17
H index
23
i10 index
872
Citations
University of Strathclyde | 17 H index 23 i10 index 872 Citations RESEARCH PRODUCTION: 40 Articles 61 Papers 1 Books RESEARCH ACTIVITY: 24 years (1998 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pby6 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Joseph P. Byrne. | Is cited by: | Cites to: |
Year | Title of citing document |
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2023 | Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346. Full description at Econpapers || Download paper |
2023 | The Impossible Love of Fossil Fuel Companies for Carbon Taxes. (2023). Wegner, Oriane ; Thubin, Camille ; Lisack, Noemie ; de Gaye, Annabelle ; Dees, Stephane ; Boullot, Mathieu ; Allen, Thomas. In: Working papers. RePEc:bfr:banfra:922. Full description at Econpapers || Download paper |
2023 | Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64. Full description at Econpapers || Download paper |
2023 | Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63. Full description at Econpapers || Download paper |
2023 | Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123. Full description at Econpapers || Download paper |
2023 | Regional growth convergence and EU policies: Empirical evidence and measuring problems. (2008). Esposti, Roberto. In: CESifo Forum. RePEc:ces:ifofor:v:9:y:2008:i:1:p:14-22. Full description at Econpapers || Download paper |
2023 | Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523. Full description at Econpapers || Download paper |
2023 | Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651. Full description at Econpapers || Download paper |
2023 | Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028. Full description at Econpapers || Download paper |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper |
2023 | Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182. Full description at Econpapers || Download paper |
2023 | Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471. Full description at Econpapers || Download paper |
2023 | Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476. Full description at Econpapers || Download paper |
2023 | Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038. Full description at Econpapers || Download paper |
2023 | U.K. economic policy uncertainty and innovation activities: A firm-level analysis. (2023). Trinh, Vu Quang ; Nguyen, Minh Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000492. Full description at Econpapers || Download paper |
2023 | The interplay between uncertainty, managerial decision making, and firm value: Evidence from Bangladesh. (2023). Quader, Syed Manzur. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000509. Full description at Econpapers || Download paper |
2023 | Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486. Full description at Econpapers || Download paper |
2023 | Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298. Full description at Econpapers || Download paper |
2023 | Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061. Full description at Econpapers || Download paper |
2023 | Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757. Full description at Econpapers || Download paper |
2023 | Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x. Full description at Econpapers || Download paper |
2023 | The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35. Full description at Econpapers || Download paper |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
2023 | Innovation and labour productivity growth moderated by structural change: Analysis in a global perspective. (2023). Wang, Cong ; Naveed, Amjad. In: Technovation. RePEc:eee:techno:v:119:y:2023:i:c:s0166497222001018. Full description at Econpapers || Download paper |
2023 | The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371. Full description at Econpapers || Download paper |
2023 | TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis. (2023). Bassil, Charbel ; Harb, Georges. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:34-:d:1039993. Full description at Econpapers || Download paper |
2023 | Oil Price—A Sensor for the Performance of Romanian Oil Manufacturing Companies. (2023). Ivan, Mihail Vincentiu ; Manta, Otilia ; Voica, Marian Catalin ; Muresan, Jianu Daniel ; Neacsa, Adrian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2336-:d:1083622. Full description at Econpapers || Download paper |
2023 | Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268. Full description at Econpapers || Download paper |
2023 | Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries. (2023). Lahet, Delphine ; Chenaf-Nicet, Dalila ; Brana, Sophie. In: Working Papers. RePEc:inf:wpaper:2023.06. Full description at Econpapers || Download paper |
2023 | Technological Convergence in Emerging Economies: An Investigation with Unit Root Tests. (2023). Zuhal, Mustafa. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:567-586. Full description at Econpapers || Download paper |
2023 | Emerging Market Economies’ Challenge: Managing the Yield Curve in a Financially Globalized World. (2023). Ito, Hiro ; Tran, Phuong. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-021-09661-3. Full description at Econpapers || Download paper |
2023 | What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies. (2023). Stengos, Thanasis ; Liu, Renliang. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09669-3. Full description at Econpapers || Download paper |
2023 | Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2. Full description at Econpapers || Download paper |
2023 | Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507. Full description at Econpapers || Download paper |
2023 | The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006. Full description at Econpapers || Download paper |
2023 | Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence. (2023). Arora, Kapil ; Ganiev, Omonjon ; Ur-Rehman, Naqeeb ; Jain, Devendra Kumar. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00417-7. Full description at Econpapers || Download paper |
2023 | BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074. Full description at Econpapers || Download paper |
2023 | Foreign exchange market asymmetries in Pacific small island developing states: Evidence from Fiji. (2023). Singh, Rup ; Jain, Devendra Kumar ; Chand, Ronal ; Patel, Arvind. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4353-4364. Full description at Econpapers || Download paper |
2023 | Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877. Full description at Econpapers || Download paper |
2023 | Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216. Full description at Econpapers || Download paper |
2023 | Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets. (2023). Choi, Sangyup ; Havel, Jiri. In: Working papers. RePEc:yon:wpaper:2023rwp-221. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | Exchange Rate Predictability in a Changing World In: Papers. [Full Text][Citation analysis] | paper | 44 |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2016 | Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2014 | Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
2020 | Asset Prices and Capital Share Risks: Theory and Evidence In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Asset Prices and Capital Share Risks: Theory and Evidence.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 6 |
2011 | Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? In: Economic Inquiry. [Full Text][Citation analysis] | article | 24 |
2014 | Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2015 | Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2015 | Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2015 | Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator?.(2015) In: Heriot-Watt University Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2003 | Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 40 |
2005 | The Impact of Short? and Long?run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 36 |
2010 | THE TIME?SERIES PROPERTIES OF UK INFLATION: EVIDENCE FROM AGGREGATE AND DISAGGREGATE DATA In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
