4
H index
3
i10 index
51
Citations
Mark Hallam : Citation Profile
University of York | RESEARCH PRODUCTION: 5 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
9 years (2014 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Hallam. | Is cited by:
| Cites to:
|
Main data
Where Mark Hallam has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Geary Institute, University College Dublin | 2 |
| Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum | 2 |
Recent works citing Mark Hallam (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174. Full description at Econpapers || Download paper |
| 2025 | R* in East Asia: business, financial cycles, and spillovers. (2025). Siklos, Pierre L ; Xia, Dora ; Chen, Hongyi. In: BIS Working Papers. RePEc:bis:biswps:1285. Full description at Econpapers || Download paper |
| 2025 | Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data. (2025). Yu, BO ; Hu, Jiukai ; Wang, Jie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:2263-2277. Full description at Econpapers || Download paper |
| 2024 | Chinas risk contagion using the mixed-frequency macro-financial network. (2024). Xu, Qifa ; Gao, Haijing ; Jiang, Cuixia. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s0939362524000347. Full description at Econpapers || Download paper |
| 2024 | Are the leading indicators really leading? Evidence from mixed-frequency spillover approach. (2024). Zhou, Xiaorui ; Wang, Zhuo ; Ren, Lin ; Shang, Yue ; Wei, YU. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012625. Full description at Econpapers || Download paper |
| 2025 | Financial risk contagion across markets in China under the impact of the COVID-19 pandemic. (2025). Zheng, Dazhi ; Zhou, Kaiguo ; Ji, Sunan. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014028. Full description at Econpapers || Download paper |
| 2025 | Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x. Full description at Econpapers || Download paper |
| 2024 | Drivers of inflationary shocks and spillovers between Europe and the United States. (2024). Rambaud, Salvador Cruz ; Gomez, Emilio Galdeano ; Garcia, Javier Sanchez. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001769. Full description at Econpapers || Download paper |
| 2025 | Carbon Price Uncertainty-Macroeconomy Mixed-Frequency Spillovers: Evidence from the Frequency-Domain. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Wei, YU ; Li, Mengting. In: Working Papers. RePEc:pre:wpaper:202527. Full description at Econpapers || Download paper |
| 2025 | Asymmetric risk contagion effect of the interaction between the real economy and the financial sector—an analysis based on the domestic commodity price index. (2025). Yonghui, Quan ; Wenlong, Miao. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00735-y. Full description at Econpapers || Download paper |
Works by Mark Hallam:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Stochastic Spanning In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2015 | Stochastic Spanning.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2014 | Forecasting daily return densities from intraday data: A multifractal approach In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2023 | Macro-financial spillovers In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 14 |
| 2020 | Macro-Financial Spillovers.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2017 | Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2017 | Mixed-frequency macro-financial spillovers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2014 | Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 9 |
| 2018 | Statistical tests of distributional scaling properties for financial return series In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team