Laura Liu : Citation Profile

Are you Laura Liu?

Indiana University

2

H index

1

i10 index

66

Citations

RESEARCH PRODUCTION:

2

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 22
   Journals where Laura Liu has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 5 (7.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1251
   Updated: 2019-12-07    RAS profile: 2019-10-13    
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Relations with other researchers

Works with:

Diebold, Francis (7)

Yilmaz, Kamil (7)

Schorfheide, Frank (3)

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 (4)

Billio, Monica (3)

Wang, Dieter (3)

Rossini, Luca (3)

Grant, Everett (3)

Thiem, Christopher (3)

Lelyveld, Iman (3)

Schaumburg, Julia (3)

Gross, Christian (2)

Yung, Julieta (2)

Cites to:

Diebold, Francis (7)

amisano, gianni (4)

Papaspiliopoulos, Omiros (4)

Yilmaz, Kamil (4)

Hirano, Keisuke (3)

Pelenis, Justinas (3)

Akcigit, Ufuk (3)

Kerr, William (3)

Arellano, Manuel (3)

Bover, Olympia (2)

Canova, Fabio (2)

Main data

Where Laura Liu has published?

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Laura Liu (2019 and 2018)

YearTitle of citing document
2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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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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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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2018Commodity Connectedness. (2018). Diebold, Francis X ; Yilmaz, Kamil ; Liu, Laura. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v25c04pp097-136.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman ; Wang, Dieter. In: DNB Working Papers. RePEc:dnb:dnbwpp:619.

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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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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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2018Time-varying Lasso. (2018). Kapetanios, George ; Zikes, Filip. In: Economics Letters. RePEc:eee:ecolet:v:169:y:2018:i:c:p:1-6.

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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). Timmermann, Allan ; Smith, Simon C ; Zhu, Yinchu. 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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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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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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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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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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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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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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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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2018Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach. (2018). Xiao, Xiaoyong ; Huang, Jing. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:3298-:d:169990.

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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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2018Euro Area Policies; Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis. (2018). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:18/231.

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2018Brazil; Financial System Stability Assessment. (2018). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:18/339.

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2018Brazil; Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis. (2018). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:18/344.

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2018House Price Synchronicity, Banking Integration, and Global Financial Conditions. (2018). Alter, Adrian ; Seneviratne, Dulani ; Dokko, Jane. In: IMF Working Papers. RePEc:imf:imfwpa:18/250.

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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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2018What Accounts for the Differences in Rent-Price Ratio and Turnover Rate? A Search-and-Matching Approach. (2018). Huang, Daisy J ; Tse, Chung-Yi ; Ka, Charles . In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:57:y:2018:i:3:d:10.1007_s11146-017-9647-7.

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2018Financial Sector Volatility Connectedness and Equity Returns. (2018). Yilmaz, Kamil ; Gokcen, Umut ; Demirer, Mert. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1803.

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2018Bank Volatility Connectedness in South East Asia. (2018). Yilmaz, Kamil. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1807.

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2018Measuring Real-Financial Connectedness in the U.S. Economy. (2018). Yilmaz, Kamil ; Uluceviz, Erhan. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1812.

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2018Measuring Network Systemic Risk Contributions: A Leave-one-out Approach. (2018). Tokpavi, Sessi ; Hue, Sullivan. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2608.

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2018Volatility spillovers among uncertainty measures. The case of EU member states. (2018). Miech, Sawomir ; Papie, Monika. In: MPRA Paper. RePEc:pra:mprapa:90319.

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2018The Double-Edged Sword of Global Integration: Robustness, Fragility \& Contagion in the International Firm Network. (2018). Grant, Everett. In: 2018 Meeting Papers. RePEc:red:sed018:506.

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2018Analyzing credit risk transmission to the non-financial sector in Europe: a network approach. (2018). Siklos, Pierre ; Gross, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201878.

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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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2018Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

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2018Do information contagion and business model similarities explain bank credit risk commonalities?. (2018). Schaumburg, Julia ; Lelyveld, Iman ; van Lelyveld, Iman. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180100.

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

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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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2018Equilibrium asset pricing in directed networks. (2018). Meinerding, Christoph ; Schlag, Christian ; Konermann, Patrick ; Branger, Nicole. In: Discussion Papers. RePEc:zbw:bubdps:372018.

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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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2018Cross-category spillovers of economic policy uncertainty. (2018). Thiem, Christopher. In: Ruhr Economic Papers. RePEc:zbw:rwirep:744.

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2018Cross-category, trans-Pacific spillovers of policy uncertainty and financial market volatility. (2018). Thiem, Christopher. In: Ruhr Economic Papers. RePEc:zbw:rwirep:782.

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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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Works by Laura Liu:

YearTitleTypeCited
2017Forecasting with Dynamic Panel Data Models In: Papers.
[Full Text][Citation analysis]		paper2
2018Forecasting with Dynamic Panel Data Models.(2018) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2016Forecasting with Dynamic Panel Data Models.(2016) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 2		paper
2018Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective In: Papers.
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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: 0		paper
2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter6
2017Commodity Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 6		paper
2019Monetary Policy across Space and Time In: Richmond Fed Economic Brief.
[Full Text][Citation analysis]		article1
2018Monetary Policy across Space and Time.(2018) In: Working Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2015Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper57
2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2015Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2018Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		article
2017Density Forecasts in Panel Models: A semiparametric Bayesian Perspective* In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper0

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