Lu Liu : Citation Profile


Are you Lu Liu?

Lunds Universitet

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   1 years (2013 - 2014). See details.
   Cites by year: 35
   Journals where Lu Liu has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pli671
   Updated: 2017-09-23    RAS profile: 2017-07-24    
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Relations with other researchers


Works with:

Hess, Wolfgang (2)

Asgharian, Hossein (2)

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

Is cited by:

Blasques, Francisco (3)

Lucas, Andre (3)

Koopman, Siem Jan (3)

Rulliere, Didier (3)

Výrost, Tomᚠ(2)

Caporale, Guglielmo Maria (2)

Catania, Leopoldo (2)

Filer, Larry (2)

Schaumburg, Julia (2)

Gil-Alana, Luis (2)

Baumohl, Eduard (2)

Cites to:

Asgharian, Hossein (5)

Nelson, Charles (4)

Startz, Richard (4)

Beine, Michel (3)

Forbes, Kristin (3)

Stulz, René (3)

Rousseau, Fabrice (3)

Chinn, Menzie (3)

Flavin, Thomas (3)

Rey, Helene (2)

Harvey, Campbell (2)

Main data


Where Lu Liu has published?


Recent works citing Lu Liu (2017 and 2016)


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

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2016Kriging of financial term-structures. (2016). Rulliere, Didier ; Cousin, Areski ; Maatouk, Hassan . In: Papers. RePEc:arx:papers:1604.02237.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; You, Kefei ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6477.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6494.

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2017Global and Regional Financial Integration in Emerging Asia: Evidence from Stock Markets. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1668.

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2017Stock Market Integration in Asia: Global or Regional? Evidence from Industry Level Panel Convergence Tests. (2017). Caporale, Guglielmo Maria ; You, Kefei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1669.

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2016Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Schaumburg, Julia . In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:211-223.

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2016Kriging of financial term-structures. (2016). Rulliere, Didier ; Cousin, Areski ; Maatouk, Hassan . In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:2:p:631-648.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2016Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?. (2016). Chang, Kuang-Liang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:72-87.

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2016Return and volatility interdependences in up and down markets across developed and emerging countries. (2016). Kundu, Srikanta ; Sarkar, Nityananda . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:297-311.

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2016Kriging of financial term-structures. (2016). Rulliere, Didier ; Maatouk, Hassan ; Cousin, Areski . In: Post-Print. RePEc:hal:journl:hal-01206388.

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2017Measuring and Testing Tail Dependence and Contagion Risk Between Major Stock Markets. (2017). Su, Ender . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9587-y.

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2016Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria ; Bille, Anna Gloria . In: CEIS Research Paper. RePEc:rtv:ceisrp:375.

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2017The impact of network connectivity on factor exposures, asset pricing and portfolio diversification. (2017). Pelizzon, Loriana ; Caporin, Massimiliano ; Billio, Monica ; Panzica, Roberto Calogero . In: SAFE Working Paper Series. RePEc:zbw:safewp:166.

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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.
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article4
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]
article8
2013A spatial analysis of international stock market linkages In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article18
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: 18
paper
2014The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks In: Journal of Futures Markets.
[Full Text][Citation analysis]
article5

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