Mark Joy : Citation Profile


Are you Mark Joy?

Bank of England

4

H index

3

i10 index

104

Citations

RESEARCH PRODUCTION:

3

Articles

7

Papers

1

Books

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 10
   Journals where Mark Joy has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo167
   Updated: 2019-10-15    RAS profile: 2018-06-17    
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Relations with other researchers


Works with:

Vašíček, Bořek (4)

Rusnák, Marek (3)

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

Is cited by:

Reboredo, Juan (4)

Mizen, Paul (4)

Tsoukas, Serafeim (4)

Pierdzioch, Christian (4)

Schmukler, Sergio (3)

lucey, brian (3)

Risse, Marian (3)

Śmiech, Sławomir (3)

Trunin, Pavel (3)

Papież, Monika (3)

Remolona, Eli (3)

Cites to:

Havranek, Tomas (19)

Horvath, Roman (16)

Babecký, Jan (12)

Rose, Andrew (12)

Rusnák, Marek (11)

Vašíček, Bořek (11)

Komarek, Lubos (10)

Reinhart, Carmen (10)

Detragiache, Enrica (9)

Matějů, Jakub (9)

Smidkova, Katerina (8)

Main data


Where Mark Joy has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Mark Joy (2018 and 2017)


YearTitle of citing document
2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2019Predicting systemic financial crises with recurrent neural networks. (2019). Tolo, Eero. In: Research Discussion Papers. RePEc:bof:bofrdp:2019_014.

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2017Are State-Contingent Sovereign Bonds the Solution to Avoid Government Debt Crisis?. (2017). DESTAIS, Christophe. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-19.

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2018Risk-Sensitive Capital Regulation. (2018). Frait, Jan ; Broz, Vaclav ; Pfeifer, Lukas ; Malovana, Simona ; Kolcunova, Dominika. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/1.

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2018Interest Rates. (2018). Babecký, Jan ; Audzei, Volha ; Hlavacek, Michal ; Broz, Vaclav ; Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal ; Vlcek, Jan ; Hledik, Tibor ; Franta, Michal. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/2.

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2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

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2018The Systematic Risk of Gold at Different Timescales. (2018). Michis, Antonis A. In: Working Papers. RePEc:cyb:wpaper:2018-1.

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2017An Analysis of Determinants Affecting the Returns of Dow Jones Sustainability Index United States. (2017). Pitoska, Electra ; Tsilikas, Charalampos ; Giannarakis, Grigoris ; KATARACHIA, Androniki . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-16.

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2018Pricing and hedging GDP-linked bonds in incomplete markets. (2018). Consiglio, Andrea ; Zenios, Stavros. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:137-155.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2017In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Papież, Monika ; Śmiech, Sławomir. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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2017Implicit rating: A potential new method to alert crisis on the interbank lending market. (2017). Berlinger, Edina. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:277-283.

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2018Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

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2018Can bubble theory foresee banking crises?. (2018). Virtanen, Timo ; Taipalus, Katja ; Viren, Matti ; Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:66-81.

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2018Financial development and the occurrence of banking crises. (2018). Minea, Alexandru ; Mathonnat, Clement . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:344-354.

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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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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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2018Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

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2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

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2017A Complementary Tool to Monitor Fiscal Stress in European Economies. (2017). Sumner, Stephanie Pamies ; Berti, Katia. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:049.

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2017GDP-linked Bonds: Some Simulations on EU Countries. (2017). Carnot, Nicolas ; Sumner, Stephanie Pamies. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:073.

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2018The Non-Bank Credit Cycle. (2018). Kemp, Esti ; Wierts, Peter J ; Vardoulakis, Alexandros ; van Stralen, Rene. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-76.

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2017Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies. (2017). Shubhasis, Dey ; Aravind, Sampath . In: Working papers. RePEc:iik:wpaper:251.

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2017Exchange Rates and Trade; A Disconnect?. (2017). Tsyrennikov, Viktor ; Poplawski-Ribeiro, Marcos ; Yang, Hong ; Szymanski, Rachel ; Lian, Weicheng ; Leigh, Daniel. In: IMF Working Papers. RePEc:imf:imfwpa:17/58.

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2019How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models. (2019). Dong, Manh Cuong ; Sriboonchitta, Songsak ; Lee, Sangyoel. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9743-z.

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2017On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z.

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2018Original sin in corporate finance: New evidence from Asian bond issuers in onshore and offshore markets. (2018). Tsoukas, Serafeim ; Mizen, Paul ; Remolona, Eli ; Packer, Frank. In: Discussion Papers. RePEc:not:notcfc:18/04.

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2019Nominal GDP growth indexed bonds: Business Cycle and Welfare Effects within the Framework of New Keynesian DSGE model. (2019). Kwon, Yongo. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:504.

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2018The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta. In: Economics and Business Letters. RePEc:ove:journl:aid:12565.

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2018Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445.

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2019Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201918.

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2017Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries. (2017). Drachal, Krzysztof. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:3:p:37-53.

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2017Analysing the Relevance of the MIP Scoreboards Indicators. (2017). Širaňová, Mária ; Tom, Domonkos ; Mria, Iraov ; Ivana, Ikulov ; Filip, Ostriho . In: National Institute Economic Review. RePEc:sae:niesru:v:239:y:2017:i:1:p:r32-r52.

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2018Early warning indicators and macro-prudential policies: a credit network agent based model. (2018). Gallegati, Mauro ; Grilli, Ruggero ; Palestrini, Antonio ; Catullo, Ermanno . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:1:d:10.1007_s11403-017-0199-y.

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2018Are diamonds a safe haven?. (2018). Decclesia, Rita Laura ; Jotanovic, Vera. In: Review of Managerial Science. RePEc:spr:rvmgts:v:12:y:2018:i:4:d:10.1007_s11846-017-0234-3.

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2017Are gold bugs coherent?. (2017). Lucey, Brian ; OConnor, Fergal . In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:2:p:90-94.

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2018Performance of the Macroeconomic Imbalance Procedure in light of historical experience in the CEE region. (2018). Širaňová, Mária ; Radvansky, Marek ; Siranova, Maria. In: Journal of Economic Policy Reform. RePEc:taf:jpolrf:v:21:y:2018:i:4:p:335-352.

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2017Gold Price Dynamics and the Role of Uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep006.

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2018When is a Current Account Deficit Bad?. (2018). Loayza, Norman ; Devadas, Sharmila. In: World Bank Other Operational Studies. RePEc:wbk:wboper:30506.

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Works by Mark Joy:


YearTitleTypeCited
2016Sovereign GDP-linked bonds In: Bank of England Financial Stability Papers.
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paper4
2018Mind the (current account) gap In: Bank of England Financial Stability Papers.
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paper1
2012Sovereign default and macroeconomic tipping points In: Research Technical Papers.
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paper0
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
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book0
2014Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers.
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paper5
2015Banking and currency crises: differential diagnostics for developed countries.(2015) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2017Banking and Currency Crises: Differential Diagnostics for Developed Countries.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
article
2008Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity In: Working Paper Series.
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paper17
2010Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity.(2010) In: Applied Financial Economics.
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This paper has another version. Agregated cites: 17
article
2011Gold and the US dollar: Hedge or haven? In: Finance Research Letters.
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article63
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
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paper14

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