Vanja Piljak : Citation Profile


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6

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87

Citations

RESEARCH PRODUCTION:

10

Articles

RESEARCH ACTIVITY:

   5 years (2013 - 2018). See details.
   Cites by year: 17
   Journals where Vanja Piljak has often published
   Relations with other researchers
   Recent citing documents: 58.    Total self citations: 6 (6.45 %)

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   Permalink: http://citec.repec.org/ppi394
   Updated: 2020-05-23    RAS profile: 2019-09-10    
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Relations with other researchers


Works with:

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 (6)

Ahmad, Wasim (4)

Mishra, Anil (3)

Papadamou, Stephanos (3)

lucey, brian (3)

Ferreira, Paulo (3)

Miyajima, Ken (3)

Hanedar, Avni (2)

Nicolini, Marcella (2)

Reboredo, Juan (2)

Mensi, walid (2)

Cites to:

Harvey, Campbell (15)

lucey, brian (15)

Wu, Eliza (12)

Engle, Robert (11)

Yang, Jian (10)

Bekaert, Geert (10)

Kim, Suk-Joong (9)

Sheppard, Kevin (7)

Levine, Ross (6)

Connolly, Robert (5)

Siegel, Stephan (5)

Main data


Where Vanja Piljak has published?


Journals with more than one article published# docs
Research in International Business and Finance2
Finance Research Letters2
Emerging Markets Review2

Recent works citing Vanja Piljak (2019 and 2018)


YearTitle of citing document
2018Return, shock and volatility spillovers between the bond markets of Turkey and developed countries. (2018). Bayraci, Seluk. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(616):y:2018:i:3(616):p:135-144.

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2019Modeling the Impact of Political Risk Components on Major Macroeconomic Variables. (2019). Cheriyan, Namitha K ; Accamma, C G ; Krushali, Shah ; Kaur, Sahajdeep. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:1032-1042.

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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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2017The Term Premium in a Small Open Economy: A Micro-Founded Approach. (2017). Rozenshtrom, Irit ; Ilek, Alex. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2017.06.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2019Rol de inversionistas institucionales domésticos sobre la volatilidad de tasas soberanas de economías emergentes. (2019). Sagner, Andres ; Fernandois, Antonio ; Alvarez, Nicolas. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:22:y:2019:i:1:p:082-101.

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2017Examining the Developed and Emerging Bond Market Interactions: A VAR Analysis. (2017). Eyuboglu, Kemal . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2017:i:2:p:139-156.

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2018Carry trades and economic policy uncertainty: measuring the political dimension of the forward rate bias in emerging countries. (2018). Araki, Michael E ; Antonio, ; Klotzle, Marcelo Cabus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00310.

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2018Küresel Risk Algýsýnýn Küresel Ticaret Üzerindeki Etkisi. (2018). Cihangir, Idem Kurt. In: Isletme ve Iktisat Calismalari Dergisi. RePEc:eco:journ4:2018-01-1.

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

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2018Bitcoin Futures—What use are they?. (2018). Corbet, Shaen ; Vigne, Samuel ; Peat, Maurice ; Lucey, Brian. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:23-27.

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2018Financial connectedness of BRICS and global sovereign bond markets. (2018). Ahmad, Wasim ; Daly, Kevin J ; Mishra, Anil V. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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2019On international integration of emerging sovereign bond markets. (2019). Sharma, Sunil ; Goswami, Mangal ; Chan, Melissa ; Agur, Itai. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:347-363.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Stock prices and geographic proximity of information: Evidence from the Ebola outbreak. (2018). Ichev, Riste ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:153-166.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2019Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki D. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019A review on IPO withdrawal. (2019). Helbing, Pia. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:200-208.

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2019Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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2017Geopolitical risks and the oil-stock nexus over 1899–2016. (2017). Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:165-173.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

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2019Time-frequency co-movements between the largest nonferrous metal futures markets. (2019). Yoon, Seong-Min ; Albulescu, Claudiu ; Tiwari, Aviral Kumar ; Kang, Sanghoon . In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:393-398.

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2019Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds. (2019). Mishra, Anil ; Ahmad, Wasim ; Singh, Jitendra. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:441-460.

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2018News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Gupta, Rangan ; Wohar, Mark E ; Papadamou, Stephanos ; Kollias, Christos. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2019Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crises. (2019). Vieira, Isabel ; Ferreira, Paulo ; Mohti, Wahbeeah ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1388-1398.

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2019The impact of trade intensity and Market characteristics on asymmetric volatility, spillovers and asymmetric spillovers: Evidence from the response of international stock markets to US shocks. (2019). Park, Jin Suk ; Newaz, Mohammad Khaleq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:79-94.

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2019Islamic banks and political risk: International evidence. (2019). Hassan, M. Kabir ; Soumare, Issouf ; Grira, Jocelyn ; Belkhir, Mohamed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:39-55.

