Giovanna Paladino : Citation Profile


Are you Giovanna Paladino?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

8

H index

5

i10 index

165

Citations

RESEARCH PRODUCTION:

20

Articles

12

Papers

RESEARCH ACTIVITY:

   26 years (1990 - 2016). See details.
   Cites by year: 6
   Journals where Giovanna Paladino has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 2 (1.2 %)

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   Permalink: http://citec.repec.org/ppa1196
   Updated: 2017-11-24    RAS profile:    
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Relations with other researchers


Works with:

Cifarelli, Giulio (5)

Beltratti, Andrea (4)

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

Is cited by:

Stein, Jerome (6)

rey, serge (5)

federici, daniela (5)

Gandolfo, Giancarlo (5)

Yener, Haluk (4)

Yazgan, Ege (4)

Siregar, Reza (4)

Stengos, Thanasis (4)

mamatzakis, emmanuel (3)

Gómez-Puig, Marta (3)

Beckmann, Joscha (3)

Cites to:

Shleifer, Andrei (20)

Reinhart, Carmen (15)

Shiller, Robert (12)

Calvo, Guillermo (11)

Summers, Lawrence (11)

Stulz, René (11)

Engle, Robert (10)

Lopez-de-Silanes, Florencio (9)

Campbell, John (9)

La Porta, Rafael (9)

Fama, Eugene (8)

Main data


Where Giovanna Paladino has published?


Journals with more than one article published# docs
Journal of Banking & Finance3

Working Papers Series with more than one paper published# docs
Working Papers - Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa6
MPRA Paper / University Library of Munich, Germany4
CESifo Working Paper Series / CESifo Group Munich2

Recent works citing Giovanna Paladino (2017 and 2016)


YearTitle of citing document
2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes. In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216.

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2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

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2016Panel multi-predictor test procedures with an application to emerging market sovereign risk. (2016). Thuraisamy, Kannan ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:44-60.

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2017Frontier and emerging government bond markets. (2017). Swinkels, Laurens ; Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:232-255.

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2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach. (2016). Kyrtsou, Catherine ; Papana, Angeliki ; Mikropoulou, Christina . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:239-246.

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2016Disentangling the determinants of real oil prices. (2016). Wu, Wenfeng ; Liu, LI ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:363-373.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017Crude inventory accounting and speculation in the physical oil market. (2017). Diaz-Rainey, Ivan ; Lont, David H ; Roberts, Helen. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:508-522.

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2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017When Will Occur the Crude Oil Bubbles?. (2017). Su, Chi-Wei ; Lobon, Oana-Ramona ; Chang, Hsu-Ling ; Li, Zheng-Zheng . In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:1-6.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo . In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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2016Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

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2017The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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2017Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:176-191.

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2016Dynamic spillovers between Nigerian, South African and international equity markets. (2016). Shuaibu, Mohammed ; Fowowe, Babajide . In: International Economics. RePEc:eee:inteco:v:148:y:2016:i:c:p:59-80.

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2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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2016The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies. (2016). Zimmermann, Heinz ; Haase, Marco . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:1-15.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Oil price and exchange rate co-movements in Asian countries: Detrended cross-correlation approach. (2017). Bashir, Usman ; Zebende, Gilney Figueira ; Donghong, Ding ; Hussain, Muntazir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:338-346.

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2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiao Jing . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

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2016Does national culture affect the intensity of volatility linkages in international equity markets?. (2016). Wu, Eliza ; Rothonis, Stephanie ; Tran, Duy . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:85-95.

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2017Forecasting Long-Term Crude Oil Prices Using a Bayesian Model with Informative Priors. (2017). Lee, Chul-Yong ; Huh, Sung-Yoon . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:190-:d:88968.

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2016Comovements between Chinese and global stock markets: evidence from aggregate and sectoral data. (2016). Lao, LanJun ; Chiang, Thomas C ; Xue, Qingfeng . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:47:y:2016:i:4:d:10.1007_s11156-015-0529-x.

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2017Financial investor sentiment and the boom/bust in oil prices during 2003–2008. (2017). Du, Ding ; Zhao, Xiaobing . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0553-5.

