7
H index
5
i10 index
250
Citations
Javier Gómez Biscarri : Citation Profile
Barcelona School of Economics (BSE) | RESEARCH PRODUCTION: 15 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2002 - 2015). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Javier Gómez Biscarri. | Is cited by:
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Main data
Where Javier Gómez Biscarri has published?
| Journals with more than one article published | # docs |
|---|---|
| Spanish Economic Review | 2 |
| Applied Financial Economics | 2 |
| Journal of International Money and Finance | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Barcelona School of Economics | 2 |
Recent works citing Javier Gómez Biscarri (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data. (2023). Suominen, Hanna ; Lensky, Artem ; Isai, Leigh ; Lalbakhsh, Pooia ; Ge, Wenbo. In: Papers. RePEc:arx:papers:2306.12446. Full description at Econpapers || Download paper |
| 2023 | The effects of the BoJs ETF purchases on equities and corporate investment. (2023). Cohen, Lior. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003528. Full description at Econpapers || Download paper |
| 2023 | Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets. (2023). Yeomans, Julian Scott ; Luukka, Pasi ; Ahmed, Sheraz ; Patari, Eero. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000074. Full description at Econpapers || Download paper |
| 2023 | Volatility Spillover Between Chinese Stock Market and Selected Emerging Economies: A Dynamic Conditional Correlation and Portfolio Optimization Perspective. (2023). Bhardwaj, Indira ; Sharma, Sudhi ; Yadav, Miklesh Prasad. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09381-9. Full description at Econpapers || Download paper |
| 2023 | State-Dependent Exchange Rate Pass-Through. (2023). Furceri, Davide ; Carrière-Swallow, Yan ; Jimenez, Daniel ; Firat, Melih ; Carriere-Swallow, Yan. In: Working papers. RePEc:rie:riecdt:106. Full description at Econpapers || Download paper |
| 2023 | Impact of capital account liberalization on stock market crashes. (2023). Shehzad, Choudhry Tanveer ; Khalid, Rizwan ; Naqvi, Bushra. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3700-3726. Full description at Econpapers || Download paper |
Works by Javier Gómez Biscarri:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | A Residual-Based ADF Test for Stationary Cointegration in I (2) Settings In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | A residual-based ADF test for stationary cointegration in I(2) settings.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | A residual-based ADF test for stationary cointegration in I (2) settings.(2014) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Regression-based analysis of cointegration systems In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Regression-based analysis of cointegration systems.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Understanding the Relationship between Financial Development and Monetary Policy In: Review of International Economics. [Full Text][Citation analysis] | article | 6 |
| 2006 | Understanding the Relationship between Financial Development and Monetary Policy.(2006) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2002 | Bulls and Bears: Lessons from some European Countries In: Royal Economic Society Annual Conference 2002. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Exchange rate and inflation dynamics in dollarized economies In: Journal of Development Economics. [Full Text][Citation analysis] | article | 48 |
| 2004 | Exchange Rate and Inflation Dynamics in Dollarized Economies.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
| 2006 | Changes in the dynamic behavior of emerging market volatility: Revisiting the effects of financial liberalization In: Emerging Markets Review. [Full Text][Citation analysis] | article | 32 |
| 2008 | Accounting measures and international pricing models: Justifying accounting homogeneity In: Journal of Accounting and Public Policy. [Full Text][Citation analysis] | article | 2 |
| 2004 | Structural changes in volatility and stock market development: Evidence for Spain In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2003 | Structural Changes in Volatility and Stock Market Development: Evidence for Spain.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2008 | Changes in the informational content of term spreads: Is monetary policy becoming less effective? In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 0 |
| 2003 | Stock market cycles, financial liberalization and volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 80 |
| 2003 | Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2003 | Stock Market Cycles, Financial Liberalization and Volatility.(2003) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
| 2011 | The relationship between investment and large exchange rate depreciations in dollarized economies In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 8 |
| 2008 | The relationship between investment and large exchange rate depreciations in dollarized economies.(2008) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2008 | The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 2 |
| 2007 | The influence of differences in accounting standards on empirical pricing models: An application to the Fama-French model.(2007) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Financial Liberalization and Emerging Stock Market Volatility In: Computing in Economics and Finance 2004. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Stock market cycles and stock market development in Spain In: Spanish Economic Review. [Full Text][Citation analysis] | article | 14 |
| 2005 | Nonparametric estimation of convergence of interest rates: Effects on bond pricing In: Spanish Economic Review. [Full Text][Citation analysis] | article | 1 |
| 2004 | Nonparametric Estimation of Convergence of Interest Rates: Effects on Bond Pricing.(2004) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | Financial liberalization, stock market volatility and outliers in emerging economies In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2009 | The predictive power of the term spread revisited: a change in the sign of the predictive relationship In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2002 | Do Spanish Stock Market Prices Follow a Random Walk? In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Changes in the Dynamic Behavior of Emerging Market Volatility: Revisiting the Effects of Financial L In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 27 |
| 2008 | The accounting dimension in financial integration: International pricing under different accounting standards In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Dating Recessions from Industrial Production Indexes: An Analysis for Europe and the US In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Fair Value Accounting, Earnings Management and the use of Available-for-Sale Instruments by Bank Managers In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Money Demand Accommodation: Impact on Macro-Dynamics and Policy Consequences In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Exchange Rate Behavior and Exchange Rate Puzzles: Why the XVIII Century Might Help In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team