Thanaset Chevapatrakul : Citation Profile

Are you Thanaset Chevapatrakul?

University of Nottingham

6

H index

5

i10 index

121

Citations

RESEARCH PRODUCTION:

7

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 12
   Journals where Thanaset Chevapatrakul has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (1.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch489
   Updated: 2023-05-27    RAS profile: 2017-10-23    
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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 Thanaset Chevapatrakul.

Is cited by:

MULLER, Christophe (15)

Kim, Tae-Hwan (13)

Pönkä, Harri (7)

Mizen, Paul (5)

Tsoukas, Serafeim (5)

ALAGIDEDE, IMHOTEP (4)

Naraidoo, Ruthira (4)

GUPTA, RANGAN (4)

Akosah, Nana (4)

Vespignani, Joaquin (3)

Wolters, Maik (3)

Cites to:

Gertler, Mark (8)

Kim, Tae-Hwan (8)

Galí, Jordi (8)

Clarida, Richard (7)

Bassett, Gilbert (7)

Bernanke, Ben (7)

MULLER, Christophe (7)

Wieland, Volker (6)

Campbell, John (6)

Nelson, Edward (6)

koenker, roger (6)

Main data

Where Thanaset Chevapatrakul has published?

Recent works citing Thanaset Chevapatrakul (2022 and 2021)

YearTitle of citing document
2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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2022Price connectedness and input–output linkages: Evidence from China. (2022). Lin, Faqin ; Jing, Zhongbo ; Fang, YI ; Jia, Yanyan. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002383.

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2021Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Suleman, Tahir ; Nekhili, Ramzi ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302126.

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2022Contagion effect of systemic risk among industry sectors in China’s stock market. (2022). Zhao, Tianyu ; Yan, Haoyang ; Xu, Qiuhua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001819.

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2022The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

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2022Dynamic volatility connectedness between industrial metal markets. (2022). Zhou, Zicheng ; Liu, Tangyong ; Xu, Jun ; Gong, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001498.

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2021Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors. (2021). Tucker, Allan ; Ali, Faek Menla ; Al-Nasseri, Alya. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002362.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2022Asset redeployability and trade credit. (2022). Alam, Nurul ; Hasan, Mostafa Monzur. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000047.

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2021Two decades of contagion effect on stock markets: Which events are more contagious?. (2021). Smaga, Pawe ; Kurowski, Ukasz ; Rogowicz, Karol ; Iwanicz-Drozdowska, Magorzata. In: Journal of Financial Stability. RePEc:eee:finsta:v:55:y:2021:i:c:s157230892100067x.

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2021Return signal momentum. (2021). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:124:y:2021:i:c:s0378426621000212.

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2022Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003701.

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2022Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach. (2022). Gong, XU ; Cheng, Yuxiang ; Shui, Aojie ; Wen, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:457-482.

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2022Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Di, Qian ; Xu, Fangming ; Li, Lifang ; Tang, Shenfeng ; Jiang, Hai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058.

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2021.

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2021Financial Resources for the Investments in Renewable Self-Consumption in a Circular Economy Framework. (2021). Portillo-Tarragona, Pilar ; Gimeno, Jose Angel ; Scarpellini, Sabina ; Llera-Sastresa, Eva. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:12:p:6838-:d:576532.

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2022Volatility spillover among sector equity returns under structural breaks. (2022). Malik, Farooq. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:3:d:10.1007_s11156-021-01018-8.

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2022Monetary policy reaction to uncertainty in Japan: Evidence from a quantile?on?quantile interest rate rule. (2022). Hassapis, Christis ; Gupta, Rangan ; Naraidoo, Ruthira ; Christou, Christina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2041-2053.

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2023Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32.

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Works by Thanaset Chevapatrakul:

YearTitleTypeCited
2014Monetary Policy Reaction Functions in Small Open Economies: a Quantile Regression Approach In: Manchester School.
[Full Text][Citation analysis]		article12
2013What determines the sacrifice ratio? A quantile regression approach In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2014Monetary environments and stock returns revisited: A quantile regression approach In: Economics Letters.
[Full Text][Citation analysis]		article4
2015Monetary environments and stock returns: International evidence based on the quantile regression technique In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2013Return sign forecasts based on conditional risk: Evidence from the UK stock market index In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article14
2008Forecasting changes in UK interest rates In: Journal of Forecasting.
[Full Text][Citation analysis]		article14
2007Forecasting Changes in UK Interest Rates.(2007) In: Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2009The Taylor Principle and Monetary Policy Approaching a Zero Bound on Nominal Rates: Quantile Regression Results for the United States and Japan In: Journal of Money, Credit and Banking.
[Citation analysis]		article48
2014The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis In: Discussion Papers.
[Full Text][Citation analysis]		paper11
2016Customer financing, bargaining power and trade credit uptake In: Discussion Papers.
[Full Text][Citation analysis]		paper3
2017Customer financing, bargaining power and trade credit uptake.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2016Business-Linkage Volatility Spillover between US Industries In: Discussion Papers.
[Full Text][Citation analysis]		paper8

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