Franc Klaassen : Citation Profile

Are you Franc Klaassen?

Tinbergen Instituut (50% share)
Universiteit van Amsterdam (50% share)

15

H index

17

i10 index

1170

Citations

RESEARCH PRODUCTION:

18

Articles

43

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 48
   Journals where Franc Klaassen has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 22 (1.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pkl16
   Updated: 2023-05-27    RAS profile: 2022-03-17    
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Relations with other researchers

Works with:

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

Is cited by:

Müller, Gernot (28)

Boubtane, Ekrame (21)

d'Albis, Hippolyte (21)

Coulibaly, Dramane (21)

Bénétrix, Agustín (19)

Lane, Philip (15)

Born, Benjamin (14)

acocella, nicola (13)

Saraceno, Francesco (11)

Marattin, Luigi (10)

Krumer, Alex (10)

Cites to:

Frankel, Jeffrey (19)

Obstfeld, Maurice (13)

Rogoff, Kenneth (12)

Morris, Stephen (12)

West, Kenneth (12)

Bollerslev, Tim (11)

Shin, Hyun Song (10)

Xie, Danxia (9)

Weymark, Diana (8)

van Wincoop, Eric (8)

Wei, Shang-Jin (7)

Main data

Where Franc Klaassen has published?

Journals with more than one article published# docs
Economic Policy2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany2

Recent works citing Franc Klaassen (2022 and 2021)

YearTitle of citing document
2021Forecasting of Volatility in Stock Exchange Markets by MS-GARCH Approach: An Application of Borsa Istanbul. (2021). Kaya, Abdulkadir ; Yarbai, Kram Yusuf. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:1:p:16-35.

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2021Economic and Monetary Integration in ECOWAS Countries: A Panel VAR Approach to Identify Macroeconomic Shocks. (2021). Diop, Ibrahima Thione ; Ndongo, Asta. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:61-87.

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20212021 annual report of the European Fiscal Board. (2021). Board, European Fiscal. In: Annual reports. RePEc:aon:annual:2021.

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2023Dynamic Adaptive Mixture Models. (2016). Catania, Leopoldo. In: Papers. RePEc:arx:papers:1603.01308.

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2021Clustering volatility regimes for dynamic trading strategies. (2020). Prakash, Arjun ; Menzies, Max ; James, Nick ; Francis, Gilad. In: Papers. RePEc:arx:papers:2004.09963.

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2021Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models. (2020). Liu, Yan. In: Papers. RePEc:arx:papers:2010.04930.

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2021BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling. (2021). Cliff, Dave. In: Papers. RePEc:arx:papers:2105.08310.

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2022Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308.

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2021Asymmetric effect of exchange rate volatility on Indias cross?border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model. (2021). Shahbaz, Muhammad ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:64-97.

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2021Spillover effects of fiscal policy in a monetary union: Why do fiscal instruments matter?. (2021). Betti, Thierry ; Barbiergauchard, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:1:p:1-33.

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2022A component Markov regime?switching autoregressive conditional range model. (2022). Mazibas, Murat. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:650-683.

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2022Mixed Monetary–Fiscal Policies and Macroeconomic Fluctuations: An Analysis Based on the Dynamic Stochastic General Equilibrium Model. (2022). Zhang, Guangbin ; Li, Jiayang ; Wang, XI. In: China & World Economy. RePEc:bla:chinae:v:30:y:2022:i:2:p:167-196.

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2022State Heterogeneity Analysis of Financial Volatility using high?frequency Financial Data. (2022). Kim, Donggyu ; Chun, Dohyun. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:105-124.

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2022Stationarity and ergodicity of Markov switching positive conditional mean models. (2022). Francq, Christian ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:3:p:436-459.

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2021Quantifying fiscal multipliers in Italy: A Panel SVAR analysis using regional data. (2021). Tosi, Francesca ; Romaniello, Davide ; Deleidi, Matteo. In: Papers in Regional Science. RePEc:bla:presci:v:100:y:2021:i:5:p:1158-1177.

