Harri Pönkä : Citation Profile


Are you Harri Pönkä?

Suomen Pankki (99% share)
Helsingin Yliopisto (1% share)

3

H index

2

i10 index

31

Citations

RESEARCH PRODUCTION:

6

Articles

6

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 7
   Journals where Harri Pönkä has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 9 (22.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppn4
   Updated: 2020-05-16    RAS profile: 2020-05-04    
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Relations with other researchers


Works with:

Nyberg, Henri (2)

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

Is cited by:

Ftiti, Zied (2)

BORIO, Claudio (2)

Leschinski, Christian (2)

Khan, Hashmat (2)

Rodrigues, Paulo (1)

lucey, brian (1)

Drehmann, Mathias (1)

Phan, Dinh (1)

JAWADI, Fredj (1)

Eriksen, Jonas (1)

Guender, Alfred (1)

Cites to:

Timmermann, Allan (17)

Pesaran, M (16)

Nyberg, Henri (14)

Estrella, Arturo (13)

Narayan, Paresh (6)

Hamilton, James (6)

Eriksen, Jonas (5)

Saikkonen, Pentti (5)

de jong, Robert (5)

Diebold, Francis (5)

Kauppi, Heikki (5)

Main data


Where Harri Pönkä has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Harri Pönkä (2019 and 2018)


YearTitle of citing document
2018The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

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2019Predicting recessions: financial cycle versus term spread. (2019). Author, Dora Xia ; Drehmann, Mathias ; Borio, Claudio. In: BIS Working Papers. RePEc:bis:biswps:818.

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2017The Role of U.S. Market on International Risk-Return Tradeoff Relations. (2017). Sun, Licheng ; Najand, Mohammad ; Meng, Liang . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:3:p:499-526.

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2019Does Business Confidence Matter for Investment?. (2019). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2019International implied volatility risk indexes and Saudi stock return-volatility predictabilities. (2019). Azibi, Jamel ; Tissaoui, Kais . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:65-84.

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2018Technology-investing countries and stock return predictability. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:159-179.

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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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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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2017Oil price shocks and stock returns of oil and gas corporations. (2017). Pérez de Gracia, Fernando ; Diaz, Elena Maria . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:75-80.

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2018A new GARCH model with higher moments for stock return predictability. (2018). Narayan, Paresh Kumar ; Liu, Ruipeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:93-103.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2018Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?. (2018). Guender, Alfred. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:380-399.

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2019Forecasting recessions with time-varying models. (2019). Hwang, Youngjin. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419300758.

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2018Profitability of technology-investing Islamic and non-Islamic stock markets. (2018). Narayan, Paresh Kumar. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:52:y:2018:i:c:p:70-81.

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2019Negative house price co-movements and US recessions. (2019). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:77:y:2019:i:c:p:382-394.

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2017Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.

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2018Directional Predictability of Daily Stock Returns. (2018). Leschinski, Christian ; Becker, Janis. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-624.

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2019Incorporating financial market volatility to improve forecasts of directional changes in Australian share market returns. (2019). Natoli, Riccardo ; Kulendran, Nada ; Erdugan, Riza. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:4:d:10.1007_s11408-019-00338-z.

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2017Modeling and forecasting spot oil price. (2017). Ghalayini, Latife. In: Eurasian Business Review. RePEc:spr:eurasi:v:7:y:2017:i:3:d:10.1007_s40821-016-0058-0.

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2018Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model. (2018). Nyberg, Henri. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:1:p:1-15.

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2020On the directional predictability of equity premium using machine learning techniques. (2020). Vrontos, Spyridon ; Iworiso, Jonathan. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:3:p:449-469.

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Works by Harri Pönkä:


YearTitleTypeCited
2015International Sign Predictability of Stock Returns: The Role of the United States In: CREATES Research Papers.
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paper11
2016International sign predictability of stock returns: The role of the United States.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 11
article
2015The Role of Credit in Predicting US Recessions In: CREATES Research Papers.
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paper6
2017The Role of Credit in Predicting US Recessions.(2017) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 6
article
2018Sentiment and sign predictability of stock returns In: Economics Bulletin.
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article0
2017Sentiment and sign predictability of stock returns.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2016Real oil prices and the international sign predictability of stock returns In: Finance Research Letters.
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article11
2015Real oil prices and the international sign predictability of stock returns.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2019The role of oil prices on the Russian business cycle In: Research in International Business and Finance.
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article0
2014Predicting the direction of US stock markets using industry returns In: MPRA Paper.
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paper3
2017Predicting the direction of US stock markets using industry returns.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2018Forecasting the state of the Finnish business cycle In: MPRA Paper.
[Full Text][Citation analysis]
paper0

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