Citation profile for Lu Liu

Lu Liu : Citation Profile

Lunds Universitet

H index

i10 index

116

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   1 years (2013 - 2014). See details.
   Cites by year: 116
   Journals where Lu Liu has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli671
   Updated: 2024-04-18    RAS profile: 2020-04-07
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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)

Heckelei, Thomas (4)

Caporale, Guglielmo Maria (4)

GUPTA, RANGAN (3)

Blasques, Francisco (3)

Schaumburg, Julia (3)

Lucas, Andre (3)

Patsoulis, Patroklos (3)

Eleftheriou, Konstantinos (3)

Koopman, Siem Jan (3)

Rulliere, Didier (3)

Cites to:

Asgharian, Hossein (5)

Startz, Richard (4)

Nelson, Charles (4)

Beine, Michel (4)

Portes, Richard (4)

Anderson, Soren (3)

Rousseau, Fabrice (3)

Chinn, Menzie (3)

Newell, Richard (3)

Flavin, Thomas (3)

Stulz, René (3)

Main data

Where Lu Liu has published?

Recent works citing Lu Liu (2024 and 2023)

Year	Title of citing document
2023	Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; BillÃƒÂ©, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542. Full description at Econpapers \|\| Download paper
2023	Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3. Full description at Econpapers \|\| Download paper
2023	Cross-border Italian sovereign risk transmission in EMU countries. (2023). Napolitano, Oreste ; Fiorelli, Cristiana ; D'Uva, Marcella ; Capasso, Salvatore. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002365. Full description at Econpapers \|\| Download paper
2023	Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x. Full description at Econpapers \|\| Download paper
2023	The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers \|\| Download paper
2023	The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223. Full description at Econpapers \|\| Download paper
2023	Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Dong, Zibing ; Xiao, Yao ; Gherghina, Stefan Cristian ; Zhuang, Xintian ; Wang, Jian ; Li, Yanshuang. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:7200306. Full description at Econpapers \|\| Download paper
2023	Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3. Full description at Econpapers \|\| Download paper

Works by Lu Liu:

Year	Title	Type	Cited
2014	Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	15
2013	International stock market interdependence: Are developing markets the same as developed markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis]	article	12
2013	A spatial analysis of international stock market linkages In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	74
2013	A spatial analysis of international stock market linkages.(2013) In: Knut Wicksell Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 74	paper
2014	The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks In: Journal of Futures Markets. [Full Text][Citation analysis]	article	15