William D Lastrapes : Citation Profile


Are you William D Lastrapes?

University of Georgia

18

H index

23

i10 index

2241

Citations

RESEARCH PRODUCTION:

41

Articles

9

Papers

RESEARCH ACTIVITY:

   33 years (1989 - 2022). See details.
   Cites by year: 67
   Journals where William D Lastrapes has often published
   Relations with other researchers
   Recent citing documents: 144.    Total self citations: 17 (0.75 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pla48
   Updated: 2022-11-19    RAS profile: 2021-12-24    
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Relations with other researchers


Works with:

Schmutte, Ian (3)

Bahadir, Berrak (2)

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 (25)

GUPTA, RANGAN (23)

Bollerslev, Tim (17)

Caglayan, Mustafa (17)

Bahmani-Oskooee, Mohsen (15)

Bredin, Don (15)

Teräsvirta, Timo (14)

Yoon, Seong-Min (14)

Bauwens, Luc (13)

Ewing, Bradley (13)

Darné, Olivier (13)

Cites to:

Watson, Mark (27)

Leeper, Eric (19)

Shapiro, Matthew (17)

Bernanke, Ben (17)

Christiano, Lawrence (12)

Romer, Christina (12)

Faust, Jon (11)

Selgin, George (11)

Blanchard, Olivier (11)

Eichenbaum, Martin (11)

Quah, Danny (11)

Main data


Where William D Lastrapes has published?


Journals with more than one article published# docs
Journal of International Money and Finance6
Journal of Macroeconomics5
The Review of Economics and Statistics3
Journal of Money, Credit and Banking3
Journal of Business & Economic Statistics2
Journal of Housing Economics2

Recent works citing William D Lastrapes (2022 and 2021)


YearTitle of citing document
2021Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Kruse-Becher, Robinson ; Demetrescu, Matei. In: CREATES Research Papers. RePEc:aah:create:2021-07.

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2022Modelling the Relationship Between Trading Volume and Stock Returns Volatility for Islamic and Conventional Banks: The Case of Saudi Arabia ????? ??????? ??? ??? ??????? ????? ????? ?????? ?????? ????. (2022). Saci, Karima. In: Journal of King Abdulaziz University: Islamic Economics. RePEc:abd:kauiea:v:35:y:2022:i:1:no:3:p:41-55.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Cliometrica, Journal of Historical Economics and Econometric History. RePEc:afc:cliome:v:15:y:2021:i:2:p:419-442.

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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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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2021Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng. In: Papers. RePEc:arx:papers:2111.02300.

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2022Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model. (2022). Ratnayake, Isuru ; Samaranayake, V A. In: Papers. RePEc:arx:papers:2202.03351.

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2022The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance. (2022). Gomes, Sergio ; Lobo, Joao Alexandre ; Arraut, Ivan. In: Papers. RePEc:arx:papers:2206.07130.

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2022Evaluating the Effectiveness of Quantitative Easing Measures of the Federal Reserve and the European Central Bank. (2022). Mulaahmetovic, Inda. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:12:y:2022:i:3:p:141-163:id:4436.

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2022Exchange Rate Volatility and Exports: The Nigerian Scenario. (2022). Chukwuka, Ekechi ; Ebenyi, Gabriel O ; Uzoechina, Benedict I ; Saleh, Abubakar Sadiq ; Eze, Millicent Adanne ; Duru, Innocent U. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:v:12:y:2022:i:1:p:11-28:id:4404.

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2022Currency demand at negative policy rates. (2022). Rainone, Edoardo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1359_22.

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2021Monetary policy and regional economic performance in Mexico: A structural panel VAR approach. (2021). Torrespreciado, Victor Hugo ; Victor Hugo Torres Preciado, . In: Growth and Change. RePEc:bla:growch:v:52:y:2021:i:1:p:195-223.

