Robert Vermeulen : Citation Profile

Are you Robert Vermeulen?

de Nederlandsche Bank (99% share)
Université du Luxembourg (1% share)

7

H index

6

i10 index

248

Citations

RESEARCH PRODUCTION:

13

Articles

26

Papers

RESEARCH ACTIVITY:

   10 years (2007 - 2017). See details.
   Cites by year: 24
   Journals where Robert Vermeulen has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 15 (5.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve149
   Updated: 2018-04-21    RAS profile: 2018-01-02    
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Relations with other researchers

Works with:

de Haan, Jakob (5)

Zigraiova, Diana (4)

Vašíček, Bořek (4)

Hoeberichts, Marco (4)

Kosse, Anneke (3)

Bijlsma, Melle (2)

Staehr, Karsten (2)

Boermans, Martijn (2)

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

Is cited by:

Asongu, Simplice (14)

Babecký, Jan (9)

Balli, Faruk (8)

Fernández-Huertas Moraga, Jesús (8)

Basher, Syed (8)

Darby, Julia (7)

Melitz, Jacques (7)

Balli, Hatice (6)

Tagkalakis, Athanasios (6)

Thuraisamy, Kannan (5)

Reuter, Wolf Heinrich (5)

Cites to:

Rose, Andrew (12)

Lane, Philip (10)

Fratzscher, Marcel (10)

Coeurdacier, Nicolas (7)

Pesaran, M (7)

Frankel, Jeffrey (7)

Schmukler, Sergio (7)

Woerz, Julia (6)

Rey, Helene (6)

Raddatz, Claudio (6)

Benkovskis, Konstantins (6)

Main data

Where Robert Vermeulen has published?

Journals with more than one article published# docs
Journal of International Money and Finance3
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)3
CREA Discussion Paper Series / Center for Research in Economic Analysis, University of Luxembourg3
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg3
Working Paper Series / European Central Bank2

Recent works citing Robert Vermeulen (2018 and 2017)

YearTitle of citing document
2017Stock Market Integration and Financial Crises: Evidence from Chinese Sectoral Portfolios. (2017). Daly, Vincent ; Li, Hong. In: Review of Economics & Finance. RePEc:bap:journl:170403.

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2018Searching for yield abroad: risk-taking through foreign investment in U.S. bonds. (2018). Ammer, John ; Wroblewski, Caleb ; Tabova, Alexandra . In: BIS Working Papers. RePEc:bis:biswps:687.

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2017How Has the Behavior of Cross-Market Correlations Altered During Financial and Debt Crises?. (2017). demiralay, sercan ; Ulusoy, Veysel. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:6:p:765-794.

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2017Equity Market Globalization and Portfolio Rebalancing. (2017). Kim, Kyungkeun ; Lee, Dongwon. In: Working Papers. RePEc:bok:wpaper:1717.

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2017Trade and External Relations. (2017). Babecký, Jan ; Brazdik, Frantisek ; Audzei, Volha ; Novotny, Filip ; Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sutoris, Ivan ; Galuscak, Kamil . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/1.

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2017Effects of Monetary Policy. (2017). Franta, Michal ; Babecký, Jan ; Hajkova, Dana ; Aliyev, Ruslan ; Vlcek, Jan ; Trajcev, Ljubica ; Polansky, Jiri ; Hledik, Tibor ; Djukic, Mirko ; Havranek, Tomas ; Hampl, Mojmir ; Tonner, Jaromir ; Kubicova, Ivana ; Bruha, Jan. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/2.

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2017The housing market in major Dutch cities. (2017). Hekwolter of Hekhuis, Melanie ; Heeringa, Willem ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1501.

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2017Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1504.

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2017Contingent convertible bonds: Who invests in European CoCos?. (2017). van Wijnbergen, Sweder ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:543.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, Ian . In: DNB Working Papers. RePEc:dnb:dnbwpp:569.

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2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Boermans, Martijn ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

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2018The international spillovers of the 2010 U.S. flash crash. (2018). Jansen, David-Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:589.

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2017Does migration promote industrial development in Africa?. (2017). Mawussé, Okey. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00563.

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2017Developing macroprudential policy for alternative investment funds. (2017). Weistroffer, Christian ; Levels, Anouk ; de Sousa van Stralen, René ; Chaudron, Raymond ; Vivar, Luis Molestina ; Lambert, Claudia ; van der Veer, Koen . In: Occasional Paper Series. RePEc:ecb:ecbops:2017202.

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2017Analysis Determinant Factors Effect on Migrant Workers’ Remittances Flow to the CLMV Countries. (2017). Hor, Chantha ; Pheang, Pheara . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-27.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Dossougoin, Cyrille ; Debarsy, Nicolas ; Gnabo, Jean-Yves ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2017The case for fiscal rules. (2017). Reuter, Wolf Heinrich ; Badinger, Harald. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:334-343.

