Vanja Piljak : Citation Profile


Are you Vanja Piljak?

Vaasan yliopisto

7

H index

6

i10 index

128

Citations

RESEARCH PRODUCTION:

12

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2013 - 2020). See details.
   Cites by year: 18
   Journals where Vanja Piljak has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 8 (5.88 %)

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   Permalink: http://citec.repec.org/ppi394
   Updated: 2021-09-11    RAS profile: 2021-09-08    
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Relations with other researchers


Works with:

Nguyen, Duc Khuong (2)

Boubaker, Sabri (2)

Swinkels, Laurens (2)

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

Is cited by:

Tiwari, Aviral (8)

Ahmad, Wasim (5)

Ferreira, Paulo (4)

Mishra, Anil (3)

lucey, brian (3)

Miyajima, Ken (3)

Dionisio, Andreia (3)

Papadamou, Stephanos (3)

Vieira, Isabel (3)

Mensi, walid (2)

Kollias, Christos (2)

Cites to:

Harvey, Campbell (15)

lucey, brian (15)

Yang, Jian (12)

Wu, Eliza (12)

Engle, Robert (12)

Bekaert, Geert (10)

Kim, Suk-Joong (9)

Sheppard, Kevin (7)

Levine, Ross (6)

Lundblad, Christian (5)

Beck, Thorsten (5)

Main data


Where Vanja Piljak has published?


Journals with more than one article published# docs
Finance Research Letters3
Research in International Business and Finance2
Emerging Markets Review2

Recent works citing Vanja Piljak (2021 and 2020)


YearTitle of citing document
2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

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2020Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach. (2020). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng. In: Journal of Asian Economics. RePEc:eee:asieco:v:68:y:2020:i:c:s1049007820300440.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis. (2020). Pochea, Maria Miruna ; Nioi, Mihai. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:133-147.

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2021The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074.

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2021The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US. (2021). Fatemian, Farhad ; You, Wanhai ; Li, Yehua ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001031.

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2020Identifying influential energy stocks based on spillover network. (2020). Sun, Qingru ; Tang, Renwu ; Gao, Xiangyun ; Wang, ZE. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305179.

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2020Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework. (2020). Zhuang, Xintian ; Zhang, Weiping ; Wang, Jian ; Lu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521919305381.

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2020Institutional characteristics and the development of crowdfunding across countries. (2020). Buttice, Vincenzo ; di Pietro, Francesca. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301873.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021Re-examination of international bond market dependence: Evidence from a pair copula approach. (2021). Tiwari, Aviral ; Gil-Alana, Luis ; Addo, Emmanuel ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000211.

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2020Non-parametric quantile dependencies between volatility discontinuities and political risk. (2020). Vasiliadis, Lavrentios ; Vortelinos, Dimitrios ; Boako, Gideon ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303829.

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2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

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2020Uncertainty aversion, carry trades and agent heterogeneity in the FX market. (2020). Zhou, Chunyang ; Tong, Bin ; Li, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930594x.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2021The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). ben Maatoug, Abderrazek ; Triki, Mohamed Bilel . In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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2020Corruption and equity market performance: International comparative evidence. (2020). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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2020Stock market reactions to domestic sentiment: Panel CS-ARDL evidence. (2020). , Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919303873.

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2021Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609.

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2020Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war. (2020). Li, Kevin X ; Gong, Yuting ; Shi, Wenming ; Chen, Shu-Ling. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519310609.

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2020Impact of Khartoum Stock Exchange Market Performance on Economic Growth: An Autoregressive Distributed Lag ARDL Bounds Testing Model. (2020). Braima, Bakhita ; Elhassan, Tomader. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:4:p:86-:d:431080.

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2021Spillovers of the COVID-19 Pandemic: Impact on Global Economic Activity, the Stock Market, and the Energy Sector. (2021). Hasan, Md Bokhtiar ; Amin, Md Ruhul ; Sarker, Tapan ; Mahi, Masnun. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:200-:d:547755.