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2022Insuring large stakes: A normative and descriptive analysis of households flood insurance coverage. (2022). Kunreuther, Howard C ; Schwartz, Daniel ; Collier, Benjamin L ; Michelkerjan, Erwann O. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:273-310.

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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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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2021On the asymmetric effects of exchange?rate volatility on trade flows: Evidence from US–UK Commodity Trade. (2021). Nasir, Muhammad Ali ; Huynh, Toan ; Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:1:p:51-102.

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2021Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017.

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2021The fiat money illusion: On the cost?efficiency of modern central banking. (2021). Israel, Karlfriedrich. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:6:p:1701-1719.

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2022The U.S.?Canadian trade and exchange rate uncertainty: Asymmetric evidence from commodity trade. (2022). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah ; Bahmanioskooee, Mohsen. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:3:p:841-866.

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2022Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach. (2022). Thanh, Nguyen Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-39.

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2021Does deeper financial integration lead to macroeconomic and financial instability in Asia?. (2021). Fatemifar, Neda ; Eslamloueyan, Karim. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:437-451.

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2021Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Nekhili, Ramzi ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:73-96.

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2022Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x.

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2022Oil shocks and the U.S. economy in a data-rich model. (2022). Giedeman, Daniel ; Compton, Ryan. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999322000013.

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2021Exchange rate induced export quality upgrading: A firm-level perspective. (2021). Parsley, David ; Hu, Cui ; Tan, Yong. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:336-348.

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2021Bayesian estimation for a semiparametric nonlinear volatility model. (2021). Poskitt, Donald ; Hu, Shuowen ; Zhang, Xibin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:361-370.

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2021Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence. (2021). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V ; Rachinger, Heiko ; Andrada-Felix, Julian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100067x.

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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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2021President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries. (2021). Sun, Bianxia ; Nishimura, Yusaku. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100125x.

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2021Extreme risk spillovers between crude palm oil prices and exchange rates. (2021). Lau, Wee-Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001315.

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2022Exchange rate misalignments, capital flows and volatility. (2022). Orlov, Alexei G ; Grossmann, Axel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200002x.

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2021Stock market volatility and public information flow: A non-linear perspective. (2021). Borup, Daniel ; Bertelsen, Kristoffer Pons ; Jakobsen, Johan Stax. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001828.

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2021Income Inequality and the depth of economic downturns. (2021). Zakrajšek, Egon ; Lombardi, Marco ; Kohlscheen, Emanuel ; Zakrajek, Egon. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002111.

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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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2021Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions. (2021). Patra, Saswat. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003406.

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2021Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis. (2021). karamti, chiraz ; Belhassine, Olfa. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003959.

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2022Regime specific spillovers across US sectors and the role of oil price volatility. (2022). Uddin, Gazi ; Kang, Sanghoon ; Bouri, Elie ; Sadorsky, Perry ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000238.

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2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China. (2022). Do, Hung Xuan ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002730.

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2021Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2022Market distraction and near-zero daily volatility persistence. (2022). Wang, Jianxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000023.

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2022Stock returns, trading volume, and volatility: The case of African stock markets. (2022). Ngene, Geoffrey M ; Mungai, Ann Nduati. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001399.

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2021The impact of economic policy uncertainty on volatility of China’s financial stocks: An empirical analysis. (2021). Wu, Congxin ; Xu, Yan ; Wang, Zhuqing ; Luo, YI. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314102.

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2021Backtesting VaR under the COVID-19 sudden changes in volatility. (2021). Iguez, Trino-Manuel ; Leon, Angel ; Castillo, Brenda. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001057.

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2022Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Abakah, Emmanuel ; Dwumfour, Richard Adjei ; Gabauer, David ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000909.

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2022Factor volatility spillover and its implications on factor premia. (2022). Shi, Huai-Long ; Zhou, Wei-Xing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

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2021Hayek, Cassel, and the origins of the great depression. (2021). White, Lawrence H ; Hogan, Thomas L. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:181:y:2021:i:c:p:241-251.

