Matthew Greenwood-Nimmo : Citation Profile

Are you Matthew Greenwood-Nimmo?

University of Melbourne

8

H index

8

i10 index

265

Citations

RESEARCH PRODUCTION:

16

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 20
   Journals where Matthew Greenwood-Nimmo has often published
   Relations with other researchers
   Recent citing documents: 42.    Total self citations: 10 (3.64 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgr364
   Updated: 2024-01-16    RAS profile: 2023-01-02    
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Relations with other researchers

Works with:

Steenkamp, Daan (3)

shin, yongcheol (3)

Fry-McKibbin, Renee (2)

Kočenda, Evžen (2)

Cho, Jin Seo (2)

Hsiao, Cody Yu-Ling (2)

Wu, Eliza (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Matthew Greenwood-Nimmo.

Is cited by:

Huber, Florian (11)

shin, yongcheol (11)

Kočenda, Evžen (8)

POLEMIS, MICHAEL (8)

Chudik, Alexander (7)

Bahmani-Oskooee, Mohsen (6)

Feldkircher, Martin (6)

Pesaran, Mohammad (6)

Baruník, Jozef (4)

Balcilar, Mehmet (4)

Dovern, Jonas (4)

Cites to:

Yilmaz, Kamil (34)

Pesaran, Mohammad (33)

Diebold, Francis (32)

shin, yongcheol (20)

Nguyen, Viet Hoang (19)

Pelizzon, Loriana (11)

Smith, L. Vanessa (10)

Bekaert, Geert (10)

Cho, Jin Seo (9)

Dees, Stephane (9)

Hoerova, Marie (8)

Main data

Where Matthew Greenwood-Nimmo has published?

Journals with more than one article published# docs
Journal of Financial Markets3
EKONOMIAZ. Revista vasca de Economa2

Working Papers Series with more than one paper published# docs
Working Papers / South African Reserve Bank3
Working papers / Yonsei University, Yonsei Economics Research Institute2

Recent works citing Matthew Greenwood-Nimmo (2024 and 2023)

YearTitle of citing document
2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2023A pulse check on recent developments in time series econometrics. (2023). Chan, Felix ; Oxley, Les. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6.

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2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

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2023.

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2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

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2023Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728.

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2023The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?. (2023). Orji, Anthony ; Ojonta, Obed I ; Mba, Ifeoma C ; Ukwueze, Ezebuilo R ; Ogbuabor, Jonathan E. In: Applied Energy. RePEc:eee:appene:v:334:y:2023:i:c:s0306261923000351.

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2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

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2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

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2023Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529.

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2023The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734.

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2023Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744.

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2023Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004161.

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2023Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets. (2023). Zhu, You ; Uddin, Gazi Salah ; Xie, Chi ; Feng, Yusen ; Wan, LI ; Wang, Gang-Jin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000340.

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2023The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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2023The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach. (2023). Pan, Huanxue ; Deng, Jing ; Ouyang, Wenpei ; Chen, Ying ; Xu, Zihan ; Xing, Xiaoyun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000193.

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2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets. (2023). Ugolini, Andrea ; Mensi, Walid ; Reboredo, Juan C. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000661.

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2023Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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2023What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037.

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2023Effects of LTV announcements in EU economies. (2023). Giuliodori, Massimo ; Mokas, Dimitris. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000396.

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2023Time-varying exchange rate pass-through into terms of trade. (2023). Dainauskas, Justas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001067.

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2023Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000154.

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2023Asymmetric price transmission along the supply chain of perishable agricultural commodities: A nonlinear ARDL approach. (2023). Ratnasiri, Shyama ; Harshana, P. V. S., . In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000178.

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2023Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100.

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2023European systemic credit risk transmission using Bayesian networks. (2023). Pavia, Jose M ; Lopez, Jesua ; Ballester, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000405.

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2023Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000703.

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2023Sectoral volatility spillovers and their determinants in Vietnam. (2023). Vo, Duc Hong ; Nguyen, Nhan Thien ; Dang, Tam Hoang-Nhat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09446-9.

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2023Impact of government integrity and corruption on sustainable stock market development: linear and nonlinear evidence from Pakistan. (2023). Kamboh, Muhammad Husnain ; Sardar, Samina ; Saeed, Zeeshan ; Bilal, Ahmad Raza ; Islam, Kashif. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:4:d:10.1007_s10644-023-09523-7.

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2023When Fiscal Discipline meets Macroeconomic Stability: the Euro-stability Bond. (2023). Raggi, Davide ; Pintus, Francesco Jacopo ; Greco, Luciano. In: Marco Fanno Working Papers. RePEc:pad:wpaper:0300.

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2023Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks. (2023). Bouri, Elie ; Gupta, Rangan ; Plakandaras, Vasilios ; Foglia, Matteo. In: Working Papers. RePEc:pre:wpaper:202337.

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2023EnhancingtheQuarterlyProjectionModel. (2023). Pirozhkova, Ekaterina ; Rudi, Luchelle Soobyah ; Rakgalakane, Jeffrey. In: Working Papers. RePEc:rbz:wpaper:11044.

