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The North American Journal of Economics and Finance / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
33
Impact Factor
0.97
5 Years IF
0.9
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 12 12 25 0 0 0 0 0 0.04
1993 0 0.1 0.11 0 15 27 27 3 12 12 0 0 0.05
1994 0.07 0.11 0.07 0.07 14 41 12 2 6 27 2 27 2 0 0 0.06
1995 0.03 0.2 0.09 0.05 13 54 44 4 11 29 1 41 2 2 50 0 0.08
1996 0.19 0.22 0.19 0.13 24 78 36 15 26 27 5 54 7 1 6.7 2 0.08 0.1
1997 0.03 0.23 0.05 0.06 18 96 206 5 31 37 1 78 5 0 0 0.1
1998 0.19 0.27 0.15 0.14 13 109 49 15 47 42 8 84 12 2 13.3 0 0.12
1999 0.1 0.29 0.04 0.05 20 129 119 5 52 31 3 82 4 1 20 0 0.14
2000 0.06 0.34 0.11 0.07 13 142 48 16 68 33 2 88 6 6 37.5 6 0.46 0.15
2001 0.24 0.36 0.21 0.19 18 160 468 27 102 33 8 88 17 7 25.9 6 0.33 0.16
2002 0.87 0.4 0.45 0.48 19 179 343 70 182 31 27 82 39 14 20 15 0.79 0.21
2003 1.41 0.41 0.55 0.82 19 198 346 103 291 37 52 83 68 15 14.6 5 0.26 0.2
2004 1.42 0.46 0.66 1 19 217 212 140 435 38 54 89 89 2 1.4 20 1.05 0.21
2005 0.95 0.47 0.68 1.09 23 240 512 155 597 38 36 88 96 9 5.8 13 0.57 0.22
2006 0.76 0.47 0.66 1.17 25 265 393 173 772 42 32 98 115 10 5.8 6 0.24 0.21
2007 0.88 0.42 0.58 0.83 17 282 223 162 935 48 42 105 87 5 3.1 2 0.12 0.19
2008 0.86 0.45 0.94 1.33 22 304 226 283 1220 42 36 103 137 3 1.1 3 0.14 0.21
2009 0.97 0.44 0.78 1.06 17 321 250 247 1469 39 38 106 112 14 5.7 5 0.29 0.21
2010 0.69 0.44 0.74 1.07 23 344 292 254 1725 39 27 104 111 5 2 8 0.35 0.18
2011 1.43 0.46 0.98 1.32 20 364 172 353 2081 40 57 104 137 29 8.2 7 0.35 0.21
2012 1.33 0.47 0.98 1.25 22 386 186 352 2458 43 57 99 124 32 9.1 12 0.55 0.19
2013 1.36 0.53 1.2 1.39 84 470 671 562 3020 42 57 104 145 133 23.7 136 1.62 0.22
2014 1.28 0.55 0.98 1.34 67 537 376 524 3544 106 136 166 222 141 26.9 21 0.31 0.21
2015 1.17 0.55 0.94 1.12 70 607 346 571 4116 151 176 216 242 137 24 23 0.33 0.21
2016 0.86 0.56 0.76 0.89 73 680 244 516 4632 137 118 263 235 28 5.4 16 0.22 0.2
2017 0.97 0.58 0.79 0.96 78 758 144 597 5230 143 138 316 303 42 7 17 0.22 0.21
2018 0.81 0.7 0.71 0.83 66 824 119 588 5819 151 123 372 310 26 4.4 18 0.27 0.28
2019 0.97 0.88 0.72 0.9 188 1012 86 730 6549 144 139 354 318 131 17.9 58 0.31 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

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186
22006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

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174
31997Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

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166
42002Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146.

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156
52001Fragmentation in simple trade models. (2001). Deardorff, Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137.

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138
62007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

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113
72013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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89
82006Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281.

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88
92013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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79
102004Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Shiratsuka, Shigenori ; Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100.

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78
112005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

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76
122003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

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73
132009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

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67
142010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105.

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66
152003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

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60
162002The great exchange rate debate after Argentina. (2002). Edwards, Sebastian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252.