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2021Fiscal policy and economic activity in South Asia. (2021). Beyer, Robert ; Milivojevic, Lazar. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:1:p:340-358.

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2021Implications of exchange rate volatility for trade: Volatility measurement matters. (2021). Roehling, Allison. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1486-1523.

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2021Evaluating strange forecasts: The curious case of football match scorelines. (2021). Singleton, Carl ; Reade, J ; Brown, Alasdair. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:2:p:261-285.

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2021US trade deficit, a reality check: New evidence incorporating asymmetric and non?linear effects of exchange rate dynamics. (2021). Nasir, Muhammad Ali ; Leung, Mary. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:3:p:818-836.

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2022A functional classification analysis of government spending multipliers. (2022). Tagkalakis, Athanasios ; Partheniou, Andromachi. In: Working Papers. RePEc:bog:wpaper:298.

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2021The European growth synchronization through crises and structural changes. (2021). Remzi, Uctum ; Merih, Uctum ; Chu-Ping, Vijverberg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6.

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2021Adaptive Importance Sampling for DSGE Models. (2021). Ravazzolo, Francesco ; Lorusso, Marco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps84.

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2021Output Losses from Currency Crises and the Role of Central Bank. (2021). Yazdani, Mahdi ; Nikzad, Mohammad. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:79-97.

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2021The Role of Fiscal Policies for External Imbalances: Evidence from the European Union. (2021). Coelho, José Carlos ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_57.

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2021Optimal capital ratios for banks in the euro area. (2021). Kramer, Bert ; Soederhuizen, Beau ; Luginbuhl, Rob ; van Heuvelen, Harro. In: CPB Discussion Paper. RePEc:cpb:discus:429.

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2021Testing Purchasing Power Parity in Cambodia: Time-Varying Trade Weights in Constructing Real Effective Exchange Rate. (2021). Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-16.

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2021The dynamic linkages between current account deficit and budget balance deficit in the South Asian region. (2021). Suardi, Sandy ; Rajakaruna, Iwanthika. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001226.

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2021Does a cool head beat a hot hand? Evidence from professional golf. (2021). Crosby, Paul ; Evans, Andrew E. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:272-284.

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2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. (2021). Ng, Kooi-Huat ; Koh, You-Beng ; Tan, Chia-Yen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164.

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2022Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: Applications for financial risk management. (2022). , Amanda ; Thomas, . In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:151-167.

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2022Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo. (2022). , William ; Chen, Feng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:50-68.

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2022The role of fiscal policies for external imbalances: Evidence from the European Union. (2022). Afonso, Antonio ; Coelho, Jose Carlos. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s0939362522000474.

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2022Fiscal policy shocks and international spillovers. (2022). Paez-Farrell, Juan ; Ilori, Ayobami ; Thoenissen, Christoph. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s001429212100252x.

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2021Optimal bookmaking. (2021). Zou, Bin ; Zhou, Zhou ; Lorig, Matthew. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:560-574.

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2022Weighted Elo rating for tennis match predictions. (2022). De Angelis, Luca ; Angelini, Giovanni ; Candila, Vincenzo. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:120-132.

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2023A unified theory for bivariate scores in possessive ball-sports: The case of handball. (2023). Baker, Rose ; Scarf, Phil ; Singh, Aaditya. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:1099-1112.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2022How does news sentiment affect the states of Japanese stock return volatility?. (2022). Shi, Yanlin ; Fu, Tong ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002241.

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2022Modelling stock returns volatility with dynamic conditional score models and random shifts. (2022). Alanya-Beltran, Willy. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002026.

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2021Revenue- versus spending-based fiscal consolidation announcements: Multipliers and follow-up. (2021). Mumtaz, Haroon ; Giuliodori, Massimo ; Furtuna, Oana ; Beetsma, Roel. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000325.

