Helena Chuliá : Citation Profile


Are you Helena Chuliá?

Universitat de Barcelona

5

H index

2

i10 index

135

Citations

RESEARCH PRODUCTION:

14

Articles

11

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 13
   Journals where Helena Chuliá has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 6 (4.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch675
   Updated: 2017-11-18    RAS profile: 2017-08-14    
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Relations with other researchers


Works with:

Uribe, Jorge (8)

Abad, Pilar (4)

Wohar, Mark (2)

GUPTA, RANGAN (2)

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

Is cited by:

GUPTA, RANGAN (12)

Sosvilla-Rivero, Simon (5)

Wohar, Mark (5)

Migiakis, Petros (4)

Pierdzioch, Christian (4)

Gómez-Puig, Marta (4)

Georgoutsos, Dimitris (4)

Donadelli, Michael (3)

Phiri, Andrew (3)

van Dijk, Dick (3)

BEN AISSA, Mohamed (3)

Cites to:

Engle, Robert (16)

GUPTA, RANGAN (12)

bloom, nicholas (11)

Nguyen, Duc Khuong (10)

Ng, Serena (10)

Diebold, Francis (10)

Kuttner, Kenneth (10)

Bollerslev, Tim (10)

Christiansen, Charlotte (10)

Manganelli, Simone (10)

Bai, Jushan (10)

Main data


Where Helena Chuliá has published?


Journals with more than one article published# docs
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics5
Working Papers / Universitat de Barcelona, UB Riskcenter2

Recent works citing Helena Chuliá (2017 and 2016)


YearTitle of citing document
2017Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data. (2017). Ayuso, Mercedes ; Nielsen, Jens Perch ; Guillen, Montserrat . In: Working Papers. RePEc:bak:wpaper:201701.

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2017The Maple Bubble: A History of Migration among Canadian Provinces. (2017). Sanin Restrepo, Sebastian ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian . In: Borradores de Economia. RePEc:bdr:borrec:992.

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2016Integration of Government Bond Market in the Euro Area and Monetary Policy. (2016). Luki, Velimir . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:5:y:2016:i:1:p:71-97.

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2016Did the global financial crisis alter equilibrium adjustment dynamics between the US federal fund fund rates and stock price volatility in the SSA region?. (2016). Phiri, Andrew. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00204.

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2017The windowed scalogram difference: A novel wavelet tool for comparing time series. (2017). Bolos, V J ; Jammazi, R ; Ferrer, R ; Benitez, R. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:312:y:2017:i:c:p:49-65.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2016Time-varying integration of the sovereign bond markets in European post-transition economies. (2016). Vizek, Maruška ; Tkalec, Marina ; Lee, Junsoo ; Imovi, Petra Posedel . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:30-40.

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2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian . In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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2016Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices. (2016). de Menezes, Lilian M ; Tamvakis, Michael ; Houllier, Melanie A. In: Energy Policy. RePEc:eee:enepol:v:88:y:2016:i:c:p:613-627.

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2017The growing importance of natural gas as a predictor for retail electricity prices in US. (2017). Alexopoulos, Thomas A. In: Energy. RePEc:eee:energy:v:137:y:2017:i:c:p:219-233.

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2016Evaluation of the Federal Reserves financial-crisis timeline. (2016). Vortelinos, Dimitrios I. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:350-355.

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2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Shogbuyi, Abiodun ; Steeley, James M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

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2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

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2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Guillen, Montserrat ; Uribe, Jorge M ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:52-68.

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2016Aggregate earnings surprises, monetary policy, and stock returns. (2016). Hann, Rebecca N ; Gallo, Lindsey A ; Li, Congcong . In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:62:y:2016:i:1:p:103-120.

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2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2016The impact of the ECBs conventional and unconventional monetary policies on stock markets. (2016). Unalmis, Deren ; de Haan, Jakob ; Haitsma, Reinder . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:48:y:2016:i:c:p:101-116.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). GUPTA, RANGAN ; Wohar, Mark E ; Pierdzioch, Christian ; Majumdar, Anandamayee . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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2017The effects of affiliations on the initial public offering pricing. (2017). Geranio, Manuela ; Palmucci, Fabrizio ; Mazzoli, Camilla . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:295-313.

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2017Intraday analysis of macroeconomic news surprises and asymmetries in mini-futures markets. (2017). Vortelinos, Dimitrios I ; Tsagkanos, Athanasios ; Koulakiotis, Athanasios . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:150-168.

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2016Breaking up Is Hard to Do: Why the Eurozone Will Survive. (2016). Aslett, Kevin ; Caporaso, James . In: Economies. RePEc:gam:jecomi:v:4:y:2016:i:4:p:21-:d:79795.

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2016Did the global financial crisis alter equilibrium adjustment dynamics between the US Fed rates and stock price volatility in the SSA region?. (2016). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:69976.

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2017Has the South African Reserve Bank responded to equity prices since the sub-prime crisis? An asymmetric convergence approach. (2017). Phiri, Andrew. In: MPRA Paper. RePEc:pra:mprapa:76542.

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2016Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201608.

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2016Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201615.

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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201626.

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2016Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201667.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng . In: Working Papers. RePEc:pre:wpaper:201728.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal ; Liu, Bing-Yue . In: Working Papers. RePEc:pre:wpaper:201759.

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2017Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note. (2017). GUPTA, RANGAN ; Wohar, Mark E ; Donzwa, Wilson . In: Working Papers. RePEc:pre:wpaper:201764.

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2017Financial crises and the dynamic linkages between stock and bond returns. (2017). Eraslan, Sercan ; Ali, Faek Menla . In: Discussion Papers. RePEc:zbw:bubdps:172017.

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2016Which market integration measure?. (2016). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max. In: SAFE Working Paper Series. RePEc:zbw:safewp:159.

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Works by Helena Chuliá:


YearTitleTypeCited
2014European government bond market integration in turbulent times In: Working Papers.
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paper3
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
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2015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers.
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paper1
2010Análisis de volatilidad y correlación entre Estados Unidos y Asia In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
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article0
2016Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae In: ASTIN Bulletin: The Journal of the International Actuarial Association.
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2009EMU and European government bond market integration In: Working Paper Series.
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paper55
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
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article
2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review.
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article1
2015“Spillovers From the United States to Latin American and G7 Stock Markets: a VAR Quantile Analysis”.(2015) In: IREA Working Papers.
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This paper has another version. Agregated cites: 1
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2012Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain In: Energy Economics.
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article6
2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach In: Journal of International Financial Markets, Institutions and Money.
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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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2010Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations In: Journal of Banking & Finance.
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article44
2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
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2015“Measuaring Uncertainty in the Stock Market”.(2015) In: IREA Working Papers.
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2007The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations In: ERIM Report Series Research in Management.
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2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
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2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
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2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
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2014“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis” In: IREA Working Papers.
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2007VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC.
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2009Volatility transmission patterns and terrorist attacks.(2009) In: Quantitative Finance.
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2011Firm size and volatility analysis in the Spanish stock market In: The European Journal of Finance.
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2012Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis In: Global Economic Review.
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2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
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