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57
172005Vertical specialization and three facts about U.S. international trade. (2005). Yi, Kei-Mu ; Chen, Hogan ; Kondratowicz, Matthew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:35-59.

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51
181999From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yunez-Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:10:y:1999:i:1:p:5-38.

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50
192009Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, João. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280.

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48
202005How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; Worms, Andreas ; Gerberding, Christina . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:277-292.

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48
212005International fragmentation and the new economic geography. (2005). Kierzkowski, Henryk ; Jones, Ronald W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:1-10.

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46
222013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

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45
232005Patterns of international fragmentation of production and the relative demand for labor. (2005). Tajoli, Lucia ; Helg, Rodolfo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:233-254.

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44
242009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

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42
252005Fragmentation and services. (2005). Soubeyran, Antoine ; Riezman, Raymond ; Long, Ngo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:137-152.

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41
262008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

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40
272010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

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40
282014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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39
292005International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Hanley, Aoife ; Gorg, Holger. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269.

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39
302015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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37
312010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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36
322010Causes of banking crises revisited. (2010). Klomp, Jeroen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87.

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35
332002An evaluation of monetary regime options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:213-235.

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34
342003An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356.

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33
352011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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32
362005The relevance of real-time data in estimating reaction functions for the euro area. (2005). Roffia, Barbara ; Gerdesmeier, Dieter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:293-307.

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32
372008Fiscal convergence in the European Union. (2008). Yigit, Taner ; Kutan, Ali ; Kočenda, Evžen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:319-330.

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31
382001A specific-factors view on outsourcing. (2001). Kohler, Wilhelm. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:31-53.

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31
392013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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31
402004Monetary policy in deflation: the liquidity trap in history and practice. (2004). Orphanides, Athanasios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:101-124.

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30
412002Monetary integration in the Southern Cone. (2002). Gros, Daniel ; Belke, Ansgar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:323-349.

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30
422001The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). Wolfmayr, Yvonne ; Pfaffermayr, Michael ; Egger, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272.

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30
432002Monetary union: European lessons, Latin American prospects. (2002). Schmidt-Hebbel, Klaus ; Hochreiter, Eduard ; Winckler, Georg . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:297-321.

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30
442003Trade integration and synchronization between the business cycles of Mexico and the United States. (2003). ALBERTOTORRES, ; Vela, Oscar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:319-342.

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29
452014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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29
462014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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28
472005Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries. (2005). Chiquiar, Daniel ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:187-216.

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27
482003Fragmentation and agglomeration matter: Japanese multinationals in Latin America and East Asia. (2003). Kimura, Fukunari ; Ando, Mitsuyo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:287-317.

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27
492013The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52.

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27
502006Financial development and financial liberalization in Asia: Thresholds, institutions and the sequence of liberalization. (2006). Ito, Hiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:303-327.

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27
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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36
22009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

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23
32013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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23
42015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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18
52006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

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17
62015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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17
72014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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16
82018Leverage and firm performance: New evidence on the role of firm size. (2018). Ibhagui, Oyakhilome W ; Olokoyo, Felicia O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:57-82.

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16
92015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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15
102005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

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15
112017A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises. (2017). Wong, Wing-Keung ; McAleer, Michael ; Guo, Xu ; Zhu, Lixing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:346-358.

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14
122016Relationship between oil, stock prices and exchange rates: A vine copula based GARCH method. (2016). BEN AISSA, Mohamed ; Aloui, Riadh . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:458-471.

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14
132013The performance of commodity trading advisors: A mean-variance-ratio test approach. (2013). Wong, Wing-Keung ; Wang, Keyan ; Bai, Zhidong ; Phoon, Kok Fai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:188-201.

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13
142016Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53.

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12
152015The effect of Chinese import competition on Mexican local labor markets. (2015). Mendez, Oscar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:364-380.

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12
162010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

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12
172016Is corruption bad for economic growth? Evidence from Asia-Pacific countries. (2016). Huang, Chiung-Ju . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:247-256.

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11
182015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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11
192008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

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11
202018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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10
212010Stabilization effects of social spending: Empirical evidence from a panel of OECD countries. (2010). Furceri, Davide. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:34-48.

