Kate Phylaktis : Citation Profile


Are you Kate Phylaktis?

City University

16

H index

22

i10 index

834

Citations

RESEARCH PRODUCTION:

40

Articles

2

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1988 - 2019). See details.
   Cites by year: 26
   Journals where Kate Phylaktis has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 14 (1.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pph58
   Updated: 2021-03-01    RAS profile: 2019-10-25    
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Relations with other researchers


Works with:

Fuertes, Ana-Maria (3)

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

Is cited by:

Kouretas, Georgios (20)

Chan, Tze-Haw (11)

Baharumshah, Ahmad Zubaidi (10)

lucey, brian (8)

Kanas, Angelos (6)

CAPELLE-BLANCARD, Gunther (6)

Beckmann, Joscha (6)

Ben Rejeb, Aymen (6)

COUHARDE, Cécile (6)

Kanas, Angelos (6)

Kanas, Angelos (6)

Cites to:

Harvey, Campbell (29)

Bekaert, Geert (27)

Shleifer, Andrei (20)

Sarno, Lucio (20)

Lyons, Richard (19)

Johansen, Soren (18)

Goldberg, Linda (18)

Lopez-de-Silanes, Florencio (17)

La Porta, Rafael (17)

Reinhart, Carmen (15)

Campbell, John (14)

Main data


Where Kate Phylaktis has published?


Journals with more than one article published# docs
Journal of International Money and Finance16
Applied Financial Economics4
European Financial Management3
Journal of Empirical Finance2
Journal of Development Economics2

Recent works citing Kate Phylaktis (2021 and 2020)


YearTitle of citing document
2020A wavelet analysis of inter-dependence, contagion and long memory among global equity markets. (2020). Bhandari, Avishek. In: Papers. RePEc:arx:papers:2003.14110.

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2020Modelling 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.

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2020Social 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.

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2020FX spot and swap market liquidity spillovers. (2020). Sushko, Vladyslav ; Krohn, Ingomar. In: BIS Working Papers. RePEc:bis:biswps:836.

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2020Retaining 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.

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2020Linkages 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.

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2020Can 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.

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2020Country 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.

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2020Market 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.

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2020Impact 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.

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2020The 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.

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2020Retaining 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.

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2020Volatility 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.

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2020Is 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.

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2020Listed 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.

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2020Pricing 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.

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2020Time-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.

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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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2020The 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.

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2020Pass-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.

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2020Economic 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.

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2020Reserves and Risk: Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: Globalization Institute Working Papers. RePEc:fip:feddgw:88094.

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2020Reserves and Risk : Evidence from China. (2020). Yamamoto, Yohei ; Fatum, Rasmus ; Hattori, Takahiro. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-98.

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2021Estimación 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.

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2020The 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.

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2020Structural 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.

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2020The 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.

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2020Sectoral 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.

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2020Exchange 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.

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2020Exchange Rates and Liquidity Risk. (2020). Evans, Martin. In: MPRA Paper. RePEc:pra:mprapa:102702.

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2021Dynamics 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.

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2020Can Canadian Stock market provide complete hedge against Inflation ?. (2020). Harzallah, Amira ; NEIFAR, Malika. In: MPRA Paper. RePEc:pra:mprapa:99093.

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2020Globalization, 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.

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2020Analysis 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.

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2020.

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2020EXAMINING 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.

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2020Global 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.

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2021Does 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.

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2021Determinants 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.

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2020Trading 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.

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2020Country 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.

