Eric Olson : Citation Profile


Are you Eric Olson?

West Virginia University

7

H index

4

i10 index

180

Citations

RESEARCH PRODUCTION:

22

Articles

5

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 22
   Journals where Eric Olson has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 5 (2.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pol201
   Updated: 2020-10-17    RAS profile: 2020-03-27    
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Relations with other researchers


Works with:

Wohar, Mark (10)

GUPTA, RANGAN (5)

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

Is cited by:

GUPTA, RANGAN (48)

Wohar, Mark (12)

Balcilar, Mehmet (10)

Bekiros, Stelios (6)

Tiwari, Aviral (5)

Antonakakis, Nikolaos (5)

McAleer, Michael (4)

Powell, Robert (4)

Pierdzioch, Christian (4)

Allen, David (4)

Caporale, Guglielmo Maria (3)

Cites to:

GUPTA, RANGAN (13)

Wohar, Mark (13)

Engle, Robert (9)

Sousa, Ricardo (8)

Balcilar, Mehmet (8)

Svensson, Lars (7)

Saez, Emmanuel (7)

makram, beljid (6)

McAleer, Michael (6)

Boubaker, Adel (6)

Taylor, John (6)

Main data


Where Eric Olson has published?


Journals with more than one article published# docs
Journal of Macroeconomics3
Applied Economics2
Journal of International Money and Finance2
Applied Economics Letters2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics4

Recent works citing Eric Olson (2020 and 2019)


YearTitle of citing document
2020Dissecting interbank risk using basis swap spreads. (2020). Serrano, Pedro ; Ruiz, Jesus ; Petit, Nuria ; Lafuente, Juan Angel. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:729-757.

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2020Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions. (2020). Naraidoo, Ruthira ; GUPTA, RANGAN ; Rangan, Gupta ; Christina, Christou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:17:n:4.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience. (2019). Ehouman, Yao Axel. In: EconomiX Working Papers. RePEc:drm:wpaper:2019-19.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2019Economic policy uncertainty, tax quotas and corporate tax burden: Evidence from China. (2019). He, Minyuan ; Fang, Hongsheng ; Dang, Dandan. In: China Economic Review. RePEc:eee:chieco:v:56:y:2019:i:c:6.

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2019Tax uncertainty and business activity. (2019). Xu, Jianhuan ; Lee, Jungho. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:158-184.

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2020Macroeconomic determinants of wealth inequality dynamics. (2020). Meszaros, John ; Berisha, Edmond. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:153-165.

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2020The macroeconomic effects of tax changes: Evidence using real-time data for the European Union. (2020). van der Wielen, Wouter. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:302-321.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020The asymmetric response of the economy to tax changes before and after 1980. (2020). Bossie, Andrew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305916.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2020Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Nasreen, Samia ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s014098831930324x.

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2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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2019International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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2019The impact of terrorist attacks in G7 countries on international stock markets and the role of investor sentiment. (2019). Taoushianis, Zenon ; Sakkas, Athanasios ; Papakyriakou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:143-160.

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2020A historical loss approach to community bank stress testing. (2020). Yeager, Timothy J ; Fang, Cao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s0378426620300984.

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2019Credit default swaps as indicators of bank financial distress. (2019). Cotter, John ; Conlon, Thomas ; Avino, Davide E. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:132-139.

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2019Government spending policy uncertainty and economic activity: US time series evidence. (2019). Kim, Wongi . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:61:y:2019:i:c:9.

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2019Economic policy uncertainty: A literature review. (2019). Algharabali, Barrak Ghanim ; Al-Thaqeb, Saud Asaad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300726.

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2019The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator. (2019). Yousaf, Sheikh Usman ; Islam, Talat ; Ur, Haroon ; Hishan, Sanil S ; Aamir, Alamzeb ; Gani, Showkat ; Sharkawy, Mohamed A ; Shoukry, Alaa Mohamd ; Zaman, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:240-255.

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2020Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Economic policy uncertainty and ADR mispricing. (2020). Ngo, Thanh ; Grossmann, Axel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:55:y:2020:i:c:s1042444x20300165.

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2019Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2019Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China. (2019). Nie, HE ; Meng, Juan ; He, Luli ; Jiang, Yonghong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:626-634.

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2020Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

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2020Forecasting equity premium in a panel of OECD countries: The role of economic policy uncertainty. (2020). GUPTA, RANGAN ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:243-248.

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2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea. (2019). Balcilar, Mehmet ; Kyei, Clement ; Kim, Won Joong ; Gupta, Rangan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:150-163.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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2020Commodity financialization and sector ETFs: Evidence from crude oil futures. (2020). Liu, Pan ; Power, Gabriel J ; Vedenov, Dmitry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191930323x.

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2020Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises. (2020). Belhassine, Olfa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531918310638.

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2020How does economic policy uncertainty affect the bitcoin market?. (2020). Zhang, Wei ; Shen, Dehua ; Li, Xiao ; Wang, Pengfei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037.

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2019On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779.

