Sushil Wadhwani : Citation Profile

Are you Sushil Wadhwani?

15

H index

18

i10 index

2223

Citations

RESEARCH PRODUCTION:

21

Articles

23

Papers

1

Books

RESEARCH ACTIVITY:

   23 years (1985 - 2008). See details.
   Cites by year: 96
   Journals where Sushil Wadhwani has often published
   Relations with other researchers
   Recent citing documents: 188.    Total self citations: 1 (0.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa225
   Updated: 2019-11-10    RAS profile: 2011-12-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

Nickell, Stephen (38)

Nicolitsas, Daphne (29)

Sentana, Enrique (23)

Fratzscher, Marcel (19)

Caporale, Guglielmo Maria (18)

Asongu, Simplice (16)

Dungey, Mardi (16)

Masih, Abul (15)

GUESMI, Khaled (15)

Rigobon, Roberto (14)

Spagnolo, Nicola (13)

Cites to:

Gertler, Mark (3)

Bernanke, Ben (3)

Mishkin, Frederic (3)

Grossman, Sanford (3)

Svensson, Lars (2)

Gerlach, Stefan (2)

Posen, Adam (1)

Hofmann, Boris (1)

Nelson, Edward (1)

Steindel, Charles (1)

Batini, Nicoletta (1)

Main data

Where Sushil Wadhwani has published?

Journals with more than one article published# docs
Economic Journal7
European Economic Review3
Economica3
Oxford Economic Papers2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Sushil Wadhwani (2018 and 2017)

YearTitle of citing document
2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266719.

Full description at Econpapers || Download paper

2018Commodity Prices, Monetary Policy and the Taylor Rule. (2018). Siami-Namini, Sima ; Hudson, Darren ; Lyford, Conrad ; Trindade, Alexandre A. In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida. RePEc:ags:saea18:266722.

Full description at Econpapers || Download paper

2017The Postwar British Productivity Failure. (2017). Crafts, Nicholas. In: Economic Research Papers. RePEc:ags:uwarer:269090.

Full description at Econpapers || Download paper

2017A diagnostic criterion for approximate factor structure. (2017). Scaillet, Olivier ; Gagliardini, Patrick ; Ossola, Elisa . In: Papers. RePEc:arx:papers:1612.04990.

Full description at Econpapers || Download paper

2017Time-Varying Extreme Value Dependence with Application to Leading European Stock Markets. (2017). de Carvalho, Miguel ; Wadsworth, Jennifer ; Camilo, Daniela Castro . In: Papers. RePEc:arx:papers:1709.01198.

Full description at Econpapers || Download paper

2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

Full description at Econpapers || Download paper

2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot. In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

Full description at Econpapers || Download paper

2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

Full description at Econpapers || Download paper

2017Innovation and Employment Growth in Japan: Analysis Based on Microdata from the Basic Survey of Japanese Business Structure and Activities. (2017). KWON, Hyeog Ug ; Kim, YoungGak ; Ikeuchi, Kenta ; Fukao, Kyoji ; Ug, Hyeog. In: The Japanese Economic Review. RePEc:bla:jecrev:v:68:y:2017:i:2:p:200-216.

Full description at Econpapers || Download paper

2017A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach. (2017). Siu, Tak Kuen ; Lu, Zudi ; Tong, Howell ; Wong, Shiu Fung ; Wilson, Granville Tunnicliffe ; Rao, Tata Subba . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:38:y:2017:i:2:p:243-265.

Full description at Econpapers || Download paper

2017The Effect of Temporary Agency Workers on Wage of Permanent Employees: Evidence From Linked Employer-Employee Data. (2017). Rose, Giuseppe ; Vella, Gessica ; Ordine, Patrizia. In: LABOUR. RePEc:bla:labour:v:31:y:2017:i:4:p:415-432.

Full description at Econpapers || Download paper

2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

Full description at Econpapers || Download paper

2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

Full description at Econpapers || Download paper

2018The one constant: a causal effect of collective bargaining on employment growth? Evidence from German linked‐employer‐employee data. (2018). Goerke, Laszlo ; Brandle, Tobias. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:5:p:445-478.

Full description at Econpapers || Download paper

2017Impact of Trade on Canadas Employment, Skill and Wage Structure. (2017). Acharya, Ram C. In: The World Economy. RePEc:bla:worlde:v:40:y:2017:i:5:p:849-882.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

Full description at Econpapers || Download paper

2018Rent Sharing and Inclusive Growth. (2018). Machin, Stephen ; Bukowski, Pawel ; Bell, Brian. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1584.

