vicente, Jose ; Simonsen, Axel ; Kubudi, Daniela ; Ardison, Kym . In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:16:y:2018:i:1:p:1-33..

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2017Lucas Paradox in the Short-Run. (2017). Keskinsoy, Bilal. In: MPRA Paper. RePEc:pra:mprapa:78783.

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2018Output Costs of Currency Crises: Shocks, Policies and Cycles. (2018). Nakatani, Ryota. In: MPRA Paper. RePEc:pra:mprapa:83549.

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2017THE INFLATION-GROWTH NEXUS: A DYNAMIC PANEL THRESHOLD ANALYSIS FOR D-8 COUNTRIES. (2017). Aydin, Celil. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:134-151.

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2018The role of supervised learning in the decision process to fair trade US municipal debt. (2018). Dash, Gordon H ; Vonella, Domenic ; Kajiji, Nina . In: EURO Journal on Decision Processes. RePEc:spr:eurjdp:v:6:y:2018:i:1:d:10.1007_s40070-018-0079-2.

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2018The microstructural foundations of leverage effect and rough volatility. (2018). Euch, Omar ; Rosenbaum, Mathieu ; Fukasawa, Masaaki. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:2:d:10.1007_s00780-018-0360-z.

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2018Another look at the determinants of the financial condition of state pension plans. (2018). Barth, James R ; Lee, Kangbok ; Joo, Sunghoon. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:3:d:10.1007_s12197-017-9402-1.

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2018Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues. (2018). Gao, Xuefeng ; Zhu, Lingjiong. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:90:y:2018:i:1:d:10.1007_s11134-018-9570-5.

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2018Effective International Tourism Management: A Strategic Approach. (2018). Nassani, Abdelmohsen A ; Zaman, Khalid ; Qazi, Muhammad Moinuddin ; Aldakhil, Abdullah Mohammed . In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:137:y:2018:i:3:d:10.1007_s11205-017-1625-1.

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2017Regional labour force participation across the European Union: a time–space recursive modelling approach with endogenous regressors. (2017). Elhorst, J.Paul ; Vega, Solmaria Halleck. In: Spatial Economic Analysis. RePEc:taf:specan:v:12:y:2017:i:2-3:p:138-160.

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2017Comparing micro-evidence on rent sharing from two different econometric models. (2017). MAIRESSE, Jacques ; Dobbelaere, Sabien. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170112.

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2018The Exchange Rate and Export Variety: A cross-country analysis with long panel estimators. (2018). Goya, Daniel. In: Working Papers. RePEc:ucv:wpaper:2018-01.

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2017A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK. (2017). Dassios, Angelos ; Zhao, Hongbiao. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:01:n:s0219024917500030.

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Works by Clive Bowsher:

YearTitleTypeCited
2008The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article23
2008The dynamics of economics functions: modelling and forecasting the yield curve.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 23		paper
2008The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2008The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve.(2008) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2001Criterion-based inference for GMM in autoregressive panel data models In: Economics Letters.
[Full Text][Citation analysis]		article45
2001Criterion-based inference for GMM in autoregressive panel-data models.(2001) In: IFS Working Papers.
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This paper has another version. Agregated cites: 45		paper
2002On testing overidentifying restrictions in dynamic panel data models In: Economics Letters.
[Full Text][Citation analysis]		article252
2007Modelling security market events in continuous time: Intensity based, multivariate point process models In: Journal of Econometrics.
[Full Text][Citation analysis]		article113
2002Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models.(2002) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113		paper
2003Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113		paper
2005Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models.(2005) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 113		paper
2008Stationarity and the term structure of interest rates: a characterisation of stationary and unit root yield curves In: Working Papers.
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2004Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange In: Economics Papers.
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2004Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange.(2004) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2006High Dimensional Yield Curves: Models and Forecasting In: Economics Papers.
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2006High Dimensional Yield Curves: Models and Forecasting.(2006) In: OFRC Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper

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