4
H index
2
i10 index
150
Citations
Indiana University | 4 H index 2 i10 index 150 Citations RESEARCH PRODUCTION: 3 Articles 17 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laura Liu. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington | 2 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025. Full description at Econpapers || Download paper |
2020 | Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518. Full description at Econpapers || Download paper |
2020 | Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435. Full description at Econpapers || Download paper |
2020 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper |
2020 | Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739. Full description at Econpapers || Download paper |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561. Full description at Econpapers || Download paper |
2020 | Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153. Full description at Econpapers || Download paper |
2021 | Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798. Full description at Econpapers || Download paper |
2020 | Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Hu, Jie ; Chen, YU ; Zhang, Weiping. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:6:p:78-100. Full description at Econpapers || Download paper |
2020 | Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115. Full description at Econpapers || Download paper |
2020 | On Time Trend of COVID-19: A Panel Data Study. (2020). Peng, B ; Linton, O ; Gao, J ; Dong, C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2065. Full description at Econpapers || Download paper |
2020 | Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189. Full description at Econpapers || Download paper |
2020 | Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493. Full description at Econpapers || Download paper |
2020 | Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650. Full description at Econpapers || Download paper |
2020 | Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499. Full description at Econpapers || Download paper |
2021 | When will the Covid-19 pandemic peak?. (2021). Linton, Oliver. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:130-157. Full description at Econpapers || Download paper |
2021 | Sparse HP filter: Finding kinks in the COVID-19 contact rate. (2021). Shin, Youngki ; Lee, Sokbae (Simon) ; Seo, Myung Hwan ; Liao, Yuan. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:158-180. Full description at Econpapers || Download paper |
2021 | Panel forecasts of country-level Covid-19 infections. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:2-22. Full description at Econpapers || Download paper |
2020 | The beauty contest between systemic and systematic risk measures: Assessing the empirical performance. (2020). Roggi, Oliviero ; Menchetti, Fiammetta ; Giannozzi, Alessandro ; Cipollini, Fabrizio. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:316-332. Full description at Econpapers || Download paper |
2020 | Volatility spillovers in commodity markets: A large t-vector autoregressive approach. (2020). Wilms, Ines ; Barbaglia, Luca ; Croux, Christophe. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303500. Full description at Econpapers || Download paper |
2020 | Oil shocks and financial systemic stress: International evidence. (2020). Qin, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302851. Full description at Econpapers || Download paper |
2020 | Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179. Full description at Econpapers || Download paper |
2020 | Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Śmiech, Sławomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411. Full description at Econpapers || Download paper |
2020 | Liquidity connectedness and output synchronisation. (2020). Inekwe, John. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925. Full description at Econpapers || Download paper |
2020 | Financial flows centrality: Empirical evidence using bilateral capital flows. (2020). Mercado, Rogelio ; Noviantie, Shanty. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301396. Full description at Econpapers || Download paper |
2020 | Contagion in a network of heterogeneous banks. (2020). Genay, Ramazan ; Xue, YI ; Tseng, Michael C ; Pang, Hao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302985. Full description at Econpapers || Download paper |
2020 | How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285. Full description at Econpapers || Download paper |
2021 | Modelin-g credit risk with a Tobit model of days past due. (2021). Volk, Matjaž ; Masten, Igor ; Brezigar-Masten, Arjana. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302466. Full description at Econpapers || Download paper |
2020 | Measuring the dynamics of COMESA output connectedness with the global economy. (2020). Orji, Anthony ; Manasseh, Charles ; Anthony-Orji, Onyinye ; Ogbuabor, Jonathan E. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300775. Full description at Econpapers || Download paper |
2020 | Dynamic volatility spillovers among bulk mineral commodities: A network method. (2020). Jia, Nanfei ; Sun, Qingru ; Liu, Siyao ; An, Haizhong ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309419. Full description at Econpapers || Download paper |
2020 | The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183. Full description at Econpapers || Download paper |
2020 | Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008. Full description at Econpapers || Download paper |
2020 | Volatility connectedness in global foreign exchange markets. (2020). Wang, Gang-Jin ; Wen, Tiange. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:54:y:2020:i:c:s1042444x20300062. Full description at Econpapers || Download paper |
2020 | Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665. Full description at Econpapers || Download paper |
2020 | Connectedness of financial institutions in Europe: A network approach across quantiles. (2020). Lyócsa, Štefan ; Deev, Oleg ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437119322320. Full description at Econpapers || Download paper |
2020 | News and return volatility of Chinese bank stocks. (2020). Zhang, Zhaoyong ; Shi, Yanlin ; Ho, Kin-Yip. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:1095-1105. Full description at Econpapers || Download paper |
2020 | Stock market uncertainty, volatility connectedness of financial institutions, and stock-bond return correlations. (2020). Lee, Hsiu-Chuan ; Hsu, Chih-Hsiang ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:600-621. Full description at Econpapers || Download paper |
2021 | Creating the illicit capital flows network in Europe – Do the net errors and omissions follow an economic pattern?. (2021). Širaňová, Mária ; Fisera, Boris ; Tiruneh, Menbere Workie ; Siranova, Maria. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:955-973. Full description at Econpapers || Download paper |
