Lu Liu : Citation Profile

Are you Lu Liu?

Lunds Universitet

4

H index

4

i10 index

104

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   1 years (2013 - 2014). See details.
   Cites by year: 104
   Journals where Lu Liu has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli671
   Updated: 2023-03-25    RAS profile: 2020-04-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Nguyen, Duc Khuong (6)

Caporale, Guglielmo Maria (4)

Heckelei, Thomas (4)

Önder, A. Özlem (3)

Rulliere, Didier (3)

Patsoulis, Patroklos (3)

Lucas, Andre (3)

Eleftheriou, Konstantinos (3)

Schaumburg, Julia (3)

Blasques, Francisco (3)

Koopman, Siem Jan (3)

Cites to:

Asgharian, Hossein (5)

Nelson, Charles (4)

Portes, Richard (4)

Startz, Richard (4)

Beine, Michel (4)

Anderson, Soren (3)

Flavin, Thomas (3)

Stulz, René (3)

Newell, Richard (3)

Chinn, Menzie (3)

Prasad, Eswar (2)

Main data

Where Lu Liu has published?

Recent works citing Lu Liu (2022 and 2021)

YearTitle of citing document
2023Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

Full description at Econpapers || Download paper

2021Connected markets through global real estate investments. (2021). Lizieri, Colin ; Zhu, Bing. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:618-654.

Full description at Econpapers || Download paper

2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

Full description at Econpapers || Download paper

2021COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. (2021). Eleftheriou, Konstantinos ; Patsoulis, Patroklos ; Alexakis, Christos. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303555.

Full description at Econpapers || Download paper

2021Does economic integration lead to financial market integration in the Asian region?. (2021). Paramati, Sudharshan Reddy ; Zakari, Abdulrasheed ; Huang, Ruixian ; Song, Yuegang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:366-377.

Full description at Econpapers || Download paper

2021The daily relationship between U.S. asset prices and stock prices of American countries. (2021). Paphakin, Warinthorn ; Chin, Chang-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000346.

Full description at Econpapers || Download paper

2022Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

Full description at Econpapers || Download paper

2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

Full description at Econpapers || Download paper

2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

Full description at Econpapers || Download paper

2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

Full description at Econpapers || Download paper

2021Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization. (2021). Taushanov, Georgi ; Bessler, Wolfgang ; Wolff, Dominik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000627.

Full description at Econpapers || Download paper

2021Bank systemic risk exposure and office market interconnectedness. (2021). Füss, Roland ; Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002636.

Full description at Econpapers || Download paper

2022Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024.

Full description at Econpapers || Download paper

2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

Full description at Econpapers || Download paper

2021Dynamic spillovers and network structure among commodity, currency, and stock markets. (2021). Ugolini, Andrea ; Reboredo, Juan ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002774.

Full description at Econpapers || Download paper

2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

Full description at Econpapers || Download paper

2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021COVID-19 containment measures and stock market returns: An international spatial econometrics investigation. (2021). Patsoulis, Patroklos ; Eleftheriou, Konstantinos ; Alexakis, Christos. In: Post-Print. RePEc:hal:journl:hal-03163917.

Full description at Econpapers || Download paper

2022Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach. (2022). Onder, Ozlem A ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00263-3.

Full description at Econpapers || Download paper

2022Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy. (). Oreste, Napolitano ; Cristiana, Fiorelli ; Marcella, Duva ; Salvatore, Capasso. In: CSEF Working Papers. RePEc:sef:csefwp:654.

Full description at Econpapers || Download paper

2022Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Sahut, Jean-Michel ; Ftiti, Zied ; Miled, Wafa. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9.

Full description at Econpapers || Download paper

2022Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis. (2022). Naveed, Amjad ; Hussain, Syed Mujahid ; Ahmad, Nisar ; Ahmed, Sheraz. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02116-1.

Full description at Econpapers || Download paper

2022Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y.

Full description at Econpapers || Download paper

2021Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry. (2021). Woltering, Rene-Ojas ; Zhu, Bing. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:3:d:10.1007_s12197-021-09539-7.

Full description at Econpapers || Download paper

2021Dynamic effects of network exposure on equity markets. (2021). Volkov, Vladimir ; Kangogo, Moses. In: Working Papers. RePEc:tas:wpaper:37326.

Full description at Econpapers || Download paper

2022Multiscale downside risk interdependence between the major agricultural commodities. (2022). Gajiglamolija, Marina ; Urakovi, Jasmina ; Ivkov, Dejan. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:4:p:990-1011.

Full description at Econpapers || Download paper

2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

Full description at Econpapers || Download paper

2021Determinants of financial stress in emerging market economies: Are spatial effects important?. (2021). Onder, Ozlem A ; Kosedali, Begum Yurteri. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4653-4669.

Full description at Econpapers || Download paper

2022Global equity market volatility forecasting: New evidence. (2022). Ma, Feng ; Lei, Likun ; Wei, YU ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:594-609.

Full description at Econpapers || Download paper

2021Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. (2021). Lin, Boqiang ; Liu, Tangyong ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1375-1396.

Full description at Econpapers || Download paper

Works by Lu Liu:

YearTitleTypeCited
2014Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2013International stock market interdependence: Are developing markets the same as developed markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2013A spatial analysis of international stock market linkages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article63
2013A spatial analysis of international stock market linkages.(2013) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 63		paper
2014The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team