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2017Inflation targeting and financial stability in emerging markets. (2017). Fouejieu, Armand. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:51-70.

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2017On the exposure of insurance companies to sovereign risk—Portfolio investments and market forces. (2017). Ohls, Jana ; Dull, Robert ; Konig, Felix . In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:93-106.

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2017Did the financial crisis affect the market valuation of large systemic U.S. banks?. (2017). Sakellaris, Plutarchos ; Bertsatos, Georgios ; Tsionas, Mike G. In: Journal of Financial Stability. RePEc:eee:finsta:v:32:y:2017:i:c:p:115-123.

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2018Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index. (2018). Tsopanakis, Andreas ; Sogiakas, Vasilios ; MacDonald, Ronald . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:52:y:2018:i:c:p:17-36.

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2017The impact of the European sovereign debt crisis on banks stocks. Some evidence of shift contagion in Europe. (2017). Allegret, Jean-Pierre ; Rharrabti, Houda ; Raymond, Helene. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:74:y:2017:i:c:p:24-37.

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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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2017Self-fulfilling dynamics: The interactions of sovereign spreads, sovereign ratings and bank ratings during the euro financial crisis. (2017). Tavlas, George ; Gibson, Heather ; Hall, Stephen G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:371-385.

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2017Taking gravity online: The role of virtual proximity in international finance. (2017). Schmitz, Martin ; Hellmanzik, Christiane . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:164-179.

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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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2017Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Hussain, Syed Jawad ; 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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2017DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone. (2017). Ferreira, Paulo ; Zebende, G F ; Dionisio, A ; Guedes, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:38-47.

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2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

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2017Stock market and exchange rate information in the Taylor rule: Evidence from OECD countries. (2017). Junttila, Juha ; Heimonen, Kari ; Karkkainen, Samu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:1-18.

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2018Measuring financial interdependence in asset returns with an application to euro zone equities. (2018). Fry-McKibbin, Renee ; Martin, Vance L ; Hsiao, Cody Yu-Ling. In: CAMA Working Papers. RePEc:een:camaaa:2018-05.

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2018Sovereign risk and asset market dynamics in the euro area. (2018). Perego, Erica . In: Documents de recherche. RePEc:eve:wpaper:18-01.

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2017The Credit Default Swap market contagion during recent crises: International evidence. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01572510.

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2017The impact of supranational fiscal rules on public finance: the case of EMU member states. (2017). Aristovnik, Aleksander ; Meze, Matev . In: Global Business and Economics Review. RePEc:ids:gbusec:v:19:y:2017:i:1:p:38-53.

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2017Internal Market Efficiency, Market Co-movement, and Cross-Market Efficiency: The Case of Hong Kong and Shanghai Stock Markets. (2017). Asem, Ebenezer ; Zhang, Xiaofei ; Yalamova, Rossitsa ; Baulkaran, Vishaal . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:4:d:10.1007_s10690-017-9232-3.

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2018The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. (2018). Fernandez Bariviera, Aurelio ; Terceo, Antonio ; Guercio, Belen M ; Martinez, Lisana B. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9340-8.

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2017Real time uncertainty in fiscal planning and debt accumulation in the euro area. (2017). Paloviita, Maritta. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:1:d:10.1007_s10368-015-0319-x.

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2017International Trade Finance and Exports: Evidence from Korean Bank-Intermediated Trade Finance Instruments. (2017). Hwang, Sangyeon ; Im, Hyejoon . In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-016-9423-y.

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2017Pricing shares in equity crowdfunding. (2017). Neuenkirch, Matthias ; Hornuf, Lars. In: Small Business Economics. RePEc:kap:sbusec:v:48:y:2017:i:4:d:10.1007_s11187-016-9807-9.

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2017An analysis of banks’ weaknesses in the light of stress tests. (2017). Toader, Oana ; Bellando, Raphaëlle. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2479.

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2017A panel VAR analysis of macro-financial imbalances in the EU. (2017). Comunale, Mariarosaria. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:40.

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2017Competitiveness of CESEE EU Member States: recent trends and prospects. (2017). Woerz, Julia ; Worz, Julia ; Schreiner, Josef ; Ritzberger-Grunwald, Doris . In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2017:i:q3/17:b:2.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Why Insurance Regulation is Crucial for Long-term Investment and Economic Growth. (2017). Focarelli, Dario . In: SEP Working Papers. RePEc:ris:sepewp:2017_001.

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2017The Relationship between Stock and Exchange Rates for BRICS Countries Pre - and Post - Crisis: A Mixed C - VINE Copula Model. (2017). Han, Yingying ; Zhou, Xiang . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:1:p:38-59.

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2017Portuguese and Brazilian stock market integration: a non-linear and detrended approach. (2017). Ferreira, Paulo. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:1:d:10.1007_s10258-017-0127-z.

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2017Private and Public Risk Sharing in the Euro Area. (2017). Cimadomo, Jacopo ; Giuliodori, Massimo M ; Furtuna, Oana . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170064.

