10
H index
12
i10 index
433
Citations
University of Warwick | 10 H index 12 i10 index 433 Citations RESEARCH PRODUCTION: 14 Articles 18 Papers 1 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Salmon. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 5 |
Economic Journal | 2 |
Working Papers Series with more than one paper published | # docs |
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The Warwick Economics Research Paper Series (TWERPS) / University of Warwick, Department of Economics | 7 |
Year | Title of citing document |
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2021 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper |
2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem. (2021). Zoia, Maria Grazia ; Faliva, Mario. In: Papers. RePEc:arx:papers:2102.10626. Full description at Econpapers || Download paper |
2020 | Investor herd behaviour in Africa’s emerging and frontier markets. (2020). Boamah, Nicholas Addai ; Aawaar, Godfred ; Akotey, Joseph Oscar. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-23. Full description at Econpapers || Download paper |
2020 | Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-RodrÃÂguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723. Full description at Econpapers || Download paper |
2020 | Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, Jianping ; Wang, Jun ; Liu, Chang ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919303904. Full description at Econpapers || Download paper |
2020 | Herd behaviour & investor sentiment: Evidence from UK mutual funds. (2020). Yan, Meilan ; Hudson, Yawen ; Zhang, Dalu. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301381. Full description at Econpapers || Download paper |
2020 | Cryptocurrencies: Herding and the transfer currency. (2020). Stockl, Sebastian ; Kaiser, Lars. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319302636. Full description at Econpapers || Download paper |
2020 | Analyzing herding behavior in commodities markets – an empirical approach. (2020). Palazzi, Rafael Baptista ; de Souza, Gerson ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305094. Full description at Econpapers || Download paper |
2020 | Uncertainty 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. Full description at Econpapers || Download paper |
2020 | Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?. (2020). McGowan, C B ; Matemilola, Bolaji Tunde ; Bany-Ariffin, A N ; Chong, Oiping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443119302495. Full description at Econpapers || Download paper |
2020 | Monetary policy and herd behavior: International evidence. (2020). Spyrou, Spyros ; Makrychoriti, Panagiota ; Krokida, Styliani-Iris. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:386-417. Full description at Econpapers || Download paper |
2021 | Herding by corporates in the US and the Eurozone through different market conditions. (2021). Vioto, Davide ; Tunaru, Radu ; Duygun, Meryem. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:110:y:2021:i:c:s0261560620302679. Full description at Econpapers || Download paper |
2020 | Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds. (2020). Leatham, David J ; Sukcharoen, Kunlapath ; Arunanondchai, Panit. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300777. Full description at Econpapers || Download paper |
2020 | Investor-herding and risk-profiles: A State-Space model-based assessment. (2020). Brooks, Robert D ; Nath, Harmindar B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x2030055x. Full description at Econpapers || Download paper |
2020 | Does herding behavior exist in the Mongolian stock market?. (2020). Wong, Wing-Keung ; Batmunkh, Munkh-Ulzii ; Vieito, Joo Paulo ; Choijil, Enkhbayar ; Espinosa-Mendez, Christian. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20301347. Full description at Econpapers || Download paper |
2021 | Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810. Full description at Econpapers || Download paper |
2020 | Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115. Full description at Econpapers || Download paper |
2020 | Financing and Herd Behaviour in Financial Crises: Investment Decision. (2020). Simbolon, Ika Pratiwi ; Panjaitan, Raya. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:viii:y:2020:i:4:p:1089-1096. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Investor Sentiment and Herding Behavior in the Korean Stock Market. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:2:p:34-:d:365887. Full description at Econpapers || Download paper |
2020 | Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert D ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9. Full description at Econpapers || Download paper |
2020 | If worst comes to worst: Co-movement of global stock markets in the US-China trade war. (2020). Huynh, Toan ; Burggraf, Tobias. In: Economics and Business Letters. RePEc:ove:journl:aid:13958. Full description at Econpapers || Download paper |
2021 | Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market. (2021). Chaffai, Mustapha ; Medhioub, Imed. In: Journal of Asset Management. RePEc:pal:assmgt:v:22:y:2021:i:1:d:10.1057_s41260-020-00197-8. Full description at Econpapers || Download paper |
2020 | Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-RodrÃÂguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y. Full description at Econpapers || Download paper |
