William D Lastrapes : Citation Profile


Are you William D Lastrapes?

University of Georgia

15

H index

18

i10 index

1425

Citations

RESEARCH PRODUCTION:

33

Articles

6

Papers

RESEARCH ACTIVITY:

   26 years (1989 - 2015). See details.
   Cites by year: 54
   Journals where William D Lastrapes has often published
   Relations with other researchers
   Recent citing documents: 118.    Total self citations: 12 (0.84 %)

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   Permalink: http://citec.repec.org/pla48
   Updated: 2017-08-19    RAS profile: 2016-02-16    
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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 William D Lastrapes.

Is cited by:

Miller, Stephen (19)

GUPTA, RANGAN (15)

Caglayan, Mustafa (14)

Bollerslev, Tim (12)

Ghysels, Eric (11)

Bauwens, Luc (11)

Baum, Christopher (11)

Bredin, Don (11)

Christoffersen, Peter (10)

Yoon, Seong-Min (9)

Fang, WenShwo (9)

Cites to:

Leeper, Eric (19)

Watson, Mark (16)

Bernanke, Ben (15)

Selgin, George (11)

Faust, Jon (11)

Christiano, Lawrence (11)

Quah, Danny (10)

Blanchard, Olivier (10)

Bayoumi, Tamim (9)

Romer, Christina (9)

Shapiro, Matthew (9)

Main data


Where William D Lastrapes has published?


Journals with more than one article published# docs
Journal of Macroeconomics5
Journal of International Money and Finance5
Journal of Money, Credit and Banking3
The Review of Economics and Statistics3
Journal of Business & Economic Statistics2

Recent works citing William D Lastrapes (2017 and 2016)


YearTitle of citing document
2016Exchange Rate Volatility and Agricultural Commodity Trade. (2016). Steinbach, Sandro . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235915.

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2017The Impact of Monetary Policy on Agricultural Price Index in China: A FAVAR Approach. (2017). Paudel, Krishna ; Tan, Ying ; Sha, Wenbiao . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252676.

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2016PRICE VOLATILITY TRANSMISSION FROM OIL TO ENERGY AND NON-ENERGY AGRICULTURAL COMMODITIES. (2016). Bittencourt, Mauricio ; Lobo, Mauricio Vaz ; Borges, Leonardo Chaves . In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42ndd Brazilian Economics Meeting]. RePEc:anp:en2014:181.

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2016Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring. (2016). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1606.03597.

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2016Population growth, interest rate, and housing tax in the transitional China. (2016). He, Ling-Yun ; Wen, Xing-Chun . In: Papers. RePEc:arx:papers:1610.07292.

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2017A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points. (2017). Xing, Haipeng ; Zhou, Sichen ; Yuan, Hongsong . In: Review of Economics & Finance. RePEc:bap:journl:170204.

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2016Assessing the Impact of the Realized Range on the (E)GARCH Volatility: Evidence from Brazil. (2016). Accioly, Victor Bello ; de Melo, Beatriz Vaz . In: Brazilian Business Review. RePEc:bbz:fcpbbr:v:13:y:2016:i:2:p1-26.

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2016Two Models of FX Market Interventions: The Cases of Brazil and Mexico. (2016). Renato, Yslas ; Martin, Tobal . In: Working Papers. RePEc:bdm:wpaper:2016-14.

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2016The U.S. Monetary Policies Against the Great Recession of 2008: A Critique from the Deflationist Viewpoint of the Austrian School. (2016). Renaud, Fillieule . In: Journal des Economistes et des Etudes Humaines. RePEc:bpj:jeehcn:v:22:y:2016:i:1:p:99-111:n:2.

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2017The effects of tax coordination on the tax revenue mobilization in West African Economic and Monetary Union (WAEMU). (2017). Ary Tanimoune, Nasser ; Diarra, Souleymane ; Brun, Jean-Franois ; Diakite, Maimouna . In: Working Papers. RePEc:cdi:wpaper:1881.

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2016Adverse Effects of Ultra-Loose Monetary Policies on Investment, Growth and Income Distribution. (2016). Schnabl, Gunther ; Hoffmann, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5754.

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2017The Effects of USA Monetary Policy on Central America and the Dominican Republic. (2017). Checo, Ariadne M ; Ramirez, Francisco A ; Pradel, Salome . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-07.

