Agata Kliber : Citation Profile


Are you Agata Kliber?

Uniwersytet Ekonomiczny w Poznaniu

4

H index

1

i10 index

69

Citations

RESEARCH PRODUCTION:

21

Articles

3

Chapters

RESEARCH ACTIVITY:

   11 years (2011 - 2022). See details.
   Cites by year: 6
   Journals where Agata Kliber has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 8 (10.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pkl118
   Updated: 2022-11-19    RAS profile: 2022-08-08    
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Relations with other researchers


Works with:

Będowska-Sójka, Barbara (5)

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:

Będowska-Sójka, Barbara (2)

Serwa, Dobromił (2)

Conlon, Thomas (2)

Camba-Mendez, Gonzalo (2)

Chkili, Walid (2)

Gherghina, Ştefan (1)

Papadamou, Stephanos (1)

bouoiyour, jamal (1)

Adediran, Idris (1)

Marchesi, Michele (1)

Staehr, Karsten (1)

Cites to:

Bouri, Elie (23)

Roubaud, David (18)

Bollerslev, Tim (17)

lucey, brian (11)

Molnár, Peter (10)

GUPTA, RANGAN (9)

Diebold, Francis (9)

Coudert, Virginie (8)

Walther, Thomas (8)

Tiwari, Aviral (7)

Gex, Mathieu (7)

Main data


Where Agata Kliber has published?


Journals with more than one article published# docs
Dynamic Econometric Models3
Finance Research Letters2
Czech Journal of Economics and Finance (Finance a uver)2
Physica A: Statistical Mechanics and its Applications2

Recent works citing Agata Kliber (2022 and 2021)


YearTitle of citing document
2021A composite indicator of sovereign bond market liquidity in the euro area. (2021). Taboga, Marco ; Poli, Riccardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_663_21.

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2021Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713.

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2021Contagion and portfolio management in times of COVID-19. (2021). karamti, chiraz ; Belhassine, Olfa. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:73-86.

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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). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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2021How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200.

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2021Market volatility and illiquidity during the COVID-19 outbreak: Evidence from the Saudi stock exchange through the wavelet coherence approaches. (2021). Alghassab, Waleed ; Talbi, Mariem ; Hkiri, Besma ; Tissaoui, Kais ; Alfreahat, Khaled Issa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001376.

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2022Economic uncertainty and national bitcoin trading activity. (2022). Geldner, Teo ; Wustenfeld, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002199.

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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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2021Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis. (2021). Mishra, Tapas ; Duan, Kun ; Huang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000970.

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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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2021Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. (2021). Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004165.

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2022Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS. (2022). Lee, Chien-Chiang ; Liu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722001519.

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2022Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets. (2022). Yoon, Seong-Min ; Kang, Sanghoon ; Troster, Victor ; Hernandez, Jose Areola ; Hanif, Waqas. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001172.

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

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2022Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks. (2022). Agan, Busra ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005696.

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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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2022“Digital Gold” and geopolitics. (2022). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001331.

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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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2022Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold. (2022). Chen, Jinyu ; Duan, Kun ; Wang, Rui ; Ren, Xiaohang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000605.

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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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2022.

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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: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:33-:d:579737.

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2021Volatility and Depth in Commodity and FX Futures Markets. (2021). Lobanova, Olesya ; Aidov, Alexandre. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:545-:d:676575.

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2021Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Bouzgarrou, Houssam ; Dhaoui, Abderrazak ; Yousfi, Mohamed. In: JRFM. 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: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:8:p:341-:d:599162.

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2021The Determinants of PayTech’s Success in the Mobile Payment Market—The Case of BLIK. (2021). Klimontowicz, Monika ; Bach, Joanna. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:422-:d:628924.

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2022Are GARCH and DCC Values of 10 Cryptocurrencies Affected by COVID-19?. (2022). Gupta, Rakesh ; Yan, Huqin. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:113-:d:762024.

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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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2021FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead. (2021). Wendt, Stefan ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:181-:d:656248.

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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 ; Ruiz, Felipe ; Brostrom, Anders ; Saiedi, ED. In: Small Business Economics. RePEc:kap:sbusec:v:57:y:2021:i:1:d:10.1007_s11187-019-00309-8.

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2022Asymmetric volume volatility causality in dual listing H-shares. (2022). Wang, Chaoyan ; Dey, Malay K. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00275-z.

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2021Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Majdoub, Jihed ; Bejaoui, Azza ; ben Sassi, Salim. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7.

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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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2021Designing the guidelines for FinTech curriculum. (2021). Siddiqui, Kamran Ahmed ; al Hudithi, Faisal. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:9:y:2021:i:1:p:633-643.

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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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2012The Transmission of the Crisis of Confidence to the Polish Interbank Market In: Acta Universitatis Nicolai Copernici, Ekonomia.
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2011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence In: Dynamic Econometric Models.
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article5
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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2015The Model of French Development Assistance – Who Gets the Help? In: Dynamic Econometric Models.
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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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2022Degree of connectedness and the transfer of news across the oil market and the European stocks In: Energy.
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2019The causality between liquidity and volatility in the Polish stock market In: Finance Research Letters.
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2022Impact of COVID-19 on sovereign risk: Latin America versus Asia In: Finance Research Letters.
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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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2021Information content of liquidity and volatility measures In: Physica A: Statistical Mechanics and its Applications.
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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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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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2021Triggers and Obstacles to the Development of the FinTech Sector in Poland In: Risks.
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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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2016Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision In: Bank i Kredyt.
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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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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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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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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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