Full description at Econpapers || Download paper

2017The Postwar British Productivity Failure. (2017). Crafts, Nicholas. In: CAGE Online Working Paper Series. RePEc:cge:wacage:350.

Full description at Econpapers || Download paper

2017Propagación de información entre países. (2017). Ordonez, Guillermo ; Ordoez, Guillermo ; Gorton, Gary ; Chousakos, Kyriakos. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:20:y:2017:i:2:p:090-127.

Full description at Econpapers || Download paper

2018Volatility, Diversification and Contagion. (2018). Sentana, Enrique. In: Working Papers. RePEc:cmf:wpaper:wp2018_1803.

Full description at Econpapers || Download paper

2017Unions and Economic Performance in Developing Countries: Case Studies from Latin America. (2017). Rios-Avila, Fernando. In: REVISTA ECOS DE ECONOMÍA. RePEc:col:000442:015650.

Full description at Econpapers || Download paper

2018Volatility, diversification and contagion. (2018). Sentana, Enrique. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12824.

Full description at Econpapers || Download paper

2018DELFI 2.0, DNBs Macroeconomic Policy Model of the Netherlands. (2018). Vermeulen, Robert ; Kearney, Ide ; Berben, Robert-Paul. In: DNB Occasional Studies. RePEc:dnb:dnbocs:1605.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Did Spillovers From Europe Indeed Contribute to the 2010 U.S. Flash Crash?. (2019). Jansen, David-Jan. In: DNB Working Papers. RePEc:dnb:dnbwpp:622.

Full description at Econpapers || Download paper

2019Financial Stability and the Fed: Evidence from Congressional Hearings. (2019). Neuenkirch, Matthias ; Jansen, David-Jan ; Wischnewsky, Arina. In: DNB Working Papers. RePEc:dnb:dnbwpp:633.

Full description at Econpapers || Download paper

2018Stock market integration in the Asia-Pacific region: Evidence from cointegration of liquidity risk. (2018). Soedarmono, Wahyoe. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00810.

Full description at Econpapers || Download paper

2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

Full description at Econpapers || Download paper

2018Bank to sovereign risk spillovers across borders: evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182193.

Full description at Econpapers || Download paper

2019Leaning against the wind: macroprudential policy and the financial cycle. (2019). Kok, Christoffer ; Kockerols, Thore . In: Working Paper Series. RePEc:ecb:ecbwps:20192223.

Full description at Econpapers || Download paper

2019Empirical Analysis on Price-Volume Relation in the Stock Market of China. (2019). Zhu, Lu-Jie ; Yan, Surong ; Lin, Li-Wei ; Wei, Shih-Yung. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-05-14.

Full description at Econpapers || Download paper

2018Can an Energy Futures Index Predict US Stock Market Index Movements?. (2018). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-29.

Full description at Econpapers || Download paper

2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2016-11.

Full description at Econpapers || Download paper

2018Integrated reporting decision usefulness: Mainstream equity market views. (2018). Slack, Richard ; Tsalavoutas, Ioannis. In: Accounting forum. RePEc:eee:accfor:v:42:y:2018:i:2:p:184-198.

Full description at Econpapers || Download paper

2018Employee welfare and stock price crash risk. (2018). Ben-Nasr, Hamdi ; Ghouma, Hatem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:700-725.

Full description at Econpapers || Download paper

2018Financial distress and competitors investment. (2018). Garcia-Appendini, Emilia. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:182-209.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

Full description at Econpapers || Download paper

2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

Full description at Econpapers || Download paper

2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

Full description at Econpapers || Download paper

2018The real exchange rate in Taylor rules: A Re-Assessment. (2018). Guender, Alfred ; Froyen, Richard T. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151.

Full description at Econpapers || Download paper

2018Sectoral dynamics of financial contagion in Europe - The cases of the recent crises episodes. (2018). Alexakis, Christos ; Pappas, Vasileios. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:222-239.

Full description at Econpapers || Download paper

2018Testing extreme dependence in financial time series. (2018). Chaudhuri, Kausik ; Tan, Zheng ; Sen, Rituparna. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:378-394.

Full description at Econpapers || Download paper

2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

Full description at Econpapers || Download paper

2018Teacher hiring decisions: How do governments react to an exogenous redistribution of education funds?. (2018). Cruz, Tassia. In: Economics of Education Review. RePEc:eee:ecoedu:v:67:y:2018:i:c:p:58-81.

Full description at Econpapers || Download paper

2017Do precious metal prices help in forecasting South African inflation?. (2017). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:63-72.

