Kate Phylaktis : Citation Profile

Are you Kate Phylaktis?

City University

17

H index

23

i10 index

999

Citations

RESEARCH PRODUCTION:

42

Articles

4

Papers

1

Books

13

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   38 years (1984 - 2022). See details.
   Cites by year: 26
   Journals where Kate Phylaktis has often published
   Relations with other researchers
   Recent citing documents: 78.    Total self citations: 16 (1.58 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pph58
   Updated: 2023-03-02    RAS profile: 2022-10-30    
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Relations with other researchers

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:

Kouretas, Georgios (20)

Chan, Tze-Haw (12)

Baharumshah, Ahmad Zubaidi (11)

lucey, brian (9)

Masih, Abul (8)

Beckmann, Joscha (7)

Sushko, Vladyslav (6)

COUHARDE, Cécile (6)

Kanas, Angelos (6)

Sensoy, Ahmet (6)

Havrylchyk, Olena (6)

Cites to:

Harvey, Campbell (33)

Bekaert, Geert (31)

Sarno, Lucio (22)

Shleifer, Andrei (21)

Milesi-Ferretti, Gian Maria (19)

Goldberg, Linda (19)

Lyons, Richard (19)

Johansen, Soren (18)

La Porta, Rafael (17)

Reinhart, Carmen (17)

Lopez-de-Silanes, Florencio (17)

Main data

Where Kate Phylaktis has published?

Journals with more than one article published# docs
Journal of International Money and Finance17
Applied Financial Economics4
European Financial Management3
International Journal of Finance & Economics2
Journal of Empirical Finance2
Journal of Development Economics2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund2

Recent works citing Kate Phylaktis (2022 and 2021)

YearTitle of citing document
2021Analyzing CFD Retail Investors Performance in a Post MiFID II Environment. (2021). Peshev, Petar. In: Economic Studies journal. RePEc:bas:econst:y:2021:i:4:p:53-73.

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2021Los determinantes de la liquidez en Colombia: un análisis del mercado de divisas de contado. (2021). Gamboa-Estrada, Fredy ; Castaeda-Arevalo, David. In: Borradores de Economia. RePEc:bdr:borrec:1185.

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2021Short?sellers at home and abroad: Their respective roles in the price discovery of cross?listed firms. (2021). Tourani-Rad, Alireza ; Chen, Jun ; Yang, Ting ; Xiang, JU ; Touranirad, Alireza. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:1013-1038.

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2021Product?level estimates of exchange rate pass?through: Evidence from Turkey?. (2021). Tumen, Semih ; Demiroglu, Ufuk ; Akgunduz, Yusuf Emre ; Bastan, Emine Meltem. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:7:p:2203-2226.

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2021The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach. (2021). Onour, Ibrahim ; Sergi, Bruno S. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:137-152.

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2021Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis. (2021). Bannour, Nawres ; ben Saad, Mouna ; Boubaker, Heni. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:592-608.

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2022The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered. (2022). Sunal, Onur . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:255-261.

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2021Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x.

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2021Asymmetries and flight-to-safety effects in the price discovery process of cross-listed stocks. (2021). Anghel, Dan Gabriel ; Cepoi, Cosmin-Octavian ; Pop, Ionu Daniel. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:302-318.

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2021The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2022Idiosyncratic volatility puzzle exists at the country level. (2022). Xue, Wenjun ; He, Zhongzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001103.

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2021Drivers of economic and financial integration: A machine learning approach. (2021). Solnik, Bruno ; Ng, Lilian ; Akbari, Amir. In: Journal of Empirical Finance. RePEc:eee:empfin:v:61:y:2021:i:c:p:82-102.

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2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

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2021The determinants of the energy consumption: A shadow economy-based perspective. (2021). Su, Thanh ; Nguyen, Canh ; Ling, Felicia Hui ; Thanh, Su Dinh ; Dinhthanh, SU ; Schinckus, Christophe ; Canh, Nguyen Phuc. In: Energy. RePEc:eee:energy:v:225:y:2021:i:c:s036054422100459x.

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2022High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange. (2022). Karahan, Cenk C ; Bahcivan, Hulusi. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003215.

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2022Market co-movement between credit default swap curves and option volatility surfaces. (2022). Shi, Yukun ; Stasinakis, Charalampos ; Xu, Yaofei ; Yan, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001533.

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2021Volatility spillover around price limits in an emerging market. (2021). Zhang, Jie ; Kryzanowski, Lawrence ; Aktas, Osman Ulas . In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319310888.

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2021Commonality in FX liquidity: High-frequency evidence. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Uzun, Sevcan. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304220.

