Mark Joy : Citation Profile


Are you Mark Joy?

Bank of England

5

H index

4

i10 index

142

Citations

RESEARCH PRODUCTION:

3

Articles

7

Papers

1

Books

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 14
   Journals where Mark Joy has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo167
   Updated: 2020-10-17    RAS profile: 2018-06-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Vašíček, Bořek (3)

Rusnák, Marek (2)

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

Is cited by:

Bekiros, Stelios (4)

Reboredo, Juan (4)

Mizen, Paul (4)

Tsoukas, Serafeim (4)

Pierdzioch, Christian (4)

Remolona, Eli (4)

Packer, Frank (3)

GUPTA, RANGAN (3)

Śmiech, Sławomir (3)

lucey, brian (3)

Levine, Ross (3)

Cites to:

Havranek, Tomas (19)

Horvath, Roman (16)

Rose, Andrew (12)

Babecký, Jan (12)

Vašíček, Bořek (11)

Rusnák, Marek (11)

Reinhart, Carmen (10)

Komarek, Lubos (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 (2020 and 2019)


YearTitle of citing document
2019The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi. In: Papers. RePEc:arx:papers:1912.12590.

Full description at Econpapers || Download paper

2019An early warning system for less significant Italian banks. (2019). Ferriani, Fabrizio ; Cornacchia, Wanda ; Pisanti, Francesco ; Guarino, Francesco ; Ferrara, Eliana ; Farroni, Paolo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_480_19.

Full description at Econpapers || Download paper

2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

Full description at Econpapers || Download paper

2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

Full description at Econpapers || Download paper

2020No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0849.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Gold price and exchange rates: A panel smooth transition regression model for the G7 countries. (2019). Koukouritakis, Minoas ; Giannellis, Nikolaos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:27-46.

Full description at Econpapers || Download paper

2020Returns, volatility and spillover – A paradigm shift in India?. (2020). Sampath, Aravind ; Dey, Shubhasis. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819304061.

Full description at Econpapers || Download paper

2020Nonlinear dynamics of gold and the dollar. (2020). Yu, Jishuang ; Guo, Yongxiu ; He, Qing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300577.

Full description at Econpapers || Download paper

2020The market rank indicator to detect financial distress. (2020). Uberti, Pierpaolo ; Maggi, Mario ; Figini, Silvia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:63-73.

Full description at Econpapers || Download paper

2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

Full description at Econpapers || Download paper

2020Diamonds versus precious metals: What gleams most against USD exchange rates?. (2020). PORCHER, Thomas ; Guesmi, Khaled ; Kalai, Saoussen ; Bedoui, Rihab. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319305288.

Full description at Econpapers || Download paper

2020Predicting systemic financial crises with recurrent neural networks. (2020). Tolo, Eero. In: Journal of Financial Stability. RePEc:eee:finsta:v:49:y:2020:i:c:s1572308920300243.

Full description at Econpapers || Download paper

2020An early warning system for predicting systemic banking crises in the Eurozone: A logit regression approach. (2020). Spyrou, Spyros ; Galariotis, Emilios ; Filippopoulou, Chryssanthi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:172:y:2020:i:c:p:344-363.

Full description at Econpapers || Download paper

2020Global imbalances from a stock perspective: The asymmetry between creditors and debtors. (2020). estrada, Angel ; Viani, Francesca ; Alberola, Enrique. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301625.

Full description at Econpapers || Download paper

2019Global value chain participation and current account imbalances. (2019). Gräb, Johannes ; Georgiadis, Georgios ; Brumm, Johannes ; Trottner, Fabian ; Grab, Johannes. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:97:y:2019:i:c:p:111-124.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Gold, gold mining stocks and equities- partial wavelet coherence evidence from developed countries. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:378-384.

Full description at Econpapers || Download paper

2019Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Husain, Shaiara ; Sohag, Kazi. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:57-65.

Full description at Econpapers || Download paper

2019Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches. (2019). Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed ; Sohail, Asiya ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:602-615.

Full description at Econpapers || Download paper

2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

Full description at Econpapers || Download paper

2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach. (2019). Kliber, Agata ; Świerczyńska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

Full description at Econpapers || Download paper

2019The Current Account, a Real-Time Signal of Economic Imbalances or 20/20 Hindsight?. (2019). Casey, Eddie ; Conroy, Niall. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:1:p:77-102.

Full description at Econpapers || Download paper

2020Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Dang Khoa ; Bouri, Elie ; Saeed, Tareq. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3141-:d:372689.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. (2020). Bekiros, Stelios ; Uddin, Gazi S ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6.

Full description at Econpapers || Download paper

2019Remittances Inflows and Trade Policy. (2019). Gnangnon, Sena Kimm. In: Remittances Review. RePEc:mig:remrev:v:4:y:2019:i:2:p:117-142.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782.

Full description at Econpapers || Download paper

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 (Gillas), Konstantinos ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201918.

Full description at Econpapers || Download paper

2019.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Roubaud, David. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

Full description at Econpapers || Download paper

2020Zur Prognostizierbarkeit von Krisen. (2020). Tichy, Gunther. In: WIFO Monatsberichte (monthly reports). RePEc:wfo:monber:y:2020:i:3:p:193-206.

Full description at Econpapers || Download paper

2020Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok. In: Working papers. RePEc:yon:wpaper:2020rwp-167.

Full description at Econpapers || Download paper

2019Macro-based asset allocation: An empirical analysis. (2019). Schmieder, Christian ; Kollar, Miroslav. In: EIB Working Papers. RePEc:zbw:eibwps:201911.

Full description at Econpapers || Download paper

Works by Mark Joy:


YearTitleTypeCited
2016Sovereign GDP-linked bonds In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]
paper7
2018Mind the (current account) gap In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]
paper4
2012Sovereign default and macroeconomic tipping points In: Research Technical Papers.
[Full Text][Citation analysis]
paper1
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
[Full Text][Citation analysis]
book0
2014Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers.
[Full Text][Citation analysis]
paper11
2015Banking and currency crises: differential diagnostics for developed countries.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
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: 11
article
2008Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity In: Working Paper Series.
[Full Text][Citation analysis]
paper18
2010Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
2011Gold and the US dollar: Hedge or haven? In: Finance Research Letters.
[Full Text][Citation analysis]
article80
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
[Full Text][Citation analysis]
paper21

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team