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2021Exchange rates and fundamentals: Further evidence based on asymmetric causality test. (2021). Baharumshah, Ahmad Zubaidi ; Soon, Siew-Voon. In: International Economics. RePEc:eee:inteco:v:165:y:2021:i:c:p:67-84.

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2021The transmission of global monetary and credit shocks on exchange market pressure in emerging markets and developing economies. (2021). Keefe, Helena Glebocki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000391.

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2022Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches. (2022). Vo, Xuan Vinh ; My, Linh Thi ; Hung, Ngo Thai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001044.

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2021Policy conflict, coordination, and leadership in a monetary union under imperfect instrument substitutability. (2021). Mavrodimitrakis, Christos ; Chortareas, Georgios. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:183:y:2021:i:c:p:342-361.

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2022Twin deficits revisited: A role for fiscal institutions?. (2022). Stanek, Piotr ; Jalles, Joao ; Huart, Florence ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001571.

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2022Economic integration and exchange market pressure in a policy uncertain world. (2022). Phylaktis, Kate ; Aftab, Muhammad. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001048.

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2023Macroeconomic effects of government spending shocks: New narrative evidence from Canada. (2023). Liu, Lin ; Hussain, Syed M. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000763.

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2021Systematic growth asymmetry in the Eurozone? Evidence from a natural experiment. (2021). Ioannatos, Petros E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s170349492100030x.

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2022Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework. (2022). Umar, Muhammad ; Liang, Chao ; Wang, LU ; Hong, Yanran. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001155.

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2021The Effects of Government Spending Over the Business Cycle: A Disaggregated Analysis for OECD and Non-OECD Countries. (2021). Partheniou, Andromachi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:809-822.

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2022Public investment multipliers by functions of government: An empirical analysis for European countries. (2022). Signorelli, Marcello ; Saccone, Donatella ; Marelli, Enrico ; della Posta, Pompeo. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:60:y:2022:i:c:p:531-545.

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2021Being Old in the Age of Aging: Macro-Level Determinants of Change in Perception of Old Age Threshold in EU Countries. (2021). Jurek, Lukasz ; Augustynski, Iwo . In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:special3:p:767-784.

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2021Quantifying Spillovers of Next Generation EU Investment. (2021). in 't Veld, Jan ; Pfeiffer, Philipp ; Varga, Janos. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:144.

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2021.

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2021Disequilibrium Play in Tennis. (2021). Wong, Kin-Ping ; Rust, John ; Rosen, Jeremy ; Anderson, Axel . In: Working Papers. RePEc:geo:guwopa:gueconwpa~21-21-07.

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2021The European growth synchronization through crises and structural changes. (2019). Vijverberg, Chu-Ping C ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03319011.

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2021Establishing a fiscal dialogue in Europe. (2021). Creel, Jerome. In: Working Papers. RePEc:hal:wpaper:hal-03363670.

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2022Fiscal Multipliers During Pandemics. (2022). Chahande, Kaustubh ; Lengyel, Andras ; Kinda, Tidiane. In: IMF Working Papers. RePEc:imf:imfwpa:2022/149.

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2022Exchange-Rate Swings and Foreign Currency Intervention. (2022). Gelos, R G ; McGregor, Thomas ; Filardo, Andrew. In: IMF Working Papers. RePEc:imf:imfwpa:2022/158.

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2021The Role of Fiscal Policies for External Imbalances: Evidence from the European Union. (2021). Coelho, José Carlos ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp01622021.

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2021Trade imbalances within the Euro Area: two regions, two demand regimes. (2021). Covi, Giovanni. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:1:d:10.1007_s10663-020-09477-3.

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2021Can South America form an optimal monetary area? A structural vector autoregression analysis. (2021). Padilla, León ; Garcia-Brazales, Angel Rodriguez. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:2:d:10.1007_s10368-020-00490-2.

