Hardik A Marfatia : Citation Profile


Are you Hardik A Marfatia?

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.
   Cites by year: 36
   Journals where Hardik A Marfatia has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 11 (4.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2152
   Updated: 2024-01-16    RAS profile: 2020-04-02    
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Relations with other researchers


Works with:

GUPTA, RANGAN (9)

Miller, Stephen (3)

Cakan, Esin (2)

Demirer, Riza (2)

Gabauer, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hardik A Marfatia.

Is cited by:

GUPTA, RANGAN (82)

Ji, Qiang (11)

Balcilar, Mehmet (10)

Alola, Andrew (10)

Pierdzioch, Christian (10)

Salisu, Afees (9)

Gabauer, David (9)

Asongu, Simplice (8)

Plakandaras, Vasilios (7)

Chatziantoniou, Ioannis (6)

Wohar, Mark (5)

Cites to:

GUPTA, RANGAN (65)

Balcilar, Mehmet (28)

Swanson, Eric (18)

Nelson, Charles (18)

Gürkaynak, Refet (16)

Diebold, Francis (16)

Wohar, Mark (15)

Bollerslev, Tim (15)

Kuttner, Kenneth (15)

Piazzesi, Monika (14)

Sousa, Ricardo (14)

Main data


Where Hardik A Marfatia has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance3
Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics11

Recent works citing Hardik A Marfatia (2024 and 2023)


YearTitle of citing document
2023Impact 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.

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2023Co-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.

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2023The 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.

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2023The 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.

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2023Oil 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.

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2023US 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.

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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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2023How 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.

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2023On 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.

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2023Fluctuation 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.

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2023Geopolitical 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.

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2023Testing 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.

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2023Long-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.

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2023Risk 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.

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2023Asymmetric 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.

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2023The 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.

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2023.

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2023Has 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.

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2023Labour 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.

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2023Housing 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.

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2023Herding 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.

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2023The 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.

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2023Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2023). Kishor, Kundan N. In: MPRA Paper. RePEc:pra:mprapa:116819.

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2023Stock 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.

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2023An 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.

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2023.

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Works by Hardik A Marfatia:


YearTitleTypeCited
2018Estimating the New Keynesian Phillips Curve for the UK: evidence from the inflation-indexed bonds market In: The B.E. Journal of Macroeconomics.
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article4
2016The Role of Push and Pull Factors in Driving Global Capital Flows In: Applied Economics Quarterly (formerly: Konjunkturpolitik).
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article6
2015Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks In: The North American Journal of Economics and Finance.
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article11
2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises In: The North American Journal of Economics and Finance.
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article28
2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 28
paper
2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis In: The North American Journal of Economics and Finance.
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article21
2018Information Spillover across International Real Estate Investment Trusts: Evidence from an Entropy-Based Network Analysis.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 21
paper
2013The 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.
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article22
2014Impact 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.
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article10
2017A fresh look at integration of risks in the international stock markets: A wavelet approach In: Review of Financial Economics.
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article12
2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market In: Working Papers.
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paper0
2017The Dynamic Relationship Between Housing Prices and the Macroeconomy: Evidence from OECD Countries In: The Journal of Real Estate Finance and Economics.
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article27
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market In: Working Papers in Economics & Finance.
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paper3
2017Estimating excess sensitivity and habit persistence in consumption using Greenbook forecast as an instrument In: MPRA Paper.
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paper0
2017Price Jumps in Developed Stock Markets: The Role of Monetary Policy Committee Meetings In: Working Papers.
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paper8
2019Price jumps in developed stock markets: the role of monetary policy committee meetings.(2019) In: Journal of Economics and Finance.
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This paper has nother version. Agregated cites: 8
article
2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach In: Working Papers.
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paper1
2017Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers.
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paper33
2019Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics.
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This paper has nother version. Agregated cites: 33
article
2017Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers.
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paper13
2019Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance.
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This paper has nother version. Agregated cites: 13
article
2018High-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.
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paper11
2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility In: Working Papers.
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paper0
2019Effect of Uncertainty on U.S. Stock Returns and Volatility: Evidence from Over Eighty Years of High-Frequency Data In: Working Papers.
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paper8
2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment In: Working Papers.
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paper5
2019125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets In: Working Papers.
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paper5
2020125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets.(2020) In: Working papers.
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This paper has nother version. Agregated cites: 5
paper
2019Monetary policy co-movement and spillover of shocks among BRICS economies In: Applied Economics Letters.
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article5
2013Does federal funds futures rate contain information about the treasury bill rate? In: Applied Financial Economics.
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article3
2019The dynamic relationship among the money market mutual funds, the commercial paper market, and the repo market In: The European Journal of Finance.
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article0
2020Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models In: Working papers.
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paper9
2018Forecasting house prices in OECD economies In: Journal of Forecasting.
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article11

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