Last updated April, 1 2015 711.182 documents processed, 18.807.238 references and 7.299.403 citations

William D Lastrapes : Citation Profile


Are you William D Lastrapes?

University of Georgia

h-index: 13

i10-index: 15

Articles: 32 (1105 citations)
Papers: 6 (6 citations)

Where has he/she published?

Recent citing documents: 86
Total times cited: 1111
Total self citations: 16 (1.44 %)

Research activity: 25 years
Starts: 1989
Ends:  2014
Cites by year: 44.44

More details in:
EconPapers
Author's homepage

Note: Citations are only consolidated across paper versions, not across document types. This may result in a higher h-index than in IDEAS rankings

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Profiles updated:
Citations: 2015-05-02T01:42:31    
Personal: 2015-02-19 13:38:31 -0600    

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)

Caglayan, Mustafa (13)

GUPTA, RANGAN (11)

Baum, Christopher (11)

Bredin, Don (11)

Bollerslev, Tim (11)

Ghysels, Eric (9)

Fang, WenShwo (9)

Yoon, Seong-Min (8)

Hammoudeh, Shawkat (8)

Andreou, Elena (8)

Cites to:

Leeper, Eric (20)

Bernanke, Ben (15)

Watson, Mark (15)

Christiano, Lawrence (12)

Faust, Jon (12)

Blanchard, Olivier (11)

Selgin, George (11)

Quah, Danny (11)

Eichenbaum, Martin (10)

Lucas, Robert (9)

Gordon, David (9)

Main data


Where William D Lastrapes has published?


Journals with more than one article publishedDocs
Journal of Macroeconomics5
Journal of International Money and Finance4
The Review of Economics and Statistics3
Journal of Money, Credit and Banking3
Journal of Business & Economic Statistics2

Recent works citing William D Lastrapes (2015 and 2014)


YearTitle of citing document
2015Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX). (2015). Agosto, Arianna ; Rahbek, Anders . In: CREATES Research Papers. RePEc:aah:create:2015-11.

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2015Identification and estimation of non-Gaussian structural vector autoregressions. (2015). Lanne, Markku ; Saikkonen, Pentti ; Meitz, Mika . In: CREATES Research Papers. RePEc:aah:create:2015-16.

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2015Effects of Recession and Dollar Weakening on the U.S. Agricultural Trade Balance. (2015). Gong, Li ; Kinnucan, Henry . In: 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia. RePEc:ags:saea15:196612.

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2014Option Pricing Accuracy for Estimated Heston Models. (2014). Azencott, Robert ; Glowinski, Roland ; Gadhyan, Yutheeka . In: Papers. RePEc:arx:papers:1404.4014.

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2014The non-linear trade-off between return and risk: a regime-switching multi-factor framework. (2014). Salvador, Enrique . In: Papers. RePEc:arx:papers:1410.6005.

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2014Are news important to predict large losses?. (2014). Bernardi, Mauro ; Petrella, Lea ; Catania, Leopoldo . In: Papers. RePEc:arx:papers:1410.6898.

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2014Operation Twist-the-Truth: How the Federal Reserve Misrepresents Its History and Performance. (2014). Selgin, George . In: Cato Journal. RePEc:cto:journl:v:34:y:2014:i:2:p:229-263.

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2014Are There Bubbles in Stock Prices? Testing for Fundamental Shocks. (2014). Velinov, Anton ; Chen, Wenjuan . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1375.

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2014Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market. (2014). Netsunajev, Aleksei ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1388.

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2014Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). . In: EconomiX Working Papers. RePEc:drm:wpaper:2014-21.

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2014A regime-dependent investigation of the impact of macroeconomic variables on the housing market activity in Turkey. (2014). Akseki, Utku ; Gok, Bar ; atk, Abdurrahman Nazif . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00749.

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2014Maximum likelihood estimation of the Markov-switching GARCH model. (2014). Augustyniak, Maciej . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:61-75.

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2014Stock prices and monetary policy shocks: A general equilibrium approach. (2014). Challe, Edouard ; Giannitsarou, Chryssi . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:40:y:2014:i:c:p:46-66.

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2014Monetary easing policy and long-run food prices: Evidence from China. (2014). Yu, Xiaohua . In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:175-183.

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2015Modelling stock return volatility dynamics in selected African markets. (2015). King, Daniel ; Botha, Ferdi . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:50-73.

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2014Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; Ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380.

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2014GARCH with omitted persistent covariate. (2014). Han, Heejoon ; Park, Joon Y.. In: Economics Letters. RePEc:eee:ecolet:v:124:y:2014:i:2:p:248-254.