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2016Efectos de los cambios de la tasa de interés de Estados Unidos sobre Colombia, Perú y Chile. (2016). Uribe Gil, Jorge ; Daza, Carlos Fernando . In: REVISTA DE ECONOMÍA DEL CARIBE. RePEc:col:000382:014794.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2016The Classical Dichotomy fails in the Eurozone. (2016). Vaona, Andrea . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00465.

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2017What Drives US Inflation and Unemployment in the Long Run?. (2017). ribba, antonio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00780.

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2016The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia. In: Working Paper Series. RePEc:ecb:ecbwps:20161967.

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2016Do Structural Breaks Affect Portfolio Designs and Hedging Strategies? International Evidence from Stock-Commodity Markets Linkages. (2016). Mongi, Arfaoui ; Dhouha, Hajali . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-01-34.

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2016The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium volatility. (2016). Hamzaoui, Nessrine ; Regaieg, Boutheina . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-42.

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2017Rebound Effects of Exchange Rate and Central Bank Interventions in Selected ECOWAS Countries. (2017). Akinkunmi, Mustapha A. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-63.

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2016Is the Best Generalized Autoregressive Conditional Heteroskedasticity(p,q) Value-at-risk Estimate also the Best in Reality? An Evidence from Australian Interconnected Power Markets. (2016). Triandaru, Sigit ; Handika, Rangga . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-04-19.

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2016Efficient Gibbs sampling for Markov switching GARCH models. (2016). Billio, Monica ; Casarin, Roberto . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:37-57.

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2016A discussion on the innovation distribution of the Markov regime-switching GARCH model. (2016). Shi, Yanlin ; Feng, Lingbing . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:278-288.

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2016Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis. (2016). Charfeddine, Lanouar. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:354-374.

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2016Long memory and structural change in the G7 inflation dynamics. (2016). Belkhouja, Mustapha ; Mootamri, Imene . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:450-462.

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2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016Volatility risk premium implications of GARCH option pricing models. (2016). Papantonis, Ioannis . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:104-115.

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2016Exchange rate volatility and international trade: International evidence from the MINT countries. (2016). Asteriou, Dimitrios ; Pilbeam, Keith ; Masatci, Kaan . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:133-140.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2017The growth-volatility nexus: New evidence from an augmented GARCH-M model. (2017). Trypsteen, Steven. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:15-25.

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2017A revisit to economic exposure of U.S. multinational corporations. (2017). Hung, Pi-Hsia ; Lin, Lin ; Chou, De-Wai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:273-287.

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2016Modeling covariance breakdowns in multivariate GARCH. (2016). Maheu, John ; Jin, Xin . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:1-23.

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2017Identification and estimation of non-Gaussian structural vector autoregressions. (2017). Saikkonen, Pentti ; Lanne, Markku ; Meitz, Mika . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:288-304.

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2016Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring. (2016). Ormos, Mihály ; Timotity, Dusan . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:3:p:345-354.

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2016Effects of the great recession on drugs consumption in Spain. (2016). Vall Castello, Judit ; Bassols, Nicolau Martin . In: Economics & Human Biology. RePEc:eee:ehbiol:v:22:y:2016:i:c:p:103-116.

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2017The risk premium that never was: A fair value explanation of the volatility spread. (2017). McGee, Richard J ; McGroarty, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:370-380.

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2016The benefits of improved covariance estimation. (2016). Turtle, H J ; Wang, Kainan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:233-246.

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2016Commodity price volatility under regulatory changes and disaster. (2016). Marvasti, Akbar ; Lamberte, Antonio . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:355-361.

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2016Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX). (2016). Kristensen, Dennis ; Cavaliere, Giuseppe ; Rahbek, Anders ; Agosto, Arianna . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pb:p:640-663.

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2017Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173.

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2016Futures trading with information asymmetry and OTC predominance: Another look at the volume/volatility relations in the European carbon markets. (2016). Barneto, Pascal ; Rannou, Yves . In: Energy Economics. RePEc:eee:eneeco:v:53:y:2016:i:c:p:159-174.

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2016Market conditions, trader types and price–volume relation in energy futures markets. (2016). Tamvakis, Michael ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:134-149.

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2016Oil prices and global factor macroeconomic variables. (2016). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:198-212.

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2017Modelling asymmetric volatility in oil prices under structural breaks. (2017). Ewing, Bradley T ; Malik, Farooq . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:227-233.

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2016A Markov switching unobserved component analysis of the CDX index term premium. (2016). Calice, Giovanni ; Miao, RongHui ; Ioannidis, Christos . In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:189-204.

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2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs. (2016). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta ; Bekiros, Stelios. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:216-227.

