Stuart Snaith : Citation Profile


Are you Stuart Snaith?

University of Victoria

5

H index

2

i10 index

71

Citations

RESEARCH PRODUCTION:

12

Articles

5

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 3
   Journals where Stuart Snaith has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 2 (2.74 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psn46
   Updated: 2024-11-08    RAS profile: 2023-06-10    
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Relations with other researchers


Works with:

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

Is cited by:

Noman, Abdullah (5)

Canarella, Giorgio (3)

Miller, Stephen (3)

Breitung, Jörg (2)

Fountas, Stilianos (2)

El-Masry, Ahmed (2)

Pesaran, Mohammad (2)

Venturini, Francesco (1)

Aslanidis, Nektarios (1)

Urquhart, Andrew (1)

cerrato, mario (1)

Cites to:

Taylor, Mark (17)

Pesaran, Mohammad (12)

Rogoff, Kenneth (10)

Rossi, Barbara (9)

Coakley, Jerry (9)

Fuertes, Ana-Maria (7)

Papell, David (7)

West, Kenneth (6)

Smith, Ronald (6)

Burnside, Craig (6)

Sarno, Lucio (6)

Main data


Where Stuart Snaith has published?


Journals with more than one article published# docs
Economics Letters3
Applied Financial Economics3
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Stuart Snaith (2024 and 2023)


YearTitle of citing document
2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Banking market power and its determinants: New insights from MENA countries. (2023). Coccorese, Paolo ; Chaffai, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000092.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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2023Further evidence on the returns to technical trading rules: Insights from fourteen currencies. (2023). Todorov, Ivan ; Dockery, Everton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:69:y:2023:i:c:s1042444x23000270.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023Forecasting Forex Trend Indicators with Fuzzy Rough Sets. (2023). Schaeffer, S E ; Lopez-Irarragorri, F ; Garza, J C. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10281-3.

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2023Re-evaluating whether absolute or relative purchasing power parity is being tested when using price indices. (2023). Stewart, Chris. In: Economics Discussion Papers. RePEc:ris:kngedp:2023_001.

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2023Foreign exchange trading and management with the stochastic dual dynamic programming method. (2023). Sepulveda-Hurtado, Guillermo Alexander ; Reus, Lorenzo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00433-7.

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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

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2023Do forward premium rates predict the spot rates? Comparison of developed and emerging economies. (2023). Ahmed, Ijlal ; Khattak, Shoaib. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2178-2187.

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Works by Stuart Snaith:


YearTitleTypeCited
2012The PPP debate: Multiple breaks and cross-sectional dependence In: Economics Letters.
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article8
2017The exchange rate exposure puzzle: The long and the short of it In: Economics Letters.
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article2
2005The PPP debate: Price matters! In: Economics Letters.
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article14
2017FX technical trading rules can be profitable sometimes! In: International Review of Financial Analysis.
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article15
2013Forecasting EUR–USD implied volatility: The case of intraday data In: Journal of Banking & Finance.
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article9
2013Does the forward premium puzzle disappear over the horizon? In: Journal of Banking & Finance.
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article5
2022Banking competition, convergence and growth across macro-regions of MENA In: The Quarterly Review of Economics and Finance.
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article1
2015Open outcry versus electronic trading: tests of market efficiency on crude palm oil futures In: Essex Finance Centre Working Papers.
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paper2
2018Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures.(2018) In: Journal of Futures Markets.
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This paper has nother version. Agregated cites: 2
article
2023Long-Run Movements in Real Exchange Rates: 1264 to 2020 In: Essex Finance Centre Working Papers.
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paper0
2004Testing for Long Run Relative PPP in Europe In: Money Macro and Finance (MMF) Research Group Conference 2004.
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paper2
2004The overvaluation of PPP in Europe? In: Computing in Economics and Finance 2004.
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paper0
2006The Forward Premium Anomaly at Long Horizons In: Computing in Economics and Finance 2006.
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paper0
2005Testing for symmetry and proportionality in a European panel In: Applied Financial Economics.
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article9
2006Testing for symmetry and proportionality in a European panel.(2006) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2011Project finance loan spreads and disaggregated political risk In: Applied Financial Economics.
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article4
2022Exchange rate forecasting using economic models and technical trading rules In: The European Journal of Finance.
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article0

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