Chrismin Tang : Citation Profile


Are you Chrismin Tang?

University of Melbourne

6

H index

5

i10 index

169

Citations

RESEARCH PRODUCTION:

6

Articles

6

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 14
   Journals where Chrismin Tang has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 5 (2.87 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta272
   Updated: 2020-09-14    RAS profile: 2015-01-04    
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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 Chrismin Tang.

Is cited by:

Fry-McKibbin, Renee (16)

Hsiao, Cody Yu-Ling (14)

McAleer, Michael (10)

Tabak, Benjamin (9)

Legrenzi, Gabriella (8)

Mahadeo, Scott (8)

Wong, Wing-Keung (7)

Chang, Chia-Lin (7)

Dungey, Mardi (6)

Flavin, Thomas (5)

Miranda, Rodrigo (5)

Cites to:

Martin, Vance (21)

Fry-McKibbin, Renee (17)

Reinhart, Carmen (13)

Kaminsky, Graciela (12)

Dungey, Mardi (11)

Bekaert, Geert (9)

Baur, Dirk (7)

Rose, Andrew (6)

Schmukler, Sergio (6)

Frankel, Jeffrey (5)

Harvey, Campbell (5)

Main data


Where Chrismin Tang has published?


Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund2

Recent works citing Chrismin Tang (2020 and 2019)


YearTitle of citing document
2020Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2020Comments on Impact of relative price changes and asymmetric adjustments on aggregate inflation: evidence from the Philippines. (2020). Fry-McKibbin, Rene. In: BIS Papers chapters. RePEc:bis:bisbpc:111-14.

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2020Inflation dynamics in Asia and the Pacific. (2020). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:111.

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2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

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2019Contagion Testing in Embryonic Markets under Alternative Stressful US Market Scenarios. (2019). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8029.

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2020Energy Contagion in the COVID-19 Crisis. (2020). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8345.

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2019The impact of liquidity constraints on the cash-futures basis dynamics: Evidence from the Chinese market. (2019). Zeng, Hongchao ; Wu, Lei. In: Economic Modelling. RePEc:eee:ecmode:v:83:y:2019:i:c:p:96-110.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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2019Financial contagion in the subprime crisis context: A copula approach. (2019). Zaabi, Elmoez ; Lakhal, Faten ; Zorgati, Imen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:269-282.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2019Energy contagion analysis: A new perspective with application to a small petroleum economy. (2019). Mahadeo, Scott ; Heinlein, Reinhold ; Legrenzi, Gabriella D. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:890-903.

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2019Financial markets of the LAC region: Does the crisis influence the financial integration?. (2019). da Silva, Jacinto Vidigal ; Dias, Rui ; Dionisio, Andreia. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:160-173.

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2019Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215.

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2019Contagion across US and European financial markets: Evidence from the CDS markets. (2019). Apergis, Nicholas ; Christou, Christina ; Kynigakis, Iason. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:1-12.

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2020Crisis transmission: Visualizing vulnerability. (2020). Volkov, Vladimir ; Islam, Raisul ; Dungey, Mardi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:59:y:2020:i:c:s0927538x19302665.

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2020The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Zeng, Hongchao ; Wu, Lei ; Han, Liyan ; Jin, Jiayu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:92-117.

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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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2020EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients. (2020). TILFANI, Oussama ; Ferreira, Paulo ; el Boukfaoui, My Youssef ; Dionisio, Andreia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:91-:d:354926.

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2019Portfolio benefits of adding corporate credit default swap indices: evidence from North America and Europe. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:2:d:10.1007_s11147-018-9148-8.

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2019Systemic early warning systems for EU14 based on the 2008 crisis: proposed estimation and model assessment for classification forecasting. (2019). Sager, Thomas ; Stavroulias, Pantelis ; Papadopoulos, Savas . In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:20:y:2019:i:3:d:10.1057_s41261-018-0085-0.

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2020Energy contagion in the COVID-19 crisis. (2020). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold. In: Working Paper series. RePEc:rim:rimwps:20-19.

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2020Investigating liquidity constraints as a channel of contagion: a regime switching approach. (2020). Sruthi, Rajan ; Shijin, Santhakumar. In: Financial Innovation. RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00185-2.

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2020Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis. (2020). TILFANI, Oussama ; el Boukfaoui, My Youssef. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s021909151950022x.

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Works by Chrismin Tang:


YearTitleTypeCited
2010A New Class of Tests of Contagion With Applications In: Journal of Business & Economic Statistics.
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article64
2020A threshold mixed count time series model: estimation and application In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2018News and expected returns in East Asian equity markets: The RV-GARCHM model In: Journal of Asian Economics.
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article0
2014Financial contagion and asset pricing In: Journal of Banking & Finance.
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article18
2013Financial Contagion and Asset Pricing.(2013) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 18
paper
2008A NEW CLASS OF TESTS OF CONTAGION WITH APPLICATIONS TO REAL ESTATE MARKETS In: CAMA Working Papers.
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paper3
2008ARE FINANCIAL CRISES ALIKE? In: CAMA Working Papers.
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paper6
2011Actually This Time Is Different In: CAMA Working Papers.
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paper13
2010Are Financial Crises Alike? In: IMF Working Papers.
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paper48
2010Are Financial Crises Alike? In: IMF Working Papers.
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paper1
2014Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes In: Open Economies Review.
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article15
2014An integrated model to assess critical rainfall thresholds for run-out distances of debris flows In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards.
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article1

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