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2015Liquidity matters after all: Asymmetric news and stock market volatility before and after the global financial crisis. (2015). Koulakiotis, Athanasios ; Papasyriopoulos, Nicholas ; Babalos, Vasillios . In: Economics Letters. RePEc:eee:ecolet:v:127:y:2015:i:c:p:58-60.

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2014Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market. (2014). Xiang, Ju ; Zhu, Xiaoneng . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:134-148.

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2014Modelling changes in the unconditional variance of long stock return series. (2014). Amado, Cristina ; Terasvirta, Timo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:15-35.

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2014Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off?. (2014). Salvador, Enrique ; Arago, Vicent ; Floros, Christos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:60-77.

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2014How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. (2014). Mensi, Walid ; Yoon, Seong-Min ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:343-354.

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2015Structural breaks, dynamic correlations, asymmetric volatility transmission, and hedging strategies for petroleum prices and USD exchange rate. (2015). Mensi, Walid ; Yoon, Seong-Min . In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:46-60.

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2014Volatility persistence in crude oil markets. (2014). Charles, Amelie ; Darne, Olivier . In: Energy Policy. RePEc:eee:enepol:v:65:y:2014:i:c:p:729-742.

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2014How does trading volume affect financial return distributions?. (2014). Do, Hung Xuan ; Wu, Eliza ; Treepongkaruna, Sirimon ; Brooks, Robert . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:190-206.

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2014Modeling the joint dynamics of risk-neutral stock index and bond yield volatilities. (2014). Zhou, Yinggang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:38:y:2014:i:c:p:216-228.

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2014Modeling and predicting the CBOE market volatility index. (2014). Fernandes, Marcelo ; Scharth, Marcel ; Medeiros, Marcelo C.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:1-10.

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2014The importance of the volatility risk premium for volatility forecasting. (2014). Prokopczuk, Marcel ; Simen, Chardin Wese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:303-320.

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2014Forecasting volatility of the U.S. oil market. (2014). Haugom, Erik ; Westgaard, Sjur ; Molnar, Peter ; Langeland, Henrik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:1-14.

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2014Dynamic correlation structure and security risk. (2014). Vozlyublennaia, Nadia ; Meshcheryakov, Artem . In: Journal of Economics and Business. RePEc:eee:jebusi:v:73:y:2014:i:c:p:48-64.

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2015Has the Fed improved U.S. economic performance?. (2015). Hogan, Thomas L.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:43:y:2015:i:c:p:257-266.

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2014Time spans between price maxima and price minima in stock markets. (2014). Zou, Yongjie ; Li, Honggang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:395:y:2014:i:c:p:303-309.

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2014Modeling record-breaking stock prices. (2014). Wergen, Gregor . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:396:y:2014:i:c:p:114-133.

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2014Internet information arrival and volatility of SME PRICE INDEX. (2014). ZHANG, YONG JIE ; Xiong, Xiong ; Shen, Dehua ; JIN, XI ; Feng, Lina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:70-74.

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2015A comparative analysis of the predictive power of implied volatility indices and GARCH forecasted volatility. (2015). Bentes, Sonia R.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:424:y:2015:i:c:p:105-112.

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2015Phase transition phenomenon: A compound measure analysis. (2015). Kang, Bo Soo ; Song, Wonho ; Ryu, Doojin ; Park, Chanhi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:428:y:2015:i:c:p:383-395.

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2014Bubble-like housing boom–bust cycles: Evidence from the predictive power of households’ expectations. (2014). Huang, MeiChi . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:1:p:2-16.

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2014An investigation of the causal relations between exchange rates and interest rate differentials using wavelets. (2014). Karlsson, Hyunjoo Kim ; Mnsson, Kristofer ; Hacker, Scott R.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:321-329.

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2014Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Mensi, Walid ; Yoon, Seong-Min ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119.

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2014Internet, noise trading and commodity futures prices. (2014). Peri, Massimo ; Baldi, Lucia ; VANDONE, Daniela . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:82-89.

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2014Conference calls around merger and acquisition announcements: Do they reduce information asymmetry? UK Evidence. (2014). Siougle, Georgia ; Tsekrekos, Andrianos E. ; Spyrou, Spyros I.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:148-172.

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2014Quasi-maximum likelihood estimation for multiple volatility shifts. (2014). Kim, Moosup ; Noh, Jungsik ; Lee, Taewook ; Baek, Changryong . In: Statistics & Probability Letters. RePEc:eee:stapro:v:86:y:2014:i:c:p:50-60.

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2014On why and how agriculture declines. (2014). Esposti, Roberto . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:31:y:2014:i:c:p:73-88.

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2014Oil prices and the economy: A global perspective. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-41.

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2015Housing markets and current account dynamics. (2015). . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:221.

