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Koen Inghelbrecht : Citation Profile


Are you Koen Inghelbrecht?

Universiteit Gent

6

H index

5

i10 index

198

Citations

RESEARCH PRODUCTION:

5

Articles

14

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 14
   Journals where Koen Inghelbrecht has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 2 (1 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pin21
   Updated: 2018-02-24    RAS profile: 2017-07-01    
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Relations with other researchers


Works with:

Bekaert, Geert (5)

Moreno, Antonio (3)

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

Is cited by:

Fratzscher, Marcel (10)

Bekaert, Geert (9)

Mehl, Arnaud (7)

Balcilar, Mehmet (6)

Ehrmann, Michael (5)

Gebka, Bartosz (4)

Demirer, Riza (4)

Ilut, Cosmin (4)

Bianchi, Francesco (4)

Christoffersen, Peter (4)

Georgoutsos, Dimitris (3)

Cites to:

Bekaert, Geert (34)

Harvey, Campbell (17)

Ang, Andrew (12)

Baele, Lieven (12)

Perez Quiros, Gabriel (11)

Gali, Jordi (9)

Timmermann, Allan (9)

Del Negro, Marco (8)

Zha, Tao (8)

Hamilton, James (8)

Gertler, Mark (7)

Main data


Where Koen Inghelbrecht has published?


Working Papers Series with more than one paper published# docs
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration2

Recent works citing Koen Inghelbrecht (2018 and 2017)


YearTitle of citing document
2017The Bitcoin price formation: Beyond the fundamental sources. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1707.01284.

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2017Ether: Bitcoins competitor or ally?. (2017). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1707.07977.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2017Are International Portfolio Diversification Opportunities Decreasing? Evidence from Principal Component Analysis. (2017). Todorov, Galin K. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-85.

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2017Regional spillovers across transitioning emerging and frontier equity markets: A multi-time scale wavelet analysis. (2017). Masih, Abul ; Dewandaru, Ginanjar . In: Economic Modelling. RePEc:eee:ecmode:v:65:y:2017:i:c:p:30-40.

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2017The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets. (2017). Fang, Libing ; Li, Lei ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:139-145.

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2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Dungey, Mardi ; Yang, Xiye ; Matei, Marius ; Erdemlioglu, Deniz . In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jareño, Francisco ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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2017Examining the flight-to-safety with the implied volatilities. (2017). GhulamSarwar, . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:118-124.

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2017When does the yield curve contain predictive power? Evidence from a data-rich environment. (2017). Hannikainen, Jari. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1044-1064.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms. (2017). Bekaert, Geert ; Ravina, Enrichetta ; Hu, Wei-Yin ; Hoyem, Kenton . In: Journal of Financial Economics. RePEc:eee:jfinec:v:124:y:2017:i:1:p:86-112.

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2017Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme. (2017). Beetsma, Roel ; Widijanto, Daniel ; Giuliodori, Massimo ; de Jong, Frank . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:75:y:2017:i:c:p:14-31.

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2017Does institutional ownership matter for international stock return comovement?. (2017). Faias, Jose ; Ferreira, Miguel A. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:64-83.

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2017Estimating DSGE models with zero interest rate policy. (2017). Robinson, Tim ; Morley, James ; Kulish, Mariano. In: Journal of Monetary Economics. RePEc:eee:moneco:v:88:y:2017:i:c:p:35-49.

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2017Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach. (2017). Chkili, Walid. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:152-163.

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2017Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

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2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

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2017Are investors really home-biased when investing at home?. (2017). Oehler, Andreas ; Horn, Matthias ; Wendt, Stefan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:52-60.

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2017The Bitcoin price formation: Beyond the fundamental sources. (2017). bouoiyour, jamal ; Selmi, Refk. In: Working Papers. RePEc:hal:wpaper:hal-01548710.

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2017Are IPOs “Overpriced?” Strategic Interactions between the Entrepreneur and the Underwriter. (2017). Miwa, Kazunori ; Yamamoto, Tatsushi ; Taguchi, Satoshi . In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-07.

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2017The Role of Meta-organising in Legitimacy Recovery: The Case of Frozen Food Category in Japan. (2017). Endo, Takahiro ; Tsuboyama, Yuki ; Srinivas, Nidhi . In: Discussion Paper Series. RePEc:kob:dpaper:dp2017-10.

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2017On the Global Financial Market Integration “Swoosh” and the Trilemma. (2017). Mehl, Arnaud ; Bekaert, Geert. In: NBER Working Papers. RePEc:nbr:nberwo:23124.

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2017High Trend Inflation and Passive Monetary Detours. (2017). Ascari, Guido ; Gobbi, Alessandro ; Florio, Anna . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0135.

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2017Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong . In: MPRA Paper. RePEc:pra:mprapa:76282.

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2017Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed. In: MPRA Paper. RePEc:pra:mprapa:78595.

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2017Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Chen, Bai . In: MPRA Paper. RePEc:pra:mprapa:79886.

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2017Monetary/Fiscal Policy Mix and Agents Beliefs. (2017). Ilut, Cosmin ; Bianchi, Francesco. In: Review of Economic Dynamics. RePEc:red:issued:16-166.

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2017IPO valuation and profitability expectations: evidence from the Italian exchange. (2017). Bonaventura, Matteo ; Giudici, Giancarlo . In: Eurasian Business Review. RePEc:spr:eurasi:v:7:y:2017:i:2:d:10.1007_s40821-016-0049-1.

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Works by Koen Inghelbrecht:


YearTitleTypeCited
2002The valuation of IPOs by investment banks and the stock market: Empirical evidence In: Working Papers.
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paper3
2009How Do Investment Banks Value Initial Public Offerings (IPOs)? In: Journal of Business Finance & Accounting.
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article7
2009Time-varying Integration and International diversification strategies In: Journal of Empirical Finance.
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article46
2016On the dynamic links between commodities and Islamic equity In: Energy Economics.
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article5
2010Time-varying integration, interdependence and contagion In: Journal of International Money and Finance.
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article33
2015Macroeconomic regimes In: Journal of Monetary Economics.
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article20
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
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2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 20
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2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 20
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2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 20
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2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 20
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2008Time-varying integration, the euro and international diversification strategy In: European Economy - Economic Papers 2008 - 2015.
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paper4
2014Flights to Safety In: Finance and Economics Discussion Series.
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paper26
2012Flights to Safety.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 26
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2013Flights to Safety.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
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2007The determinants of stock and bond return comovements In: Working Paper Research.
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paper51
2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 51
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2006Structural versus Temporary Drivers of Country and Industry Risk In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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paper3
2005Structural versus Temporary Drivers of Country and Industry Risk.(2005) In: International Finance.
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This paper has another version. Agregated cites: 3
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