Yangru Wu : Citation Profile

Are you Yangru Wu?

Rutgers University-Newark

20

H index

31

i10 index

2115

Citations

RESEARCH PRODUCTION:

53

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   31 years (1991 - 2022). See details.
   Cites by year: 68
   Journals where Yangru Wu has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 24 (1.12 %)

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   Permalink: http://citec.repec.org/pwu24
   Updated: 2024-01-16    RAS profile: 2022-07-27    
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Relations with other researchers

Works with:

Zhong, Zhaodong (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yangru Wu.

Is cited by:

Phillips, Peter (45)

Shi, Shuping (38)

Gil-Alana, Luis (31)

Yu, Jun (31)

Zaremba, Adam (27)

GUPTA, RANGAN (26)

Narayan, Paresh (24)

Holmes, Mark (19)

Österholm, Pär (19)

Kim, Hyeongwoo (15)

Chang, Tsangyao (15)

Cites to:

Campbell, John (28)

Perron, Pierre (22)

French, Kenneth (22)

Fama, Eugene (19)

Summers, Lawrence (19)

Hansen, Gary (16)

Shleifer, Andrei (16)

Frankel, Jeffrey (15)

Harvey, Campbell (14)

Pedersen, Lasse (14)

Rose, Andrew (12)

Main data

Where Yangru Wu has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Empirical Finance5
Journal of International Money and Finance3
Journal of Financial Research3
Review of Quantitative Finance and Accounting3
Journal of Money, Credit and Banking3
Economic Inquiry2
Review of World Economics (Weltwirtschaftliches Archiv)2

Working Papers Series with more than one paper published# docs
Working Papers / Hong Kong Institute for Monetary Research4

Recent works citing Yangru Wu (2024 and 2023)

YearTitle of citing document
2023Unemployment Risk, Portfolio Choice, and the Racial Wealth Gap. (2023). Schularick, Moritz ; Kuhn, Moritz ; Kim, Chi Hyun ; Derenoncourt, Ellora. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:265.

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2023Rational Bubbles: Too Many to be True?. (2023). Sola, Martin. In: Working Papers. RePEc:aoz:wpaper:240.

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2023A parsimonious inverse Cox-Ingersoll-Ross process for financial price modeling. (2023). Sornette, Didier ; Lin, LI. In: Papers. RePEc:arx:papers:2302.11423.

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2023Improving the accuracy of bubble date estimators under time-varying volatility. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2306.02977.

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2023.

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2023Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186.

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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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2023.

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2023On the asymptotic behavior of bubble date estimators. (2023). Skrobotov, Anton ; Kurozumi, Eiji. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:4:p:359-373.

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2023.

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2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

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2023External sustainability in Spanish economy: Bubbles and crises, 1970–2020. (2023). Prats, Maria A ; Esteve, Vicente. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:60-80.

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2023Financial Risk-Taking under Health Risk. (2023). Drupp, Moritz ; Meya, Jasper N ; Bos, Bjorn ; Quaas, Martin F. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10387.

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2023Explosive Temperatures. (2023). Gronwald, Marc. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10680.

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2023DeÂ…cit sustainability and the Fiscal Theory of the Price Level: the case of Italy, 1861-2020. (2023). Esteve, Vicente ; Daz-Roldn, Silviano Carmen ; Congregado, Emilio. In: Working Papers. RePEc:eec:wpaper:2301.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2023Trade competitiveness and the aggregate returns in global stock markets. (2023). Umar, Zaghum ; Zaremba, Adam ; Long, Huaigang ; Chiah, Mardy. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:148:y:2023:i:c:s0165188923000246.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494.

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2023Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037.

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2023Stochastic properties of nonlinear locally-nonstationary filters. (2023). Nientker, Marc ; Blasques, Francisco. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:2082-2095.

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2023Using covariates to improve the efficacy of univariate bubble detection methods. (2023). Taylor, Robert ; Korkos, Ioannis ; Kellard, Neil ; Robert, A M ; Astill, Sam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366.

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2023Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness. (2023). Wegener, Christoph ; Rjiba, Hatem ; Karmani, Majdi ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300227x.

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2023Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles. (2023). Potrykus, Marcin. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001539.

