Agata Kliber : Citation Profile


Are you Agata Kliber?

Uniwersytet Ekonomiczny w Poznaniu

3

H index

1

i10 index

43

Citations

RESEARCH PRODUCTION:

19

Articles

2

Chapters

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 4
   Journals where Agata Kliber has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 8 (15.69 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl118
   Updated: 2021-10-16    RAS profile: 2021-08-15    
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Relations with other researchers


Works with:

Będowska-Sójka, Barbara (4)

Świerczyńska, Katarzyna (2)

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

Is cited by:

Conlon, Thomas (2)

Camba-Mendez, Gonzalo (2)

Serwa, Dobromił (2)

Corbet, Shaen (1)

Yinusa, Olalekan (1)

Staehr, Karsten (1)

Fiszeder, Piotr (1)

Pietryka, Ilona (1)

Orlowski, Lucjan (1)

Gherghina, Ştefan (1)

Będowska-Sójka, Barbara (1)

Cites to:

Bouri, Elie (20)

Roubaud, David (18)

Bollerslev, Tim (14)

lucey, brian (11)

Molnár, Peter (8)

GUPTA, RANGAN (7)

Coudert, Virginie (6)

Matkovskyy, Roman (6)

Claeys, Peter (5)

Sosvilla-Rivero, Simon (5)

Selmi, Refk (5)

Main data


Where Agata Kliber has published?


Journals with more than one article published# docs
Dynamic Econometric Models3
Czech Journal of Economics and Finance (Finance a uver)2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Agata Kliber (2021 and 2020)


YearTitle of citing document
2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2021Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets. (2021). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s106294082030228x.

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2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Yoon, Jiho ; Sheu, Chwen ; Hsu, Shu-Han. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

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2021Connectedness structures of sovereign bond markets in Central and Eastern Europe. (2021). Karkowska, Renata ; Urjasz, Szczepan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302866.

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2021Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685.

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2020The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis. (2020). Stroyska-Szajek, Agnieszka ; Mizerka, Jacek. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307408.

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2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

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2020The more the Merrier? The reaction of euro area stock markets to new members. (2020). Hartwell, Christopher ; Celov, Dmitrij ; Grigaliuniene, Zana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300792.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2021Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies. (2021). Miller, Stephen ; Canarella, Giorgio ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720310102.

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2021Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach. (2021). Bilgili, Faik ; Kuskaya, Sevda ; Kocak, Emrah ; Zaman, Umer ; Shehzad, Khurram. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100177x.

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2020Geopolitical risk, uncertainty and Bitcoin investment. (2020). Uddin, Gazi ; al Mamun, MD ; Kang, Sang Hoon ; Suleman, Muhammad Tahir. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317522.

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2021Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349.

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2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Ma, Xin-Yu ; Wang, Gang-Jin ; Wu, Hao-Yu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311146.

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2020Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying. (2020). Benito, Sonia ; Garcia-Jorcano, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920300192.

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2020Do aggressive orders affect liquidity? An evidence from an emerging market. (2020). Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920303780.

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2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438.

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2021Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933.

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2021Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Yang, Cai ; Zhang, Hongwei ; Wang, Peijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001008.

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2021Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19. (2021). Wei, Yunjie ; Lu, Fengbin ; Guo, Xiaochun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001057.

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001128.

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2020The Impacts of China–Africa Economic Relation on Factor Productivity of African Countries. (2020). Borojo, Dinkneh Gebre ; Yushi, Jiang ; Miao, Miao. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:2:p:47-:d:367421.

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2020State-Dependent Stock Liquidity Premium: The Case of the Warsaw Stock Exchange. (2020). Stereczak, Szymon. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:13-:d:329185.

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2021Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach. (2021). Lahiani, Amine ; Jena, Sangram Keshari ; Jeribi, Ahmed. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737.

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2021Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Yousfi, Mohamed ; Bouzgarrou, Houssam ; Dhaoui, Abderrazak. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:222-:d:554950.