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2017Forecasting the German forest products trade: A vector error correction model. (2017). Kolo, Horst ; Tzanova, Polia . In: Journal of Forest Economics. RePEc:eee:foreco:v:26:y:2017:i:c:p:30-45.

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2016Volatility spillovers between oil prices and the stock market under structural breaks. (2016). Ewing, Bradley ; Malik, Farooq . In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:12-23.

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2016Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks. (2016). Slim, Skander ; Dahmene, Meriam . In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:70-84.

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2016Stock returns and economic forces—An empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65.

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2017Asset prices regime-switching and the role of inflation targeting monetary policy. (2017). Floros, Christos ; Filis, George ; Chatziantoniou, Ioannis . In: Global Finance Journal. RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112.

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2016Financial crisis, liquidity and dynamic linkages between large and small stocks: Evidence from the Athens Stock Exchange. (2016). BABALOS, VASSILIOS ; Koulakiotis, Athanasios ; Papasyriopoulos, Nicholas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:46-62.

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2016Institutional investment, equity volume and volatility spillover: Causalities and asymmetries. (2016). Chakraborty, Sandip ; Kakani, Ram Kumar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:1-20.

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2017Exchange rate dynamics in a Taylor rule framework. (2017). Yao, Shujie ; Chen, Chuanglian ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:158-173.

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2016Forecasting crude oil market volatility: A Markov switching multifractal volatility approach. (2016). Wang, Yudong ; Yang, LI ; Wu, Chongfeng . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:1-9.

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2016Nonlinear models for the sources of real effective exchange rate fluctuations: Evidence from the Republic of Korea. (2016). Huang, Chia-Hsing ; Meng, Xiangcai . In: Japan and the World Economy. RePEc:eee:japwor:v:40:y:2016:i:c:p:21-30.

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2017Federal reserves policy, global equity markets, and the local monetary policy stance. (2017). Chortareas, Georgios ; Noikokyris, Emmanouil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:317-327.

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2016Financial frictions, the housing market, and unemployment. (2016). Branch, William ; Rocheteau, Guillaume ; Petrosky-Nadeau, Nicolas . In: Journal of Economic Theory. RePEc:eee:jetheo:v:164:y:2016:i:c:p:101-135.

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2016Shareholder nonparticipation in valuable rights offerings: New findings for an old puzzle. (2016). Pontiff, Jeffrey ; Holderness, Clifford G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:252-268.

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2016The volatility of a firms assets and the leverage effect. (2016). Choi, Jaewon ; Richardson, Matthew . In: Journal of Financial Economics. RePEc:eee:jfinec:v:121:y:2016:i:2:p:254-277.

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2016Effects of exchange rate variations on bilateral trade with a vehicle currency: Evidence from China and Singapore. (2016). Gu, Qingyang ; Yang, Guangpu . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:50-73.

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2017An equation-by-equation estimator of a multivariate log-GARCH-X model of financial returns. (2017). Sucarrat, Genaro ; Francq, Christian. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:153:y:2017:i:c:p:16-32.

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2016Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281.

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2016Forecasting Tehran stock exchange volatility; Markov switching GARCH approach. (2016). Nademi, Younes ; Abounoori, Esmaiel ; Elmi, Zahra . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:445:y:2016:i:c:p:264-282.

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2016Trading and non-trading period Internet information flow and intraday return volatility. (2016). Shen, Dehua ; Zhang, Yongjie ; Li, Xiao ; Xiong, Xiong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:451:y:2016:i:c:p:519-524.

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2016Daily happiness and stock returns: Some international evidence. (2016). Teglio, Andrea ; Shen, Dehua ; Zhang, Wei . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:460:y:2016:i:c:p:201-209.

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2016Network of listed companies based on common shareholders and the prediction of market volatility. (2016). Ren, DA ; Zhang, Yongjie ; Li, Jie ; Feng, XU. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:508-521.

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2016On the source of stochastic volatility: Evidence from CAC40 index options during the subprime crisis. (2016). Slim, Skander . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:463:y:2016:i:c:p:63-76.

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2017Population growth, interest rate, and housing tax in the transitional China. (2017). He, Ling-Yun ; Wen, Xing-Chun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:305-312.

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2017Revisiting the returns–volume relationship: Time variation, alternative measures and the financial crisis. (2017). Watson, Duncan ; Cook, Steve . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:228-235.

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2016Floating exchange rates and macroeconomic independence. (2016). An, Lian ; You, YU ; Kim, Yoonbai . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:23-35.