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2014Do restrictions on home equity extraction contribute to lower mortgage defaults? evidence from a policy discontinuity at the Texas’ border. (2014). . In: Working Papers. RePEc:fip:feddwp:1410.

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2014Financial frictions, the housing market, and unemployment. (2014). Petrosky-Nadeau, Nicolas . In: Working Paper Series. RePEc:fip:fedfwp:2014-26.

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2015Determinants and Sustainability of House Prices: The Case of Shanghai, China. (2015). Zou, Gaolu ; Chau, Kwong Wing . In: Sustainability. RePEc:gam:jsusta:v:7:y:2015:i:4:p:4524-4548:d:48282.

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2014Futures Market Volatility, Exchange Rate Uncertainty and Cereals Exports: Empirical Evidence from France. (2014). Chiappini, Raphael ; Jegourel, Yves . In: GREDEG Working Papers. RePEc:gre:wpaper:2014-34.

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2014Volatility persistence in crude oil markets. (2014). Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-00940312.

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2014Does the Great Recession imply the end of the Great Moderation? International evidence. (2014). Charles, Amelie . In: Working Papers. RePEc:hal:wpaper:hal-00952951.

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2014Transmission de la volatilité et Central-Banking. (2014). Bensafta, Kamel Malik ; Semedo, Gervasio . In: Working Papers. RePEc:hal:wpaper:halshs-01012058.

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2014The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?. (2014). Lakshina, Valeria V.. In: HSE Working papers. RePEc:hig:wpaper:37/fe/2014.

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2014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market. (2014). Lutkepohl, Helmut ; Netsunajev, Aleksei . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-031.

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2014Responses of international stock markets to oil price surges: a regimeswitching perspective. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-080.

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2014Evaluation of the profitability of companies financed by venture capital (CVC) listed on the French market. (2014). Moschetto, Bruno-Laurent ; Khalfallah, Moez . In: Working Papers. RePEc:ipg:wpaper:2014-085.

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2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). Ben Nasr, Adnen ; Lux, Thomas . In: Working Papers. RePEc:ipg:wpaper:2014-236.

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2014Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim . In: Working Papers. RePEc:ipg:wpaper:2014-390.

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2014Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach. (2014). Nyakabawo, Wendy ; Das, Sonali ; Miller, Stephen M.. In: Working Papers. RePEc:ipg:wpaper:2014-476.

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2014True or Spurious Long Memory in Volatility : Further Evidence on the Energy Futures Markets. (2014). Lanouar, Charfeddine . In: Working Papers. RePEc:ipg:wpaper:2014-503.

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2015Multiscale Analysis of the Liquidity Effect in the UK Economy. (2015). Michis, Antonis . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:615-633.

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2014An empirical testing of informational efficiency in Bangladesh capital market. (2014). Haque, Tahsina ; Ahmed, Monir ; Joarder, Mohammad ; Hasanuzzaman, Syed . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:47:y:2014:i:1:p:63-87.

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2014The price discovery of day trading activities in futures market. (2014). Chen, Ming-Hsien ; Tai, Vivian . In: Review of Derivatives Research. RePEc:kap:revdev:v:17:y:2014:i:2:p:217-239.

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2014Uncovering a positive risk-return relation: the role of implied volatility index. (2014). Kanas, Angelos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:42:y:2014:i:1:p:159-170.

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2015Revisiting the relationship between risk and return. (2015). Malik, Farooq . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:44:y:2015:i:1:p:25-40.

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2014Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth. (2014). Trypsteen, Steven . In: Discussion Papers. RePEc:not:notcfc:14/10.

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2014Cross-Country Interactions, the Great Moderation and the Role of Output Volatility in Growth. (2014). . In: Discussion Papers. RePEc:not:notcfc:14/14.

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2014Modeling Covariance Breakdowns in Multivariate GARCH. (2014). Jin, Xin . In: MPRA Paper. RePEc:pra:mprapa:55243.

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2014Sensitivity of Value at Risk estimation to NonNormality of returns and Market capitalization. (2014). Agnihotri, Shalini . In: MPRA Paper. RePEc:pra:mprapa:56307.

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2014Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros. (2014). Antunes, Joo Marques . In: MPRA Paper. RePEc:pra:mprapa:57017.

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2014Investigating impact of volatility persistence, market asymmetry and information inflow on volatility of stock indices using bivariate GJR-GARCH. (2014). Agnihotri, Shalini . In: MPRA Paper. RePEc:pra:mprapa:58303.

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2014Oil prices and the economy: A global perspective. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59407.

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2014Regional recessions and recoveries in theory and practice: a resilience-based overview. (2014). Di Caro, Paolo . In: MPRA Paper. RePEc:pra:mprapa:60300.

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2014Assessing the readiness of BRICS grouping for mutually beneficial financial integration. (2014). Bonga-Bonga, Lumengo . In: MPRA Paper. RePEc:pra:mprapa:60701.

