Deniz Erdemlioglu : Citation Profile


Are you Deniz Erdemlioglu?

Lille Économie et Management (LEM) (50% share)
Université Catholique de Lille (50% share)

3

H index

1

i10 index

26

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 4
   Journals where Deniz Erdemlioglu has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/per86
   Updated: 2019-12-07    RAS profile: 2018-03-10    
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Relations with other researchers


Works with:

Neely, Christopher (3)

Laurent, Sébastien (3)

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

Is cited by:

Galvis Ciro, Juan Camilo (2)

Lupu, Radu (2)

Neely, Christopher (2)

Ehrmann, Michael (2)

Anzoátegui Zapata, Juan (2)

El Ouadghiri, Imane (2)

Talmi, Jonathan (1)

He, Xuezhong (1)

Onanuga, Olaronke (1)

Osbat, Chiara (1)

Söderlind, Paul (1)

Cites to:

Bollerslev, Tim (36)

Andersen, Torben (23)

Laurent, Sébastien (22)

Neely, Christopher (17)

Fratzscher, Marcel (13)

Diebold, Francis (12)

Palm, Franz (10)

Ait-Sahalia, Yacine (10)

Evans, Martin (8)

Tauchen, George (8)

Dungey, Mardi (7)

Main data


Where Deniz Erdemlioglu has published?


Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Deniz Erdemlioglu (2018 and 2017)


YearTitle of citing document
2017Efectos de los anuncios de política monetaria sobre la volatilidad de la tasa de cambio: un análisis para Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan Camilo ; de Moraes, Claudio Oliveira. In: REVISTA LECTURAS DE ECONOMÍA. RePEc:col:000174:015708.

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2017Causal Effects and Dynamic Relationship between Exchange Rate Volatility and Economic Development in Liberia. (2017). Gbatu, Abimelech Paye ; Repha, Isaac Yak ; Wesseh, Presley K ; Wang, Zhen. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-17.

Full description at Econpapers || Download paper

2018Testing for self-excitation in jumps. (2018). Boswijk, H. Peter ; Yang, Xiye. In: Journal of Econometrics. RePEc:eee:econom:v:203:y:2018:i:2:p:256-266.

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2019Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market. (2019). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:1-12.

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2017Words are not all created equal: A new measure of ECB communication. (2017). Renault, Thomas ; PICAULT, Matthieu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:136-156.

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2019Verbal interventions and exchange rate policies: The case of Swiss franc cap. (2019). Söderlind, Paul ; Soderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:42-54.

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2019The response of multinationals’ foreign exchange rate exposure to macroeconomic news. (2019). Boudt, Kris ; Wauters, Marjan ; Sercu, Piet ; Neely, Christopher J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:32-47.

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2017News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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2018Global price discovery in the Australian dollar market and its determinants. (2018). Su, Fei ; Zhang, Jingjing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:48:y:2018:i:c:p:35-55.

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2017Effects of monetary policy announcements on exchange rate volatility: an analysis for Colombia, 2008-2015. (2017). Galvis Ciro, Juan Camilo ; Anzoátegui Zapata, Juan ; Anzoategui, Juan ; de Moraes, Claudio . In: Lecturas de Economía. RePEc:lde:journl:y:2017:i:87:p:67-95.

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2019Financial Markets with Multidimensional Uncertainty. (2019). Aliyev, Nihad . In: PhD Thesis. RePEc:uts:finphd:2-2019.

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2017Ambiguous Market Making. (2017). He, Xuezhong ; Aliyev, Nihad . In: Research Paper Series. RePEc:uts:rpaper:383.

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2018Does the Information Content of Central Bank Speeches Impact on the Level of Exchange Rate? A Comparative Study of Canadian and Australian Central Bank Communications. (2018). Boulter, Terry ; Bhattacharya, Sukanto ; Masawi, Becksndale. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:21:y:2018:i:01:n:s0219091518500054.

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Works by Deniz Erdemlioglu:


YearTitleTypeCited
2017Informativeness of trade size in foreign exchange markets In: Economics Letters.
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article3
2018Testing for mutually exciting jumps and financial flights in high frequency data In: Journal of Econometrics.
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article1
2015Which continuous-time model is most appropriate for exchange rates? In: Journal of Banking & Finance.
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article1
2013Which continuous-time model is most appropriate for exchange rates?.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2015Which continuous-time model is most appropriate for exchange rates?.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1
paper
2014The intra-day impact of communication on euro-dollar volatility and jumps In: Journal of International Money and Finance.
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article14
2013Econometric modeling of exchange rate volatility and jumps In: Chapters.
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chapter7
2012Econometric modeling of exchange rate volatility and jumps.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper

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