Helena Chuliá : Citation Profile

Are you Helena Chuliá?

Universitat de Barcelona

5

H index

2

i10 index

156

Citations

RESEARCH PRODUCTION:

15

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 14
   Journals where Helena Chuliá has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 7 (4.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch675
   Updated: 2018-06-16    RAS profile: 2018-05-30    
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Relations with other researchers

Works with:

Uribe, Jorge (7)

Abad, Pilar (4)

GUPTA, RANGAN (2)

Wohar, Mark (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 (16)

Wohar, Mark (8)

Sosvilla-Rivero, Simon (5)

Gómez-Puig, Marta (5)

Pierdzioch, Christian (5)

Georgoutsos, Dimitris (4)

Phiri, Andrew (4)

Migiakis, Petros (4)

Apergis, Nicholas (4)

Nguyen, Duc Khuong (3)

Donadelli, Michael (3)

Cites to:

Engle, Robert (20)

Bai, Jushan (15)

bloom, nicholas (14)

Manganelli, Simone (13)

Ng, Serena (13)

Diebold, Francis (12)

GUPTA, RANGAN (12)

Nguyen, Duc Khuong (12)

Gómez-Puig, Marta (10)

Christiansen, Charlotte (10)

Kuttner, Kenneth (10)

Main data

Where Helena Chuliá has published?

Journals with more than one article published# docs
Journal of International Financial Markets, Institutions and Money2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
IREA Working Papers / University of Barcelona, Research Institute of Applied Economics6
Working Papers / Universitat de Barcelona, UB Riskcenter2

Recent works citing Helena Chuliá (2018 and 2017)

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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2017Ageing and health-related quality of life: evidence from Catalonia (Spain). (2017). Alcaiz, Manuela ; Sole-Auro, Aida. In: Working Papers. RePEc:bak:wpaper:201801.

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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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2017FUTURES-BASED MEASURES OF MONETARY POLICY AND JUMP RISK. (2017). Inekwe, John ; Nkwoma, Inekwe John . In: Macroeconomic Dynamics. RePEc:cup:macdyn:v:21:y:2017:i:02:p:384-405_00.

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2017Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:139-156.

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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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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy. (2018). MARINESCU, Ion-Iulian ; Lupu, Radu ; Horobet, Alexandra . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:56-66.

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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). GUPTA, RANGAN ; Plakandaras, Vasilios ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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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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2018Local currency systemic risk. (2018). Borri, Nicola. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:111-123.

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

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Fernandez, Viviana ; Gonzalez-Urteaga, Ana ; Vu, Anh N ; Marin, Matej ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Piljak, Vanja ; Kearney, Fearghal ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; McGee, Richard J. In: International Review of Financial Analysis. RePEc:eee:finana:v:
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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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Apergis, Nicholas ; Smales, L A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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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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2018The influence of rating levels and rating convergence on the spillover effects of sovereign credit actions. (2018). Abad, Pilar ; ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:85:y:2018:i:c:p:40-57.

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2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; 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). Palmucci, Fabrizio ; Geranio, Manuela ; Mazzoli, Camilla . In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:295-313.

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2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

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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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2017Has the South African Reserve Bank responded to equity returns since the sub-prime crisis? An asymmetric convergence appraoch. (2017). Phiri, Andrew. In: Working Papers. RePEc:mnd:wpaper:1709.

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2017Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian . In: Business and Economic Research. RePEc:mth:ber888:v:7:y:2017:i:1:p:68-86.

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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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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). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson . In: Working Papers. RePEc:pre:wpaper:201764.

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2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201802.

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2018Persistence of Economic Uncertainty: A Comprehensive Analysis. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201810.

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2018On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201829.

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2017Is there a Long-Term Relationship among European Sovereign Bond Yields?. (2017). Ramirez, Miguel ; Schaeffer, Ian . In: Working Papers. RePEc:tri:wpaper:1701.

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2017LONG MEMORY IN TURKISH STOCK MARKET AND EFFECTS OF CENTRAL BANKS’ ANNOUNCEMENTS. (2017). Erer, Elif. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:21:y:2017:i:3:p:6-18.

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2017TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

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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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Works by Helena Chuliá:

YearTitleTypeCited
2014European government bond market integration in turbulent times In: Working Papers.
[Full Text][Citation analysis]		paper4
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
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This paper has another version. Agregated cites: 4		paper
2015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions In: Working Papers.
[Full Text][Citation analysis]		paper2
2010Análisis de volatilidad y correlación entre Estados Unidos y Asia In: Cuadernos de Economía - Spanish Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2016Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-Copulae In: ASTIN Bulletin: The Journal of the International Actuarial Association.
[Full Text][Citation analysis]		article0
2009EMU and European government bond market integration In: Working Paper Series.
[Full Text][Citation analysis]		paper62
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 62		article
2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
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: 2		paper
2012Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain In: Energy Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article8
2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8		paper
2017Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2010Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article49
2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article4
2015“Measuaring Uncertainty in the Stock Market”.(2015) In: IREA Working Papers.
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2014The Effects of Macroeconomic News Announcements during the Global Financial Crisis In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2007The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article1
2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
[Full Text][Citation analysis]		article0
2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
[Full Text][Citation analysis]		paper3
2014“Volatility Transmission between the stock and Currency Markets in Emerging Asia: the Impact of the Global Financial Crisis” In: IREA Working Papers.
[Full Text][Citation analysis]		paper1
2018“Together forever? Good and bad market volatility shocks and international consumption risk sharing: A tale of a sign” In: IREA Working Papers.
[Full Text][Citation analysis]		paper0
2007VOLATILITY TRANSMISSION PATTERNS AND TERRORIST ATTACKS In: Working Papers. Serie EC.
[Full Text][Citation analysis]		paper8
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.
[Full Text][Citation analysis]		article0
2012Volatility Transmission and Correlation Analysis between the USA and Asia: The Impact of the Global Financial Crisis In: Global Economic Review.
[Full Text][Citation analysis]		article1
2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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