Robert Vermeulen : Citation Profile

Are you Robert Vermeulen?

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

8

H index

7

i10 index

304

Citations

RESEARCH PRODUCTION:

14

Articles

30

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 27
   Journals where Robert Vermeulen has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 17 (5.3 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve149
   Updated: 2019-05-18    RAS profile: 2019-02-28    
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Relations with other researchers

Works with:

de Haan, Jakob (5)

Vašíček, Bořek (4)

Zigraiova, Diana (4)

Hoeberichts, Marco (4)

Boermans, Martijn (3)

Staehr, Karsten (3)

Bijlsma, Melle (2)

Kosse, Anneke (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)

Fernández-Huertas Moraga, Jesús (8)

Allegret, Jean-Pierre (8)

Balli, Faruk (8)

Basher, Syed (8)

Darby, Julia (7)

Melitz, Jacques (7)

Tagkalakis, Athanasios (6)

Balli, Hatice (6)

Sharma, Susan (5)

Cites to:

Lane, Philip (13)

Fratzscher, Marcel (12)

Rose, Andrew (12)

Rey, Helene (10)

Coeurdacier, Nicolas (10)

Galstyan, Vahagn (8)

Pesaran, M (7)

Mercado, Rogelio (7)

Frankel, Jeffrey (7)

Schmukler, Sergio (7)

Woerz, Julia (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
CREA Discussion Paper Series / Center for Research in Economic Analysis, University of Luxembourg3
Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)3
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg3
Working Paper Series / European Central Bank2

Recent works citing Robert Vermeulen (2019 and 2018)

YearTitle of citing document
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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2018Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2018-18.

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2018International Currencies and Capital Allocation. (2018). Maggiori, Matteo ; Schreger, Jesse ; Neiman, Brent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12973.

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2018Legal Harmonization, Institutional Quality, and Countries External Positions: A Sectoral Analysis. (2018). Bremus, Franziska ; Kliatskova, Tatsiana. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1768.

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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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2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

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2019The Heat is on: a framework for measuring financial stress under disruptive energy transition scenarios. (2019). Jansen, David-Jan ; Heeringa, Willem ; Kolbl, Barbara ; Lohuis, Melanie ; Schets, Edo ; Vermeulen, Robert. In: DNB Working Papers. RePEc:dnb:dnbwpp:625.

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2018Private and public risk sharing in the euro area. (2018). Cimadomo, Jacopo ; Giuliodori, Massimo ; Furtuna, Oana. In: Working Paper Series. RePEc:ecb:ecbwps:20182148.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; 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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2018Quantity of finance and financial crisis: A non-monotonic investigation☆. (2018). Zhang, Xun ; Li, Jing ; Zhu, Jiali ; He, Zongyue . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:129-139.

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2018Global and regional financial integration in East Asia and the ASEAN. (2018). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Martin, Vance L. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:202-221.

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2018The influence of terrorism risk on stock market integration: Evidence from eight OECD countries. (2018). Narayan, Seema ; LE, Thai-Ha ; Sriananthakumar, S ; Le, T.-H., . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:247-259.

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2018To be bailed out or to be left to fail? A dynamic competing risks hazard analysis. (2018). Papanikolaou, Nikolaos. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:61-85.

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2018Financial stress and its non-linear impact on CEE exchange rates. (2018). Adam, Toma ; Matj, Jakub ; Benecka, Soa. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:346-360.

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2018Currency matters: Analyzing international bond portfolios. (2018). Burger, John ; Warnock, Veronica Cacdac. In: Journal of International Economics. RePEc:eee:inecon:v:114:y:2018:i:c:p:376-388.

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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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2018Identifying contagion: A unifying approach. (2018). Gebka, Bartosz ; Robert, ; Sewraj, Deeya. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:224-240.

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2018Forecasting banking crises with dynamic panel probit models. (2018). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Monteiro, Nuno . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:249-275.

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2018The impact of institutional volatility on financial volatility in transition economies. (2018). Hartwell, Christopher. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:2:p:598-615.

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2018Australia saved from the financial crisis by policy or by exports?. (2018). Groenewold, Nicolaas. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:1:p:118-135.

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2018Residual state ownership and stock market integration: Evidence from Chinese partly-privatised firms. (2018). Li, Hong. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:100-112.

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2018Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

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2018Intraday dynamics of credit risk contagion before and during the euro area sovereign debt crisis: Evidence from central Europe. (2018). Ters, Kristyna ; Urban, Jorg. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:123-142.

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2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

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2019Asian financial market integration and the role of Chinese financial market. (2019). Lee, Byung-Joo . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:490-499.

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2018Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria. (2018). Oloko, Tirimisiyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:219-232.