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9
222016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171.

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9
232017Structural vulnerability and resilience to currency crisis: Foreign currency debt versus export. (2017). Nakatani, Ryota. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:132-143.

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242003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

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251997Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

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262016Commodity-price volatility and macroeconomic spillovers: Evidence from nine emerging markets. (2016). Hegerty, Scott. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:23-37.

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272003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

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282017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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292015Investor trading behavior, investor sentiment and asset prices. (2015). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:42-62.

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302016Forecasting house-price growth in the Euro area with dynamic model averaging. (2016). Risse, Marian ; Kern, Martin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:70-85.

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312015Volatility spillover dynamics and relationship across G7 financial markets. (2015). Liow, Kim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365.

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322016On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

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332009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

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342014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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352018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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362017The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115.

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372001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

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382014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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392013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

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402015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123.

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412018Does the stock market really cause unemployment? A cross-country analysis. (2018). Pan, Wei-Fong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:34-43.

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422014Non-linear volatility dynamics and risk management of precious metals. (2014). Ulusoy, Veysel ; demiralay, sercan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:183-202.

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432015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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442015Monetary policys time-varying impact on the US bond markets: Role of financial stress and risks. (2015). Marfatia, Hardik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:103-123.

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452015Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

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462011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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472017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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482003An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356.

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492014Country and industry convergence of equity markets: International evidence from club convergence and clustering. (2014). Miller, Stephen ; Apergis, Nicholas ; Christou, Christina. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:36-58.

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502017Does the cutoff of “red capital” raise a red flag? Political connections and stock price crash risk. (2017). Xie, LU ; Ye, Tingting ; Zhang, Min ; Liu, Yaosong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:39:y:2017:i:c:p:89-109.

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2019The E?ect of Financial Ratios on the Stock Prices: Evidence from the Polish Stock Exchange. (2019). Ligocka, Marie. In: ACTA VSFS. RePEc:prf:journl:v:13:y:2019:i:1:p:44-60.

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2019Board structure, considerable capital, and stock price overreaction informativeness in terms of technical indicators. (2019). Chen, Yuhsin ; Huang, Paoyu ; Ni, Yensen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:514-528.

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2019The asymmetric performance of industry concentrated funds. (2019). Trifon, Papapanagiotou ; Eirini, Lazaridou ; Dimitrios, Kousenidis. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300635.

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2019Chasing investor sentiment in stock market. (2019). Wu, Huihui ; Yang, Chunpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303243.

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2019The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Working Papers. RePEc:pre:wpaper:201908.

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2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2019Productivity enhancing trade through local fragmentation. (2019). Yang, Lei ; Xu, Xinpeng ; Marjit, Sugata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:292-301.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2019Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Marco, Chi Keung ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:201953.

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2019The Dollar Exchange Rate as a Global Risk Factor: Evidence from Investment. (2019). Shin, Hyun Song ; Koch, Catherine ; Avdjiev, Stefan ; Bruno, Valentina. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00074-4.

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2019Bank efficiency and non-performing loans: Evidence from Turkey. (2019). Matousek, Roman ; Partovi, Elmira. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:287-309.

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2019Redundancy Identification and Optimization Scheme of Branches for Sustainable Operation of Commercial Banks. (2019). Li, Hongyang ; Wang, Chenchen ; Zhao, Laijun ; Zhu, DI ; Xue, Jian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4111-:d:252930.

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2019Evaluating the European bank efficiency using Data Envelopment Analysis: evidence in the aftermath of the recent financial crisis. (2019). Ferreira, Candida. In: Working Papers REM. RePEc:ise:remwps:wp01092019.

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2019Forecasting stock returns: Do less powerful predictors help?. (2019). Shi, Benshan ; Ma, Feng ; Zeng, Qing ; Zhang, Yaojie. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:32-39.

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2019Economic constraints and stock return predictability: A new approach. (2019). Wei, YU ; Zhang, Yaojie ; Yi, Yongsheng ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:1-9.

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2019Forecasting the Chinese stock volatility across global stock markets. (2019). Zhang, Yaojie ; Ma, Feng ; Liu, Jing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:466-477.

