Mark Hallam : Citation Profile

Are you Mark Hallam?

University of York

4

H index

1

i10 index

39

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 4
   Journals where Mark Hallam has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (2.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha1151
   Updated: 2024-12-03    RAS profile: 2024-05-07    
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Relations with other researchers

Works with:

cotter, john (2)

Yilmaz, Kamil (2)

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

Is cited by:

Topaloglou, Nikolas (5)

Dovern, Jonas (5)

Gefang, Deborah (3)

Koop, Gary (3)

Poon, Aubrey (3)

Scaillet, Olivier (3)

Halbleib, Roxana (2)

Walther, Thomas (2)

Nguyen, Duc Khuong (2)

Thiem, Christopher (1)

Wong, Wing-Keung (1)

Cites to:

Diebold, Francis (14)

Yilmaz, Kamil (9)

Calvet, Laurent (8)

Fisher, Adlai (7)

Engle, Robert (6)

Song, Dongho (5)

Schorfheide, Frank (5)

Jondeau, Eric (4)

Andersen, Torben (4)

Claessens, Stijn (4)

Bollerslev, Tim (4)

Main data

Where Mark Hallam has published?

Working Papers Series with more than one paper published# docs
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2
Working Papers / Geary Institute, University College Dublin2

Recent works citing Mark Hallam (2024 and 2023)

YearTitle of citing document
2023Incomplete risk-preference information in portfolio decision analysis. (2023). Argyris, Nikolaos ; Kallio, Markku ; Liesio, Juuso. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1084-1098.

Full description at Econpapers || Download paper

2023Inflation and systemic risk: A network econometric model. (2023). Rambaud, Salvador Cruz ; Garcia, Javier Sanchez. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004762.

Full description at Econpapers || Download paper

2023Inter-industry risk spillover, role reversal, and economic stability. (2023). Luo, Qingtian ; Zhu, Zongyuan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006189.

Full description at Econpapers || Download paper

2023Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index. (2023). Tian, Sihua ; Li, Shaofang ; Gu, Qinen ; Wang, Yuyouting. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300764x.

Full description at Econpapers || Download paper

2023The term effect of financial cycle variables on GDP growth. (2023). Xiao, Yang ; Wang, BO. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001717.

Full description at Econpapers || Download paper

2023A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214.

Full description at Econpapers || Download paper

2023Robust reward-risk performance measures with weakly second-order stochastic dominance constraints. (2023). Kouaissah, Noureddine. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:53-62.

Full description at Econpapers || Download paper

Works by Mark Hallam:

YearTitleTypeCited
2015Stochastic Spanning In: Working Papers.
[Full Text][Citation analysis]		paper14
2015Stochastic Spanning.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2019Stochastic Spanning.(2019) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2014Forecasting daily return densities from intraday data: A multifractal approach In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2023Macro-financial spillovers In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
2020Macro-Financial Spillovers.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2017Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper8
2017Mixed-frequency macro-financial spillovers.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014Semiparametric Density Forecasts of Daily Financial Returns from Intraday Data In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article8
2018Statistical tests of distributional scaling properties for financial return series In: Quantitative Finance.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team