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2023Enhancing the Quarterly Projection Model. (2023). Soobyah, Luchelle ; Steinbach, Rudi ; Rakgalakane, Jeffrey ; Pirozhkova, Ekaterina. In: Working Papers. RePEc:rbz:wpaper:11048.

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2023Labour market uncertainty after the irruption of COVID-19. (2023). Claveria, Oscar ; Sori, Petar. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02304-7.

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2023Did weekly economic index and volatility index impact US food sales during the first year of the pandemic?. (2023). Gangopadhyay, Partha ; Das, Narasingha. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00460-y.

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2023Energy use and environmental degradation in Europe: evidence from panel nonlinear ARDL. (2023). Munir, Kashif. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:3:d:10.1007_s11135-022-01473-y.

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2023Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3.

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2023TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries. (2023). Sarissa, Yakari ; Yakup, Ari ; Nesrin, Akbulut. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:23:y:2023:i:2:p:1-23:n:20.

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2023Structural Change, Income Distribution and Unemployment Related to COVID-19: An Agent-based Model. (2023). Reiter, Oliver ; Landesmann, Michael ; Jovanovi, Branimir ; Schutz, Bernhard. In: wiiw Working Papers. RePEc:wii:wpaper:223.

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2023Connectedness between G10 currencies: Searching for the causal structure. (2023). Heinlein, Reinhold ; Bettendorf, Timo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3938-3959.

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2023.

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Works by Matthew Greenwood-Nimmo:

YearTitleTypeCited
2017An Introduction to Data Cleaning Using Internet Search Data In: Australian Economic Review.
[Full Text][Citation analysis]		article0
2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks* In: The Economic Record.
[Full Text][Citation analysis]		article0
2020On the International Spillover Effects of Country-Specific Financial Sector Bailouts and Sovereign Risk Shocks.(2020) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 0		paper
2017Heads I win; tails you lose: asymmetry in exchange rate pass-through into import prices In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article16
2016Heads I Win, Tails You Lose: Asymmetry in Exchange Rate Pass-Through Into Import Prices.(2016) In: MPRA Paper.
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This paper has nother version. Agregated cites: 16		paper
2016Monetary shocks, macroprudential shocks and financial stability In: Economic Modelling.
[Full Text][Citation analysis]		article15
2013Taxation and the asymmetric adjustment of selected retail energy prices in the UK In: Economics Letters.
[Full Text][Citation analysis]		article56
2022Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2021Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic.(2021) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2016Risk and return spillovers among the G10 currencies In: Journal of Financial Markets.
[Full Text][Citation analysis]		article68
2016Risk and Return Spillovers among the G10 Currencies.(2016) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 68		paper
2019Financial sector bailouts, sovereign bailouts, and the transfer of credit risk In: Journal of Financial Markets.
[Full Text][Citation analysis]		article11
2022Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
2021Measuring the Connectedness of the Global Economy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2009La fallida búsqueda de la estabilidad In: EKONOMIAZ. Revista vasca de Economía.
[Full Text][Citation analysis]		article0
2009The Self-Defeating Pursuit of Stability In: EKONOMIAZ. Revista vasca de Economía.
[Full Text][Citation analysis]		article0
2021Does the Spillover Index Respond Significantly to Systemic Shocks? A Bootstrap-Based Probabilistic Analysis In: Working Papers IES.
[Full Text][Citation analysis]		paper1
2019Does the Spillover Index Reflect Systemic Shocks? A Bootstrap-Based Probabilistic Analysis.(2019) In: Melbourne Institute Working Paper Series.
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This paper has nother version. Agregated cites: 1		paper
2012International Linkages of the Korean Economy: The Global Vector Error-Correcting Macroeconometric Modelling Approach In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper6
2017What’s Mine Is Yours: Sovereign Risk Transmission during the European Debt Crisis In: Melbourne Institute Working Paper Series.
[Full Text][Citation analysis]		paper5
2013On the Asymmetric U-Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article3
2013On the Asymmetric U?Shaped Relationship between Inflation, Inflation Uncertainty, and Relative Price Skewness in the UK.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2014Inflation targeting monetary and fiscal policies in a two-country stock–flow-consistent model In: Cambridge Journal of Economics.
[Full Text][Citation analysis]		article10
2021Risk and Return Spillovers in a Global Model of the Foreign Exchange Network In: Working Papers.
[Full Text][Citation analysis]		paper1
2022A banklevel analysis of interest rate passthrough in South Africa In: Working Papers.
[Full Text][Citation analysis]		paper2
2022Can information on the distribution of ZAR returns be used to improve SARBs ZAR forecasts In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Probabilistic forecasting of output growth, inflation and the balance of trade in a GVAR framework In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article42
2019Two-Step Estimation of the Nonlinear Autoregressive Distributed Lag Model In: Working papers.
[Full Text][Citation analysis]		paper1
2021Recent Developments of the Autoregressive Distributed Lag Modelling Framework In: Working papers.
[Full Text][Citation analysis]		paper8

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