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2019Out-of-sample prediction of the oil futures market volatility: A comparison of new and traditional combination approaches. (2019). Ma, Feng ; Zhang, Yaojie ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1109-1120.

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2019Forecasting oil price volatility: Forecast combination versus shrinkage method. (2019). Wei, YU ; Zhang, Yaojie ; Jin, Daxiang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:423-433.

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2019Effects of monetary investment, payback time and firm characteristics on electricity saving in energy-intensive industry. (2019). Thollander, Patrik ; Nehler, Therese ; Karlsson, Magnus ; Lawrence, Akvile. In: Applied Energy. RePEc:eee:appene:v:240:y:2019:i:c:p:499-512.

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2019Inferences of default risk and borrower characteristics on P2P lending. (2019). Chen, Cathy W. S. ; Sriboonchitta, Songsak ; Liu, Nathan ; Dong, Manh Cuong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305527.

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2019Term structure dynamics in a monetary economy with learning. (2019). Ono, Sadayuki . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:730-745.

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2019Cross-asset relations, correlations and economic implications. (2019). McMillan, David G. In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:60-78.

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2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

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2019The Indeterminacy Agenda in Macroeconomics. (2019). Farmer, Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13745.

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2019The Indeterminacy Agenda in Macroeconomics. (2019). Farmer, Roger. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:507.

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2019Time-varying causal relationship between stock market and unemployment in the United Kingdom: Historical evidence from 1855 to 2017. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:81-88.

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2019The importance of beliefs in shaping macroeconomic outcomes. (2019). , Roger. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14185.

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2019The Indeterminacy School in Macroeconomics. (2019). Farmer, Roger. In: NBER Working Papers. RePEc:nbr:nberwo:25879.

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2019The Importance of Beliefs in Shaping Macroeconomic Outcomes. (2019). Farmer, Roger. In: NBER Working Papers. RePEc:nbr:nberwo:26557.

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2019Financial factors affecting oil price change and oil-stock interactions: a review and future perspectives. (2019). Qiang, Wei ; Wu, Jy S ; Lv, Tao ; Ding, Zhihua ; Liu, Zhenhua. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:95:y:2019:i:1:d:10.1007_s11069-018-3473-y.

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2019Oil price shocks, economic policy uncertainty and China’s trade: A quantitative structural analysis. (2019). Wei, Yanfeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:20-31.

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2019Exchange rates, oil prices and world stock returns. (2019). Sakaki, Hamid ; Mollick, Andre Varella. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:585-602.

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2019The Impact of Slumping Oil Price on the Situation of Tanker Shipping along the Maritime Silk Road. (2019). Ri, Yoo ; Zhang, Hengcai ; Yang, Tengfei ; Xie, Yanxin ; Mou, Naixia. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4796-:d:263503.

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2019Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. (2019). Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:995-1009.

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2019High frequency volatility co-movements in cryptocurrency markets. (2019). Corbet, Shaen ; Katsiampa, Paraskevi ; Lucey, Brian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:62:y:2019:i:c:p:35-52.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2019How to effectively estimate the time-varying risk spillover between crude oil and stock markets? Evidence from the expectile perspective. (2019). Zhang, Yue-Jun ; Ma, Shu-Jiao. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303573.

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2019A Markov Regime Switching Approach towards Assessing Resilience of Romanian Collective Investment Undertakings. (2019). Gherghina, Ştefan ; PANAIT, Iulian ; Armeanu, Daniel Tefan ; Badea, Leonardo . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:5:p:1325-:d:210534.

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2019Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Fang, Tong ; Su, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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2019Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998.

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2019Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly . In: Resources Policy. RePEc:eee:jrpoli:v:60:y:2019:i:c:p:255-261.

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2019On the Linkage between the Energy Market and Stock Returns: Evidence from Romania. (2019). Joldeș, Camelia ; armeanu, dan ; Gherghina, Tefan Cristian. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1463-:d:223779.

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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2019Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186.

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2019Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries. (2019). Camilleri, Silvio ; Ye, Bai ; Nicolanne, Scicluna. In: MPRA Paper. RePEc:pra:mprapa:95299.

