Eric Olson : Citation Profile


Are you Eric Olson?

West Virginia University

4

H index

3

i10 index

94

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   3 years (2012 - 2015). See details.
   Cites by year: 31
   Journals where Eric Olson has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 2 (2.08 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pol201
   Updated: 2018-04-21    RAS profile: 2016-05-16    
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Relations with other researchers


Works with:

Wohar, Mark (3)

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 (29)

Balcilar, Mehmet (9)

Wohar, Mark (8)

Bekiros, Stelios (6)

Allen, David (4)

Pierdzioch, Christian (4)

Powell, Robert (4)

Antonakakis, Nikolaos (4)

McAleer, Michael (4)

Jooste, Charl (3)

Darné, Olivier (2)

Cites to:

Svensson, Lars (7)

McAleer, Michael (6)

Mankiw, N. Gregory (6)

Taylor, John (5)

Chang, Chia-Lin (5)

Engle, Robert (5)

Tansuchat, Roengchai (5)

Hamilton, James (5)

GUPTA, RANGAN (4)

Barro, Robert (4)

Cover, James (4)

Main data


Where Eric Olson has published?


Journals with more than one article published# docs
Economics Letters2
Journal of Macroeconomics2
Applied Economics Letters2

Recent works citing Eric Olson (2018 and 2017)


YearTitle of citing document
2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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2017Effects of foreign and domestic economic policy uncertainty shocks on South Korea. (2017). Cheng, Chak Hung Jack ; Jack, Chak Hung . In: Journal of Asian Economics. RePEc:eee:asieco:v:51:y:2017:i:c:p:1-11.

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2017US economic policy uncertainty and co-movements between Chinese and US stock markets. (2017). Li, Xiao-Ming ; Peng, LU. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:27-39.

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2017Modelling European sovereign bond yields with international portfolio effects. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:178-200.

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2018Brexit and financial stability: An agent-based simulation. (2018). Samitas, Aristeidis ; SIRIOPOULOS, COSTAS ; Polyzos, Stathis . In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:181-192.

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2017Forecasting oil and stock returns with a Qual VAR using over 150years off data. (2017). Wohar, Mark ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:181-186.

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2017Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Pal, Debdatta ; Mitra, Subrata K. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

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2017Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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2017Variability in the effects of uncertainty shocks: New stylized facts from OECD countries. (2017). Choi, Sangyup. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:127-144.

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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; van Eyden, Renee. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:6:p:1052-1064.

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2017News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157.

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2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

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2017Do commodities make effective hedges for equity investors?. (2017). Wohar, Mark ; Vivian, Andrew ; Olson, Eric. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1274-1288.

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2017Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy. (2017). Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:75-93.

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2018Financialized Commodities and Stock Indices Volatilities. (2018). Handika, Rangga ; Ashraf, Sania. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3b:p:153-164.

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2017Taxes and the Fed : Theory and Evidence from Equities. (2017). Diercks, Anthony M ; Waller, William. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-104.

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2018Forecasting US recession with the economic policy uncertainty indexes of policy categories. (2018). Kurasawa, Kazutaka . In: Economics and Business Letters. RePEc:ove:journl:aid:12012.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017The Effect of Economic Uncertainty on the Housing Market Cycle. (2017). GUPTA, RANGAN ; Clance, Matthew W ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201757.

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2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. (2017). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0.

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2017Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States. (2017). GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:133:y:2017:i:2:d:10.1007_s11205-016-1384-4.

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2017Climate variability and the volatility of global maize and soybean prices. (2017). Peri, Massimo. In: Food Security: The Science, Sociology and Economics of Food Production and Access to Food. RePEc:spr:ssefpa:v:9:y:2017:i:4:d:10.1007_s12571-017-0702-2.

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2017When Do Discretionary Changes in Government Spending or Taxes Have Larger Effects?. (2017). Morley, James ; Fazzari, Steven ; Panovska, Irina B. In: Discussion Papers. RePEc:swe:wpaper:2017-04.

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2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:33:p:3246-3262.

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2017Impact of QE on European sovereign bond market. (2017). Martin, Franck ; Zhang, Jiangxingyun . In: Economics Working Paper Archive (University of Rennes 1 & University of Caen). RePEc:tut:cremwp:2017-04.

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2017TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

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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
2013The time-varying correlation between uncertainty, output, and inflation: Evidence from a DCC-GARCH model In: Economics Letters.
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article37
2014Tax multipliers and monetary policy: Evidence from a threshold model In: Economics Letters.
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article0
2014The relationship between energy and equity markets: Evidence from volatility impulse response functions In: Energy Economics.
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article23
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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article3
2012“Black Swans” before the “Black Swan” evidence from international LIBOR–OIS spreads In: Journal of International Money and Finance.
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article10
2012An empirical investigation of the Taylor curve In: Journal of Macroeconomics.
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article2
2015Asymmetric tax multipliers In: Journal of Macroeconomics.
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article3
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
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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article2
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
2015The International Effects of US Uncertainty In: International Journal of Finance & Economics.
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article9

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