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2019Impact of Influencing Factors on CO 2 Emissions in the Yangtze River Delta during Urbanization. (2019). Bi, Xiaohang ; Ren, Jie ; Xue, Yixi . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4183-:d:254292.

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2019The Macroeconomic Effects of Tax Reform: Evidence from the EU. (2019). Wielen, Woutervan Der ; van der Wielen, Wouter. In: JRC Working Papers on Taxation & Structural Reforms. RePEc:ipt:taxref:201904.

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2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

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2020Financial instability and oil price fluctuations: evidence from oil exporting developing countries. (2020). PORCHER, Thomas ; Brahim, Khaled Guesmi. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:55-71.

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2020Does Quantitative Easing Affect People’s Personal Financial Situation and Economic Inequality? The View of the German Population. (2020). Hayo, Bernd. In: MAGKS Papers on Economics. RePEc:mar:magkse:202023.

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2020Aggregate Fiscal Stabilisation Policy: Panacea or Scapegoat?. (2020). P.Kiss, Gabor. In: Financial and Economic Review. RePEc:mnb:finrev:v:19:y:2020:i:2:p:55-87.

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2019Predicting Volatility and Dynamic Relation Between Stock Market, Exchange Rate and Select Commodities. (2019). Roy, Preeti ; Siddiqui, Saif. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2019067061597.

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2019Can Federal Home Loan Banks effectively self-regulate lending to influential banks?. (2019). Yeager, Timothy J ; Lee, Wayne Y ; Acrey, James Cash . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:2:d:10.1057_s41261-018-0082-3.

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2019The Relationship between Monetary Policy and Uncertainty in Advanced Economies: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Hkiri, Besma ; Cekin, Semih Emre. In: Working Papers. RePEc:pre:wpaper:201904.

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2019Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data. (2019). GUPTA, RANGAN ; Gabauer, David ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201962.

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2019Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio. (2019). GUPTA, RANGAN ; Lv, Zhihui ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201968.

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2019Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Working Papers. RePEc:pre:wpaper:201982.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020High-Frequency Movements of the Term Structure of Interest Rates of the United States: The Role of Oil Market Uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Subramaniam, Sowmya ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202085.

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2019Asymmetric dynamics of insurance premium: the impacts of output and economic policy uncertainty. (2019). Lee, Chien-Chiang ; GUPTA, RANGAN ; Lahiani, Amine. In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:6:d:10.1007_s00181-018-1539-z.

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2019Does one size fit all in the Euro Area? Some counterfactual evidence. (2019). Gasteiger, Emanuel ; Destefanis, Sergio ; Fragetta, Matteo. In: ECON WPS - Vienna University of Technology Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:052019.

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Works by Eric Olson:


YearTitleTypeCited
2013Working Paper 189 - An Empirical Investigation of the Taylor Curve in South Africa In: Working Paper Series.
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paper0
2017A Reexamination of Real Stock Returns, Real Interest Rates, Real Activity, and Inflation: Evidence from a Large Data Set In: The Financial Review.
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article1
2018Nonlinear Taylor rules: evidence from a large dataset In: Studies in Nonlinear Dynamics & Econometrics.
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article2
2019Estimates of Okuns law using a new output gap measure In: Economics Bulletin.
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article0
2013The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model In: Economics Letters.
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article60
2014Tax multipliers and monetary policy: Evidence from a threshold model In: Economics Letters.
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article1
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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article45
2015The relative contributions of equity and subordinated debt signals as predictors of bank distress during the financial crisis In: Journal of Financial Stability.
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article9
2019What is a better cross-hedge for energy: Equities or other commodities? In: Global Finance Journal.
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article0
2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
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article12
2018Income inequality, equities, household debt, and interest rates: Evidence from a century of data In: Journal of International Money and Finance.
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article4
2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
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article3
2015Asymmetric tax multipliers In: Journal of Macroeconomics.
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article8
2016An evaluation of ECB policy in the Euros big four In: Journal of Macroeconomics.
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article0
2017Do commodities make effective hedges for equity investors? In: Research in International Business and Finance.
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article7
2012A Historical Analysis of the Taylor Curve In: Journal of Money, Credit and Banking.
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article2
2015Discretionary monetary policy, quantitative easing and the decline in US labor share In: Economics and Business Letters.
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article0
2015Forecasting Key US Macroeconomic Variables with a Factor-Augmented Qual VAR In: Working Papers.
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paper2
2017Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR.(2017) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 2
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2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
[Citation analysis]
paper2
2019Impact of Oil Price Volatility on State-Level Consumption of the United States: The Role of Oil Dependence In: Working Papers.
[Citation analysis]
paper1
2020Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach In: Working Papers.
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paper0
2014Was the Euro good for Greece? In: Applied Economics Letters.
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article0
2015Income inequality and household debt: a cointegration test In: Applied Economics Letters.
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article3
2013Using Romer and Romers new measure of monetary policy shocks to identify the AD and AS shocks In: Applied Economics.
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article1
2016Presidential approval and macroeconomic conditions: evidence from a nonlinear model In: Applied Economics.
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article2
2015The International Effects of US Uncertainty In: International Journal of Finance & Economics.
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article15

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