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2021Foreign exchange market pressure and stock market dynamics in emerging Asia. (2021). Hegerty, Scott ; Ali, Abid ; Aftab, Muhammad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00501-w.

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2022Fiscal shocks and spillovers in a dynamic two-country model. (2022). Li, Jingchao. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:29:y:2022:i:1:d:10.1007_s10797-020-09651-0.

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2021Effects of the European Monetary Union on High-Technology Exports. (2021). Nieminen, Mika ; Heimonen, Kari ; Tohmo, Timo. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:21:y:2021:i:2:d:10.1007_s10842-021-00354-8.

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2021Fiscal Federalism in a Monetary Union: The No-Cooperation Pitfall. (2021). Kempf, Hubert. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:1:d:10.1007_s11079-019-09571-5.

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2021International Fiscal-Financial Spillovers:the Effect of Fiscal Shocks on Cross-Border Bank Lending. (2021). Furceri, Davide ; Choi, Sangyup ; Yoon, Chansik. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:2:d:10.1007_s11079-020-09606-2.

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2021Fiscal Policy Spillovers in a Monetary Union. (2021). Lozej, Matija ; Walsh, Graeme. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:5:d:10.1007_s11079-021-09649-z.

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2021Sectoral Fiscal Multipliers and Technology in Open Economy. (2021). Cardi, Olivier ; Restout, Romain. In: Working Papers. RePEc:lan:wpaper:327798298.

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2021The Effect of Legislated Tax Changes on the Trade Balance: Empirical Evidence for the United States, Germany, and the United Kingdom. (2021). Hayo, Bernd ; Mierzwa, Sascha. In: MAGKS Papers on Economics. RePEc:mar:magkse:202103.

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2021Performing best when it matters the most: Evidence from professional handball. (2021). Buehren, Christoph ; Gabriel, Marvin. In: MAGKS Papers on Economics. RePEc:mar:magkse:202119.

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2021Fiscal Policy Approaches: An Inquiring Look From The Modern Monetary Theory. (2021). Hidalgo, Esteban Cruz ; Garcia, Bibiana Medialdea ; Espinosa, Eduardo Garzon. In: Journal of Economic Issues. RePEc:mes:jeciss:v:55:y:2021:i:4:p:999-1022.

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2021Exchange Rate Volatility and Global Food Supply Chains. (2021). Steinbach, Sandro. In: NBER Chapters. RePEc:nbr:nberch:14613.

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2021Testing for the Number of Regimes in Financial Time Series GARCH Volatility. (2021). Tahiri, Abdellah ; Mamode, Naushad Ali ; Bouzahir, Hassane ; Benaid, Brahim. In: International Journal of Applied Economics, Finance and Accounting. RePEc:oap:ijaefa:2021:p:82-94.

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2022Gravity and Heterogeneous Trade Cost Elasticities. (2022). Novy, Dennis ; Chen, Natalie. In: The Economic Journal. RePEc:oup:econjl:v:132:y:2022:i:644:p:1349-1377..

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2021Establishing a Fiscal Dialogue in Europe. (2021). Creel, Jerome. In: Comparative Economic Studies. RePEc:pal:compes:v:63:y:2021:i:3:d:10.1057_s41294-021-00144-5.

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2021On Public Spending and Economic Unions. (2021). Martin, Alberto ; Ventura, Jaume ; Broner, Fernando. In: IMF Economic Review. RePEc:pal:imfecr:v:69:y:2021:i:1:d:10.1057_s41308-020-00129-x.

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2021The International Transmission of US Tax Shocks: A Proxy-SVAR Approach. (2021). Natoli, Filippo ; Metelli, Luca. In: IMF Economic Review. RePEc:pal:imfecr:v:69:y:2021:i:2:d:10.1057_s41308-021-00136-6.

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2022Growth Effects of European Monetary Union: A Synthetic Control Approach. (2022). Lucke, Bernd. In: MPRA Paper. RePEc:pra:mprapa:115373.

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2021Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05.

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2022.