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2016Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach. (2016). Shi, Yanlin ; Liu, Wai-Man ; Ho, Kin-Yip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:291-312.

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2016Forecasting the volatility of the Dow Jones Islamic Stock Market Index: Long memory vs. regime switching. (2016). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:559-571.

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2017Stock index hedging using a trend and volatility regime-switching model involving hedging cost. (2017). Su, Ender . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:233-254.

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2017The effect of volatility persistence on excess returns. (2017). Jain, Ajeet ; Strobl, Sascha . In: Review of Financial Economics. RePEc:eee:revfin:v:32:y:2017:i:c:p:58-63.

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2016Liquidity, liquidity risk, and information flow: Lessons from an emerging market. (2016). Tissaoui, Kais ; Ftiti, Zied . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:28-48.

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2016Cross-market information transfers of ADR firms: An investigation of emerging market economies. (2016). Senteney, David L ; Bazaz, Mohammad S. In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:655-677.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). Visvikis, I ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). McAleer, Michael ; Lambertides, N ; Savva, C S ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:100332.

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2016Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors. (2016). McAleer, Michael ; Lambertides, N ; Savva, C S ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:99512.

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2017Modelling house price volatility states in Cyprus with switching ARCH models. (2017). Savva, Christos S ; Michail, Nektarios A. In: Cyprus Economic Policy Review. RePEc:erc:cypepr:v:11:y:2017:i:1:p:69-82.

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2016The Impact of Investor Sentiment on the Leverage Effect. (2016). Son-Turan, Semen . In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:1:p:4-18.

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2017Heterogeneous Investor Behaviors and Market Volatility in the Tokyo Stock Exchange. (2017). Yosuke, Kimura . In: Discussion papers. RePEc:eti:dpaper:17003.

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2017Linkages Between Equity and Global Food Markets: New Evidence from Including Structural Changes. (2017). Alshogeathri, Mofleh ; Jouini, Jamel . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:3:p:166-198.

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2016A Vector Auto Regression Model Applied to Real Estate Development Investment: A Statistic Analysis. (2016). Li, Zhixiong ; Matsuno, Shuji ; Liu, Fengyun ; Malekian, Reza ; Yu, Jin . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:11:p:1082-:d:81340.

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2016Sudden changes in crude oil price volatility: an application of extreme value volatility estimator. (2016). Kumar, Dilip . In: American Journal of Finance and Accounting. RePEc:ids:amerfa:v:4:y:2016:i:3/4:p:215-234.

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2016The impact of oil price shocks on the volatility of the Turkish stock market. (2016). Takin, Dilvin F ; Hala, Umut ; aala, Efe aalar . In: International Journal of Accounting and Finance. RePEc:ids:intjaf:v:6:y:2016:i:1:p:1-23.

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2016Can Reform Waves Turn the Tide? Some Case Studies Using the Synthetic Control Method. (2016). Loungani, Prakash ; Duval, Romain ; Adhikari, Bibek ; Hu, Bingjie . In: IMF Working Papers. RePEc:imf:imfwpa:16/171.

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2016Public and Private Institutions in the Federal Reserve. (2016). Mueller, Paul D. In: Journal of Private Enterprise. RePEc:jpe:journl:1307.

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2016Robust Political Economy and the Lender of Last Resort. (2016). Salter, Alexander William . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:50:y:2016:i:1:d:10.1007_s10693-015-0219-9.

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2016Evolving views on monetary policy in the thought of Hayek, Friedman, and Buchanan. (2016). Smith, Daniel ; Boettke, Peter J. In: The Review of Austrian Economics. RePEc:kap:revaec:v:29:y:2016:i:4:d:10.1007_s11138-015-0334-8.

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2016The leverage effect puzzle: the case of European sovereign credit default swap market. (2016). Kliber, Agata. In: Review of Derivatives Research. RePEc:kap:revdev:v:19:y:2016:i:3:d:10.1007_s11147-016-9121-3.

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2016Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies. (2016). McCormick, Gary ; French, Dan W. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:d:10.1007_s11156-014-0463-3.

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2016Effects of frequent information disclosure: the case of daily net asset value reporting for closed-end investment companies. (2016). McCormick, Gary ; French, Dan . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:46:y:2016:i:1:p:107-122.

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2016When noise trading fades, volatility rises. (2016). Li, Jinliang . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:3:d:10.1007_s11156-015-0508-2.