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2016Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard. In: MPRA Paper. RePEc:pra:mprapa:76382.

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2016Oil Price Shocks and Stock Market Performance in Emerging Economies: Some Evidence using FAVAR Models. (2016). Naser, Hanan ; Ahmed, Abdul Rashid . In: MPRA Paper. RePEc:pra:mprapa:77868.

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2016How Do Different Oil Price Shocks Affect the Relationship Between Oil and Stock Markets?. (2016). Babaei Balderlou, Saharnaz ; Torki, Mahyar Ebrahimi ; Heidari, Hassan . In: MPRA Paper. RePEc:pra:mprapa:80273.

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2017A wavelet transformation approach to crude oil price and CZK/USD exchange rate dependence. (2017). Frd, Luka . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507429.

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2016Information Content of Trading Activity in Precious Metals Futures Markets. (2016). Pradkhan, Elina . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:5:p:421-456.

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2016What drives long-term oil market volatility? Fundamentals versus Speculation. (2016). Yin, Libo ; Zhou, Yimin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20162.

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Works by Giovanna Paladino:


YearTitleTypeCited
2001Country Default Risk: An Empirical Assessment. In: Australian Economic Papers.
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article9
2001Country Default Risk: An Empirical Assessment.(2001) In: CESifo Working Paper Series.
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paper
1999Exchange Rate Misalignments and Crises In: CESifo Working Paper Series.
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paper12
2004The impact of the Argentine default on volatility co-movements in emerging bond markets In: Emerging Markets Review.
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article12
2016Basel II and regulatory arbitrage. Evidence from financial crises In: Journal of Empirical Finance.
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article0
2010Oil price dynamics and speculation: A multivariate financial approach In: Energy Economics.
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article76
2008Oil price Dynamics and Speculation. A Multivariate Financial Approach.(2008) In: Working Papers - Economics.
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2015A dynamic model of hedging and speculation in the commodity futures markets In: Journal of Financial Markets.
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article2
2006Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? In: Global Finance Journal.
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article11
1990Exchange rate determination: Single-equation or economy-wide models? : A test against the random walk In: Journal of Banking & Finance.
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1997Recent developments in international finance: A guide to research In: Journal of Banking & Finance.
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article9
2013Is M&A different during a crisis? Evidence from the European banking sector In: Journal of Banking & Finance.
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article3
2011Is M&A different during a crisis? Evidence from the European banking sector.(2011) In: MPRA Paper.
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2005Volatility linkages across three major equity markets: A financial arbitrage approach In: Journal of International Money and Finance.
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article9
2016Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework In: International Review of Economics & Finance.
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article0
2015Bank leverage and profitability: Evidence from a sample of international banks In: Review of Financial Economics.
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1990Structural Models vs Random Walk: The Case of the Lira/$ Exchange Rate In: Eastern Economic Journal.
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article2
2007The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation In: Working Papers - Economics.
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2009The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation.(2009) In: Open Economies Review.
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2009Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years In: Working Papers - Economics.
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2010Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures In: Working Papers - Economics.
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2014One size does not fit all. A non-linear analysis of European monetary transmission In: Working Papers - Economics.
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2016The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis In: Working Papers - Economics.
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2011Hedging vs. speculative pressures on commodity futures returns In: MPRA Paper.
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2010Oil and portfolio risk diversification In: MPRA Paper.
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2013Why do banks optimize risk weights? The relevance of the cost of equity capital. In: MPRA Paper.
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1999Spread corrigé des risques et dynamique du taux dintérêt à long terme : une application aux marchés allemand, américain et italien In: Économie et Prévision.
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2001Volatility spillovers and the role of leading financial centres In: BNL Quarterly Review.
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2001Volatility spillovers and the role of leading financial centres.(2001) In: Banca Nazionale del Lavoro Quarterly Review.
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2003Spreads on Emerging-Market Debt: Global vs. Regional Factors In: Economia Internazionale / International Economics.
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2008Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America In: The European Journal of Finance.
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2012Can oil diversify away the unpriced risk of a portfolio? In: International Journal of Finance & Economics.
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