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Works by Kate Phylaktis:


YearTitleTypeCited
2013Margin Changes and Futures Trading Activity: a New Approach In: European Financial Management.
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article1
1996Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management.
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article4
1999Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management.
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article32
2009Equity Market Comovement and Contagion: A Sectoral Perspective In: Financial Management.
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article26
2013Futures trading and market microstructure of the underlying security: A high frequency experiment at the single stock future level In: Borsa Istanbul Review.
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article0
2009Related Securities, Allocation of Attention and Price Discovery: Evidence from NYSE-Listed Non-U.S. Stocks In: Bristol Economics Discussion Papers.
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paper0
2017Expropriation risk by block holders, institutional quality and expected stock returns In: Journal of Corporate Finance.
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article1
1991The black market for dollars in Chile In: Journal of Development Economics.
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article26
2001Foreign exchange markets in transition economies: China In: Journal of Development Economics.
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article22
2004Currency risk in emerging equity markets In: Emerging Markets Review.
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article23
2009Price discovery in foreign exchange markets: A comparison of indicative and actual transaction prices In: Journal of Empirical Finance.
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article4
2010Related securities and price discovery: Evidence from NYSE-listed Non-U.S. stocks In: Journal of Empirical Finance.
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article14
2014European integration and corporate financing In: International Review of Financial Analysis.
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article3
2019Global liquidity, house prices and policy responses In: Journal of Financial Stability.
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article0
2005Stock market linkages in emerging markets: implications for international portfolio diversification In: Journal of International Financial Markets, Institutions and Money.
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article64
1992Purchasing power parity and cointegration: The Greek evidence from the 1920s In: Journal of International Money and Finance.
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article8
1994Does the real exchange rate follow a random walk? The Pacific Basin perspective In: Journal of International Money and Finance.
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article30
1999Capital market integration in the Pacific Basin region: an impulse response analysis In: Journal of International Money and Finance.
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article89
2002Measuring financial and economic integration with equity prices in emerging markets In: Journal of International Money and Finance.
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article73
2005Stock prices and exchange rate dynamics In: Journal of International Money and Finance.
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article141
2006Emerging markets finance: Overview of the special issue In: Journal of International Money and Finance.
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article2
2009Emerging-Markets Finance: Overview of the special issue.(2009) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 2
article
2006Sources of firms industry and country effects in emerging markets In: Journal of International Money and Finance.
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article16
2012Global liquidity risk in the foreign exchange market In: Journal of International Money and Finance.
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article34
2012Exchange rate pass-through into import prices revisited: What drives it? In: Journal of International Money and Finance.
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article43
2015FX market liquidity, funding constraints and capital flows In: Journal of International Money and Finance.
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article10
2016Emerging markets finance: Issues of international capital flows, Overview of the special issue In: Journal of International Money and Finance.
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article2
2016Hot money in bank credit flows to emerging markets during the banking globalization era In: Journal of International Money and Finance.
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article5
2016On cross-border bank credit and the U.S. financial crisis transmission to equity markets In: Journal of International Money and Finance.
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article5
1988Capital controls: The case of Argentina In: Journal of International Money and Finance.
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article5
2019Uncovered equity “disparity” in emerging markets In: Journal of International Money and Finance.
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article0
1997Capital market integration in the Pacific-Basin region: An analysis of real interest rate linkages In: Pacific-Basin Finance Journal.
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article22
2003The International Monetary Fund: Past, Present and Future In: Chapters.
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chapter0
2010Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more? In: International Journal of Finance & Economics.
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article10
2004Sources of Industry and Country Effects in Firm Level Returns In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper1
1993The fisher hypothesis: Evidence from three high inflation economies In: Review of World Economics (Weltwirtschaftliches Archiv).
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article11
2000Black and official exchange rates in the Pacific Basin: some tests of dynamic behaviour In: Applied Financial Economics.
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article15
2005Price transmission dynamics between informationally linked securities In: Applied Financial Economics.
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article4
2007Security transaction taxes and financial volatility: Athens stock exchange In: Applied Financial Economics.
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article21
1997Black and official exchange rate volatility and foreign exchange controls In: Applied Financial Economics.
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article5
2006The Changing Roles of Industry and Country Effects in the Global Equity Markets In: The European Journal of Finance.
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article11
1993Money Demand, the Cagan Model and the Inflation Tax: Some Latin American Evidence. In: The Review of Economics and Statistics.
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article45
2012ORDER FLOW AND EXCHANGE RATE DYNAMICS: AN APPLICATION TO EMERGING MARKETS In: International Journal of Finance & Economics.
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article6

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