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Helena Chuliá : Citation Profile


Are you Helena Chuliá?

Universitat de Barcelona

5

H index

2

i10 index

142

Citations

RESEARCH PRODUCTION:

14

Articles

11

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 14
   Journals where Helena Chuliá has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 6 (4.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch675
   Updated: 2018-02-17    RAS profile: 2017-08-14    
   Missing citations? Add them    Incorrect content? Let us know

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 (13)

Wohar, Mark (7)

Pierdzioch, Christian (5)

Gómez-Puig, Marta (5)

Sosvilla-Rivero, Simon (5)

Georgoutsos, Dimitris (4)

Migiakis, Petros (4)

Apergis, Nicholas (4)

van Dijk, Dick (3)

Hammoudeh, Shawkat (3)

BEN AISSA, Mohamed (3)

Cites to:

Engle, Robert (16)

GUPTA, RANGAN (11)

bloom, nicholas (11)

Ng, Serena (10)

Nguyen, Duc Khuong (10)

Bollerslev, Tim (10)

Christiansen, Charlotte (10)

Bai, Jushan (10)

Manganelli, Simone (10)

Kuttner, Kenneth (10)

Diebold, Francis (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 (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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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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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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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). 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). Uribe, Jorge ; Guillen, Montserrat ; 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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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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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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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). Gabauer, David ; Antonakakis, Nikolaos ; Gupta, Rangan ; Plakandaras, Vasilios . In: Working Papers. RePEc:pre:wpaper:201802.

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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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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.
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paper3
2014“European government bond market integration in turbulent times”.(2014) In: IREA Working Papers.
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paper
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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article0
2009EMU and European government bond market integration In: Working Paper Series.
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paper58
2010EMU and European government bond market integration.(2010) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 58
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
paper
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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article5
2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
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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article46
2017Measuring uncertainty in the stock market In: International Review of Economics & Finance.
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article5
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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paper2
2016European Government Bond Market Contagion in Turbulent Times In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2007Asimetrías en volatilidad, beta y contagios entre las empresas grandes y pequeñas cotizadas en la bolsa española In: Investigaciones Economicas.
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article0
2013“European Government Bond Markets and Monetary Policy Surprises: Returns, Volatility and Integration” In: IREA Working Papers.
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paper3
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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paper1
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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article0
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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article1
2008The economic value of volatility transmission between the stock and bond markets In: Journal of Futures Markets.
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article2

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