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2014Information Arrival and Volatility: Evidence from the Saudi Arabia Stock Exchange (Tadawul). (2014). Ezzat, Hassan ; Kirkulak, Berna . In: MPRA Paper. RePEc:pra:mprapa:61160.

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2015Monetary Policy and Investment Dynamics: Evidence from Disaggregate Data. (2015). Givens, Gregory ; Reed, Robert . In: MPRA Paper. RePEc:pra:mprapa:61495.

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2015Sources of Exchange Rate Fluctuations in Kenya: The Relative Importance of Real and Nominal Shocks. (2015). Kiptui, Moses . In: MPRA Paper. RePEc:pra:mprapa:61515.

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2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). Ben Nasr, Adnen ; Lux, Thomas . In: Working Papers. RePEc:pre:wpaper:201412.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2014Monetary policy implications of housing shift-contagion across regional markets. (2014). Huang, MeiChi . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:38:y:2014:i:4:p:589-608.

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2014Switching volatility and cross-market linkages in public property markets. (2014). Ye, Qing ; Liow, Kim Hiang . In: Journal of Property Research. RePEc:taf:jpropr:v:31:y:2014:i:4:p:287-314.

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2014Mean-variance cointegration and the expectations hypothesis. (2014). Strohsal, Till ; Weber, Enzo . In: Quantitative Finance. RePEc:taf:quantf:v:14:y:2014:i:11:p:1983-1997.

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2014The non-linear trade-off between return and risk: a regime-switching multi-factor framework. (2014). Salvador, Enrique . In: Working Papers. RePEc:ucd:wpaper:201414.

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2014Forecasting the volatility of the dow jones islamic stock market index: Long memory vs. regime switching. (2014). Ben Nasr, Adnen ; Gupta, Rangan ; Ajm, Ahdi Noomen ; Lux, Thomas . In: Economics Working Papers. RePEc:zbw:cauewp:201407.

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2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). Ben Nasr, Adnen ; Gupta, Rangan ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

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2015Do soaring global oil prices heat up the housing market? Evidence from Malaysia. (2015). Le, Thai-Ha . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20158.

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Articles by William D Lastrapes:


YearTitleCited
2012Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas In: American Economic Journal: Macroeconomics.
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7
1994Endogenous Trading Volume and Momentum in Stock-Return Volatility. In: Journal of Business & Economic Statistics.
[Citation analysis]
57
1990Persistence in Variance, Structural Change, and the GARCH Model. In: Journal of Business & Economic Statistics.
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294
1990 Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects. In: Journal of Finance.
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202
2012Banknotes And Economic Growth In: Scottish Journal of Political Economy.
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0
1997The Check Tax: Fiscal Folly and the Great Monetary Contraction In: The Journal of Economic History.
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2
2004Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets In: Economic Journal.
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12
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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2
2005Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions In: Economics Letters.
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9
2002Real wages and aggregate demand shocks: contradictory evidence from VARs In: Journal of Economics and Business.
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1
2002The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations In: Journal of Housing Economics.
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17
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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59
1998International evidence on equity prices, interest rates and money In: Journal of International Money and Finance.
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53
2003Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? In: Journal of International Money and Finance.
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2
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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3
1990Exchange rate volatility and U.S. multilateral trade flows In: Journal of Macroeconomics.
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22
1995The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions In: Journal of Macroeconomics.
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20
1998Identifying the Effects of Money Supply Shocks on Industry-Level Output In: Journal of Macroeconomics.
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2
2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
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0
2012Has the Fed been a failure? In: Journal of Macroeconomics.
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9
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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0
1998Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993 In: Journal of Financial Services Research.
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6
1989Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application. In: Journal of Money, Credit and Banking.
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56
1994Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions. In: Journal of Money, Credit and Banking.
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12
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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2
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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13
1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities. In: Review of Financial Studies.
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105
2007The cost channel of monetary transmission-revisited In: Applied Economics Letters.
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1989Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach. In: The Review of Economics and Statistics.
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61
1992Sources of Fluctuations in Real and Nominal Exchange Rates. In: The Review of Economics and Statistics.
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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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2014A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS In: Health Economics.
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Papers by William D Lastrapes:


YearTitleCited
2000The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations. In: Georgia - College of Business Administration, Department of Economics.
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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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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]
6
1993Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis. In: Georgia - College of Business Administration, Department of Economics.
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0
2000Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars. In: Georgia - College of Business Administration, Department of Economics.
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0
2001Cross-Country Variation in the Liquidity Effect In: Departmental Working Papers.
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Books by William D Lastrapes:


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Chapters by William D Lastrapes:


YearTitleCited