9
H index
9
i10 index
463
Citations
University of Guelph | 9 H index 9 i10 index 463 Citations RESEARCH PRODUCTION: 8 Articles 14 Papers RESEARCH ACTIVITY: 14 years (2004 - 2018). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba468 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Gregory H. Bauer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Bank of Canada Review | 2 |
Working Papers Series with more than one paper published | # docs |
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Staff Working Papers / Bank of Canada | 8 |
International Finance / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2023 | Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. (2023). Ribeiro, Ruy M ; Medeiros, Marcelo C ; de Brito, Diego S ; Alves, Rafael. In: Papers. RePEc:arx:papers:2303.16151. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Realized BEKK-CAW Models. (2023). Mike, SO ; Manabu, Asai. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:15:y:2023:i:1:p:49-77:n:1. Full description at Econpapers || Download paper |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper |
2023 | Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64. Full description at Econpapers || Download paper |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper |
2023 | A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548. Full description at Econpapers || Download paper |
2023 | Cross-border equity flows and information transmission: Evidence from Chinese stock markets. (2023). Shi, Donghui ; Han, Bing ; Chan, Kalok ; Bian, Jiangze. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000239. Full description at Econpapers || Download paper |
2023 | The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293. Full description at Econpapers || Download paper |
2023 | Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678. Full description at Econpapers || Download paper |
2023 | The impact of government spending on Ireland’s housing and residential market – Targeted vs economy-wide stimulus. (2023). Egan, Paul ; Bergin, Adele. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:3:p:552-569. Full description at Econpapers || Download paper |
2023 | Do institutional investors perform better in emerging markets?. (2023). Kumar, Ashish ; Badhani, K N ; Tayde, Mangesh ; Vo, Xuan Vinh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:1041-1056. Full description at Econpapers || Download paper |
2023 | Monetary tightening in the Euro Area: Implications for residential investment. (2023). McQuinn, Kieran ; Egan, Paul. In: Papers. RePEc:esr:wpaper:wp767. Full description at Econpapers || Download paper |
2023 | When Does Monetary Policy Sway House Prices? A Meta-Analysis. (2023). Havranek, Tomas ; Bajzik, Josef ; Ehrenbergerova, Dominika. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00185-5. Full description at Econpapers || Download paper |
2023 | Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India. (2023). Ledwani, Sanket ; Iyer, Vishwanathan ; Chakraborty, Suman. In: MPRA Paper. RePEc:pra:mprapa:117067. Full description at Econpapers || Download paper |
2023 | Composite forecasting of vast-dimensional realized covariance matrices using factor state-space models. (2023). Hartkopf, Jan Patrick. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02245-1. Full description at Econpapers || Download paper |
2023 | Liquidity and realized covariance forecasting: a hybrid method with model uncertainty. (2023). Li, Weiping ; Ma, Feng ; Cao, Yangli ; Qiao, Gaoxiu. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02248-y. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2006 | A Summary of the Bank of Canada Conference on Fixed-Income Markets, 3-4 May 2006 In: Bank of Canada Review. [Full Text][Citation analysis] | article | 2 |
2012 | Global Risk Premiums and the Transmission of Monetary Policy In: Bank of Canada Review. [Full Text][Citation analysis] | article | 8 |
2004 | International Equity Flows and Returns: A Quantitative Equilibrium Approach In: Staff Working Papers. [Full Text][Citation analysis] | paper | 50 |
2005 | International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2005) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2004 | International equity flows and returns: a quantative equilibrium approach.(2004) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2004 | International Equity Flows and Returns: A Quantitative Equilibrium Approach.(2004) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2005 | International equity flows and returns: a quantitative equilibrium approach.(2005) In: International Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2004 | The Monetary Origins of Asymmetric Information in International Equity Markets In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
2006 | The monetary origins of asymmetric information in international equity markets.(2006) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2007 | Multivariate Realized Stock Market Volatility In: Staff Working Papers. [Full Text][Citation analysis] | paper | 28 |
2012 | An International Dynamic Term Structure Model with Economic Restrictions and Unspanned Risks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 31 |
2014 | What Does the Convenience Yield Curve Tell Us about the Crude Oil Market? In: Staff Working Papers. [Full Text][Citation analysis] | paper | 17 |
2014 | International House Price Cycles, Monetary Policy and Risk Premiums In: Staff Working Papers. [Full Text][Citation analysis] | paper | 18 |
2016 | The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies In: Staff Working Papers. [Full Text][Citation analysis] | paper | 8 |
2018 | The Global Financial Cycle, Monetary Policies, and Macroprudential Regulations in Small, Open Economies.(2018) In: Canadian Public Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2016 | Monetary Policy, Private Debt and Financial Stability Risks In: Staff Working Papers. [Full Text][Citation analysis] | paper | 45 |
2017 | Monetary Policy, Private Debt, and Financial Stability Risks.(2017) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | article | |
2011 | Forecasting multivariate realized stock market volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 93 |
2009 | Global private information in international equity markets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 86 |
2017 | International house price cycles, monetary policy and credit In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
2007 | International Equity Flows and Returns: A Quantitative Equilibrium Approach -super-1 In: Review of Economic Studies. [Full Text][Citation analysis] | article | 61 |
2004 | Characterizing Asymmetric Information in International Equity Markets In: International Finance. [Full Text][Citation analysis] | paper | 4 |
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