Jon Wongswan : Citation Profile


Are you Jon Wongswan?

Puey Ungphakorn Institute for Economic Research (PIER) (95% share)

9

H index

9

i10 index

473

Citations

RESEARCH PRODUCTION:

8

Articles

14

Papers

RESEARCH ACTIVITY:

   11 years (2003 - 2014). See details.
   Cites by year: 43
   Journals where Jon Wongswan has often published
   Relations with other researchers
   Recent citing documents: 102.    Total self citations: 6 (1.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwo162
   Updated: 2020-08-01    RAS profile: 2017-08-19    
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Relations with other researchers


Works with:

Warnock, Francis (2)

Thomas, Charles (2)

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

Is cited by:

Fratzscher, Marcel (24)

Warnock, Francis (18)

Kočenda, Evžen (14)

Marfatia, Hardik (12)

Ülkü, Numan (10)

KOSTAKIS, ALEXANDROS (8)

Chuliá, Helena (8)

Kontonikas, Alexandros (8)

Bubak, Vit (7)

Lane, Philip (7)

Milesi-Ferretti, Gian Maria (7)

Cites to:

Warnock, Francis (25)

Harvey, Campbell (25)

Bekaert, Geert (22)

Bollerslev, Tim (15)

Hau, Harald (13)

Ferson, Wayne (12)

Andersen, Torben (12)

Diebold, Francis (11)

Rey, Helene (11)

Engle, Robert (10)

Swanson, Eric (10)

Main data


Where Jon Wongswan has published?


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

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)10

Recent works citing Jon Wongswan (2018 and 2017)


YearTitle of citing document
2017Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation. (2017). Christiansen, Charlotte ; Jun, AI ; Asgharian, Hossein. In: CREATES Research Papers. RePEc:aah:create:2018-12.

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2020External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan. (2020). Jamil, Zartaj ; Zahra, Hafiza Sadaf ; Younas, Muhammad Zeeshan ; Rizwan, Muhammad Ali. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:7-29.

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2020Debt De-risking. (2020). Schrimpf, Andreas ; Cutura, Jannic ; Parise, Gianpaolo. In: BIS Working Papers. RePEc:bis:biswps:868.

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2018Transmission of foreign monetary shocks to a small open economy under structural instability: the case of Russia. (2018). Ushakova, Yulia ; Styrin, Konstantin ; Kruglova, Anna. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps38.

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2019Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:182:y:2019:i:3:p:831-861.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2019Sudden stops of international fund flows: Occurrence and magnitude. (2019). Scholtens, Bert ; de Haan, Jakob ; Li, Suxiao. In: Review of International Economics. RePEc:bla:reviec:v:27:y:2019:i:1:p:468-497.

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2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

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

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2017The Effects of USA Monetary Policy on Central America and the Dominican Republic. (2017). Checo, Ariadne M ; Ramirez, Francisco A ; Pradel, Salome . In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:3-07.

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2017¿Todos los flujos de capitales están asociados a auges de los precios de las viviendas? Evaluación empírica. (2017). Jara, Alejandro ; Olaberria, Eduardo. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:4sp-3.

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2017The impact of ECBs conventional and unconventional monetary policies on European banking indexes returns.. (2017). Perdichizzi, Salvatore. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def059.

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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.

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2017The portfolio of euro area fund investors and ECB monetary policy announcements. (2017). Manganelli, Simone ; Bubeck, Johannes ; Habib, Maurizio Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20172116.

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2019Interest rates and foreign spillovers. (2019). Zimic, Sreko ; De Santis, Roberto A. In: Working Paper Series. RePEc:ecb:ecbwps:20192221.

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2019US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?. (2019). Sensarma, Rudra ; Ansari, Md Gyasuddin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:64:y:2019:i:c:p:130-151.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017Taxing financial transactions in fundamentally heterogeneous markets. (2017). Molinari, Massimo ; Gaffeo, Edoardo. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:322-333.

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2018Herding behavior among wine investors. (2018). Ayta, Beysul ; Mandou, Cyrille ; Coqueret, Guillaume. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:318-328.

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2019Dynamics of monetary policy spillover: The role of exchange rate regimes. (2019). Dash, Pradyumna ; Rohit, Abhishek Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:276-288.

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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2017When no news is good news – The decrease in investor fear after the FOMC announcement. (2017). Frijns, Bart ; Tourani-Rad, Alireza ; Fernandez-Perez, Adrian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:187-199.

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2017Systematic cojumps, market component portfolios and scheduled macroeconomic announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:43-58.

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2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

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2017Is information assimilated at announcements in the European carbon market?. (2017). Bredin, Don ; Muckley, Cal B ; Chen, Jiayuan . In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:234-247.

