Liang Ding : Citation Profile


Are you Liang Ding?

Macalester College

4

H index

3

i10 index

77

Citations

RESEARCH PRODUCTION:

8

Articles

RESEARCH ACTIVITY:

   5 years (2008 - 2013). See details.
   Cites by year: 15
   Journals where Liang Ding has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdi135
   Updated: 2020-09-22    RAS profile: 2014-02-03    
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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 Liang Ding.

Is cited by:

Tiwari, Aviral (4)

DE TRUCHIS, Gilles (4)

Keddad, Benjamin (4)

Joëts, Marc (3)

Salisu, Afees (3)

Albulescu, Claudiu (2)

Yoon, Seong-Min (2)

Lansing, Kevin (2)

Bernoth, Kerstin (2)

Hamori, Shigeyuki (2)

Yang, Lu (2)

Cites to:

Lyons, Richard (9)

Rogoff, Kenneth (8)

Hau, Harald (6)

Chinn, Menzie (6)

Bollerslev, Tim (6)

Evans, Martin (6)

Engel, Charles (5)

Rey, Helene (5)

Osler, Carol (5)

Engle, Robert (5)

Menkhoff, Lukas (5)

Main data


Where Liang Ding has published?


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

Recent works citing Liang Ding (2020 and 2019)


YearTitle of citing document
2019What causes the asymmetric correlation in stock returns?. (2019). Chung, Peter Y ; Kim, Thomas S ; Hong, Hyun A. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:190-212.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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2019Causal flows between oil and forex markets using high-frequency data: Asymmetries from good and bad volatility. (2019). Alam, Md Samsul ; Ferrer, Roman ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303020.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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2020Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis. (2020). Bouri, Elie ; Kristjanpoller, Werner ; Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320667.

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2019Modeling the joint dynamic value at risk of the volatility index, oil price, and exchange rate. (2019). Yang, Lu ; Zeng, Yu-Feng ; Chen, Wang ; Hu, Shichao ; Peng, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:137-149.

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2020Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Naeem, Muhammad Abubakr ; Liu, Changyu ; Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4354-:d:402987.

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2019Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model. (2019). Hamori, Shigeyuki ; He, Yijin. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:99-:d:238440.

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2019Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks. (2019). Anjum, Hassan. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:4:d:10.1007_s12197-019-09472-w.

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2019The impact of international crude oil price fluctuation on the exchange rate of petroleum-importing countries: a summary of recent studies. (2019). Wang, Xiaozhen ; Liu, Manzhi ; Zhao, Chao ; Lin, Aimei ; Qiang, Wei. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3501-y.

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2020Optimal futures hedging for energy commodities: An application of the GAS model. (2020). Lien, Donald ; Xu, Yingying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1090-1108.

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Works by Liang Ding:


YearTitleTypeCited
2010The Forward Premium Puzzle Across Maturities In: Economics Bulletin.
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article2
2008Market structure and dealers quoting behavior in the foreign exchange market In: Journal of International Financial Markets, Institutions and Money.
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article0
2010The electronic trading systems and bid-ask spreads in the foreign exchange market In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article2
2013Portfolio reallocation and exchange rate dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article9
2012Exchange rates and oil prices: A multivariate stochastic volatility analysis In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article38
2012The Thursday effect of the forward premium puzzle In: International Review of Economics & Finance.
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article3
2009Bid-ask spread and order size in the foreign exchange market: an empirical investigation In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article10
2011Asymmetric correlations in equity returns: a fundamental-based explanation In: Applied Financial Economics.
[Full Text][Citation analysis]
article13

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