2020 | From me to you: Measuring connectedness between Eurozone financial institutions. (2020). Angelini, Eliana ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919301886. Full description at Econpapers || Download paper |
2020 | Credit, banking fragility and economic performance. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2003. Full description at Econpapers || Download paper |
2020 | Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-39. Full description at Econpapers || Download paper |
2020 | Spillover index for European business cycle. (2020). Acatrinei, Marius Cristian. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:49-57. Full description at Econpapers || Download paper |
2020 | Dynamics of Connectedness in Clean Energy Stocks. (2020). Herrera, Rodrigo ; Fuentes, Fernanda. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3705-:d:386412. Full description at Econpapers || Download paper |
2020 | Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780. Full description at Econpapers || Download paper |
2021 | Interest Rate Uncertainty and the Predictability of Bank Revenues. (2021). Sensoy, Ahmet ; GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan. In: Working Papers. RePEc:hhs:cbsnow:2021_002. Full description at Econpapers || Download paper |
2020 | Indicators of Economic Crises: A Data-Driven Clustering Approach. (2020). Araujo, Tanya ; Gobel, Maximilian. In: Working Papers REM. RePEc:ise:remwps:wp01282020. Full description at Econpapers || Download paper |
2020 | Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times. (2020). Balcilar, Mehmet ; Wohar, Mark E ; Ozdemir, Huseyin. In: IZA Discussion Papers. RePEc:iza:izadps:dp13274. Full description at Econpapers || Download paper |
2020 | Proper measures of connectedness. (2020). Uberti, Pierpaolo ; Torrente, Maria-Laura ; Maggi, Mario. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:4:d:10.1007_s10436-020-00363-3. Full description at Econpapers || Download paper |
2020 | Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2003. Full description at Econpapers || Download paper |
2020 | On Time Trend of COVID-19: A Panel Data Study. (2020). GAO, Jiti ; Peng, Bin ; Linton, Oliver ; Dong, Chaohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-22. Full description at Econpapers || Download paper |
2020 | The impact of financial contagion on real economy-An empirical research based on combination of complex network technology and spatial econometrics model. (2020). Li, Yali ; Hao, Aimin ; Chen, Xiurong. In: PLOS ONE. RePEc:plo:pone00:0229913. Full description at Econpapers || Download paper |
2020 | Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models. (2020). Miller, Stephen ; GUPTA, RANGAN ; Marfatia, Hardik A ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202065. Full description at Econpapers || Download paper |
2020 | Forecasting Charge-Off Rates with a Panel Tobit Model: The Role of Uncertainty. (2020). Ji, Qiang ; Gupta, Rangan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202092. Full description at Econpapers || Download paper |
2020 | Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Working papers. RePEc:rie:riecdt:46. Full description at Econpapers || Download paper |
2020 | Credit, banking fragility and economic performance. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/2qqgdhhldi83pq6n0hl9nrguki. Full description at Econpapers || Download paper |
2020 | The network of firms implied by the news. (2020). Schwenkler, Gustavo ; Zheng, Hannan. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020108. Full description at Econpapers || Download paper |
2020 | Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models. (2020). Miller, Stephen ; Marfatia, Hardik ; GUPTA, RANGAN ; Gabauer, David. In: Working papers. RePEc:uct:uconnp:2020-08. Full description at Econpapers || Download paper |
2020 | Systemic Banking Crises: The Relationship Between Concentration and Interbank Connections.. (2020). Calef, Andrea. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2019_06. Full description at Econpapers || Download paper |
2020 | Are cryptocurrencies becoming more interconnected?. (2020). Fernandez Bariviera, Aurelio ; Laborda, Alex Perez ; Aslanidis, Nektarios. In: Working Papers. RePEc:urv:wpaper:2072/417679. Full description at Econpapers || Download paper |
2020 | Financial distress, free cash flow, and interfirm payment network: Evidence from an agentâ€based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:598-616. Full description at Econpapers || Download paper |
2020 | Volatility impulse response analysis for DCCâ€GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796. Full description at Econpapers || Download paper |
2020 | Estimating the connectedness of commodity futures using a network approach. (2020). Yu, Honghai ; Fang, Libing ; Ding, Sifang ; Xiao, Binqing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:598-616. Full description at Econpapers || Download paper |
2020 | From physical to financial contagion: the COVID-19 pandemic and increasing systemic risk among banks. (2020). Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:218944. Full description at Econpapers || Download paper |
2020 | Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Forecasting with Dynamic Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2016 | Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2020 | Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2020 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective.(2018) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective.(2020) In: CAEPR Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2018 | Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 13 |
2017 | Commodity Connectedness.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | Commodity Connectedness.(2017) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2017 | Commodity connectedness.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2019 | Monetary Policy across Space and Time In: Richmond Fed Economic Brief. [Full Text][Citation analysis] | article | 2 |
2018 | Monetary Policy across Space and Time.(2018) In: Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2019 | Forecasting with a Panel Tobit Model In: CAEPR Working Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 118 |
2017 | Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2015 | Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2018 | Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | article | |
2020 | Panel Forecasts of Country-Level Covid-19 Infections In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2017 | Density Forecasts in Panel Models: A semiparametric Bayesian Perspective* In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 0 |
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