Kannan Thuraisamy : Citation Profile


Are you Kannan Thuraisamy?

Deakin University

6

H index

4

i10 index

108

Citations

RESEARCH PRODUCTION:

10

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2008 - 2017). See details.
   Cites by year: 12
   Journals where Kannan Thuraisamy has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 2 (1.82 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth140
   Updated: 2017-12-09    RAS profile: 2015-09-07    
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Relations with other researchers


Works with:

Sharma, Susan (4)

Narayan, Paresh (3)

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

Is cited by:

Narayan, Paresh (16)

Shahzad, Syed Jawad Hussain (6)

Moreno Gutiérrez, José (6)

Sharma, Susan (4)

GUPTA, RANGAN (3)

Soucek, Michael (3)

Nguyen, Duc Khuong (3)

Smyth, Russell (3)

Hammoudeh, Shawkat (3)

Chkili, Walid (3)

Ibarra, Raul (2)

Cites to:

Narayan, Paresh (13)

Shleifer, Andrei (11)

La Porta, Rafael (10)

Lopez-de-Silanes, Florencio (10)

Vishny, Robert (6)

Johansen, Soren (6)

Westerlund, Joakim (5)

Gallagher, Liam (4)

Smyth, Russell (4)

Wolf, Michael (4)

Pedroni, Peter (4)

Main data


Where Kannan Thuraisamy has published?


Journals with more than one article published# docs
Emerging Markets Review2
Journal of Asian Economics2

Recent works citing Kannan Thuraisamy (2017 and 2016)


YearTitle of citing document
2017The long and short of commodity tails and their relationship to Asian equity markets. (2017). Pham, Thach N ; Powell, Robert J ; Singh, Abhay K ; Vo, Duc H. In: Journal of Asian Economics. RePEc:eee:asieco:v:52:y:2017:i:c:p:32-44.

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2016Reexamining the relationship between inflation and growth: Do institutions matter in developing countries?. (2016). Trupkin, Danilo ; Ibarra, Raul. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:332-351.

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2016Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

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2016Industry returns, market returns and economic fundamentals: Evidence for the United States. (2016). laopodis, nikiforos. In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:89-106.

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2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets. (2016). El Ouadghiri, Imane ; Uctum, Remzi . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:218-234.

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2016Utility indifference valuation of corporate bond with credit rating migration by structure approach. (2016). Liang, Jin ; Zhang, Xudan ; Zhao, Yuejuan . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:339-346.

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2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:469-478.

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2016Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

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2016Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101.

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2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

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2017Competition in the stock market with asymmetric information. (2017). Wang, Wanbin Walter . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:40-49.

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2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

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2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

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2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

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2016The bank–firm relationship during economic transition: The impacts on bank performance in emerging economies. (2016). Nagano, Mamoru . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:117-139.

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2016Panel multi-predictor test procedures with an application to emerging market sovereign risk. (2016). Thuraisamy, Kannan ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:44-60.

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2017Corporate governance, bank concentration and economic growth. (2017). Diallo, Boubacar. In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:28-37.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data. (2017). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:72-86.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; Kang, Sanghoon ; McIver, Ron . In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Can investor attention predict oil prices?. (2017). Han, Liyan ; Yin, Libo ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

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2017Does human capital matter for energy consumption in China?. (2017). Chen, George S ; Salim, Ruhul ; Yao, Yao. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:49-59.

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2017Volatility transmission from commodity markets to sovereign CDS spreads in emerging and frontier countries. (2017). Bouri, Elie ; Pavlova, Ivelina ; de Boyrie, Maria E. In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:155-165.

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2017Sampling frequency and the performance of different types of technical trading rules. (2017). Hudson, Robert ; Urquhart, Andrew ; McGroarty, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139.

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2017Uncovering frequency domain causality between gold and the stock markets of China and India: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Jammazi, Rania ; Assaf, Ata . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:23-30.

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2017Price discovery in equity and CDS markets. (2017). Kryzanowski, Lawrence ; Zhong, Rui ; Perrakis, Stylianos. In: Journal of Financial Markets. RePEc:eee:finmar:v:35:y:2017:i:c:p:21-46.