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2019Foreigners at the gate? Foreign investor trading and the disposition effect of domestic individual investors. (2019). Jimmy, Ji Yeol ; Jeong, Seong Hoon ; Park, Keun Woo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:165-180.

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2019Economic growth, exchange rate and FDI: A comparative analysis of Nigeria and Ghana between the year 1990 to 2000. (2019). Sakiru, Olatunji Y. In: MPRA Paper. RePEc:pra:mprapa:92849.

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2019Effect of Foreign Direct Investment and Economic Growth in Nigeria. (2019). Victoria, Kenny. In: MPRA Paper. RePEc:pra:mprapa:92873.

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2019Exchange Rate Management and Economic Growth: An FMOLS Approach. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93125.

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2019The role of agricultural sector performance on economic growth in Nigeria. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93132.

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2019A causal relationship between unemployment and economic growth. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93133.

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2019Challenges of female entrepreneurship in Nigeria. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93166.

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2019The Role of Public Sector Enterprise on Economic Development: A Case Study Of The Nigerian Power Sector (1981-2015).. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93291.

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2019Macroeconomic Performance Indicators and Exchange Rate Misalignment in Nigeria. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93292.

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2019Determinants of Manufacturing Sector Performance and Its Contribution To Gross Domestic Product In Nigeria. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93293.

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2019Employee productivity and organizational performance: A theoretical perspective. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93294.

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2019Effects of Human Capital Investment on Unemployment Volatility in Nigeria (1981-2015). (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93295.

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2019Manufacturing Sector Performance, Exchange Rate Volatility and Inclusive Growth In Nigeria (1981-2015). (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:93296.

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2019The effect of real shocks on business cycle fluctuations. A Bayesian panel vector autoregressive approach. (2019). Kenny, Victoria. In: MPRA Paper. RePEc:pra:mprapa:95716.

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2019Analysis of Risk Factors Affecting Firms’ Financial Performance—Support for Managerial Decision-Making. (2019). Ilie, Vasile ; Madaleno, Mara ; Brbu-Miu, Nicoleta. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:4838-:d:264151.

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2019R&D-firm performance nexus: New evidence from NASDAQ listed firms. (2019). Ibhagui, Oyakhilome W ; CHEN, Yiqi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300543.

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2019On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market. (2019). Dutta, Prof Karabi ; Sen, Abhibasu. In: Papers. RePEc:arx:papers:1904.05317.

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2019Liquidity and Borrowing from a Lender of Last Resort during the Crisis of 1884. (2019). Hoag, Christopher. In: Working Papers. RePEc:tri:wpaper:1901.

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2019Bank Executive Experience with Clearinghouse Loan Certificates. (2019). Hoag, Christopher. In: Working Papers. RePEc:tri:wpaper:1903.

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2019Pricing discrete barrier options under jump-diffusion model with liquidity risk. (2019). Li, Zhe ; Zhang, Yue ; Liu, Yong-Jun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:347-368.

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2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav. In: CAMA Working Papers. RePEc:een:camaaa:2019-20.

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2019Independent director connectedness in China: An examination of the trade credit financing hypothesis. (2019). Xu, Nan ; Cao, Chunfang ; Zhang, Xiaowei ; Xia, Changyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:63:y:2019:i:c:p:209-225.

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2019Point and density forecasts of oil returns: The role of geopolitical risks. (2019). Wong, Wing-Keung ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:580-587.

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2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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2019Oil Price Uncertainty and Movements in the US Government Bond Risk Premia. (2019). Wohar, Mark ; Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201919.

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2019The Oil Market Reactions to OPEC’s Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961.

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2019Time-varying predictability of oil market movements over a century of data: The role of US financial stress. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Wohar, Mark E ; Kanda, Patrick. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306090.

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2019The timing and intensity of investment under ambiguity. (2019). Niu, Yingjie ; Ma, Jinrun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:318-330.

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2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917.

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2019The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Galea, Francelle ; Camilleri, Silvio John. In: MPRA Paper. RePEc:pra:mprapa:95298.