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2018Intraday patterns in foreign exchange returns and realized volatility. (2018). Zhang, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:99-104.

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2019US monetary policy and the pricing of American Depositary Receipts. (2019). Roevekamp, Ingmar. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:418-424.

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2018Central bank communication and financial markets: New high-frequency evidence. (2018). Horvath, Roman ; Gertler, Pavel. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:336-345.

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2017Global liquidity transmission to emerging market economies, and their policy responses. (2017). Kang, Taesu ; Choi, Woon Gyu ; Lee, Byongju ; Kim, Geun-Young. In: Journal of International Economics. RePEc:eee:inecon:v:109:y:2017:i:c:p:153-166.

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2017Does more complex language in FOMC decisions impact financial markets?. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:171-189.

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2018The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles. (2018). Yan, Cheng ; Wang, Xichen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:38-54.

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2020Equity market integration and portfolio rebalancing. (2020). Lee, Dongwon ; Kim, Kyungkeun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300431.

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2017Federal reserves policy, global equity markets, and the local monetary policy stance. (2017). Chortareas, Georgios ; Noikokyris, Emmanouil . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:317-327.

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2017European equity market integration and joint relationship of conditional volatility and correlations. (2017). Virk, Nader ; Javed, Farrukh . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:53-77.

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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:39-56.

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2017The impact of exchange rate deviations from relative PPP equilibrium on the U.S. demand for foreign equities. (2017). Grossmann, Axel ; Simpson, Marc W ; Paul, Chris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:57-76.

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2017Impact of interest rate surprises on Islamic and conventional stocks and bonds. (2017). Akhtar, Farida ; John, Kose ; Jahromi, Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:218-231.

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

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2018Surges of international fund flows. (2018). de Haan, Jakob ; Scholtens, Bert ; Li, Suxiao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:82:y:2018:i:c:p:97-119.

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2018The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

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2018Currency downside risk, liquidity, and financial stability. (2018). Chulia, Helena ; Uribe, Jorge M ; Fernandez, Julian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:83-102.

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2019Uncovered equity “disparity” in emerging markets. (2019). Phylaktis, Kate ; Fuertes, Ana-Maria ; Yan, Cheng. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:98:y:2019:i:c:5.

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2019Financing the capital-constrained supply chain with loss aversion: Supplier finance vs. supplier investment. (2019). Liu, YE ; He, Xiuli ; Yan, Nina. In: Omega. RePEc:eee:jomega:v:88:y:2019:i:c:p:162-178.

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2018Interest rate risk and bank equity valuations. (2018). Van den Heuvel, Skander ; Zakrajek, Egon ; English, William B. In: Journal of Monetary Economics. RePEc:eee:moneco:v:98:y:2018:i:c:p:80-97.

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2019The response of different investor types to macroeconomic news. (2019). Holmes, Phil ; Ikizlerli, Deniz ; Anderson, Keith. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:50:y:2019:i:c:p:13-28.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2017Diversification of risk exposure through country mutual funds under alternative investment opportunities. (2017). Naka, Atsuyuki ; Noman, Abdullah . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:64:y:2017:i:c:p:215-227.

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2018Decomposing the predictive power of local and global financial valuation ratios. (2018). Lawrenz, Jochen ; Zorn, Josef. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:137-149.

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2019Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market. (2019). Smales, L A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:234-252.

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2017A fresh look at integration of risks in the international stock markets: A wavelet approach. (2017). Marfatia, Hardik. In: Review of Financial Economics. RePEc:eee:revfin:v:34:y:2017:i:c:p:33-49.

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2018The effect of macroeconomic announcements at a sectoral level in the US and European Union. (2018). Balli, Faruk ; Godber, Cara ; Anderson, Hamish D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:256-272.

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2018Examining the uncovered equity parity in the emerging financial markets. (2018). Aftab, Muhammad ; Ismail, Izlin ; Ahmad, Rubi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:233-242.

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2018Exchange rates and macro news in emerging markets. (2018). Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:516-527.

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2020Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; AYDOAN, Berna ; Baklaci, Hasan Fehmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307287.

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2017Impact of FOMC announcement on stock price index in Southeast Asian countries. (2017). Mateus, Cesario ; Bao, Trung Hoang. In: China Finance Review International. RePEc:eme:cfripp:cfri-06-2016-0051.

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2018US Monetary Policy and International Bond Markets. (2018). Zakrajsek, Egon ; Yue, Vivian ; Gilchrist, Simon. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-14.

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2017Unconventional Monetary and Exchange Rate Policies. (2017). Saborowski, Christian ; Sapriza, Horacio ; Gagnon, Joseph ; Bayoumi, Tamim ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:1194.