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2023Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745.

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2023Testing explosive bubbles with time-varying volatility: The case of Spanish public debt. (2023). Prats, Maria A ; Esteve, Vicente. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005098.

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2023Testing for short explosive bubbles: A case of Brent oil futures price. (2023). Gao, DA ; Feng, Hao ; Wang, Shaoping. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006730.

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2023Recency bias and the cross-section of international stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000069.

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2023Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns. (2023). Zaremba, Adam ; Cakici, Nusret. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000043.

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2023Price bubbles in the European natural gas market between 2011 and 2020. (2023). Kocaaslan, Ozge Kandemir ; Akcora, Begum. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006298.

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2023Co-explosivity versus leading effects: Evidence from crude oil and agricultural commodities. (2023). Charfeddine, Lanouar ; Belhoula, Mohamed Malek ; el Montasser, Ghassen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000399.

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2023Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?. (2023). Su, Chi-Wei ; Zhong, Huaming ; Wu, Tong ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300418x.

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2023Bubble behaviors in lithium price and the contagion effect: An industry chain perspective. (2023). Su, Chi-Wei ; Moldovan, Nicoleta-Claudia ; Qin, Meng ; Wang, Xiao-Qing. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004361.

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2023International transmission of exchange rate volatility: Evidence from FIEs’ investments in China. (2023). Xu, Yangfei ; Li, Baoxin ; Dai, Yanke. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:68:y:2023:i:c:s1042444x23000166.

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2023Mandatory dividend policy and investment efficiency within state-owned business groups. (2023). Liu, Lihua ; Ji, Mianmian ; Kong, Dongmin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002050.

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2023How does corporate ESG performance affect stock liquidity? Evidence from China. (2023). Gao, Hao ; San, Ziyao ; Li, Tingting ; Wang, Kai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001531.

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2023Price bubbles in commodity market – A single time series and panel data analysis. (2023). Potrykus, Marcin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:110-117.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2023A bibliometric review of dividend policy literature. (2023). Iqbal, Najaf ; Patel, Ritesh ; Ed-Dafali, Slimane. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001137.

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2023Striving to safeguard shareholders or maintain sustainability in periods of high uncertainty: A multi-country evidence. (2023). Mushtaq, Rizwan ; Qureshi, Muhammad Azeem ; Ahsan, Tanveer ; Gull, Ammar Ali. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:188:y:2023:i:c:s0040162522007041.

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2023External sustainability in Spanish economy: bubbles and crises, 1970–2020. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114887.

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2023Testing explosive bubbles with time-varying volatility: the case of Spanish public debt. (2022). Prats, Maria A ; Esteve, Vicente. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:116980.

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2023Machine Learning to Forecast Financial Bubbles in Stock Markets: Evidence from Vietnam. (2023). Le, Hoang Anh ; Tran, Kim Long ; Nguyen, Duc Trung ; Lieu, Cap Phu. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:4:p:133-:d:1276351.

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2023Will World Cultural Heritage Sites Boost Economic Growth? Evidence from Chinese Cities. (2023). Wang, Xiaojun ; Zeng, Zhixin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8375-:d:1152470.

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2023How Disclosure Types of Sustainability Performance Impact Consumers’ Relationship Quality and Firm Reputation. (2023). Sampet, Jomjai ; Ekasingh, Erboon ; Winit, Warat. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:803-:d:1022663.

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2023Green Finance Policy and ESG Performance: Evidence from Chinese Manufacturing Firms. (2023). Gan, Zhuojiong ; Zhou, Cui ; Sun, Xiuli. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:8:p:6781-:d:1125813.

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2023Deficit sustainability and fiscal theory of price level: the case of Italy, 1861–2020. (2023). Esteve, Vicente ; Diaz-Roldan, Carmen ; Congregado, Emilio. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:3:d:10.1007_s10663-023-09577-w.

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2023Option-Implied Skewness and the Value of Financial Intermediaries. (2023). Weissensteiner, Alex ; Bressan, Silvia. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-022-00387-y.

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2023Mean reverting in stock ratings distribution. (2023). Chan, Chia-Ying ; Lo, Huai-Chun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:3:d:10.1007_s11156-022-01121-4.