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2021COVID-19 Pandemic and Romanian Stock Market Volatility: A GARCH Approach. (2021). Gherghina, Ştefan ; Jolde, Camelia Ctlina ; Armeanu, Daniel Tefan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:341-:d:599162.

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2021Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility. (2021). Bratarchuk, Tatyana V ; Prokofyev, Stanislav E ; Ragulina, Julia V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:173-:d:644014.

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2021Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm. (2021). Hachicha, F. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00905-w.

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2021Global drivers of cryptocurrency infrastructure adoption. (2021). Broström, Anders ; Brostrom, Anders ; Saiedi, ED ; Ruiz, Felipe. In: Small Business Economics. RePEc:kap:sbusec:v:57:y:2021:i:1:d:10.1007_s11187-019-00309-8.

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2020Sovereign credit ratings and CDS spreads in Emerging Europe. (2020). Wojciechowski, Liwiusz ; Ilczuk, Daria ; Dopierala, Lukasz. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:15:y:2020:i:3:p:419-438.

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2021Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. (2021). Vo, Xuan Vinh ; Umar, Zaghum ; Aharon, David Y. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00274-w.

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2021Bitcoin in the economics and finance literature: a survey. (2021). Rohilla, Purnima ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00090-5.

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Works by Agata Kliber:


YearTitleTypeCited
2019Can aid stimulate productivity in Sub-Saharan Africa? A dynamic panel approach In: Business and Economic Horizons (BEH).
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article1
2012The Transmission of the Crisis of Confidence to the Polish Interbank Market In: Acta Universitatis Nicolai Copernici, Ekonomia.
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article0
2011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence In: Dynamic Econometric Models.
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article4
2013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads In: Dynamic Econometric Models.
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article0
2015The Model of French Development Assistance – Who Gets the Help? In: Dynamic Econometric Models.
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article0
2017Euro or not? Vulnerability of Czech and Slovak economies to regional and international turmoil In: Economic Modelling.
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article1
2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether In: The North American Journal of Economics and Finance.
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article1
2019The causality between liquidity and volatility in the Polish stock market In: Finance Research Letters.
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article2
2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach In: Physica A: Statistical Mechanics and its Applications.
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article26
2021Information content of liquidity and volatility measures In: Physica A: Statistical Mechanics and its Applications.
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article0
2014The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies In: Czech Journal of Economics and Finance (Finance a uver).
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article4
2019Isolated Islands or Communicating Vessels? – Bitcoin Price and Volume Spillovers Across Cryptocurrency Platforms In: Czech Journal of Economics and Finance (Finance a uver).
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article0
2021Triggers and Obstacles to the Development of the FinTech Sector in Poland In: Risks.
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article1
2016POLONIA dynamics during the years 2006–2012 and the effectiveness of the monetary Policy of the National Bank of Poland In: Empirica.
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article2
2016Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision In: Bank i Kredyt.
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article0
2013Influence of the Greek Crisis on the Risk Perception of European Economies In: Central European Journal of Economic Modelling and Econometrics.
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article1
2018Foreign Technology Absorption in Sub-Saharan Africa: A Long-Term Analysis of the Nature and Stability of Relationships In: Business and Economics Research Journal.
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article0
2021Say anything you want about me if you spell my name right: the effect of Internet searches on financial market In: Central European Journal of Operations Research.
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article0
2020Volatility and Liquidity in Cryptocurrency Markets—The Causality Approach In: Springer Proceedings in Business and Economics.
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2017Not as Black as Is Painted? Influence of sCDS Market on Domestic Financial Markets Before and After the Ban on Naked sCDS Trade In: Springer Proceedings in Business and Economics.
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2016Impact Of The Ban On Uncovered SCDS Trade On the Interdependencies Between The CDS Market And Other Sectors Of Financial Markets. The Case Of Safe And Developed Versus Risky And Developing European Ma In: Comparative Economic Research.
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