2020 | Omnibus test for normality based on the Edgeworth expansion. (2020). Burnecki, Krzysztof ; Iskander, Robert D ; Wyomaska, Agnieszka. In: PLOS ONE. RePEc:plo:pone00:0233901. Full description at Econpapers || Download paper |
2021 | Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UKs Regional Housing Markets. (2021). Gupta, Rangan ; Ngene, Geoffrey M. In: Working Papers. RePEc:pre:wpaper:202115. Full description at Econpapers || Download paper |
2020 | The COVID-19 Pandemic and Herding Behaviour: Evidence from India’s Stock Market. (2020). Singh, Bhanwar ; Dhall, Rosy. In: Millennial Asia. RePEc:sae:millen:v:11:y:2020:i:3:p:366-390. Full description at Econpapers || Download paper |
2020 | The Crowding-in/ out Debate in Investments in India: Fresh Evidence from NARDL Application. (2020). Gupta, Megha ; Akber, Nusrat ; Paltasingh, Kirtti Ranjan. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:9:y:2020:i:2:p:167-189. Full description at Econpapers || Download paper |
2021 | OPEC meetings, oil market volatility and herding behaviour in the Saudi Arabia stock market. (2021). Awartani, Basel ; Gabbori, Dina ; Virk, Nader ; Maghyereh, Aktham. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:870-888. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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2007 | Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index In: Bank of England working papers. [Full Text][Citation analysis] | paper | 10 |
2005 | Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2005 | Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index.(2005) In: Computing in Economics and Finance 2005. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
1995 | On the Evolution of Credibility and Flexible Exchange Rate Target Zones In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
1988 | Error Correction Models, Co-integration and the Internal Model Principle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
1988 | Error correction models, cointegration and the internal model principle.(1988) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
1988 | ERROR CORRECTION MODELS, CO-INTEGRATION AND THE INTERNAL MODEL PRINCIPLE.(1988) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1984 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 40 |
1985 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies..(1985) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | article | |
1983 | Dynamic Games and the Time Inconsistency of Optimal Policy in Open Economies.(1983) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
1989 | Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 14 |
1990 | Credibility and the value of information transmission in a model of monetary policy and inflation.(1990) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
1987 | Credibility and the Value of Information Transmission in a Model of Monetary Policy and Inflation.(1987) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1990 | When Does Coordination Pay? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
1990 | When does coordination pay?.(1990) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
1989 | WHEN DOES COORDINATION PAY?..(1989) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2004 | Market Stress and Herding In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 145 |
2004 | Market stress and herding.(2004) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 145 | article | |
2005 | Performance Measurement with Loss Aversion In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
1985 | On Evaluating the Importance of Non-Linearity in Large Macroeconometric Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
1986 | On Evaluating the Importance of Nonlinearity in Large Macroeconometric Models..(1986) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2002 | ROBUST DECISION THEORY AND THE LUCAS CRITIQUE In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 17 |
1982 | Error Correction Mechanisms. In: Economic Journal. [Full Text][Citation analysis] | article | 53 |
1982 | Error Correction Mechanisms.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
1996 | On the Differential Geometry of the Wald Test with Nonlinear Restrictions. In: Econometrica. [Full Text][Citation analysis] | article | 10 |
1986 | The principle of effective demand revisited In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2009 | Uncertainty aversion in a heterogeneous agent model of foreign exchange rate formation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 10 |
1983 | Testing normality in econometric models In: Economics Letters. [Full Text][Citation analysis] | article | 40 |
1982 | Testing Normality in Econometric Models.(1982) In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
1998 | Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
1985 | Policy Coordination and Dynamic Games In: NBER Chapters. [Full Text][Citation analysis] | chapter | 27 |
2009 | Dynamic copula quantile regressions and tail area dynamic dependence in Forex markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 36 |
1980 | Model Validation and Forecast Comparisons : Theoretical and Practical Considerations In: The Warwick Economics Research Paper Series (TWERPS). [Full Text][Citation analysis] | paper | 2 |
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