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2018Measuring Monetary Policy Spillovers between U.S. and German Bond Yields. (2018). Eckerd, George ; de Pooter, Michiel ; Curcuru, Stephanie E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1226.

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2018International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing. (2018). del Giudice, Marius ; Li, Canlin ; Kamin, Steven B ; Curcuru, Stephanie E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1234.

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2019US Equity Tail Risk and Currency Risk Premia. (2019). Xiao, Xiao ; Londono, Juan M ; Fan, Zhenzhen. In: International Finance Discussion Papers. RePEc:fip:fedgif:1253.

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2020When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets. (2020). Yoldas, Emre ; Hoek, Jasper ; Kamin, Steven B. In: International Finance Discussion Papers. RePEc:fip:fedgif:1269.

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2017Systematic Cojumps, Market Component Portfolios and Scheduled Macroeconomic Announcements. (2017). Neely, Christopher ; Bowman, Robert G ; Chan, Kam Fong. In: Working Papers. RePEc:fip:fedlwp:2017-011.

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2018International capital flow pressures. (2018). Krogstrup, Signe ; Goldberg, Linda. In: Staff Reports. RePEc:fip:fednsr:834.

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2018Return, Volatility and Equity Fund Flows Linkages: Evidence from an Emerging Market. (2018). Zam, Ros Zam ; Lee, Jing Quan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:8:y:2018:i:7:p:172-186.

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2017Can the Fed Talk the Hind Legs Off the Stock Market?. (2017). Raes, Louis ; Eijffinger, Sylvester ; Mahieu, Ronald . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2017:q:0:a:2.

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2018International Capital Flow Pressures. (2018). Krogstrup, Signe ; Goldberg, Linda S. In: IMF Working Papers. RePEc:imf:imfwpa:18/30.

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2020Impacts of conventional and unconventional US monetary policies on global financial markets. (2020). Ono, Shigeki. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00456-z.

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2017Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies. (2017). Saborowski, Christian ; Sapriza, Horacio ; Gagnon, Joseph ; Londono, Juan M ; Bayoumi, Tamim. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:2:d:10.1007_s11079-017-9437-0.

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2018Are International Fund Flows Related to Exchange Rate Dynamics?. (2018). de Haan, Jakob ; Scholtens, Bert ; Li, Suxiao. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:1:d:10.1007_s11079-017-9469-5.

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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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2017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kocenda, Evzen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

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2019Evolution of the impact of the interest rates changes announced by Narodowy Bank Polski (NBP) on the financial markets in the high, medium and low level of interest rates environments in Poland. (2019). Kutan, Ali ; Brzeszczynski, Janusz ; Gajdka, Jerzy ; Brzeszczyski, Janusz. In: NBP Working Papers. RePEc:nbp:nbpmis:303.

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2019US Monetary Policy and International Bond Markets. (2019). Zakrajšek, Egon ; Yue, Vivian ; Gilchrist, Simon ; Zakrajek, Egon. In: NBER Working Papers. RePEc:nbr:nberwo:26012.

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2018Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries. (2018). Togba, Boboy Yves ; Yoon, Seong-Min ; Yves, Togba Boboy. In: MPRA Paper. RePEc:pra:mprapa:87141.

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2020Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:99658.

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2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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2020Dynamic Impact of Unconventional Monetary Policy on International REITs. (2020). GUPTA, RANGAN ; Marfatia, Hardik A ; Lesame, Keagile. In: Working Papers. RePEc:pre:wpaper:202020.

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2017Slow Moving Capital: Evidence from Global Equity Portfolios. (2017). Bacchetta, Philippe. In: 2017 Meeting Papers. RePEc:red:sed017:1166.

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2018Macroeconomic Impacts of External Shocks on Economy:Recursive Vector Autoregressive (RVAR) Analysis. (2018). Khan, Muhammad Arshad ; Younas, Muhammad Zeeshan. In: Bulletin of Business and Economics (BBE). RePEc:rfh:bbejor:v:7:y:2018:i:4:p:169-184.

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2017The Volatility of Capital Flows in Emerging Markets: Measures and Determinants. (2017). Pagliari, Maria Sole ; Hannan, Swarnali. In: Departmental Working Papers. RePEc:rut:rutres:201710.

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2017Portfolio rebalancing in times of stress. (2017). Grisse, Christian ; Fischer, Andreas ; Greminger, Rafael . In: Working Papers. RePEc:snb:snbwpa:2017-11.

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2019Price jumps in developed stock markets: the role of monetary policy committee meetings. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Liu, Ruipeng ; Marco, Chi Keng . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9444-z.