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2021Multi-market trading, price delay, and return predictability. (2021). Ko, Kuan-Cheng ; Lin, Chaonan ; Yang, Nien-Tzu ; Xia, Chuanxin. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320300295.

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2021Time weighted price contribution. (2021). Spokeviciute, Laima ; Jahanshahloo, Hossein. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000283.

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2022Liquidity spillover in foreign exchange markets. (2022). Hsu, Chih-Chiang ; Gau, Yin-Feng ; Chang, Ya-Ting. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001860.

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2022Co-movements in sector price indexes during the COVID-19 crisis: Evidence from the US. (2022). Labidi, Oussama ; Chlibi, Souhir ; Nammouri, Hela. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003299.

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2021Consumer defaults and social capital?. (2021). Siddique, Akhtar ; Li, Feng ; Lai, Helen ; Hasan, Iftekhar ; Clark, Brian. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301248.

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2022Which market dominates the price discovery in currency futures? The case of the Chicago Mercantile Exchange and the Intercontinental Exchange. (2022). Nguyen, James ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028320302933.

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2022Predictability of stock market returns: New evidence from developed and developing countries. (2022). Shi, Kan ; Singh, Tarlok ; Li, Bin ; Chen, Xiaoyue. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000223.

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2021Information shares and market quality before and during the European sovereign debt crisis. (2021). Papavassiliou, Vassilios ; Kinateder, Harald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000536.

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2021Asset pricing in the Middle East’s equity markets. (2021). Waqas, Muhammad ; Li, Jing ; Hearn, Bruce ; Mykhayliv, Dariya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000561.

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2021Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization. (2021). Taushanov, Georgi ; Bessler, Wolfgang ; Wolff, Dominik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000627.

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2021Dynamics of return and liquidity (co) jumps in emerging foreign exchange markets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Serdengeti, Suleyman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000962.

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2021Emerging stock market exuberance and international short-term flows. (2021). Gözgör, Giray ; Gozgor, Giray ; Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001323.

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2021From dotcom to Covid-19: A convergence analysis of Islamic investments. (2021). Kenourgios, Dimitris ; Petropoulou, Athina ; Pappas, Vasileios ; Alexakis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001372.

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2022Financial market resilience and financial development: A global perspective. (2022). Tang, Chun ; Liu, Xiaoxing ; Zhou, Donghai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001226.

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2022Risk, financial stability and FDI. (2022). Lamla, Michael ; Kontonikas, Alexandros ; Kellard, Neil M ; Wood, Geoffrey ; Maiani, Stefano. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560620301881.

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2022FX spot and swap market liquidity spillovers. (2022). Sushko, Vladyslav ; Krohn, Ingomar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:120:y:2022:i:c:s0261560621001273.

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2022ECOWAS single currency: Prospective effects on trade. (2022). Baimbridge, Mark ; Litsios, Ioannis ; Adu, Raymond. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:126:y:2022:i:c:s0261560622000547.

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2021Measuring liquidity risk effects on carry trades across currencies and regimes. (2021). Blenman, Lloyd P ; Abankwa, Samuel. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000074.

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2021US government shutdowns and Indonesian stock market. (2021). Nguyen, Dat ; Sasongko, Aryo ; Anglingkusumo, Reza ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000287.

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2022Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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2021Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information. (2021). Yamani, Ehab. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:74-89.

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2021Conditional correlation between exchange rates and stock prices. (2021). Ding, Liang. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:452-463.

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2022Does inter-region portfolio diversification pay more than the international diversification?. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Ur, Mobeen ; Ahmad, Nasir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:26-35.

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2022Foreign ownership and productivity. (2022). Abdoh, Hussein ; Liu, YU ; Xu, Jian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:624-642.

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2022Foundations and research clusters in investor attention: Evidence from bibliometric and topic modelling analysis. (2022). Sharma, Anuj ; Pattnaik, Debidutta ; Li, Xiao ; Kumar, Satish ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:511-529.

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2022Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Di, Qian ; Xu, Fangming ; Li, Lifang ; Tang, Shenfeng ; Jiang, Hai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058.

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2022Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence. (2022). Altuntas, Mehmet ; Kilic, Emre ; Kucukkaplan, Ilhan ; Nazlioglu, Saban. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001301.

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2022Drivers of Inflation Convergence across Countries: The Role of Standard Gravity Variables. (2022). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2211.

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2021Investigating the Dynamic Interlinkages between Exchange Rates and the NSE NIFTY Index. (2021). Bhaskar, Meenu ; Victor, Vijay ; Naz, Farheen. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:20-:d:474883.