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2022Commitment or concealment? Impacts and use of a portable saving device: Evidence from a field experiment in urban India. (2022). Vollmer, Sebastian ; Stips, Felix ; Satish, Rucha Vasumati ; Steinert, Janina Isabel. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:193:y:2022:i:c:p:367-398.

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2022Can dollarization constrain a populist leader? The case of Rafael Correa in Ecuador. (2022). Savanti, Ignacio ; Salter, Alexander W ; Cachanosky, Nicolas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:430-442.

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2021Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:412-435.

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2021Review: Retail consumer price data reveal gaps and opportunities to monitor food systems for nutrition. (2021). Masters, William ; Ebel, Alissa ; Costlow, Leah ; Bai, Yan ; Herforth, Anna ; Zamek, Maya ; Volin, Natalie ; Ueda, Yurika ; Laves, Sarah. In: Food Policy. RePEc:eee:jfpoli:v:104:y:2021:i:c:s0306919221001275.

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2021Land leverage and the housing market: Evidence from Germany1. (2021). Kajuth, Florian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:51:y:2021:i:c:s1051137720300826.

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2022Building underwater: Effects of community-scale flood management on housing development. (2022). Noonan, Douglas ; Liu, Xian. In: Journal of Housing Economics. RePEc:eee:jhouse:v:57:y:2022:i:c:s1051137722000286.

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2021Reprint: Drawing conclusions from structural vector autoregressions identified on the basis of sign restrictions. (2021). Baumeister, Christiane ; Hamilton, James D. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:114:y:2021:i:c:s0261560621000541.

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2021(In)Effective tax enforcement and demand for cash. (2021). Ventosa-Santaulària, Daniel ; HERNANDEZ-TRILLO, FAUSTO ; Antón-Sarabia, Arturo ; Ventosa-Santaularia, Daniel ; Hernandez -Trillo, Fausto ; Anton, Arturo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000525.

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2022Was India’s demonetization redistributive? Insights from satellites and surveys. (2022). Cook, Justin C ; Chanda, Areendam. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:73:y:2022:i:c:s0164070422000374.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2022Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

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2022Does financial stress wreak havoc on banking, insurance, oil, and gold markets? New empirics from the extended joint connectedness of TVP-VAR model. (2022). Fareed, Zeeshan ; Shahzad, Farrukh ; Irfan, Muhammad ; Iqbal, Najaf ; Chen, Ruoyu. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001660.

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2022Minimum wage increases and eviction risk. (2022). Ambrose, Brent ; Diop, Moussa ; Agarwal, Sumit. In: Journal of Urban Economics. RePEc:eee:juecon:v:129:y:2022:i:c:s0094119021001030.

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2022House prices, home equity and entrepreneurship: Evidence from U.S. census micro data. (2022). Nanda, Ramana ; Kerr, William R. In: Journal of Monetary Economics. RePEc:eee:moneco:v:130:y:2022:i:c:p:103-119.

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2022Dynamic forecasting performance and liquidity evaluation of financial market by Econophysics and Bayesian methods. (2022). Li, Hai-Feng ; Tao, Chen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:588:y:2022:i:c:s0378437121008190.

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2022Deep learning in predicting cryptocurrency volatility. (2022). Piscopo, Gabriella ; Levantesi, Susanna ; Damato, Valeria. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:596:y:2022:i:c:s0378437122001704.

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2022Stability of financial market driven by information delay and liquidity in delay agent-based model. (2022). Li, Jiang-Cheng ; Zhong, Guang-Yan ; Zhou, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003715.

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2021On the effect of full-fledged IT adoption on stock returns and their conditional volatility: Evidence from propensity score matching. (2021). Boughrara, Adel ; Dridi, Ichrak. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:179-194.

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2021Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479.

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2021Volatility spillover between exchange rate and stock returns under volatility shifts. (2021). Malik, Farooq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:605-613.