Full description at Econpapers || Download paper

2018Volatility spillovers among the U.S. and Asian stock markets: A comparison between the periods of Asian currency crisis and subprime credit crisis. (2018). Lien, Donald ; Zhang, Yuyin ; Yang, LI ; Lee, Geul. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:187-201.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

Full description at Econpapers || Download paper

2018Intertemporal risk-return tradeoff in the short-run. (2018). Marks, Joseph M ; Nam, Kiseok. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:81-84.

Full description at Econpapers || Download paper

2018Financial stability under model uncertainty. (2018). Özcan, Gülserim ; Kantur, Zeynep ; Ozcan, Gulserim . In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:65-68.

Full description at Econpapers || Download paper

2018Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Erdemlioglu, Deniz ; Dungey, Mardi ; Matei, Marius. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:18-44.

Full description at Econpapers || Download paper

2019Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637.

Full description at Econpapers || Download paper

2017Time-varying quantile association regression model with applications to financial contagion and VaR. (2017). Liu, Xiaoquan ; Ye, Wuyi ; Luo, Kebing . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1015-1028.

Full description at Econpapers || Download paper

2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

Full description at Econpapers || Download paper

2018Stock liquidity and ownership structure during and after the 2008 Global Financial Crisis: Empirical evidence from an emerging market. (2018). Hai, Ly Thi ; Tran, Hoa Xuan ; Phuong, Thao Thi. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:114-133.

Full description at Econpapers || Download paper

2018Volatility and shock interactions and risk management implications: Evidence from the U.S. and frontier markets. (2018). Ngene, Geoffrey ; Mungai, Ann N ; Post, Jordin A. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:181-198.

Full description at Econpapers || Download paper

2019Network-based estimation of systematic and idiosyncratic contagion: The case of Chinese financial institutions. (2019). Zhu, Xiaoqian ; Li, Jianping ; Yao, Yanzhen. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:2.

Full description at Econpapers || Download paper

2017Dynamic cross-autocorrelation in stock returns. (2017). Kinnunen, Jyri. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:162-173.

Full description at Econpapers || Download paper

2018Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:59-67.

Full description at Econpapers || Download paper

2018Bank to sovereign risk spillovers across borders: Evidence from the ECB’s Comprehensive Assessment. (2018). Schwaab, Bernd ; Breckenfelder, Johannes. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:247-262.

Full description at Econpapers || Download paper

2017The effect of quantitative easing on the variance and covariance of the UK and US equity markets. (2017). Steeley, James ; Shogbuyi, Abiodun . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:281-291.

Full description at Econpapers || Download paper

2017Intra- and inter-regional portfolio diversification strategies under regional market integration: Evidence from U.S. global banks. (2017). Lee, Eun-Joo . In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:1-22.

Full description at Econpapers || Download paper

2018Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna . In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:208-220.

Full description at Econpapers || Download paper

2018Risk perception in financial markets: On the flip side. (2018). naoui, kamel ; Bekiros, Stelios ; Uddin, Gazi Salah ; Jlassi, Mouna. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:184-206.

Full description at Econpapers || Download paper

2019Identifying the multiscale financial contagion in precious metal markets. (2019). lucey, brian ; Wang, Xinya ; Huang, Shupei ; Liu, Huifang. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:209-219.

Full description at Econpapers || Download paper

2019Day-of-the-week effects in financial contagion. (2019). Gebka, Bartosz ; Anderson, Robert ; Sewraj, Deeya. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:221-226.

Full description at Econpapers || Download paper

2017Hedge fund return, volatility asymmetry, and systemic effects: A higher-moment factor-EGARCH model. (2017). Elyasiani, Elyas ; Mansur, Iqbal. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:49-65.

Full description at Econpapers || Download paper

2017Time varying contagion in EMU government bond spreads. (2017). Leschinski, Christian ; Bertram, Philip . In: Journal of Financial Stability. RePEc:eee:finsta:v:29:y:2017:i:c:p:72-91.

Full description at Econpapers || Download paper

2017International stock market leadership and its determinants. (2017). Cai, Charlie X ; Zhang, QI ; Mobarek, Asma. In: Journal of Financial Stability. RePEc:eee:finsta:v:33:y:2017:i:c:p:150-162.

Full description at Econpapers || Download paper

2017Global portfolio investment network and stock market comovement. (2017). Chuluun, Tuugi . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:51-68.

Full description at Econpapers || Download paper

2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

Full description at Econpapers || Download paper

2017Contagion of the eurozone debt crisis. (2017). Samarakoon, Lalith P. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:115-128.

