Marcin Wolski : Citation Profile


Are you Marcin Wolski?

European Investment Bank (EIB)

1

H index

1

i10 index

14

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 2
   Journals where Marcin Wolski has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 2 (12.5 %)

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   Permalink: http://citec.repec.org/pwo234
   Updated: 2019-12-07    RAS profile: 2019-01-04    
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Relations with other researchers


Works with:

Popov, Alexander (2)

van de Leur, Michiel (2)

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

Is cited by:

Tiwari, Aviral (1)

Canh, Nguyen (1)

Dergiades, Theologos (1)

LE, Thai-Ha (1)

Xu, TengTeng (1)

Milas, Costas (1)

Panagiotidis, Theodore (1)

Troster, Victor (1)

Shahbaz, Muhammad (1)

Zhu, Ke (1)

Cites to:

Laeven, Luc (9)

Beck, Thorsten (5)

Demirguc-Kunt, Asli (5)

Granger, Clive (4)

Levine, Ross (4)

Marcellino, Massimiliano (4)

Love, Inessa (4)

Musso, Alberto (4)

Diamond, Douglas (4)

Garcia-de-Andoain, Carlos (4)

Panchenko, Valentyn (4)

Main data


Where Marcin Wolski has published?


Working Papers Series with more than one paper published# docs
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance2
Working Paper Series / European Central Bank2
EIB Working Papers / European Investment Bank (EIB)2

Recent works citing Marcin Wolski (2018 and 2017)


YearTitle of citing document
2018New HSIC-based tests for independence between two stationary multivariate time series. (2018). Zhu, Ke ; Li, Wai Keung ; Wang, Guochang. In: Papers. RePEc:arx:papers:1804.09866.

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2017Modeling loss-propagation in the global supply network: The dynamic agent-based model acclimate. (2017). Wenz, L ; Frieler, K ; Levermann, A ; Willner, S N ; Otto, C. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:83:y:2017:i:c:p:232-269.

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2019Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method. (2019). Tang, Wenjin ; Bu, Hui ; Wu, Junjie. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:181-204.

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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.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2019Is energy security a driver for economic growth? Evidence from a global sample. (2019). LE, Thai-Ha ; Canh, Nguyen ; Nguyen, Canh Phuc. In: Energy Policy. RePEc:eee:enepol:v:129:y:2019:i:c:p:436-451.

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2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Roubaud, David ; Bouri, Elie. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

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2019Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206.

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2019Investment Sustained by Consumption: A Linear and Nonlinear Time Series Analysis. (2019). Erbina, Carles Manera ; Perez-Montiel, Jose. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:16:p:4381-:d:257227.

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2017Interconnectedness of Global Systemically-Important Banks and Insurers. (2017). Xu, TengTeng ; Malik, Sheheryar. In: IMF Working Papers. RePEc:imf:imfwpa:17/210.

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2019The Dynamics of Financial Development, Globalization, Economic Growth and Life Expectancy in Sub-Saharan Africa. (2019). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Kumar, Mantu. In: MPRA Paper. RePEc:pra:mprapa:96649.

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2018Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets. (2018). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos. In: Working Paper series. RePEc:rim:rimwps:18-42.

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2017Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate. (2017). Xaba, Diteboho ; Moroke, Ntebogang ; Makatjane, Katleho. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:9:y:2017:i:3:p:163-170.

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2019Financing and obstacles for high growth enterprises: The European case. (2019). Durante, Elena ; Pal, Rozalia ; Ferrando, Annalisa. In: EIB Working Papers. RePEc:zbw:eibwps:201903.

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Works by Marcin Wolski:


YearTitleTypeCited
2013Exploring Nonlinearities in Financial Systemic Risk In: CeNDEF Working Papers.
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paper0
2013Nonlinear Granger Causality: Guidelines for Multivariate Analysis In: CeNDEF Working Papers.
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paper10
2016Nonlinear Granger Causality: Guidelines for Multivariate Analysis.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 10
article
2016Welfare-theoretic Optimal Policies in a New-Keynesian Economy with Heterogeneous Regions: Any Role for Financial Integration? In: Journal of Common Market Studies.
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article0
2018Debt Overhang and Investment Efficiency In: CEPR Discussion Papers.
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paper0
2016Interbank loans, collateral and modern monetary policy In: Working Paper Series.
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paper1
2016Interbank loans, collateral and modern monetary policy.(2016) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 1
article
2018Debt overhang and investment efficiency In: Working Paper Series.
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paper0
2015Modern Monetary Rules: Any Role for Financial Targeting? In: International Symposia in Economic Theory and Econometrics.
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2014Safe Havens, Feedback Loops, and Shock Propagation in Global Asset Prices In: IMF Working Papers.
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paper1
2012Monetary policy, banking and heterogeneous agents In: NBP Working Papers.
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paper0
2018Investment of financially distressed firms: The role of trade credit In: EIB Working Papers.
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paper1
2018Sovereign risk and corporate cost of borrowing: Evidence from a counterfactual study In: EIB Working Papers.
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paper1

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