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2016Intraday jumps and trading volume: a nonlinear Tobit specification. (2016). JAWADI, Fredj ; Cheffou, Abdoulkarim Idi ; Randrianarivony, Rivo ; Louhichi, Wael . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0534-0.

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2016Real Exchange Rates and Growth. (2016). Ozmen, Erdal ; Karadam, Duygu Yolcu . In: ERC Working Papers. RePEc:met:wpaper:1609.

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2016The Effects of Aggregate and Gender-Specific Labor Demand Shocks on Child Health. (2016). Simon, David ; Page, Marianne. In: NBER Working Papers. RePEc:nbr:nberwo:22394.

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2016Economic Conditions and Childrens Mental Health. (2016). Golberstein, Ezra ; Gonzales, Gilbert ; Meara, Ellen . In: NBER Working Papers. RePEc:nbr:nberwo:22459.

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2017Funding Liquidity without Banks: Evidence from a Shock to the Cost of Very Short-Term Debt. (2017). Strahan, Philip E ; Restrepo, Felipe ; Sosa, Lina Cardona . In: NBER Working Papers. RePEc:nbr:nberwo:23179.

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More than 100 citations found, this list is not complete...

Works by William D Lastrapes:


YearTitleTypeCited
2012Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas In: American Economic Journal: Macroeconomics.
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article18
1994Endogenous Trading Volume and Momentum in Stock-Return Volatility. In: Journal of Business & Economic Statistics.
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article73
1990Persistence in Variance, Structural Change, and the GARCH Model. In: Journal of Business & Economic Statistics.
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article362
1990 Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects. In: Journal of Finance.
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article276
2012Banknotes And Economic Growth In: Scottish Journal of Political Economy.
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article0
1997The Check Tax: Fiscal Folly and the Great Monetary Contraction In: The Journal of Economic History.
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article4
2004Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets In: Economic Journal.
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article15
2006Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money In: Journal of Economic Dynamics and Control.
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article2
2005Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions In: Economics Letters.
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article12
2002Real wages and aggregate demand shocks: contradictory evidence from VARs In: Journal of Economics and Business.
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article0
2000Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars..(2000) In: Georgia - College of Business Administration, Department of Economics.
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2002The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations In: Journal of Housing Economics.
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article28
2000The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations..(2000) In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 28
paper
1993The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model In: Journal of International Money and Finance.
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article73
1998International evidence on equity prices, interest rates and money In: Journal of International Money and Finance.
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article66
2003Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? In: Journal of International Money and Finance.
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article2
2015Emerging market economies and the world interest rate In: Journal of International Money and Finance.
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article1
1990International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 In: Journal of International Money and Finance.
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article5
1990Exchange rate volatility and U.S. multilateral trade flows In: Journal of Macroeconomics.
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article26
1995The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions In: Journal of Macroeconomics.
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article22
1998Identifying the Effects of Money Supply Shocks on Industry-Level Output In: Journal of Macroeconomics.
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article4
2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
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article0
2012Has the Fed been a failure? In: Journal of Macroeconomics.
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article18
1993New Keynesian economics, volume 2 : Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp. In: International Review of Economics & Finance.
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article0
1993An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money. In: Georgia - College of Business Administration, Department of Economics.
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paper0
1993The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long Run Restrictions. In: Georgia - College of Business Administration, Department of Economics.
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paper6
1993Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis. In: Georgia - College of Business Administration, Department of Economics.
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1998Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993 In: Journal of Financial Services Research.
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article6
2001Cross-Country Variation in the Liquidity Effect In: Departmental Working Papers.
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1989Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application. In: Journal of Money, Credit and Banking.
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article66
1994Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions. In: Journal of Money, Credit and Banking.
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article11
2013Evidence on the Relationship between Housing and Consumption in the United States: A State‐Level Analysis In: Journal of Money, Credit and Banking.
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article5
1996The Dynamic Responses of Crop and Livestock Prices to Money-Supply Shocks: A Bayesian Analysis Using Long-Run Identifying Restrictions In: American Journal of Agricultural Economics.
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article14
1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities. In: Review of Financial Studies.
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article136
2007The cost channel of monetary transmission-revisited In: Applied Economics Letters.
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article2
1989Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach. In: The Review of Economics and Statistics.
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article68
1992Sources of Fluctuations in Real and Nominal Exchange Rates. In: The Review of Economics and Statistics.
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article97
1998The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques In: The Review of Economics and Statistics.
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article1
2014A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS In: Health Economics.
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article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team