Matthew Greenwood-Nimmo : Citation Profile


Are you Matthew Greenwood-Nimmo?

University of Melbourne

6

H index

4

i10 index

131

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2009 - 2019). See details.
   Cites by year: 13
   Journals where Matthew Greenwood-Nimmo has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 2 (1.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr364
   Updated: 2021-04-17    RAS profile: 2019-12-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Nguyen, Viet Hoang (4)

Fuertes, Ana-Maria (2)

shin, yongcheol (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matthew Greenwood-Nimmo.

Is cited by:

Huber, Florian (11)

POLEMIS, MICHAEL (8)

Chudik, Alexander (7)

Kočenda, Evžen (6)

Feldkircher, Martin (6)

Pesaran, M (6)

shin, yongcheol (5)

Bahmani-Oskooee, Mohsen (5)

Baruník, Jozef (4)

Dovern, Jonas (4)

Crespo Cuaresma, Jesus (3)

Cites to:

Pesaran, M (19)

Yilmaz, Kamil (11)

Diebold, Francis (10)

Smith, L. Vanessa (9)

Dees, Stephane (8)

shin, yongcheol (7)

Gertler, Mark (6)

Pelizzon, Loriana (6)

Nguyen, Viet Hoang (6)

Holly, Sean (6)

Kolasa, Marcin (5)

Main data


Where Matthew Greenwood-Nimmo has published?


Journals with more than one article published# docs
Journal of Financial Markets2
EKONOMIAZ. Revista vasca de Economa2

Recent works citing Matthew Greenwood-Nimmo (2021 and 2020)


YearTitle of citing document
2021Uncertainty spill-overs: when policy and financial realms overlap. (2021). Dragomirescu-Gaina, Catalin ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2102.06404.

Full description at Econpapers || Download paper

2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

Full description at Econpapers || Download paper

2021Effects of LTV announcements in EU economies. (2021). Giuliodori, Massimo ; Mokas, Dimitris. In: DNB Working Papers. RePEc:dnb:dnbwpp:704.

Full description at Econpapers || Download paper

2020Non-linear exchange rate pass-through to euro area inflation: a local projection approach. (2020). Colavecchio, Roberta ; Rubene, Ieva. In: Working Paper Series. RePEc:ecb:ecbwps:20202362.

Full description at Econpapers || Download paper

2020Energy Consumption and Economic Growth in Nigeria: A Test of Alternative Specifications. (2020). Ogbuabor, Jonathan Emenike ; Penzin, Dinci J ; Ekeocha, Patterson C. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-47.

Full description at Econpapers || Download paper

2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

Full description at Econpapers || Download paper

2020Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304085.

Full description at Econpapers || Download paper

2020Short- and long-run asymmetric effect of oil prices and oil and gas revenues on the real GDP and economic diversification in oil-dependent economy. (2020). Barkat, Karim ; Charfeddine, Lanouar. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300190.

Full description at Econpapers || Download paper

2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

Full description at Econpapers || Download paper

2020Estimating retail gasoline price dynamics: The effects of sample characteristics and research design. (2020). POLEMIS, MICHAEL ; Deltas, George. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303169.

Full description at Econpapers || Download paper

2020Risk premium spillovers among stock markets: Evidence from higher-order moments. (2020). Aboura, Sofiane ; Finta, Marinela Adriana. In: Journal of Financial Markets. RePEc:eee:finmar:v:49:y:2020:i:c:s1386418120300021.

Full description at Econpapers || Download paper

2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

Full description at Econpapers || Download paper

2021Probabilistic recalibration of forecasts. (2021). MacHete, Reason L ; Adams, Jennifer M ; Rosner, Robert ; Graziani, Carlo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:1:p:1-27.

Full description at Econpapers || Download paper

2020Revisiting the pass-through of exchange rate in the transition economies: New evidence from new EU member states. (2020). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:100:y:2020:i:c:s0261560618302389.

Full description at Econpapers || Download paper

2020Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062.

Full description at Econpapers || Download paper

2020Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model. (2020). Hatemi-J, Abdulnasser ; Al Samara, Mouyad ; Mrabet, Zouhair ; Alsamara, Mouyad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:89-101.

Full description at Econpapers || Download paper

2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

Full description at Econpapers || Download paper

2020Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274.

Full description at Econpapers || Download paper

2020Asymmetric cointegration and the J-curve: evidence from commodity trade between Turkey and EU. (2020). Durmaz, Nazif ; Bahmani-Oskooee, Mohsen. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:4:d:10.1007_s10663-019-09455-4.

Full description at Econpapers || Download paper

2020Another look at value and momentum: volatility spillovers. (2020). Vähämaa, Sami ; Grobys, Klaus. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:4:d:10.1007_s11156-020-00880-2.

Full description at Econpapers || Download paper

2020Global Banking and Macroprudential Policy: New Evidence on U.S. Banks. (2020). D'Avino, Carmela ; Davino, Carmela. In: Journal of Economic Issues. RePEc:mes:jeciss:v:54:y:2020:i:4:p:1095-1121.

Full description at Econpapers || Download paper

2020Testing fundamentalist-momentum trader financial cycles. An empirical analysis via the Kalman filter. (2020). Stockhammer, Engelbert ; Gusella, Filippo. In: Working Papers. RePEc:pke:wpaper:pkwp2009.

Full description at Econpapers || Download paper

2021Volatility Behaviour of the Foreign Exchange Rate and Transmission Among Central and Eastern European Countries: Evidence from the EGARCH Model. (2021). Hung, Ngo Thai. In: Global Business Review. RePEc:sae:globus:v:22:y:2021:i:1:p:36-56.

Full description at Econpapers || Download paper

2020Energy and non–energy Commodities: Spillover Effects on African Stock Markets. (2020). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo ; Boccia, Marinella. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_7.

Full description at Econpapers || Download paper

2021Macroeconomic and financial implications of multi?dimensional interdependencies between OECD countries. (2021). Flores, Edgar Mata ; Sevinc, Deniz. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:741-776.

Full description at Econpapers || Download paper

Works by Matthew Greenwood-Nimmo:


YearTitleTypeCited
2017An Introduction to Data Cleaning Using Internet Search Data In: Australian Economic Review.
[Full Text][Citation analysis]
article0
2017Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article11
2016Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2016Monetary shocks, macroprudential shocks and financial stability In: Economic Modelling.
[Full Text][Citation analysis]
article6
2013Taxation and the asymmetric adjustment of selected retail energy prices in the UK In: Economics Letters.
[Full Text][Citation analysis]
article35
2016Risk and return spillovers among the G10 currencies In: Journal of Financial Markets.
[Full Text][Citation analysis]
article27
2016Risk and Return Spillovers among the G10 Currencies.(2016) In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk In: Journal of Financial Markets.
[Full Text][Citation analysis]
article3
2009La fallida búsqueda de la estabilidad In: EKONOMIAZ. Revista vasca de Economía.
[Full Text][Citation analysis]
article0
2009The Self-Defeating Pursuit of Stability In: EKONOMIAZ. Revista vasca de Economía.
[Full Text][Citation analysis]
article0
2012International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
paper5
2017What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]
paper3
2013On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article1
2014Inflation targeting monetary and fiscal policies in a two-country stock–flow-consistent model In: Cambridge Journal of Economics.
[Full Text][Citation analysis]
article7
2012Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article33
2019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model In: Working papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team