10
H index
11
i10 index
256
Citations
Northeastern Illinois University | 10 H index 11 i10 index 256 Citations RESEARCH PRODUCTION: 16 Articles 16 Papers RESEARCH ACTIVITY: 7 years (2013 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pma2152 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Hardik A Marfatia. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
The North American Journal of Economics and Finance | 3 |
Journal of Economics and Finance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
Working Papers / University of Pretoria, Department of Economics | 11 |
Year | Title of citing document |
---|---|
2023 | Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123. 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 | The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness. (2023). Trinh, Hai Hong ; Truong, HA ; Hao, Wei ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000622. Full description at Econpapers || Download paper |
2023 | The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159. Full description at Econpapers || Download paper |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper |
2023 | US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122. Full description at Econpapers || Download paper |
2023 | Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770. Full description at Econpapers || Download paper |
2023 | How subway network affects transit accessibility and equity: A case study of Xian metropolitan area. (2023). Cui, Mengying ; Yu, Lijie. In: Journal of Transport Geography. RePEc:eee:jotrge:v:108:y:2023:i:c:s0966692323000285. Full description at Econpapers || Download paper |
2023 | On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430. Full description at Econpapers || Download paper |
2023 | Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387. Full description at Econpapers || Download paper |
2023 | Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach. (2023). le Roux, Sara ; Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:1-7. Full description at Econpapers || Download paper |
2023 | Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314. Full description at Econpapers || Download paper |
2023 | Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232. 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 | Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331. Full description at Econpapers || Download paper |
2023 | The Impact of Fossil Fuels, Renewable Energy, and Nuclear Energy on South Korea’s Environment Based on the STIRPAT Model: ARDL, FMOLS, and CCR Approaches. (2023). Kochaski, Konrad ; Walasek, Robert ; Kaya, Funda ; Akter, Salma ; Voumik, Liton Chandra ; Pattak, Dulal Chandra ; Zimon, Grzegorz. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:17:p:6198-:d:1225657. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Has the Asymmetric Effect of Oil Price Change in Inflation Expectations Been Impacted by the COVID-19 Outbreak? A Comparison Between the United States and China. (2023). Nie, Qing. In: Asian Social Science. RePEc:ibn:assjnl:v:19:y:2023:i:3:p:55. Full description at Econpapers || Download paper |
2023 | Labour Market Fluctuations and the Housing Net Worth Channel in the EU. (2023). McQuinn, Kieran ; Cronin, David. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:1:d:10.1007_s10645-022-09414-8. Full description at Econpapers || Download paper |
2023 | Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y. Full description at Econpapers || Download paper |
2023 | Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price. (2023). Mokni, Khaled ; Youssef, Mouna. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00299-5. Full description at Econpapers || Download paper |
2023 | The Transmission Mechanism of Stress in the International Banking System. (2023). Muchimba, Lilian ; Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2023-03. Full description at Econpapers || Download paper |
2023 | Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819. Full description at Econpapers || Download paper |
2023 | Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310. Full description at Econpapers || Download paper |
2023 | An empirical investigation of COVID-19 effects on herding behaviour in USA and UK stock markets using a quantile regression approach. (2023). Frimpong, Ophelia ; Ntiamoah, Bernard O ; Aidoo, Eric N ; Ampofo, Richard T ; Sasu, Daniel. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09613-8. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market In: The B.E. Journal of Macroeconomics. [Full Text][Citation analysis] | article | 4 |
2016 | The Role of Push and Pull Factors in Driving Global Capital Flows In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 6 |
2015 | Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
2017 | The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 28 |
2017 | The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2018 | Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 21 |
2018 | Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2013 | The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 22 |
2014 | Impact of uncertainty on high frequency response of the U.S. stock markets to the Feds policy surprises In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
2017 | A fresh look at integration of risks in the international stock markets: A wavelet approach In: Review of Financial Economics. [Full Text][Citation analysis] | article | 12 |
2018 | Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 27 |
2020 | Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 3 |
2017 | Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers. [Citation analysis] | paper | 8 |
2019 | Price jumps in developed stock markets: the role of monetary policy committee meetings.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2017 | A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 33 |
2019 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
2017 | Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers. [Citation analysis] | paper | 13 |
2019 | Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2018 | High-Frequency Impact of Monetary Policy and Macroeconomic Surprises on US MSAs and Aggregate US Housing Returns and Volatility: A GJR-GARCH Approach In: Working Papers. [Citation analysis] | paper | 11 |
2019 | Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers. [Citation analysis] | paper | 8 |
2019 | Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers. [Citation analysis] | paper | 5 |
2019 | 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets In: Working Papers. [Citation analysis] | paper | 5 |
2020 | 125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets.(2020) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | Monetary policy co-movement and spillover of shocks among BRICS economies In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
2013 | Does federal funds futures rate contain information about the treasury bill rate? In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2019 | The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2020 | Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models In: Working papers. [Full Text][Citation analysis] | paper | 9 |
2018 | Forecasting house prices in OECD economies In: Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team