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2018The interconnections between U.S. financial CDS spreads and control variables: New evidence using partial and multivariate wavelet coherences. (2018). Shahbaz, Muhammad ; Hkiri, Besma ; Aloui, Chaker ; Hammoudeh, Shawkat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:237-257.

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2018The term premium in a small open economy: A micro-founded approach. (2018). Ilek, Alex ; Rozenshtrom, Irit. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:333-352.

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2018Emerging market local currency sovereign bond yields: The role of exchange rate risk. (2018). Miyajima, Ken ; Gadanecz, Blaise ; Shu, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:371-401.

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2017Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela. (2017). Sarmiento-Sabogal, Julio ; Sandoval, Juan S ; Collazos, Maria ; Cayon, Edgardo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:547-555.

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2018Investor attention to market categories and market volatility: The case of emerging markets. (2018). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:532-546.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2018Inter- and intra-regional analysis on spillover effects across international stock markets. (2018). Marco, Chi Keung ; Sheng, Xin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:420-429.

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2018Determinants of the domestic credits in developing economies: The role of political risks. (2018). Gözgör, Giray ; Gozgor, Giray . In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:430-443.

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2019How important are different aspects of uncertainty in driving industrial production in the CEE countries?. (2019). Dbrowski, Marek A ; Papie, Monika ; Miech, Sawomir. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:252-266.

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2019Regional and global integration of Asian stock markets. (2019). Ferreira, Paulo ; Vieira, Isabel ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:357-368.

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2019Does the Baltic Dry Index drive volatility spillovers in the commodities, currency, or stock markets?. (2019). Chang, Hai Yen ; Lin, Arthur J ; Hsiao, Jung Lieh. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:127:y:2019:i:c:p:265-283.

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2018Country Risk and Expected Returns Across Global Equity Markets. (2018). Zaremba, Adam. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:68:y:2018:i:4:p:374-398.

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2019Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula Analysis. (2019). Vieira, Isabel ; Ferreira, Paulo ; Dionisio, Andreia ; Mohti, Wahbeeah. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:1:p:15-:d:209311.

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2019Spillovers entre el S&Poor500 y los principales EMBIG latinoamericanos. (2019). Rios, Cesar Gurrola ; Benavides, Domingo Rodriguez ; Lopez-Herrera, Francisco. In: Remef - The Mexican Journal of Economics and Finance. RePEc:imx:journl:v:14:y:2019:i:pnea:p:527-540.

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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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2017Financial Contagion in the Recent Financial Crisis: Evidence from the Romanian Capital Market. (2017). Dumitru-Nicueor, Caraueu. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xvii:y:2017:i:2:p:519-524.

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2018Contagion and Comovement – Does the Initiator Matter. (2018). Dumitru-Nicueor, Caraueu. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xviii:y:2018:i:2:p:570-576.

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2018Stock market reactions to wars and political risks: A cliometric perspective for a falling empire. (2018). Hanedar, Avni. In: MPRA Paper. RePEc:pra:mprapa:85600.

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2019The relationship between carry trade and asset markets in South Africa. (2019). Bonga-Bonga, Lumengo ; Maake, Tebogo. In: MPRA Paper. RePEc:pra:mprapa:96667.

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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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2017Co-movements and contagion between international stock index futures markets. (2017). Tiwari, Aviral ; Albulescu, Claudiu ; Goyeau, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:4:d:10.1007_s00181-016-1113-5.

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2018Business Cycle and Financial Cycle Interdependence and the Rising Role of China in SAARC. (2018). Ahmad, Wasim ; Sehgal, Sanjay. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:2:d:10.1007_s40953-017-0086-3.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910 -1914. (2017). Hanedar, Avni. In: Working Papers. RePEc:tek:wpaper:2017/2.

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2017THE RELATIONSHIP BETWEEN MACROECONOMY AND ASSET PRICES: LONG RUN CAUSALITY EVIDENCE FROM LITHUANIA. (2017). Jurksas, Linas ; Paskevicius, Arvydas. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:8:y:2017:i:1:id:217.

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2017Ottoman stock returns during the Turco-Italian and Balkan Wars of 1910-1914. (2017). Hanedar, Avni. In: eabh Papers. RePEc:zbw:eabhps:1702.

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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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article16
2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets In: Emerging Markets Review.
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article26
2017Frontier and emerging government bond markets In: Emerging Markets Review.
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article1
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
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article11
2015The political risk factor in emerging, frontier, and developed stock markets In: Finance Research Letters.
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article9
2016The effect of political risk on currency carry trades In: Finance Research Letters.
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article5
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
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article0
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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article10
2016Global economic activity as an explicator of emerging market equity returns In: Research in International Business and Finance.
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article9
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
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article0

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