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2018Unit Labour Costs and the Dynamics of Output and Unemployment in the Southern European Crisis Countries. (2018). Staehr, Karsten ; Cuestas, Juan ; Ordez, Javier . In: TUT Economic Research Series. RePEc:ttu:tuteco:41.

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2017Patterns of international capital flows and their implications for developing countries. (2017). Nieminen, Mika. In: WIDER Working Paper Series. RePEc:unu:wpaper:wp2017-171.

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2017Herding behaviour of Dutch pension funds in sovereign bond investments. (2017). Bikker, Jacob ; Koetsier, I. In: Working Papers. RePEc:use:tkiwps:1715.

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2017IMPACT OF EUROZONE SOVEREIGN DEBT CRISIS ON CHINA AND INDIA. (2017). Tuteja, Divya ; Dua, Pami. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:62:y:2017:i:05:n:s021759081550099x.

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Works by Robert Vermeulen:

YearTitleTypeCited
2010Remittances and Financial Openness In: CESifo Working Paper Series.
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2010Remittances and Financial Openness.(2010) In: Development Working Papers.
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2011Remittances and Financial Openness.(2011) In: DNB Working Papers.
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2012Remittances and financial openness.(2012) In: Regional Science and Urban Economics.
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2009Remittances and Financial Openness.(2009) In: CREA Discussion Paper Series.
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2009The Dark Side of Global Integration: Increasing Tail Dependence In: LSF Research Working Paper Series.
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2010The dark side of global integration: Increasing tail dependence.(2010) In: Journal of Banking & Finance.
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2008The Dark Side of Global Integration: Increasing Tail Dependence.(2008) In: CREA Discussion Paper Series.
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2010Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates In: LSF Research Working Paper Series.
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2011Transmission of the Financial and Sovereign Debt Crises to the EMU: Stock Prices, CDS Spreads and Exchange Rates.(2011) In: DNB Working Papers.
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2012Transmission of the financial and sovereign debt crises to the EMU: Stock prices, CDS spreads and exchange rates.(2012) In: Journal of International Money and Finance.
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2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity In: LSF Research Working Paper Series.
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2012The 2007-2009 Financial Crisis: Changing Market Dynamics and the Impact of Credit Supply and Aggregate Demand Sensitivity.(2012) In: DNB Working Papers.
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2014The 2007--2009 financial crisis: changing market dynamics and the impact of credit supply and aggregate demand sensitivity.(2014) In: Applied Economics.
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2016Perspectief op groei: De Nederlandse economie in beweging In: DNB Occasional Studies.
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2011International Diversification During the Financial Crisis: A Blessing for Equity Investors? In: DNB Working Papers.
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2013International diversification during the financial crisis: A blessing for equity investors?.(2013) In: Journal of International Money and Finance.
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2012Net Foreign Asset (Com)position: Does Financial Development Matter? In: DNB Working Papers.
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2014Net foreign asset (com)position: Does financial development matter?.(2014) In: Journal of International Money and Finance.
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2013Migrants Choice of Remittance Channel: Do General Payment Habits Play a Role? In: DNB Working Papers.
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2014Migrants choice of remittance channel: Do general payment habits play a role?.(2014) In: Working Paper Series.
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2014Migrants’ Choice of Remittance Channel: Do General Payment Habits Play a Role?.(2014) In: World Development.
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2015Insurance companies trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality? In: DNB Working Papers.
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2016Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?.(2016) In: Journal of Financial Stability.
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2015Financial stress indices and financial crises In: DNB Working Papers.
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2015Financial Stress Indices and Financial Crises.(2015) In: Open Economies Review.
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2015Leading indicators of financial stress: New evidence In: DNB Working Papers.
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2017Leading indicators of financial stress: New evidence.(2017) In: Journal of Financial Stability.
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2016How competitiveness shocks affect macroeconomic performance across euro area countries In: DNB Working Papers.
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2016How competitiveness shocks affect macroeconomic performance across euro area countries.(2016) In: Working Paper Series.
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2016International investment positions revisited: Investor heterogeneity and individual security characteristics In: DNB Working Papers.
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2015Compendium on the diagnostic toolkit for competitiveness In: Occasional Paper Series.
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2016Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences In: Finance Research Letters.
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2010The International Wealth Channel: A Global Error-Correcting Analysis In: CREA Discussion Paper Series.
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2012The international wealth channel: a global error-correcting analysis.(2012) In: Empirical Economics.
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2010Fiscal policy and monetary integration in Europe: an update In: Oxford Economic Papers.
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2007Fiscal Policy and Monetary Integration in Europe: An Update.(2007) In: Research Memorandum.
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2008Fiscal Policy and Monetary Integration in Europe: An Update.(2008) In: Research Memorandum.
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2009The International Wealth Effect: A Global Error-Correcting Analysis In: Research Memorandum.
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