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2019Monetary Policy Announcements and Stock Returns: Some Further Evidence from India. (2019). Hiremath, Gourishankar S ; Khuntia, Sashikanta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00158-y.

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2019Does a change in dividend tax rates in the U.S. affect equity prices of non-U.S. stocks?. (2019). Kenchington, David G. In: Review of Accounting Studies. RePEc:spr:reaccs:v:24:y:2019:i:2:d:10.1007_s11142-019-9489-z.

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2017Testing for Long-memory and Chaos in the Returns of Currency Exchange-traded Notes (ETNs). (2017). Diaz, John Francis ; Chen, Jo-Hui. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:4:f:7_4_2.

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2019Effect of foreign equity flows on stock market volatility in Kenya Empirical evidence at Nairobi securities exchange. (2019). Ochienga, Isaac L ; Ochere, Gordon O ; Oluoch, Oluoch J ; Olweny, Tobias O. In: Journal of Finance and Investment Analysis. RePEc:spt:fininv:v:8:y:2019:i:3:f:8_3_5.

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2020What Drives Portfolio Flows to Turkey? The Dynamics and a Historical Accounting of the Flows. (2020). Eksi, Neslihan Kaya ; Aktas, Zelal. In: CBT Research Notes in Economics. RePEc:tcb:econot:2010.

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2017Essays in empirical finance and monetary policy. (2017). van Holle, Frederiek. In: Other publications TiSEM. RePEc:tiu:tiutis:30d11a4b-7bc9-4c81-ad24-5ca36f83e31f.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:2-2018.

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2018Essays on Price Discovery and Volatility Dynamics in the Foreign Exchange Market. (2018). Su, Fei. In: PhD Thesis. RePEc:uts:finphd:39.

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2018Boom-and-Bust Cycles in Emerging Markets: How Important is the Exchange Rate?. (2018). Siklos, Pierre. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0108.

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2018Macroeconomic news announcements, systemic risk, financial market volatility, and jumps. (2018). Huang, Xin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:5:p:513-534.

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2018Volatility jumps and macroeconomic news announcements. (2018). Gray, Philip ; Chan, Kam F. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:8:p:881-897.

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2019The impact of the US stock market opening on price discovery of government bond futures. (2019). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:779-802.

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2019Echo over the Great Wall: Spillover Effects of QE Announcements on Chinese Yield Curve. (2019). Niu, Linlin ; Lin, Mucai. In: Working Papers. RePEc:wyi:wpaper:002405.

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

Works by Jon Wongswan:


YearTitleTypeCited
2011US International Equity Investment and Past and Prospective Returns In: American Economic Review.
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article47
2011U.S. International Equity Investment and Past and Prospective Returns.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 47
paper
2007Cash Flows and Discount Rates, Industry and Country Effects and Co‐Movement in Stock Returns In: The Financial Review.
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article5
2004Cash flows and discount rates, industry and country effects, and co-movement in stock returns.(2004) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2013Financial Development and Long-term Growth In: Working Papers.
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2011International fund investment and local market returns In: Journal of Banking & Finance.
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article19
2008Informational linkages across trading regions: Evidence from foreign exchange markets In: Journal of International Money and Finance.
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article39
2009The response of global equity indexes to U.S. monetary policy announcements In: Journal of International Money and Finance.
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article67
2005The response of global equity indexes to U.S. monetary policy announcements.(2005) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 67
paper
2011Global asset prices and FOMC announcements In: Journal of International Money and Finance.
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article105
2006Global asset prices and FOMC announcements.(2006) In: International Finance Discussion Papers.
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This paper has another version. Agregated cites: 105
paper
2011U.S. international equity investment and past prospective returns In: International Finance Discussion Papers.
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paper7
2014Uncovered Equity Parity and Rebalancing in International Portfolios In: International Finance Discussion Papers.
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paper16
2014Uncovered Equity Parity and Rebalancing in International Portfolios.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 16
paper
2003Transmission of information across international equity markets In: International Finance Discussion Papers.
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paper90
2006Transmission of Information across International Equity Markets.(2006) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 90
article
2003Contagion: an empirical test In: International Finance Discussion Papers.
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2004The Performance of International Equity Portfolios In: International Finance Discussion Papers.
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paper37
2006The Performance of International Equity Portfolios.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 37
paper
2006Transmission of volatility and trading activity in the global interdealer foreign exchange market: evidence from electronic broking services (EBS) data In: International Finance Discussion Papers.
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paper3
2008Do fundamentals explain the international impact of U.S. interest rates? evidence at the firm level In: International Finance Discussion Papers.
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paper7
2010International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices In: Journal of Money, Credit and Banking.
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article26

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