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2022A century and a half of the monetary base-stock market relationship. (2022). Serletis, Apostolos ; Azad, Nahiyan Faisal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:118-124.

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2022Hyperinflation, Optimal Currency Scopes, and a Cryptocurrency Alternative to Dollarization. (2022). Gordon, Steven R ; Marthinsen, John E. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:161-173.

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2022Cash, crime, and cryptocurrencies. (2022). Hendrickson, Joshua ; Luther, William J. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:200-207.

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2022Investigating the spillovers and connectedness between green finance and renewable energy sources. (2022). Dogan, Eyup ; Madaleno, Mara ; Taskin, Dilvin ; Tzeremes, Panayiotis. In: Renewable Energy. RePEc:eee:renene:v:197:y:2022:i:c:p:709-722.

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2021Monetary policy shocks and delayed overshooting in farm prices and exchange rates. (2021). Kim, Soyoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:620-628.

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2021Regime-switching energy price volatility: The role of economic policy uncertainty. (2021). Etienne, Xiaoli L ; Scarcioffolo, Alexandre R. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:336-356.

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2022Canadian stock market volatility under COVID-19. (2022). Xu, Dinghai. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:159-169.

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2022Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152.

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2022Quantifying systemic risk in US industries using neural network quantile regression. (2022). Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000368.

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2022On the volatility of cryptocurrencies. (2022). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200112x.

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2022An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis. (2022). Hong, Nguyen Thi ; Ha, Le Thanh. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:183:y:2022:i:c:s0040162522004322.

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2021Moments of Markov Switching Models. (1999). Timmermann, Allan. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp323.

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2022The Volatility of Rupiah Exchange Rate Impact on Main Commodity Exports to the OIC Member States. (2022). Ibrahim, Kabiru Hannafi ; Prihandika, Agustin Dwi ; Handoyo, Rossanto Dwi ; Sarmidi, Tamat. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:78-:d:779255.

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2021.

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2021An Investigation into the Sources of Depreciations in Mongolian Tugrik Exchange Rate: A Structural VAR Approach. (2021). Ganbayar, Gunbileg. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:529-:d:673590.

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2021A Review of the Regulatory Impact Analysis of Risk-Based Capital and Related Liquidity Rules. (2021). Hogan, Thomas. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:24-:d:475770.

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2022.

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2021.

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2021.

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2021.

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2022The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach. (2022). Taneja, Sanjay ; Grima, Simon ; Rupeika-Apoga, Ramona ; Bhatnagar, Mukul ; Ozen, Ercan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:209-:d:962407.

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2021The Asymmetric Impact of Funding Liquidity Risk on the Volatility of Stock Portfolios during the COVID-19 Crisis. (2021). Soytas, Ugur ; Kocaarslan, Baris. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:2286-:d:502552.

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2022On the volatility of cryptocurrencies. (2022). Stengos, Thanasis ; Papapanagiotou, Georgios ; Panagiotidis, Theodore. In: Working Papers. RePEc:gue:guelph:2022-02.

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2021Econometric history of the growth–volatility relationship in the USA: 1919–2017. (2021). Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-03186891.

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2021Exchange Rate Volatility in the Covid-19 Period: An Analysis Using the Markov-Switching ARCH Model. (2021). Koc, Havva. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2021:i:35:p:205-220.

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2021Bayesian Estimation for High-Frequency Volatility Models in a Time Deformed Framework. (2021). , Antonio ; Antonio, . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09958-z.

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2021Two paths forward for Austrian macroeconomics. (2021). Luther, William. In: The Review of Austrian Economics. RePEc:kap:revaec:v:34:y:2021:i:2:d:10.1007_s11138-020-00511-y.

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2022War, money & economy: Inflation and production in the Fed and pre-Fed periods. (2022). Hogan, Thomas ; Smith, Daniel J. In: The Review of Austrian Economics. RePEc:kap:revaec:v:35:y:2022:i:1:d:10.1007_s11138-019-00494-5.