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2018Capital market liability of foreignness of IPO firms. (2018). Tupper, Christina H ; Benischke, Mirko ; Guldiken, Orhun . In: Journal of World Business. RePEc:eee:worbus:v:53:y:2018:i:4:p:555-567.

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

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2018International capital flows at the security level – evidence from the ECB’s asset purchase programme. (2018). Schmitz, Martin ; Fidora, Michael ; Bergant, Katharina. In: ECMI Papers. RePEc:eps:ecmiwp:13926.

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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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2018Searching for Yield Abroad : Risk-Taking Through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1224.

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2018Home Country Interest Rates and International Investment in U.S. Bonds. (2018). Claessens, Stijn ; Wroblewski, Caleb ; Tabova, Alexandra M ; Ammer, John. In: International Finance Discussion Papers. RePEc:fip:fedgif:1231.

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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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2019The OFR Financial Stress Index. (2019). Monin, Phillip J. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:25-:d:209064.

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2018The Credit Default Swap market contagion during recent crises: International evidence. (2018). Sabkha, Saker ; Hmaied, Dorra ; de Peretti, Christian. In: Post-Print. RePEc:hal:journl:hal-01572510.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Debarsy, Nicolas ; Ertur, Cem ; Dossougoin, Cyrille. In: Post-Print. RePEc:hal:journl:hal-01744629.

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2018Could a national wage rule stabilize the current account and functional income distribution in the Euro area?. (2018). Joebges, Heike ; Logeay, Camille. In: FMM Working Paper. RePEc:imk:fmmpap:23-2018.

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2018Asymmetric Causality between Unemployment Rate and House Prices in each State of the U.S.. (2018). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam. In: International Real Estate Review. RePEc:ire:issued:v:21:n:01:2018:p:71-92.

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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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2018External balance sheets as countercyclical crisis buffers. (2018). Joyce, Joseph. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0406-2.

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2018International Investment Patterns: the Case of German Sectors. (2018). Velic, Adnan ; Galstyan, Vahagn. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:3:d:10.1007_s11079-018-9483-2.

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2018Unraveling the Financial Contagion in European Stock Markets During Financial Crises: Multi-Timescale Analysis. (2018). Masih, Abul ; Dewandaru, Ginanjar. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:4:p:859-880.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018Searching for Yield Abroad: Risk-Taking through Foreign Investment in U.S. Bonds. (2018). Claessens, Stijn ; Tabova, Alexandra ; Ammer, John. In: 2018 Meeting Papers. RePEc:red:sed018:960.

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2018Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets. (2018). coskun, yener ; Yelkenci, Tezer ; Cokun, Yener ; Vardar, Gulin. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-018-0095-3.

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2018Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:4:d:10.1007_s12197-018-9428-z.

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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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2018Leverage, asymmetry and heavy tails in the high-dimensional factor stochastic volatility model. (2018). Li, Mengheng ; Scharth, Marcel. In: Working Paper Series. RePEc:uts:ecowps:49.

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2018THE IMPACT OF REMITTANCES ON DOMESTIC INVESTMENT IN DEVELOPING COUNTRIES: FRESH EVIDENCE FROM THE ASIA-PACIFIC REGION. (2018). Tung, Le Thanh. In: Organizations and Markets in Emerging Economies. RePEc:vul:omefvu:v:9:y:2018:i:2:id:250.

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Works by Robert Vermeulen:

YearTitleTypeCited
2019Heterogeneous effects of competitiveness shocks on macroeconomic performance across euro area countries In: The World Economy.
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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.
[Full Text][Citation analysis]		paper82
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.
[Full Text][Citation analysis]		paper70
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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2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands In: DNB Occasional Studies.
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2018An energy transition risk stress test for the financial system of the Netherlands In: DNB Occasional Studies.
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2011International Diversification During the Financial Crisis: A Blessing for Equity Investors? In: DNB Working Papers.
[Full Text][Citation analysis]		paper19
2013International diversification during the financial crisis: A blessing for equity investors?.(2013) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 19		article
2012Net Foreign Asset (Com)position: Does Financial Development Matter? In: DNB Working Papers.
[Full Text][Citation analysis]		paper7
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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2018Quantitative easing and preferred habitat investors in the euro area bond market In: DNB Working Papers.
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2018The impact of sovereign debt ratings on euro area cross-border holdings of euro area sovereign debt In: DNB Working Papers.
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2015Compendium on the diagnostic toolkit for competitiveness In: Occasional Paper Series.
[Full Text][Citation analysis]		paper6
2016Newton meets Van Leeuwenhoek: Identifying international investors’ common currency preferences In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2010The International Wealth Channel: A Global Error-Correcting Analysis In: CREA Discussion Paper Series.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]		article38
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.
[Full Text][Citation analysis]		paper2

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