Laura Liu : Citation Profile


Are you Laura Liu?

Indiana University

3

H index

1

i10 index

106

Citations

RESEARCH PRODUCTION:

3

Articles

17

Papers

1

Chapters

RESEARCH ACTIVITY:

   5 years (2015 - 2020). See details.
   Cites by year: 21
   Journals where Laura Liu has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 6 (5.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli1251
   Updated: 2020-08-09    RAS profile: 2020-07-17    
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Relations with other researchers


Works with:

Diebold, Francis (7)

Yilmaz, Kamil (7)

Moon, Hyungsik (6)

Schorfheide, Frank (5)

Matthes, Christian (2)

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

Is cited by:

Siklos, Pierre (5)

Yilmaz, Kamil (5)

Wang, Gang-Jin (4)

Thiem, Christopher (3)

Rossini, Luca (3)

Gross, Christian (3)

Wang, Dieter (3)

Schaumburg, Julia (3)

Grant, Everett (3)

Lelyveld, Iman (3)

Billio, Monica (3)

Cites to:

Diebold, Francis (7)

Papaspiliopoulos, Omiros (4)

amisano, gianni (4)

Yilmaz, Kamil (4)

Kerr, William (3)

Arellano, Manuel (3)

Pelenis, Justinas (3)

Hirano, Keisuke (3)

Burda, Martin (3)

Harding, Matthew (3)

Akcigit, Ufuk (3)

Main data


Where Laura Liu has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org2
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington2

Recent works citing Laura Liu (2020 and 2019)


YearTitle of citing document
2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020Disentangling 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.

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2020Forecasting with Bayesian Grouped Random Effects in Panel Data. (2020). Zhang, Boyuan. In: Papers. RePEc:arx:papers:2007.02435.

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2020Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2019Financial Interconnectedness, Amplification, and Cross-Border Activity. (2019). Takahashi, Koji ; Ikeda, Daisuke ; Ojima, Mayumi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp19e11.

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2020On 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.

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2019Forecasting in the euro area: The role of the US long rate. (2019). Zakipour-Saber, Shayan. In: Economic Letters. RePEc:cbi:ecolet:5/el/19.

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2019“Who pays the piper calls the tune” – Networks and transaction costs in commodity markets. (2019). Siklos, Pierre ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8819.

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2019Measuring network systemic risk contributions: A leave-one-out approach. (2019). Tokpavi, Sessi ; Lucotte, Yannick ; Hue, Sullivan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:86-114.

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2019Asset bubbles, banking stability and economic growth. (2019). Xiong, Xiong ; Chen, Langnan ; Wang, Shengquan . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:108-117.

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2020Dynamic 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.

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2019The role of leverage in quantitative easing decisions: Evidence from the UK. (2019). Philippas, Dionisis ; Tomuleasa, Iuliana ; Papadamou, Stephanos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:308-324.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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2020Dynamic 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.

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2019Analysing the systemic risk of Indian banks. (2019). Ahmad, Wasim ; Bekiros, Stelios ; Uddin, Gazi Salah ; Verma, Ramprasad. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:103-108.

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2019Monitoring banking system connectedness with big data. (2019). Lopez, Jose A ; Hale, Galina. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:203-220.

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2019Variable selection in panel models with breaks. (2019). Zhu, Yinchu ; Timmermann, Allan ; Smith, Simon C. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:323-344.

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2019Bayesian nonparametric sparse VAR models. (2019). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:97-115.

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2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

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2020Volatility 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.

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2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk. (2019). Nguyen, Viet Hoang ; Huang, Jingong ; Greenwood-Nimmo, Matthew. In: Journal of Financial Markets. RePEc:eee:finmar:v:42:y:2019:i:c:p:121-142.

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2020Contagion 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.

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2020How 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.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2019Cross-regional connectedness in the Korean housing market. (2019). Lee, Hahn Shik. In: Journal of Housing Economics. RePEc:eee:jhouse:v:46:y:2019:i:c:s1051137718300585.

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2019How connected are the U.S. regional natural gas markets in the post-deregulation era? Evidence from time-varying connectedness analysis. (2019). Etienne, Xiaoli L ; Scarcioffolo, Alexandre Ribeiro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:15:y:2019:i:c:1.

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2020Measuring 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.

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2020Volatility 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.