2003 | Financial Structure In: Cambridge Books. [Citation analysis] | book | 1 |
In: . [Full Text][Citation analysis] | article | 9 | |
2002 | A Comparison of Balance Sheet Structures in Major EU Countries.(2002) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
In: . [Full Text][Citation analysis] | article | 1 | |
2002 | Sterling, the Euro and the Dollar.(2002) In: National Institute Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2010 | Domestic vs. International Correlations of Interest Rate Maturities In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2003 | Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries In: Royal Economic Society Annual Conference 2003. [Full Text][Citation analysis] | paper | 4 |
2010 | IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2010 | Interest Rate Co-movements, Global Factors and the Long End of the Term Spread In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2012 | Interest rate co-movements, global factors and the long end of the term spread.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2010 | Interest Rate Co-movements, Global Factors and the Long End of the Term Spread.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2010 | Exchange rate pass through to import prices: panel evidence from emerging market economies. In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2010 | Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2010 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
2010 | International evidence on the new Keynesian Phillips Curve using aggregate and disaggregate data.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2013 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2013 | International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
2011 | International Capital Flows to Emerging and Developing Countries: National and Global Determinants In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 24 |
2011 | International capital flows to emerging and developing countries: national and global determinants.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
2008 | The Global Dimension to Fiscal Sustainability In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 19 |
2011 | The global dimension to fiscal sustainability.(2011) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2008 | The Global Dimension to Fiscal Sustainability.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2008 | The Global Side of the Investment-Savings Puzzle In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
2008 | The Global Side of the Investments-Savings Puzzle.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2009 | The Global Side of the Investment-Saving Puzzle.(2009) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2009 | The Global Side of the Investment?Saving Puzzle.(2009) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 41 |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2014 | On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | paper | |
2018 | ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 41 | article | |
2008 | Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2008 | Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2010 | Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2008 | Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2015 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Primary commodity prices: Co-movements, common factors and fundamentals In: Journal of Development Economics. [Full Text][Citation analysis] | article | 133 |
2010 | Primary commodity prices: co-movements, common factors and fundamentals.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2011 | Primary commodity prices : co-movements, common factors and fundamentals.(2011) In: Policy Research Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
2003 | The implications of diversity in consumption behaviour for the choice of monetary policy rules in Europe In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
2003 | Some international evidence on price determination: a non-stationary panel approach In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2004 | Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses In: Economic Modelling. [Full Text][Citation analysis] | article | 27 |
2004 | Permanent and temporary inflation uncertainty and investment in the United States In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
2017 | Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 10 |
2019 | Oil prices, fundamentals and expectations In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2015 | Foreign exchange market pressure and capital controls In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 15 |
2018 | Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2016 | Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2021 | The conditional volatility premium on currency portfolios In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
2019 | Decomposing global yield curve co-movement In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2016 | Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2022 | The time-varying risk price of currency portfolios In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2013 | A new approach to tests of pricing-to-market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 3 |
2016 | International capital flows to emerging markets: National and global determinants In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 52 |
2019 | Carry trades and commodity risk factors In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2017 | Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2008 | US trade and exchange rate volatility: A real sectoral bilateral analysis In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 64 |
2006 | US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
2006 | Unit Roots and Structural Breaks: A Survey of the Literature In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
2007 | Unit Roots in Inflation and Aggregation Bias In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Euro Area Inflation: Aggregation Bias and Convergence In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2010 | Euro area inflation: aggregation bias and convergence.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2017 | Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations In: CEERP Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2017 | Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis In: CEERP Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1998 | Job creation and destruction in the corporate sector: the relative importance of births, deaths and... In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 4 |
1999 | An Artificial Neural Network System of Leading Indicators In: National Institute of Economic and Social Research (NIESR) Discussion Papers. [Citation analysis] | paper | 12 |
2020 | Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics. [Full Text][Citation analysis] | article | 6 |
2017 | Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2016 | Stock Return Prediction with Fully Flexible Models and Coefficients In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2002 | Investment and Uncertainty in the G7 In: MPRA Paper. [Full Text][Citation analysis] | paper | 62 |
2005 | Investment and Uncertainty in the G7.(2005) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 62 | article | |
2017 | The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2020 | The Conditional Risk and Return Trade-Off on Currency Portfolios In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
Commodity Correlation Risk In: Working Papers. [Citation analysis] | paper | 0 | |
2010 | Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2009 | Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests In: Regional Studies. [Full Text][Citation analysis] | article | 29 |
2005 | Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence In: ERSA conference papers. [Full Text][Citation analysis] | paper | 3 |
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