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2016The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

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2016A GARCH model for testing market efficiency. (2016). Narayan, Paresh ; Liu, Ruipeng ; Westerlund, Joakim . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138.

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2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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2017The equity-like behaviour of sovereign bonds. (2017). Dufour, Alfonso ; Varotto, Simone ; Stancu, Andrei . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:25-46.

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2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

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2016Determinants of bank CDS spreads in Europe. (2016). Samaniego-Medina, Reyes ; di Pietro, Filippo ; Parrado-Martinez, Purificacion ; Trujillo-Ponce, Antonio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:1-15.

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2017Macroeconomic announcements and price discovery in the foreign exchange market. (2017). Wu, Zhen-Xing ; Gau, Yin-Feng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:232-254.

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2016Steel scrap and equity market in Japan. (2016). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda . In: Resources Policy. RePEc:eee:jrpoli:v:47:y:2016:i:c:p:115-124.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:24-45.

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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Hussain, Syed Jawad ; Mensi, Walid ; Nor, Safwan Mohd . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:310-324.

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2017Quantitative easing and the pricing of EMU sovereign debt. (2017). Wagner, Niklas ; Kinateder, Harald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:1-12.

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2016Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. (2016). Wohar, Mark ; Sousa, Ricardo ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:122-143.

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2017Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:47:y:2017:i:c:p:46-61.

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2017Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets. (2017). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Sidiropoulos, Moise . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:951-962.

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2017The Impact of Major Oil, Financial and Uncertainty Factors on Sovereign CDS Spreads: Evidence from GCC, Other Oil-Exporting Countries and Regional Markets. (2017). Shahzad, Syed Jawad Hussain ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Naifar, Nader . In: Working Papers. RePEc:erg:wpaper:1129.

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2017Commodity Prices, Exchange Rates and Investment on Firms Value Mediated by Business Risk: A Case from Indonesian Stock Exchange. (2017). Risman, Asep ; Indrawati, Nur Khusniyah ; Sumiati, Sumiati ; Salim, Ubud. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3a:p:511-524.

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2016Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?. (2016). Silva, Paulo ; da Silva, Paulo Pereira . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:4:p:322-353.

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2016Linkages between CDS, bond and stock markets: Evidence from Europe. (2016). Kajurova, Veronika ; Hvozdenska, Jana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:63_2016.

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2016Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: MPRA Paper. RePEc:pra:mprapa:74705.

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2017Consumption and Exchange Rate Uncertainty: Evidence from Selected Asian Countries. (2017). Ho, Sin-Yu. In: MPRA Paper. RePEc:pra:mprapa:80096.

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2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung . In: Working Papers. RePEc:pre:wpaper:201704.

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2017The comovement between venture capital and innovation in China: what are the implications?. (2017). Wen, Jun ; Chang, Chun-Ping ; Sui, BO ; Feng, Gen-Fu ; Yang, Xiu-Yun. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0405-3.

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2017Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Berger, Theo ; Beckmann, Joscha. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep012.

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Works by Kannan Thuraisamy:


YearTitleTypeCited
In: .
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2008The credit spread dynamics of Latin American euro issues in international bond markets.(2008) In: Journal of Multinational Financial Management.
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2013Oil price uncertainty and sovereign risk: Evidence from Asian economies.(2013) In: Journal of Asian Economics.
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2013Modelling the sovereign linkages of key Latin American economies.(2013) In: Journal of International Financial Markets, Institutions and Money.
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2013The relationship between Asian equity and commodity futures markets.(2013) In: Journal of Asian Economics.
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2014An analysis of price discovery from panel data models of CDS and equity returns.(2014) In: Journal of Banking & Finance.
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paper3
2013Common trends and common cycles in stock markets In: Economic Modelling.
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article2
2014Intra-market sovereign linkages of key Latin American markets In: Economic Systems.
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article3
2013Credit cycle dependent spread determinants in emerging sovereign debt markets In: Emerging Markets Review.
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article9
2014Can institutions and macroeconomic factors predict stock returns in emerging markets? In: Emerging Markets Review.
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article20
2015On the use of panel cointegration tests in energy economics In: Energy Economics.
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article3

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