Giovanna Paladino : Citation Profile


Are you Giovanna Paladino?

Libera Università Internazionale degli Studi Sociali Guido Carli (LUISS)

8

H index

5

i10 index

158

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: 27.    Total self citations: 3 (1.86 %)

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   Permalink: http://citec.repec.org/ppa1196
   Updated: 2017-09-16    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)

Stengos, Thanasis (4)

Yener, Haluk (4)

Yazgan, Ege (4)

Siregar, Reza (4)

Czudaj, Robert (3)

mamatzakis, emmanuel (3)

Joëts, Marc (3)

Cites to:

Shleifer, Andrei (20)

Reinhart, Carmen (15)

Shiller, Robert (12)

Stulz, René (11)

Calvo, Guillermo (11)

Summers, Lawrence (11)

Engle, Robert (10)

Campbell, John (9)

Lopez-de-Silanes, Florencio (9)

La Porta, Rafael (9)

Kaminsky, Graciela (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 ; Gong, XU ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua . 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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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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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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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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This paper has another version. Agregated cites: 9
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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article11
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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article72
2008Oil price Dynamics and Speculation. A Multivariate Financial Approach.(2008) In: Working Papers - Economics.
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This paper has another version. Agregated cites: 72
paper
2015A dynamic model of hedging and speculation in the commodity futures markets In: Journal of Financial Markets.
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article1
2006Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? In: Global Finance Journal.
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article12
1990Exchange rate determination: Single-equation or economy-wide models? : A test against the random walk In: Journal of Banking & Finance.
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article11
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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This paper has another version. Agregated cites: 3
paper
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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article0
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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article2

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