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2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

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2023Leaning against housing booms fueled by credit. (2023). Martnez, Carlos Caizares. In: Working Papers. RePEc:mib:wpaper:513.

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2023CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility*. (2023). Zu, Yang ; Robert, A M ; Leybourne, Stephen J ; Harvey, David I ; Astill, Sam. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227..

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2023Leaning against housing booms fueled by credit. (2023). Martinez, Carlos Caizares. In: Working Paper series. RePEc:rim:rimwps:23-04.

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2023Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Kaskaloglu, Kerem ; Gunay, Samet ; Goodell, John W. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z.

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2023Unemployment persistence with an evolutionary perspective: job creation or destruction (or both)?. (2023). Liu, De-Chih. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:20:y:2023:i:1:d:10.1007_s40844-022-00246-4.

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2023Price bubbles of agricultural commodities: evidence from China’s futures market. (2023). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:1:d:10.1007_s00181-022-02254-0.

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2023Behavioral Risk Preferences and Dividend Changes: Exploring the Linkages with Prospect Theory Through Empirical Analysis. (2023). Kayani, Umar Nawaz ; Hasan, Fakhrul ; Choudhury, Tonmoy. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:24:y:2023:i:4:d:10.1007_s40171-023-00350-3.

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2023Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics. (2023). Koopman, Siem Jan ; Mingoli, Gabriele ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230065.

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2023Testing for explosive bubbles: a review. (2023). Anton, Skrobotov. In: Dependence Modeling. RePEc:vrs:demode:v:11:y:2023:i:1:p:26:n:1.

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2023A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR. (2023). Yu, Jun ; Liu, Yanbo. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:4:p:1347-1395.

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2023Walk the talk: Shareholders soft engagement at annual general meetings. (2023). Martin, Fabio ; Bannier, Christina E ; Auzepy, Alix. In: CFS Working Paper Series. RePEc:zbw:cfswop:689.

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Works by Yangru Wu:

YearTitleTypeCited
2002The Impact of Macroeconomic and Financial Variables on Market Risk: Evidence from International Equity Returns In: European Financial Management.
[Full Text][Citation analysis]		article3
2021Economic policy uncertainty and momentum In: Financial Management.
[Full Text][Citation analysis]		article5
2015Performance of Foreign and Global Mutual Funds: The Role of Security Selection, Region-Shifting, and Style-Shifting Abilities In: The Financial Review.
[Full Text][Citation analysis]		article3
2000Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies In: Journal of Finance.
[Full Text][Citation analysis]		article170
2017EXPLOITING CLOSED-END FUND DISCOUNTS: A SYSTEMATIC EXAMINATION OF ALPHAS In: Journal of Financial Research.
[Full Text][Citation analysis]		article0
2020ACCRUALS AND MOMENTUM In: Journal of Financial Research.
[Full Text][Citation analysis]		article1
2020THE COMOVEMENTS OF STOCK, BOND, AND CDS ILLIQUIDITY BEFORE, DURING, AND AFTER THE GLOBAL FINANCIAL CRISIS In: Journal of Financial Research.
[Full Text][Citation analysis]		article2
1993Are There Rational Bubbles in Foreign Exchange Markets? -- Some Direct Tests In: Departmental Working Papers.
[Citation analysis]		paper0
1995On the Finite-Sample Distribution of Montis Portmanteau Test for the Adequacy of an ARMA (p,q) Model In: Departmental Working Papers.
[Citation analysis]		paper0
1996On the Finite-Sample Distribution of Separate Tests for Univarite Time Series Models In: Departmental Working Papers.
[Citation analysis]		paper0
1996Further results on the finite-sample distribution of Montis portmanteau test for the adequacy of an ARMA (p,q) model In: Departmental Working Papers.
[Citation analysis]		paper0
2000Further Results on the Finite-Sample Distribution of Modified Portmanteau Tests for Randomness In: Departmental Working Papers.
[Citation analysis]		paper0
2000On the Empirical Size of Normalized Autocorrelation Coefficients In: Departmental Working Papers.
[Citation analysis]		paper0
2002On the empirical size and power of normalized autocorrelation coefficients: A Monte Carlo investigation In: Departmental Working Papers.
[Citation analysis]		paper0
2002On the size and power of portmanteau tests for randomness of a time series In: Departmental Working Papers.
[Citation analysis]		paper0
2002On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: A Monte Carlo study and empirical example In: Departmental Working Papers.
[Citation analysis]		paper2
2005On the use of the sample partial autocorrelation for order determination in a pure autoregressive process: a Monte Carlo study and empirical example.(2005) In: Applied Economics Letters.
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2003A Re-examination of the Finite-Sample Properties of Pena and Rodriguezs Portmanteau Test of Lack of Fit for Time Series In: Departmental Working Papers.
[Citation analysis]		paper1
2003Uniqueness and Stability of Equilibria in a Model with Endogenous Markups and Labor Supply In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article2
2009Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values? In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper565
2009Explosive Behavior in the 1990s Nasdaq : When Did Exuberance Escalate Asset Values?.(2009) In: Finance Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 565		paper
2007Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?.(2007) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 565		paper
2011EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?.(2011) In: International Economic Review.
[Citation analysis]
This paper has nother version. Agregated cites: 565		article
2009Explosive Behavior in the 1990s Nasdaq: When Did Exuberance Escalate Asset Values?.(2009) In: Working Papers.
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This paper has nother version. Agregated cites: 565		paper
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise. In: Economic Journal.
[Full Text][Citation analysis]		article109
1998Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise.(1998) In: Working Papers.
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This paper has nother version. Agregated cites: 109		paper
1998An empirical investigation on the time-series behavior of the U.S.-China trade deficit In: Journal of Asian Economics.
[Full Text][Citation analysis]		article1
2005A comparative study of the finite-sample performance of some portmanteau tests for randomness of a time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
1998Endogenous growth and the welfare costs of inflation: a reconsideration In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article25
1996Asymmetry in forward exchange rate bias: A puzzling result In: Economics Letters.
[Full Text][Citation analysis]		article19
2003Nonlinear prediction of exchange rates with monetary fundamentals In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article37
2004Predictability of short-horizon returns in international equity markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2006Momentum and mean reversion across national equity markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article78
2015Bond and stock market response to unexpected dividend changes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article17
2020The information content of the term structure of risk-neutral skewness In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article8
2014Optimal portfolio choice for investors with industry-specific labor income risks In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2010Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2005Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration.(2005) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2002Explaining exchange rate risk in world stock markets: A panel approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article25
2003Random walk versus breaking trend in stock prices: Evidence from emerging markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article127
2008Effective fair pricing of international mutual funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
2011Risk adjustment and momentum sources In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article23
2016Sovereign debt ratings and stock liquidity around the World In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2019Exchange rate uncertainty and firm-level investment: Finding the Hartman–Abel effect In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article7
2021Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang In: Journal of Financial Economics.
[Full Text][Citation analysis]		article4
1995Are there rational bubbles in foreign exchange markets? Evidence from an alternative test In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article34
1997Forward premiums as unbiased predictors of future currency depreciation: a non-parametric analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article16
2014Currency devaluation and stock market response: An empirical analysis In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2000Monopolistic competition, increasing returns to scale, and the welfare costs of inflation In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article16
2000Endogenous markups and the effects of income taxation:: Theory and evidence from OECD countries In: Journal of Public Economics.
[Full Text][Citation analysis]		article29
1998Hysteresis in unemployment: Evidence from OECD countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article86
In: .
[Citation analysis]		paper0
2002Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study In: Working Papers.
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2004Momentum Trading, Mean Reveral and Overration in Chinese Stock Market. In: Working Papers.
[Full Text][Citation analysis]		paper0
1997Understanding Spot and Forward Exchange Rate Regressions. In: Journal of Applied Econometrics.
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1997Do Interest Rates Follow Unit-Root Processes? Evidence from Cross-Maturity Treasury Bill Yields. In: Review of Quantitative Finance and Accounting.
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1997Capital controls and covered interest parity in the EU: Evidence from a panel-data unit root test In: Review of World Economics (Weltwirtschaftliches Archiv).
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1997The trend behavior of real exchange rates: Evidence from OECD countries In: Review of World Economics (Weltwirtschaftliches Archiv).
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