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2022Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis. (2022). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin. In: Chinese Economy. RePEc:mes:chinec:v:55:y:2022:i:1:p:41-65.

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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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2022Poverty, wealth inequality, and financial inclusion among castes in Hindu and Muslim communities in Uttar Pradesh, India. (2022). Siddiqui, Mohammad Zahid ; Goli, Srinivas ; Tiwari, Chhavi ; Salve, Pradeep. In: SocArXiv. RePEc:osf:socarx:96tgm.

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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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article35
1994Endogenous Trading Volume and Momentum in Stock-Return Volatility. In: Journal of Business & Economic Statistics.
[Citation analysis]
article97
1990Persistence in Variance, Structural Change, and the GARCH Model. In: Journal of Business & Economic Statistics.
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article575
2022Home equity lending, credit constraints and small business in the US In: Economic Inquiry.
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article0
2020Home Equity Lending, Credit Constraints and Small Business in the US.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
1990 Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects. In: Journal of Finance.
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article459
2019Does National Flood Insurance Program Participation Induce Housing Development? In: Journal of Risk & Insurance.
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article2
2012Banknotes And Economic Growth In: Scottish Journal of Political Economy.
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article0
2020A Comparison of Firm Age in the Survey of Business Owners and the Longitudinal Business Database In: CES Technical Notes Series.
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paper0
1997The Check Tax: Fiscal Folly and the Great Monetary Contraction In: The Journal of Economic History.
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article6
2004Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets In: Economic Journal.
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article14
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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article3
2021The joint spillover index In: Economic Modelling.
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article14
2005Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions In: Economics Letters.
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article22
2021On the welfare effects of phasing out paper currency In: European Economic Review.
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article5
2002Real wages and aggregate demand shocks: contradictory evidence from VARs In: Journal of Economics and Business.
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article1
2000Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars..(2000) In: Georgia - College of Business Administration, Department of Economics.
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This paper has another version. Agregated cites: 1
paper
2002The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations In: Journal of Housing Economics.
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article42
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: 42
paper
2020Asylum seekers and house prices: Evidence from the United Kingdom In: Journal of Housing Economics.
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article0
2020Household debt, consumption and inequality In: Journal of International Money and Finance.
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article2
2020Household Debt, Consumption and Inequality.(2020) In: Working Papers.
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This paper has another version. Agregated cites: 2
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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article110
1998International evidence on equity prices, interest rates and money In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article93
2003Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article2
2015Emerging market economies and the world interest rate In: Journal of International Money and Finance.
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article5
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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article13
1990Exchange rate volatility and U.S. multilateral trade flows In: Journal of Macroeconomics.
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article32
1995The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions In: Journal of Macroeconomics.
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article29
1998Identifying the Effects of Money Supply Shocks on Industry-Level Output In: Journal of Macroeconomics.
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article5
2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
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article1
2012Has the Fed been a failure? In: Journal of Macroeconomics.
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article47
1993New Keynesian economics, volume 2 : Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp. In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
1993An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money. In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]
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.
[Citation analysis]
paper6
1993Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis. In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]
paper0
1998Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993 In: Journal of Financial Services Research.
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article13
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.
[Full Text][Citation analysis]
article90
1994Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article11
2013Evidence on the Relationship between Housing and Consumption in the United States: A State-Level Analysis In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
article18
2013Evidence on the Relationship between Housing and Consumption in the United States: A State?Level Analysis.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
article
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.
[Full Text][Citation analysis]
article22
1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities. In: Review of Financial Studies.
[Full Text][Citation analysis]
article194
2016Gender, caste and poverty in India: evidence from the National Family Health Survey In: Eurasian Economic Review.
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article7
2007The cost channel of monetary transmission-revisited In: Applied Economics Letters.
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article3
1989Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article112
1992Sources of Fluctuations in Real and Nominal Exchange Rates. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article125
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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article3
2014A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS In: Health Economics.
[Full Text][Citation analysis]
article23

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