16
H index
22
i10 index
834
Citations
City University | 16 H index 22 i10 index 834 Citations RESEARCH PRODUCTION: 40 Articles 2 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kate Phylaktis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 16 |
Applied Financial Economics | 4 |
European Financial Management | 3 |
Journal of Empirical Finance | 2 |
Journal of Development Economics | 2 |
Year | Title of citing document |
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2020 | A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110. Full description at Econpapers || Download paper |
2020 | Modelling Small Open Developing Economies in a Financialized World: A Stock-Flow Consistent Prototype Growth Model. (2020). Yilmaz, Sakir ; Godin, Antoine. In: Working Paper. RePEc:avg:wpaper:en10824. Full description at Econpapers || Download paper |
2020 | Social media and price discovery: the case of cross-listed firms. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: Discussion Papers. RePEc:bir:birmec:20-05. Full description at Econpapers || Download paper |
2020 | FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836. Full description at Econpapers || Download paper |
2020 | Retaining Alpha: The Effect of Trade Size and Rebalancing Frequency on FX Strategy Returns. (2020). Melvin, Michael ; Pan, Wenqiang ; Wikstrom, Petra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8143. Full description at Econpapers || Download paper |
2020 | Linkages between Oil Sectors Returns of Asian Emerging Stock Markets: Unearthing the Hidden Opportunity for Portfolio Diversification. (2020). Raju, Guntur Anjana ; Pavto, Velip Suraj. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-19. Full description at Econpapers || Download paper |
2020 | Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China. (2020). Yan, Cheng ; Wang, Guipu ; Zhang, Jinhua. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:11-20. Full description at Econpapers || Download paper |
2020 | Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets. (2020). Green, Christopher J ; Bai, YE. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:180-194. Full description at Econpapers || Download paper |
2020 | Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. (2020). Uddin, Gazi ; Troster, Victor ; Tuvhag, Tom ; Lindman, Sebastian ; Jayasekera, Ranadeva. In: Journal of Empirical Finance. RePEc:eee:empfin:v:56:y:2020:i:c:p:42-73. Full description at Econpapers || Download paper |
2020 | Impact of portfolio flows and heterogeneous expectations on FX jumps: Evidence from an emerging market. (2020). Sensoy, Ahmet ; Serdengeti, Suleyman. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919305642. Full description at Econpapers || Download paper |
2020 | The cross-section of industry equity returns and global tactical asset allocation across regions and industries. (2020). Bengitoz, Pelin ; Umutlu, Mehmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302180. Full description at Econpapers || Download paper |
2020 | Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns. (2020). Pan, Wenqiang ; Melvin, Michael ; Wikstrom, Petra. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300148. Full description at Econpapers || Download paper |
2020 | Volatility and dynamic currency hedging. (2020). McDonald, Judith Ann ; Min, Hong-Ghi ; Cho, Jae-Beom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x. Full description at Econpapers || Download paper |
2020 | Is full banking integration desirable?. (2020). Tortosa-Ausina, Emili ; Peiro-Palomino, Jesus ; Arribas, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426617301887. Full description at Econpapers || Download paper |
2020 | Listed zombie firms and top executive gender: Evidence from an emerging market. (2020). Gözgör, Giray ; Lau, Chi-Keung Marco ; Gozgor, Giray ; Fang, Jianchun ; Yan, Cheng ; Wu, Wanshan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300974. Full description at Econpapers || Download paper |
2020 | Pricing and hedging foreign equity options under Hawkes jump–diffusion processes. (2020). Xu, Weidong ; Shrestha, Keshab ; Pan, Dongtao ; Ma, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119315110. Full description at Econpapers || Download paper |
2020 | Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185. Full description at Econpapers || Download paper |
2020 | The 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. Full description at Econpapers || Download paper |
2020 | The foreign exchange and stock market nexus: New international evidence. (2020). Chen, Shyh-Wei ; Xie, Zixiong ; Wu, An-Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:67:y:2020:i:c:p:240-266. Full description at Econpapers || Download paper |
2020 | Pass-through of import cost into consumer prices and inflation in GCC countries: Evidence from a nonlinear autoregressive distributed lags model. (2020). Hatemi-J, Abdulnasser ; Al Samara, Mouyad ; Mrabet, Zouhair ; Alsamara, Mouyad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:70:y:2020:i:c:p:89-101. Full description at Econpapers || Download paper |
2020 | Economic engagement and within emerging markets integration. (2020). Aaawaar, Godfred ; Akotey, Joseph Oscar ; Boamah, Nicholas Addai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301047. Full description at Econpapers || Download paper |
2020 | Reserves and Risk: Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88094. Full description at Econpapers || Download paper |
2020 | Reserves and Risk : Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-98. Full description at Econpapers || Download paper |
2021 | Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM. (2021). David, Alberto Gallegos ; Trejo, Barbara Ruth . In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:16:y:2021:i:2:p:1-26. Full description at Econpapers || Download paper |
2020 | The Impact of Institutional Shareholdings on Price Limits. (2020). Ni, Yensen ; Huang, Paoyu ; Wu, Manhwa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09296-y. Full description at Econpapers || Download paper |
2020 | Structural changes in exchange rate-stock returns dynamics in South Africa: examining the role of crisis and new trading platform. (2020). Phiri, Andrew. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:53:y:2020:i:1:d:10.1007_s10644-019-09246-8. Full description at Econpapers || Download paper |
2020 | The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis. (2020). SAITI, BURHAN ; Ahmad, Basheer Altarturi. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:17:y:2020:i:1:p:31-54. Full description at Econpapers || Download paper |
2020 | Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas. (2020). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens. In: MPRA Paper. RePEc:pra:mprapa:102473. Full description at Econpapers || Download paper |
2020 | Exchange Rate Pass-through: An exploration on India’s automobile sector. (2020). Sinha Roy, Saikat ; Sinharoy, Saikat ; Sengupta, Darpajit. In: MPRA Paper. RePEc:pra:mprapa:102533. Full description at Econpapers || Download paper |
2020 | Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702. Full description at Econpapers || Download paper |
2021 | Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengecti, Suleyman. In: MPRA Paper. RePEc:pra:mprapa:105162. Full description at Econpapers || Download paper |