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2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). giouvris, evangelos ; Korley, Maud. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

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2023.

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2021.

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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:a:9.

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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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2021Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas. (2021). Belkacem, Lotfi ; Boubaker, Heni ; Karmous, Aida. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10041-1.

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2022On the relationship between Asian exchange rates and stock prices: a nonlinear analysis. (2022). Nusair, Salah ; Al-Khasawneh, Jamal A. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:1:d:10.1007_s10644-021-09318-8.

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2021Foreign exchange market pressure and stock market dynamics in emerging Asia. (2021). Hegerty, Scott ; Ali, Abid ; Aftab, Muhammad. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:4:d:10.1007_s10368-021-00501-w.

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2021The political economy of hyperinflation in Venezuela. (2021). Morelli, Pierluigi ; Seghezza, Elena ; Pittaluga, Giovanni B. In: Public Choice. RePEc:kap:pubcho:v:186:y:2021:i:3:d:10.1007_s11127-019-00766-5.

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2022The Effects of Capital Controls on Housing Prices. (2022). Zhou, Yang. In: Discussion Paper Series. RePEc:kob:dpaper:dp2022-29.

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2021Phillips Curve for the Asian Economies: A Nonlinear Perspective. (2021). Wohar, Mark E ; Soon, Siew-Voon ; Baharumshah, Ahmad Zubaidi. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:57:y:2021:i:12:p:3508-3537.

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2022Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach. (2022). Onder, Ozlem A ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00263-3.

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2022Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles?. (2022). Yan, Cheng ; Wang, Xichen. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:2:d:10.1057_s41308-021-00151-7.

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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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2021The Impact of FX Exposure on the Firm’s Stock Market Return. (2021). Brna, Karel ; Bondarenko, Mariia. In: European Financial and Accounting Journal. RePEc:prg:jnlefa:v:2021:y:2021:i:1:id:248:p:45-70.

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2021Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach. (2021). Škrinjarić, Tihana ; Ego, Boko ; Dedi, Lidija. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:1:p:93-108.

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2022Macroeconomic News and Exchange Rates: Exploring the Role of Order Flow. (2022). Rashid, Abdul ; Jabeen, Munazza. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:14:y:2022:i:2:p:222-245.

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2021Integration and Interdependence Among Equity Markets in South Asia: Measuring Through ARDL Bounds Approach. (2021). Nauriyal, D K ; Prakash, Vineesh J. In: Millennial Asia. RePEc:sae:millen:v:12:y:2021:i:2:p:229-251.

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2021Exchange rate pass-through to import prices in Europe: a panel cointegration approach. (2021). Arsova, Antonia. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01858-8.

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2022Globalization, long memory, and real interest rate convergence: a historical perspective. (2022). Miller, Stephen M ; Gil-Alana, Luis A ; Gupta, Rangan ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:5:d:10.1007_s00181-022-02206-8.

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2021Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China’s stock prices?. (2021). Wu, Shuyu ; Li, Keaobo ; Zhang, Mengxue ; Long, Shaobo. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00262-0.

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2021Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. (2021). Tuteja, Divya ; Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00273-9.

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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). Paramati, Sudharshan Reddy ; Shi, Yongming ; Ahmed, Khalid. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:560-572.

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2021Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co?movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?. (2021). Chen, Qian ; Li, Shuangqi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2871-2890.

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2021Price discovery in two?tier markets. (2021). Rime, Dagfinn ; Osler, Carol L ; Bjonnes, Geir H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:3109-3133.

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2021Asymmetric exchange rate pass?through into import prices of Slovenias manufacturing sector. (2021). Talovi, Sead ; Halili, Blerim ; Maxhuni, Nehat ; Kurtovi, Safet. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4609-4633.

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2022The nonlinearity of exchange rate pass?through on currency invoice: A quantile, generalized method of moments and threshold effect?test from sub?Sahara African economies. (2022). Abdulqadir, Idris Abdullahi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:1473-1494.

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2022Addiction to inflation or to fiscal deficits? The Chilean experience of 1970s. (2022). Caputo, Rodrigo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:99-110.

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2023A span of continuous trades and liquidity dynamics in foreign exchange markets. (2023). Chang, Ming Jen ; Chen, Shikuan ; Chien, Chihchung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:144-168.

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Kate Phylaktis has edited the books:

YearTitleTypeCited

Works by Kate Phylaktis:

YearTitleTypeCited
2013Margin Changes and Futures Trading Activity: a New Approach In: European Financial Management.
[Full Text][Citation analysis]		article5
1996Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article4
1999Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article37
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