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2021Hot Shots: An Analysis of the “Hot Hand†in NBA Field Goal and Free Throw Shooting. (2021). Nesson, Erik ; Lantis, Robert. In: Journal of Sports Economics. RePEc:sae:jospec:v:22:y:2021:i:6:p:639-677.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2021The Misalignment of Fiscal Multipliers in Italian Regions. (2021). Lucidi, Francesco Simone. In: Working Papers. RePEc:sap:wpaper:wp204.

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2021Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach. (2021). Sinha Roy, Saikat ; Sinharoy, Saikat ; Das, Suman. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:2:d:10.1007_s40622-021-00275-9.

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2021Revisiting the asymmetric impacts of the exchange market pressure on the inflation, interest rate and foreign trade balance in Eastern Europe. (2021). Ozcelebi, Oguzhan ; Su, Emre ; Tokmakcioglu, Kaya. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:5:d:10.1007_s00181-020-01965-6.

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2022A Dynamic Factor and Neural Networks Analysis of the Co-movement of Public Revenues in the EMU. (2022). Magazzino, Cosimo ; Mele, Marco. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:8:y:2022:i:2:d:10.1007_s40797-021-00155-2.

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2021Bayesian isotonic logistic regression via constrained splines: an application to estimating the serve advantage in professional tennis. (2021). Argiento, Raffaele ; Orani, Vanessa ; Montagna, Silvia. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:2:d:10.1007_s10260-020-00535-5.

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2021Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices. (2021). Živkov, Dejan ; Peanac, Marko ; Balaban, Suzana. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1855-1870.

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2022Volatility forecasting revisited using Markov?switching with time?varying probability transition. (2022). Chen, Zhonglu ; Liang, Chao ; Ma, Feng ; Wang, Jiqian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1387-1400.

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2021The government spending multiplier at the zero lower bound: International evidence from historical data. (2021). Winkler, Roland ; Klein, Mathias. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:6:p:744-759.

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2022A new Markov regime?switching count time series approach for forecasting initial public offering volumes and detecting issue cycles. (2022). Ning, Cathy ; Wang, Xinyu. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:118-133.

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2022Option pricing with state?dependent pricing kernel. (2022). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:8:p:1409-1433.

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Works by Franc Klaassen:

YearTitleTypeCited
2001Are Points in Tennis Independent and Identically Distributed? Evidence From a Dynamic Binary Panel Data Model In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article66
2005Long Swings in Exchange Rates: Are They Really in the Data? In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article23
1999Long Swings in Exchange Rates : Are They Really in the Data?.(1999) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
1999Long Swings in Exchange Rates : Are They Really in the Data?.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
In: .
[Full Text][Citation analysis]		article15
2007The Euro Effect on Trade is not as Large as Commonly Thought* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article119
2001Is Fiscal Policy Coordination in EMU Desirable? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper107
2001Is Fiscal Policy Coordination in EMU Desirable?.(2001) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107		paper
2001Is Fiscal Policy Coordination in EMU Desirable?.(2001) In: IHEID Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107		paper
2005Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper149
2005Trade Spillovers of Fiscal Policy in the European Union: A Panel Analysis.(2005) In: EUI-RSCAS Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		paper
2006Trade spill-overs of fiscal policy in the European Union: a panel analysis.(2006) In: Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149		article
2000Why is it so Difficult to Find an Effect of Exchange Rate Risk on Trade? In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper49
2004Why is it so difficult to find an effect of exchange rate risk on trade?.(2004) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		article
1999Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?.(1999) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
1999Why is it so Difficult to Find An Effect of Exchange Rate Risk on Trade?.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 49		paper
2009Temporal aggregation and SVAR identification, with an application to fiscal policy In: Economics Letters.
[Full Text][Citation analysis]		article30
2009The efficiency of top agents: An analysis through service strategy in tennis In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2003Forecasting the winner of a tennis match In: European Journal of Operational Research.
[Full Text][Citation analysis]		article29
2001Forecasting the Winner of a Tennis Match.(2001) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2001Forecasting the Winner of a Tennis Match.(2001) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2011Currency crises with the threat of an interest rate defence In: Journal of International Economics.
[Full Text][Citation analysis]		article18
2009Defending Against Speculative Attacks.(2009) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2011Definition-consistent measurement of exchange market pressure In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article32
2020What drives pension reforms in the OECD? In: Economic Policy.
[Full Text][Citation analysis]		article2
2014Analyzing Wimbledon: The Power of Statistics In: OUP Catalogue.
[Citation analysis]		book9
2010exchange market pressure In: The New Palgrave Dictionary of Economics.
[Full Text][Citation analysis]		chapter1
2016Untangling Fixed Effects and Constant Regressors In: Proceedings of International Academic Conferences.
[Full Text][Citation analysis]		paper5
2015Untangling Fixed Effects and Constant Regressors.(2015) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2002Improving GARCH volatility forecasts with regime-switching GARCH In: Empirical Economics.
[Full Text][Citation analysis]		article213
2006Foreign Exchange Market Contagion in the Asian Crisis: A Regression-Based Approach In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]		article11
1999The final set in a tennis match: Four years at Wimbledon In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article4
2011Why Frequency Matters for Unit Root Testing in Financial Time Series In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2002Has the Euro increased Trade? In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper39
2004The Importance of Accounting for Time Trends when Estimating the Euro Effect on Trade In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Why Frequency Matters for Unit Root Testing In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper6
2006Are Economic Agents Successful Optimizers? An Analysis through Service Strategy in Tennis In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2007Model-free Measurement of Exchange Market Pressure In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2009Defending against Speculative Attacks In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper9
2009Defending Against Speculative Attacks.(2009) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2011Identifying the Weights in Exchange Market Pressure In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper5
2016Interest Rate Rules, Exchange Market Pressure, and Successful Exchange Rate Management In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Untangling Real Gravity In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
1998On the Independence and Identical Distribution of Points in Tennis In: Discussion Paper.
[Full Text][Citation analysis]		paper3
1998On the Independence and Identical Distribution of Points in Tennis.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2006Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis In: Discussion Paper.
[Full Text][Citation analysis]		paper0
2006Are Economic Agents Successful Optimizers? An Analysis Through Strategy in Tennis.(2006) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1999Purchasing Power Parity : Evidence from a New Test In: Discussion Paper.
[Full Text][Citation analysis]		paper6
1999Purchasing Power Parity : Evidence from a New Test.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
1996Testing some common tennis hypotheses : Four years at Wimbledon In: Discussion Paper.
[Full Text][Citation analysis]		paper0
1996Testing some common tennis hypotheses : Four years at Wimbledon.(1996) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
1999Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model In: Discussion Paper.
[Full Text][Citation analysis]		paper12
1999Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model.(1999) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
1998Improving Garch Volatility Forecasts In: Discussion Paper.
[Full Text][Citation analysis]		paper5
1998Improving Garch Volatility Forecasts.(1998) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2000How to reduce the service dominance in tennis? Empirical results from four years at Wimbledon In: Other publications TiSEM.
[Full Text][Citation analysis]		paper2
1997Testing some common hypotheses : Four years at Wimbledon In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
1997Wat tenniscommentatoren niet weten : Een analyse van vier jaar Wimbledon In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2000Exchange rates and their effect on international trade In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2008De kans om een tenniswedstrijd te winnen : Federer-Nadal in de finale van Wimbeldon 2007 In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2001Some properties of a generalized two-error components matrix (problem 01.5.1) In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2008The Effects of Public Spending Shocks on Trade Balances and Budget Deficits in the European Union In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article185
2009FREE TRADE AREAS AND INTRA-REGIONAL TRADE: THE CASE OF ASEAN In: The Singapore Economic Review (SER).
[Full Text][Citation analysis]		article1

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