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2020Susceptibility of Stock Market Returns to International Economic Policy: Evidence from Effective Transfer Entropy of Africa with the Implication for Open Innovation. (2020). Adam, Anokye M. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:3:p:71-:d:405662.

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2020Cryptocurrency Market Analysis from the Open Innovation Perspective. (2020). Mikhaylov, Alexey. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:6:y:2020:i:4:p:197-:d:463915.

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2020Risk and Policy Uncertainty on Stock–Bond Return Correlations: Evidence from the US Markets. (2020). Chiang, Thomas C. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:58-:d:365898.

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2020The Nexus between Financial Regulation and Green Sustainable Economy. (2020). Nuta, Florian ; Petrior, Mihai-Bogdan ; Cigu, Elena ; Bostan, Ionel. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8778-:d:433072.

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2020Convergence of retail banking interest rates to households in euro area: time-varying measurement and determinants. (2020). Sehgal, Sanjay ; Gupta, Priyanshi. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00452-3.

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2020Measuring the contribution of Chinese financial institutions to systemic risk: an extended asymmetric CoVaR approach. (2020). Zhou, Wei-Xing ; Weng, Kaiyan. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:4:d:10.1057_s41283-020-00064-1.

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2020Stock price prediction using principal components. (2020). Ghorbani, Mahsa. In: PLOS ONE. RePEc:plo:pone00:0230124.

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2020What is behind extreme negative returns co-movement in the South Eastern European stock markets?. (2020). Tevdovski, Dragan ; Stojkoski, Viktor. In: MPRA Paper. RePEc:pra:mprapa:98227.

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2021Local Currency Bond Markets, Foreign Investor Participation, and Capital Flow Volatility in Emerging Asia. (2021). Beirne, John ; Volz, Ulrich ; Renzhi, Nuobu. In: ADBI Working Papers. RePEc:ris:adbiwp:1252.

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2021Crude Oil Price Movement and Stock Market Trading Activity: Evidence from Indonesia. (2021). Siregar, Hermanto ; Manurung, Adler H ; Hakim, Dedi B ; Darmawan, Indra. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0887.

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2020Energy Trade and Economic Integration between the Commonwealth Independent States and China. (2020). Rasoulinezhad, Ehsan. In: Journal of Economic Integration. RePEc:ris:integr:0795.

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2020Financial Integration and Economic Growth: Should Asia Emulate Europe?. (2020). Ab-Rahim, Rossazana ; Selvarajan, Sonia Kumari. In: Journal of Economic Integration. RePEc:ris:integr:0796.

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2020The Spending Behavior of Government through the Lenses of Global Uncertainty and Economic Integration. (2020). Nguyen, Canh ; Schinckus, Christophe. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:2:p:35-57.

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2021Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis. (2021). Ftiti, Zied ; Boukhatem, Jamel ; Sahut, Jeanmichel. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03519-6.

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2021Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient. (2021). el Boukfaoui, My Youssef ; Ferreira, Paulo ; Tilfani, Oussama. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01806-1.

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2021Who drives the dance? Further insights from a time?frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

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Works by Vanja Piljak:


YearTitleTypeCited
2014The Co†movement Dynamics of European Frontier Stock Markets In: European Financial Management.
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article23
2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets In: Emerging Markets Review.
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article32
2017Frontier and emerging government bond markets In: Emerging Markets Review.
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article3
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
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article14
2015The political risk factor in emerging, frontier, and developed stock markets In: Finance Research Letters.
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article15
2016The effect of political risk on currency carry trades In: Finance Research Letters.
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article7
2020Frequency volatility connectedness across different industries in China In: Finance Research Letters.
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article0
2020Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets In: Global Finance Journal.
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article0
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
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article2
2018Financial Development, Government Bond Returns, and Stability: International Evidence.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2016Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets In: Research in International Business and Finance.
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article18
2016Global economic activity as an explicator of emerging market equity returns In: Research in International Business and Finance.
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article14
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
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article0

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