Full description at Econpapers || Download paper

2018Does feedback trading drive returns of cross-listed shares?. (2018). Chen, Jing ; McMillan, David G ; Hou, Wenxuan ; Dong, Yizhe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:179-199.

Full description at Econpapers || Download paper

2018The dynamics of volatility connectedness in international real estate investment trusts. (2018). Liow, Kim Hiang ; Huang, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:195-210.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Which market integration measure?. (2017). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:76:y:2017:i:c:p:150-174.

Full description at Econpapers || Download paper

2017Financial contagion risk and the stochastic discount factor. (2017). Piccotti, Louis R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:230-248.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Investor sentiment, flight-to-quality, and corporate bond comovement. (2017). Bethke, Sebastian ; Kempf, Alexander ; Gehde-Trapp, Monika. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:112-132.

Full description at Econpapers || Download paper

2017Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Gluck, Thorsten ; Adams, Zeno ; Fuss, Roland ; ROLAND FSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

Full description at Econpapers || Download paper

2018Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics. (2018). Chen, Cathy Yi-Hsuan ; Hardle, Wolfgang Karl ; Chiang, Thomas C. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:21-32.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017Union bargaining power, subcontracting and innovation. (2017). Beladi, Hamid ; Mukherjee, Arijit. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:137:y:2017:i:c:p:90-104.

Full description at Econpapers || Download paper

2018Interindustry wage differentials, technology adoption, and job polarization. (2018). Shim, Myungkyu ; Yang, Hee-Seung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:146:y:2018:i:c:p:141-160.

Full description at Econpapers || Download paper

2017Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis. (2017). Fratzscher, Marcel ; Ehrmann, Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:26-44.

Full description at Econpapers || Download paper

2017Explaining exchange rate anomalies in a model with Taylor-rule fundamentals and consistent expectations. (2017). Lansing, Kevin ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:62-87.

Full description at Econpapers || Download paper

2017Risk assessment on euro area government bond markets – The role of governance. (2017). Boysen-Hogrefe, Jens. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pa:p:104-117.

Full description at Econpapers || Download paper

2017Sovereign tail risk. (2017). Moreno, Antonio ; Lopez-Espinosa, German ; Valderrama, Laura ; Rubia, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:174-188.

Full description at Econpapers || Download paper

2018Regional pull vs global push factors: China and US influence on Asian financial markets. (2018). He, Dong ; Wang, Honglin ; Dong, Jinyue ; Shu, Chang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:112-132.

Full description at Econpapers || Download paper

2017Agricultural price transmission: China relationships with world commodity markets. (2017). Gale, Fred ; Cooke, Bryce ; Arnade, Carlos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:28-40.

Full description at Econpapers || Download paper

2017Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Gormus, Alper ; Sari, Ramazan ; Kocaarslan, Baris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

Full description at Econpapers || Download paper

2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

Full description at Econpapers || Download paper

2018Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. (2018). Tachibana, Minoru. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:46:y:2018:i:c:p:75-106.

Full description at Econpapers || Download paper

2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Sushil Wadhwani:

YearTitleTypeCited
1985Wage Inflation in the United Kingdom. In: Economica.
[Full Text][Citation analysis]		article3
1987The Effects of Inflation and Real Wages on Employment. In: Economica.
[Full Text][Citation analysis]		article15
1994Wages and Product Market Power. In: Economica.
[Full Text][Citation analysis]		article60
1996Sterling work for Labour The pound will go too high if the City thinks Labour will join EMU In: New Economy.
[Full Text][Citation analysis]		article0
1991The Effects of Changes in a Firms Product Market Power on Wages In: CEP Discussion Papers.
[Citation analysis]		paper0
1991Productivity Growth in UK Companies In: CEP Discussion Papers.
[Citation analysis]		paper5
1992Wages, Unions, Insiders and Product Market Power In: CEP Discussion Papers.
[Citation analysis]		paper6
1991Wages, Unions, Insiders and Product Market Power..(1991) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6		paper
1987Myopia, the Dividend Puzzle, and Share Prices In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
1989Insider Forces and Wage Determination In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper124
1990Insider Forces and Wage Determination..(1990) In: Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124		article
1989INSIDER FORCES AND WAGE DETERMINATION.(1989) In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
This paper has another version. Agregated cites: 124		paper
1989INSIDER FORCES AND WAGE DETERMINATION..(1989) In: Economics Series Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 124		paper
1989Employment Determination in British Industry: Investigations Using Micro-Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper65
1990The Effects of Profit-Sharing on Employment, Wages, Stock Returns and Productivity: Evidence from UK Micro-data. In: Economic Journal.
[Citation analysis]		article81
1988THE EFFECTS OF PROFIT-SHARING ON EMPLOYMENT, WAGES, STOCK RETURNS AND PRODUCTIVITY: EVIDENCE FROM UK MICRO-DATA.(1988) In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
This paper has another version. Agregated cites: 81		paper
1991The Effects of Unions of Investment and Innovation: Evidence from WIRS. In: Economic Journal.
[Full Text][Citation analysis]		article34
1991The Effects of Unions on Organisational Change and Employment. In: Economic Journal.
[Full Text][Citation analysis]		article58
1992Feedback Traders and Stock Return Autocorrelations: Evidence from a Century of Daily Data. In: Economic Journal.
[Full Text][Citation analysis]		article127
1986Inflation, Bankruptcy, Default Premia and the Stock Market. In: Economic Journal.
[Full Text][Citation analysis]		article29
1987The Macroeconomic Implications of Profit Sharing: Some Empirical Evidence. In: Economic Journal.
[Full Text][Citation analysis]		article1
1994Volatility and Links between National Stock Markets. In: Econometrica.
[Full Text][Citation analysis]		article461
1990Volatiltiy and Links Between National Stock Markets.(1990) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 461		paper
1988Unions, wages and employment : Tests based on U.K. firm-level data In: European Economic Review.
[Full Text][Citation analysis]		article3
1989The effect of the stock market on investment: a comparative study In: European Economic Review.
[Full Text][Citation analysis]		article14
1988THE EFFECT OF THE STOCK MARKET ON INVESTMENT: A COMPARATIVE STUDY.(1988) In: London School of Economics - Centre for Labour Economics.
[Citation analysis]
This paper has another version. Agregated cites: 14		paper
1992Productivity growth in U.K. companies, 1975-1986 In: European Economic Review.
[Full Text][Citation analysis]		article48
1988Profit-sharing as a cure for unemployment : Some doubts In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article7
1987Are exchange rates excessively volatile? In: Journal of International Economics.
[Full Text][Citation analysis]		article7
2008Monetary Policy, Regulation and Volatile Markets In: SUERF Studies.
[Full Text][Citation analysis]		book0
2008Should Monetary Policy Respond to Asset Price Bubbles? Revisiting the Debate In: FMG Special Papers.
[Full Text][Citation analysis]		paper12
1995Has the EMS Reduced the Cost of Capital? In: Centro de Estudios Monetarios Y Financieros-.
[Citation analysis]		paper0
1988A DIRECT TEST OF THE EFFICIENCY WAGE MODEL USING UK MICRO- DATA In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper60
1991A Direct Test of the Efficiency Wage Model Using UK Micro-data..(1991) In: Oxford Economic Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60		article
1989UNIONS AND PRODUCTIVITY GROWTH IN BRITAIN, 1974-86: EVIDENCE FROM UK COMPANY ACCOUNTS DATA In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper4
1989THE EFFECTS OF UNIONS ON CORPORATE INVESTMENT: EVIDENCE FROM ACCOUNTS DATA, 1972-86 In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper2
1989THE EFFECTS OF UNIONS ON ORGANIZATIONAL CHANGE, INVESTMENT AND EMPLOYMENT: EVIDENCE FROM WIRS In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper15
1989THE EFFECT OF UNIONS ON PRODUCTIVITY GROWTH, INVESTMENT AND EMPLOYMENT: A REPORT ON SOME RECENT WORK In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper2
1989THE DETERMINANTS OF WAGE FLEXIBILITY IN JAPAN: SOME LESSONS FROM A COMPARISON WITH THE UK USING MICRO-DATA. In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper7
1990THE ECONOMIC EFFECTS OF INDUSTRIAL RELATIONS LEGISLATION SINCE 1979. In: London School of Economics - Centre for Labour Economics.
[Citation analysis]		paper8
1989Transmission of Volatility Between Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper758
1990Transmission of Volatility between Stock Markets..(1990) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 758		article
2002Asset Prices in a Flexible Inflation Targeting Framework In: NBER Working Papers.
[Full Text][Citation analysis]		paper179
1987Profit-Sharing and Meades Discriminating Labour-Capital Partnerships: A Review Article. In: Oxford Economic Papers.
[Full Text][Citation analysis]		article5
1986The UK Capital Stock--New Estimates of Premature Scrapping. In: Oxford Review of Economic Policy.
[Citation analysis]		article19

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team