2020 | Can Canadian Stock market provide complete hedge against Inflation ?. (2020). Harzallah, Amira ; NEIFAR, Malika. In: MPRA Paper. RePEc:pra:mprapa:99093. Full description at Econpapers || Download paper |
2020 | Globalization, Long Memory, and Real Interest Rate Convergence: A Historical Perspective. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Working Papers. RePEc:pre:wpaper:2020106. Full description at Econpapers || Download paper |
2020 | Analysis Factors Affecting Indonesia Stock Market (Case Studies on Consumer Goods Index). (2020). Sagita, Vietha Devia. In: ACTA VSFS. RePEc:prf:journl:v:14:y:2020:i:1:p:10-23. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | EXAMINING TIME-VARYING INTEGRITY AND INTERRELATIONSHIPS AMONG GLOBAL STOCK MARKETS. (2020). Altinbas, Hazar. In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:9:y:2020:i:1:p:1-24. Full description at Econpapers || Download paper |
2020 | Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets. (2020). Hasan, Mohammad S ; Alexandridis, Antonios K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:518-546. Full description at Econpapers || Download paper |
2021 | Does volume really matter? A risk management perspective using cross?country evidence. (2021). Bhattacharyya, Malay ; Patra, Saswat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:118-135. Full description at Econpapers || Download paper |
2021 | Determinants of stock market development and price volatility in ASEAN plus three countries: The role of institutional quality. (2021). Ahmed, Khalid ; Shi, Yongming ; Paramati, Sudharshan Reddy. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:560-572. Full description at Econpapers || Download paper |
2020 | Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures. (2020). Mollica, Vito ; Hunt, Jack ; Curran, Edward. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:11:p:1793-1806. Full description at Econpapers || Download paper |
2020 | Country Effects, Industry Effects and the Effectiveness of International Diversification Within the GCC Region. (2020). Moosa, Imad A ; Al-Jassar, Sulaiman. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500280. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Margin Changes and Futures Trading Activity: a New Approach In: European Financial Management. [Full Text][Citation analysis] | article | 1 |
1996 | Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
1999 | Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 32 |
2009 | Equity Market Comovement and Contagion: A Sectoral Perspective In: Financial Management. [Full Text][Citation analysis] | article | 26 |
2013 | Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 0 |
2009 | Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks In: Bristol Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Expropriation risk by block holders, institutional quality and expected stock returns In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 1 |
1991 | The black market for dollars in Chile In: Journal of Development Economics. [Full Text][Citation analysis] | article | 26 |
2001 | Foreign exchange markets in transition economies: China In: Journal of Development Economics. [Full Text][Citation analysis] | article | 22 |
2004 | Currency risk in emerging equity markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 23 |
2009 | Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
2010 | Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
2014 | European integration and corporate financing In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 3 |
2019 | Global liquidity, house prices and policy responses In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 0 |
2005 | Stock market linkages in emerging markets: implications for international portfolio diversification In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 64 |
1992 | Purchasing power parity and cointegration: The Greek evidence from the 1920s In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
1994 | Does the real exchange rate follow a random walk? The Pacific Basin perspective In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 30 |
1999 | Capital market integration in the Pacific Basin region: an impulse response analysis In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 89 |
2002 | Measuring financial and economic integration with equity prices in emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 73 |
2005 | Stock prices and exchange rate dynamics In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 141 |
2006 | Emerging markets finance: Overview of the special issue In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
2009 | Emerging-Markets Finance: Overview of the special issue.(2009) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2006 | Sources of firms industry and country effects in emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 16 |
2012 | Global liquidity risk in the foreign exchange market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 34 |
2012 | Exchange rate pass-through into import prices revisited: What drives it? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 43 |
2015 | FX market liquidity, funding constraints and capital flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 10 |
2016 | Emerging markets finance: Issues of international capital flows, Overview of the special issue In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Hot money in bank credit flows to emerging markets during the banking globalization era In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2016 | On cross-border bank credit and the U.S. financial crisis transmission to equity markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
1988 | Capital controls: The case of Argentina In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2019 | Uncovered equity “disparity” in emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
1997 | Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 22 |
2003 | The International Monetary Fund: Past, Present and Future In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2010 | Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 10 |
2004 | Sources of Industry and Country Effects in Firm Level Returns In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] | paper | 1 |
1993 | The fisher hypothesis: Evidence from three high inflation economies In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 11 |
2000 | Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour In: Applied Financial Economics. [Full Text][Citation analysis] | article | 15 |
2005 | Price transmission dynamics between informationally linked securities In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
2007 | Security transaction taxes and financial volatility: Athens stock exchange In: Applied Financial Economics. [Full Text][Citation analysis] | article | 21 |
1997 | Black and official exchange rate volatility and foreign exchange controls In: Applied Financial Economics. [Full Text][Citation analysis] | article | 5 |
2006 | The Changing Roles of Industry and Country Effects in the Global Equity Markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 11 |
1993 | Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 45 |
2012 | ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS In: International Journal of Finance & Economics. [Citation analysis] | article | 6 |
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