John Hunter : Citation Profile


Are you John Hunter?

Brunel University

5

H index

2

i10 index

74

Citations

RESEARCH PRODUCTION:

9

Articles

7

Papers

RESEARCH ACTIVITY:

   29 years (1985 - 2014). See details.
   Cites by year: 2
   Journals where John Hunter has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 7 (8.64 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phu41
   Updated: 2019-11-16    RAS profile: 2018-03-10    
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Relations with other researchers


Works with:

Menla Ali, Faek (4)

Caporale, Guglielmo Maria (3)

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

Is cited by:

Menla Ali, Faek (4)

Caporale, Guglielmo Maria (4)

Macchiarelli, Corrado (3)

Miller, Stephen (3)

Rault, Christophe (2)

Canarella, Giorgio (2)

Al-Shboul, Mohammad (2)

Sosvilla-Rivero, Simon (2)

Spagnolo, Nicola (2)

Bahmani-Oskooee, Mohsen (2)

Kanda, Patrick (2)

Cites to:

Campbell, John (15)

Hendry, David (7)

Taylor, Mark (6)

Johansen, Soren (6)

Shiller, Robert (6)

Peel, Michael (5)

Constantinides, George (5)

Ericsson, Neil (4)

Peel, David (4)

MacDonald, Ronald (4)

Cochrane, John (4)

Main data


Where John Hunter has published?


Journals with more than one article published# docs
Journal of Policy Modeling4
Economic Modelling2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Business Research, University of Cambridge2

Recent works citing John Hunter (2018 and 2017)


YearTitle of citing document
2018Structural breaks, dynamic correlations, and hedge and safe havens for stock and foreign exchange markets in Greater China. (2018). Dong, Xiyong ; Yoon, Seongmin. In: The World Economy. RePEc:bla:worlde:v:41:y:2018:i:10:p:2783-2803.

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2017Exchange Rate Uncertainty Effect on Export-Oriented Companies at Tehran Stock Exchange (Yield) Rate of Return: A Panel-Vector Autoregressive Model. (2017). Zamanian, Gholamreza ; Yari, Sepideh ; Mahmodpour, Kamran . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-27.

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2018A note on potential one-way policy instruments in cointegrated VAR systems. (2018). Kurita, Takamitsu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:58:y:2018:i:c:p:55-59.

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2019Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes. (2019). Ahmed, Ali ; Hedstrom, Axel ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:743-759.

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2018Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Karanasos, Menelaos ; Nath, Rajat ; Margaronis, Zannis ; Ali, Faek Menla. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2018Time-varying causality between equity and currency returns in the United Kingdom: Evidence from over two centuries of data. (2018). Kanda, Patrick ; GUPTA, RANGAN ; Burke, Michael. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:1060-1080.

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2018Volatility spillovers between foreign exchange and stock markets in industrialized countries. (2018). Sosvilla-Rivero, Simon ; Morales-Zumaquero, Amalia . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:121-136.

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2017Real exchange rate returns and real stock price returns. (2017). Wong, Hock Tsen . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:340-352.

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2019The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:97-110.

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2018Asymmetrical Linkages between Foreign Exchange and Stock Markets: Empirical Evidence through Linear and Non-Linear ARDL. (2018). Luqman, Rabia ; Kouser, Rehana. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:51-:d:165675.

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2019Estimating monetary policy rules in small open economies. (2019). Browne, Michael ; Lee-Browne, Michael S. In: Working Papers. RePEc:gwc:wpaper:2019-001.

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2017The Relevance of the Monetary Model for the Euro / USD Exchange Rate Determination: a Long Run Perspective. (2017). Kouretas, Georgios ; Georgoutsos, Dimitris. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9468-6.

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2018Does Pak-Rupee Exchange Rate Respond to Monetary Fundamentals? A Structural Analysis. (2018). Nawaz, Saima ; Khan, Muhammad Arshad. In: The Pakistan Development Review. RePEc:pid:journl:v:57:y:2018:i:2:p:175-202.

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2017Daily Stock Market Movements: From the Lens of News and Events. (2017). Kemal, M. Ali ; Raza, Shahid . In: PIDE-Working Papers. RePEc:pid:wpaper:2017:146.

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2019Time series analysis of interest rates volatility and stock returns in Ghana. (2019). Ahiadorme, Johnson ; Ahiase, Godwin ; Sonyo, Emmanuel. In: MPRA Paper. RePEc:pra:mprapa:94292.

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2017Time-Varying Causality between Equity and Currency Returns in the United Kingdom: Evidence from Over Two Centuries of Data. (2017). Kanda, Patrick ; GUPTA, RANGAN ; Burke, Michael. In: Working Papers. RePEc:pre:wpaper:201778.

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2018DCCs among Sector Indexes and Dynamic Causality between Foreign Exchange and Equity Sector Volatility: Evidence from Egypt. (2018). Ahmed, Amira Akl ; Naguib, Rania Ihab . In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:5:y:2018:i:1:p:14-28.

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2019The Asymmetric Impact of Macroeconomic Shocks on Stock Returns in Turkey: A Nonlinear ARDL Approach. (2019). Altintas, Halil ; Yacouba, Kassouri. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2019:i:2:p:98-116.

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2017Portfolio flows and the US dollar–yen exchange rate. (2017). Spagnolo, Nicola ; Menla Ali, Faek. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1075-7.

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2018On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis. (2018). Bahmani-Oskooee, Mohsen ; Saha, Sujata. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9388-8.

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2017Impacts of short-term interest rates on stock returns and exchange rates: Empirical evidence from EAGLE countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: The Journal of International Trade & Economic Development. RePEc:taf:jitecd:v:26:y:2017:i:2:p:228-255.

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2018The Implementation of Fuzzy Logic in Forecasting Financial Ratios. (2018). Korol, Tomasz. In: Contemporary Economics. RePEc:wyz:journl:id:534.

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2017Financial crises and the dynamic linkages between stock and bond returns. (2017). Ali, Faek Menla ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:172017.

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Works by John Hunter:


YearTitleTypeCited
2001On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990s In: Working Papers.
[Citation analysis]
paper0
2002A Panel Analysis Of UK Industrial Company Failure In: Working Papers.
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paper0
2013On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 In: CESifo Working Paper Series.
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paper4
2000Identifying long-run behaviour with non-stationary data. In: CORE Discussion Papers.
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paper0
2013On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 In: Discussion Papers of DIW Berlin.
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paper26
2014On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010.(2014) In: International Review of Financial Analysis.
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This paper has another version. Agregated cites: 26
article
2004Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM In: Royal Economic Society Annual Conference 2004.
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paper0
2014Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies In: Economic Modelling.
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article3
2014Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate In: Economic Modelling.
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article8
1985Cross arbitrage and specification in exchange rate models In: Economics Letters.
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article0
1990Cointegrating exogeneity In: Economics Letters.
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article10
1992Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom In: Journal of Policy Modeling.
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article9
2001Failure risk: A comparative study of UK and Russian firms In: Journal of Policy Modeling.
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article7
2006Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s In: Journal of Policy Modeling.
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article3
2004Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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This paper has another version. Agregated cites: 3
paper
2009An empirical investigation of the relationship between the real economy and stock returns for the United States In: Journal of Policy Modeling.
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article4

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