6
H index
5
i10 index
154
Citations
University of Technology Sydney | 6 H index 5 i10 index 154 Citations RESEARCH PRODUCTION: 7 Articles 13 Papers RESEARCH ACTIVITY: 13 years (2009 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgl29 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kristoffer Glover. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Economic Dynamics and Control | 2 |
Year | Title of citing document |
---|---|
2023 | Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers || Download paper |
2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper |
2023 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper |
2023 | In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332. Full description at Econpapers || Download paper |
2023 | Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
2023 | Predicting the last zero before an exponential time of a spectrally negative Lévy process. (2023). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119290. Full description at Econpapers || Download paper |
2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper |
2023 | Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2020 | Dynkin games with incomplete and asymmetric information In: Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Short Selling with Margin Risk and Recall Risk In: Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | SHORT SELLING WITH MARGIN RISK AND RECALL RISK.(2022) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | With or without replacement? Sampling uncertainty in Shepps urn scheme In: Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 27 |
2016 | Leveraged investments and agency conflicts when cash flows are mean reverting In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
2015 | Speculative trading in the gold market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 21 |
2022 | Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 3 |
2014 | The trade-off theory revisited: on the effect of operating leverage In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 0 |
2010 | On nonlinear models of markets with finite liquidity: Some cautionary notes In: Published Paper Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series. [Full Text][Citation analysis] | paper | 1 |
2017 | Dynkin games with heterogeneous beliefs In: Published Paper Series. [Full Text][Citation analysis] | paper | 5 |
2009 | The British Asian Option In: Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2010 | The British Russian Option In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
2011 | Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series. [Full Text][Citation analysis] | paper | 12 |
2012 | Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2013 | The Trade-off Theory Revisited: On the Effect of Operating Leverage In: Research Paper Series. [Full Text][Citation analysis] | paper | 6 |
2012 | The Destruction of a Safe Haven Asset? In: Working Paper Series. [Full Text][Citation analysis] | paper | 43 |
2012 | A Gold Bubble? In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
2022 | Financially constrained index futures arbitrage In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team