Burkhard Raunig : Citation Profile


Are you Burkhard Raunig?

Oesterreichische Nationalbank

5

H index

3

i10 index

97

Citations

RESEARCH PRODUCTION:

18

Articles

19

Papers

1

Chapters

RESEARCH ACTIVITY:

   25 years (1998 - 2023). See details.
   Cites by year: 3
   Journals where Burkhard Raunig has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (1.02 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pra1025
   Updated: 2024-04-18    RAS profile: 2023-10-13    
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Relations with other researchers


Works with:

Segalla, Esther (2)

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

Is cited by:

Shahzad, Syed Jawad Hussain (6)

Shahbaz, Muhammad (3)

Kumar, Ronald (3)

Jeon, Bang (3)

Hammoudeh, Shawkat (3)

Grimme, Christian (3)

Salloy, Suzanne (2)

Larsen, Vegard (2)

Juelsrud, Ragnar (2)

Kazi, Irfan Akbar (2)

Vespro, Cristina (2)

Cites to:

bloom, nicholas (17)

Diebold, Francis (15)

Tay, Anthony S (13)

Bollerslev, Tim (12)

Maudos, Joaquin (9)

Baker, Scott (9)

Davis, Steven (9)

GUPTA, RANGAN (7)

Gambacorta, Leonardo (7)

Bernanke, Ben (7)

Beck, Thorsten (6)

Main data


Where Burkhard Raunig has published?


Journals with more than one article published# docs
Monetary Policy & the Economy4
Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Oesterreichische Nationalbank (Austrian Central Bank)13

Recent works citing Burkhard Raunig (2024 and 2023)


YearTitle of citing document
2023Causality by Vote: Aggregating Evidence on Causal Relations in Economic Growth Processes. (2023). Delbianco, Fernando ; Manuel, De Mier ; Mauro, Stefani ; Facundo, Rodriguez ; Luisina, Patrizio ; Fernando, Tohme. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4641.

Full description at Econpapers || Download paper

2023Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction. (2023). Chua, Tat-Seng ; Ng, Ritchie ; Ma, Yunshan. In: Papers. RePEc:arx:papers:2309.00073.

Full description at Econpapers || Download paper

2023Macroeconomic uncertainty and bank lending. (2023). Larsen, Vegard H ; Juelsrud, Ragnar E. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000666.

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2023The Macroeconomic Determinants of the Stock Market Index Performance: The Case of DAX Index. (2023). Karakostas, Emmanouil. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:xi:y:2023:i:3:p:21-38.

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2023An empirical characterization of volatility in the German stock market. (2023). Virla, Leonardo Quero. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00508-2.

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Works by Burkhard Raunig:


YearTitleTypeCited
In: .
[Citation analysis]
chapter0
2023Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? In: Papers.
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paper0
2017Do Banks Lend Less in Uncertain Times? In: Economica.
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article21
2014Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2014Do Banks Lend Less in Uncertain Times?.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2009Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross?Country Comparison In: German Economic Review.
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article2
2009Money Market Uncertainty and Retail Interest Rate Fluctuations: A Cross-Country Comparison.(2009) In: German Economic Review.
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This paper has nother version. Agregated cites: 2
article
2007Money market uncertainty and retail interest rate fluctuations: A cross-country comparison.(2007) In: Economics working papers.
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This paper has nother version. Agregated cites: 2
paper
2017Stop breaking down: A graphical analysis of proxy variable and instrumental variable solutions to omitted variable problems In: Economics Bulletin.
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article0
2008A value at risk analysis of cedit default swaps In: Working Paper Series.
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paper2
2008A value at risk analysis of credit default swaps.(2008) In: Discussion Paper Series 2: Banking and Financial Studies.
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This paper has nother version. Agregated cites: 2
paper
2008The predictability of exchange rate volatility In: Economics Letters.
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article2
2006The longer-horizon predictability of German stock market volatility In: International Journal of Forecasting.
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article7
2017On The Interpretation of Instrumental Variables in the Presence of Specification Errors: A Causal Comment In: Econometrics.
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article0
2019Background Indicators In: Econometrics.
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article0
2016Background Indicators.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
1999Heterogeneities within Industries and Structure-Performance Models In: Review of Industrial Organization.
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article14
1998Heterogeneities within industries and structure-performance models.(1998) In: Working Papers.
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This paper has nother version. Agregated cites: 14
paper
2004Growth and Stability in the EU In: Monetary Policy & the Economy.
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article5
2010Stock Market Volatility and the Business Cycle In: Monetary Policy & the Economy.
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article1
2012Financial Markets and Real Economic Activity In: Monetary Policy & the Economy.
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article0
2018A primer on peer-to-peer lending: immediate financial intermediation in practice In: Monetary Policy & the Economy.
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article1
2009Are Banks Different? Evidence from the CDS Market In: Working Papers.
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paper23
2011Stock Market Volatility, Consumption and Investment; An Evaluation of the Uncertainty Hypothesis Using Post-War U.S. Data In: Working Papers.
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paper4
2018Economic Policy Uncertainty and the Volatility of Sovereign CDS Spreads In: Working Papers.
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paper1
2021A View from Outside: Sovereign CDS Volatility as an Indicator of Economic Uncertainty (Maximilian Böck, Martin Feldkircher, Burkhard Raunig) In: Working Papers.
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paper0
2021Economic Policy Uncertainty and Stock Market Volatility: A Causality Check (Burkhard Raunig) In: Working Papers.
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paper0
2022The ECB Single Supervisory Mechanism: Effects on Bank Performance and Capital Requirements (Burkhard Raunig, Michael Sigmund) In: Working Papers.
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paper0
2023Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient? (Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl, Bernhard Haslhofer) In: Working Papers.
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paper0
2023Watching over 21,000 Billion Euros: Does the ECB Single Supervisory Mechanism Affect Bank Competition in the Euro Area? (Burkhard Raunig, Michael Sigmund) In: Working Papers.
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paper0
2002Evaluating Density Forecasts with an Application to Stock Market Returns In: Working Papers.
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paper3
2002Evaluating Density Forecasts with an Application to Stock Market Returns.(2002) In: Discussion Paper Series 1: Economic Studies.
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This paper has nother version. Agregated cites: 3
paper
2003Testing for Longer Horizon Predictability of Return Volatility with an Application to the German In: Working Papers.
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paper0
2008Detecting ARCH Effects in Non-Gaussian Time Series In: Journal of Financial Econometrics.
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article0
2023Using causal graphs to test for the direction of instantaneous causality between economic policy uncertainty and stock market volatility In: Empirical Economics.
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article1
2007Are economic tracking portfolios useful for forecasting output and inflation in Austria? In: Applied Financial Economics.
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article1
2015Firm credit risk in normal times and during the crisis: are banks less risky? In: Applied Economics.
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article7
2005Evaluating density forecasts from models of stock market returns In: The European Journal of Finance.
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article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team