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2020Crisis 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.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2019Measuring the network connectedness of global stock markets. (2019). Wang, Yutong ; Tang, Pan ; Gong, Chen . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313548.

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2019Analyzing credit risk transmission to the non-financial sector in Europe: A network approach. (2019). Siklos, Pierre ; Gross, Christian. In: CAMA Working Papers. RePEc:een:camaaa:2019-43.

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2020Credit, banking fragility and economic performance. (2020). Labondance, Fabien ; Hubert, Paul ; Creel, Jerome. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2003.

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2019Upstream, Downstream & Common Firm Shocks. (2019). Yung, Julieta ; Grant, Everett. In: Globalization Institute Working Papers. RePEc:fip:feddgw:360.

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2018Publication Bias and the Cross-Section of Stock Returns. (2018). Zimmermann, Thomas ; Chen, Andrew Y. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-33.

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2020Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-39.

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2020Dynamics 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.

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: Working Papers. RePEc:hal:wpaper:halshs-02893780.

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2019Ripples on financial networks. (2019). Chakrabarti, Anindya S ; Bansal, Avijit ; Kumar, Sudarshan. In: IIMA Working Papers. RePEc:iim:iimawp:14613.

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2019CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Covi, Giovanni ; Kok, Christoffer ; Gorpe, Mehmet Ziya. In: IMF Working Papers. RePEc:imf:imfwpa:19/102.

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2019International Financial Connection and Stock Return Comovement. (2019). Ando, Sakai. In: IMF Working Papers. RePEc:imf:imfwpa:19/181.

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2020Indicators of Economic Crises: A Data-Driven Clustering Approach. (2020). Araujo, Tanya ; Gobel, Maximilian. In: Working Papers REM. RePEc:ise:remwps:wp01282020.

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2020Transmission 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.

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2020On 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.

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2020Spillovers 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.

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2019Do information contagion and business model similarities explain bank credit risk commonalities?. (2019). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: ESRB Working Paper Series. RePEc:srk:srkwps:201994.

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2020The network of firms implied by the news. (2020). Schwenkler, Gustavo ; Zheng, Hannan. In: ESRB Working Paper Series. RePEc:srk:srkwps:2020108.

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2019Integration Among US Banks. (2019). Cotter, John ; Anand, Abhinav. In: Working Papers. RePEc:ucd:wpaper:201913.

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2020Systemic 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.

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2020Estimating 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.

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2019Connectedness between G10 currencies: Searching for the causal structure. (2019). Bettendorf, Timo ; Heinlein, Reinhold. In: Discussion Papers. RePEc:zbw:bubdps:062019.

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2020From 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.

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2019What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets. (2019). Dąbrowski, Marek ; Dbrowski, Marek A ; Fijorek, Kamil ; Papie, Monika ; Miech, Sawomir. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201914.

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2019High-dimensional sparse financial networks through a regularised regression model. (2019). Costola, Michele ; Bernardi, Mauro. In: SAFE Working Paper Series. RePEc:zbw:safewp:244.

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2019Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2019). Gross, Christian. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203645.

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Works by Laura Liu:


YearTitleTypeCited
2017Forecasting with Dynamic Panel Data Models In: Papers.
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paper4
2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
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2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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2020Forecasting With Dynamic Panel Data Models.(2020) In: Econometrica.
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This paper has another version. Agregated cites: 4
article
2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective In: Papers.
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paper1
2018Density Forecasts in Panel Data Models : A Semiparametric Bayesian Perspective.(2018) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 1
paper
2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter9
2017Commodity Connectedness.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 9
paper
2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 9
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2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2019Monetary Policy across Space and Time In: Richmond Fed Economic Brief.
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article2
2018Monetary Policy across Space and Time.(2018) In: Working Paper.
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This paper has another version. Agregated cites: 2
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2019Forecasting with a Panel Tobit Model In: CAEPR Working Papers.
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paper1
2019Forecasting with a Panel Tobit Model.(2019) In: NBER Working Papers.
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This paper has another version. Agregated cites: 1
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2020Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective In: CAEPR Working Papers.
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paper1
2015Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper86
2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
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This paper has another version. Agregated cites: 86
paper
2015Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 86
paper
2018Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 86
article
2020Panel Forecasts of Country-Level Covid-19 Infections In: NBER Working Papers.
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paper2
2017Density Forecasts in Panel Models: A semiparametric Bayesian Perspective* In: PIER Working Paper Archive.
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paper0

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