4
H index
4
i10 index
106
Citations
Lunds Universitet | 4 H index 4 i10 index 106 Citations RESEARCH PRODUCTION: 4 Articles 1 Papers RESEARCH ACTIVITY:
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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: | Cites to: |
Year | Title of citing document |
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2023 | Dynamic 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 |
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 |
2021 | Connected 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 |
2021 | Bayesian 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 |
2021 | COVID-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 |
2021 | Does 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 |
2021 | The 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 |
2022 | Predicting 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 |
2022 | Instability 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 |
2022 | A 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 |
2022 | Detecting 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 |
2021 | Optimal 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 |
2021 | Bank 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 |
2022 | Information 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 |
2022 | Measuring 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 |
2021 | Dynamic 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 |
2021 | Pandemic-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 |
2021 | Network 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 |
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 |
2022 | . Full description at Econpapers || Download paper |
2021 | COVID-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 |
2022 | Spillovers 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 |
2022 | Assessing 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 |
2022 | Spatial 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 |
2022 | Disaggregating 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 |
2022 | Dynamic 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 |
2021 | Is 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 |
2021 | Dynamic 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 |
2022 | Multiscale 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 |
2021 | Is 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 |
2021 | Determinants 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 |
2022 | Global 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 |
2021 | Analyzing 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 |
Year | Title | Type | Cited |
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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 | 14 |
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 | 65 |
2013 | A 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: 65 | paper | |
2014 | The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 15 |
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