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2019Bank risk aggregation with forward-looking textual risk disclosures. (2019). Zhu, Xiaoqian ; Li, Jianping ; Wenli, Guo ; Wei, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306168.

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2019Invoice Currency Choice in Malawis Imports from Asia: Is there any evidence of Renminbi Internationalization?. (2019). Montfaucon, Angella ; Kiyotaka, Sato ; Lapukeni, Angella Faith . In: Discussion papers. RePEc:eti:dpaper:19060.

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2019Pegging or Floating? A Regime-Switching Perspective of Asian Exchange Rate Practices. (2019). Kiyotaka, Sato ; Keddad, Benjamin. In: Discussion papers. RePEc:eti:dpaper:19073.

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2019Access to Finance and Exports – Comparable Evidence for Small and Medium Enterprises from Industry and Services in 25 European Countries. (2019). Wagner, Joachim. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09534-w.

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2019Capital Structure Adjustments and Asymmetric Information. (2019). Ripamonti, Alexandre . In: MPRA Paper. RePEc:pra:mprapa:96936.

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2019Corporate Social Responsibility Disclosure and Stock Price Crash Risk: Evidence from China. (2019). Dai, Jingwen ; Qi, Jipeng ; Lu, Chao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:2:p:448-:d:198215.

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2019Confucianism and stock price crash risk: Evidence from China. (2019). Wang, Chengqi ; Ye, Yan ; Chen, Shihua ; Jebran, Khalil. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304315.

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2019Do politically connected independent directors matter? Evidence from mandatory resignation events in China. (2019). Sun, Zhen ; Cheng, Lei. In: China Economic Review. RePEc:eee:chieco:v:58:y:2019:i:c:s1043951x18300762.

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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978.

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2019Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

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2019Can Variations in Temperature Explain the Systemic Risk of European Firms?. (2019). Sagitova, Roza ; Chatziantoniou, Ioannis ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: Environmental & Resource Economics. RePEc:kap:enreec:v:74:y:2019:i:4:d:10.1007_s10640-019-00385-0.

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2019The Cost of Banking Crises: Does the Policy Framework Matter?. (2019). Lucotte, Yannick ; Pradines-Jobet, Florian ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:712.

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2019An Integrated Early Warning System for Stock Market Turbulence. (2019). Ma, YE ; Zong, LU ; Wang, Peiwan. In: Papers. RePEc:arx:papers:1911.12596.

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2019Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid. In: Review of Economics & Finance. RePEc:bap:journl:190207.

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2019External debts, current account balance and exchange rates in emerging countries. (2019). Bouraoui, Taoufik. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00062.

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2019Identifying booms and busts in house prices under heterogeneous expectations. (2019). Hommes, Cars ; Bolt, Wilko ; van der Leij, Marco ; Diks, Cees ; Demertzis, Maria. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:103:y:2019:i:c:p:234-259.

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2019A comparative study of exchange rates and order flow based on wavelet transform coherence and cross wavelet transform. (2019). Wang, Xiangning ; Firouzi, Shahrokh. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:42-56.

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2019Driving factors of equity bubbles. (2019). Chen, Langnan ; Wang, Shengquan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:304-317.

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2019Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches. (2019). Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:47-56.

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2019Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. (2019). Goodwin, Barry ; Prestemon, Jeffrey P ; Holt, Matthew T. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818303802.

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2019The nature of shadow bank leverage shocks on the macroeconomy. (2019). Istiak, Khandokar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300452.

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2019Integrated measurement of liquidity risk and market risk of company bonds based on the optimal Copula model. (2019). Jin, Chenglu ; Zhou, Tianqing ; Lv, Zhihong ; Chen, Rongda ; Lin, Saiyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819300737.

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2019Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301007.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2019The payout policy of politically connected firms: Tunnelling or reputation?. (2019). López-Iturriaga, Félix ; Santana, Domingo Javier ; Lopez-Iturriaga, Felix J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301123.

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2019The role of geopolitical risks on the Turkish economy opportunity or threat. (2019). Zeaiter, Hussein ; Mansour-Ichrakieh, Layal. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301445.

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2019Pricing European continuous-installment strangle options. (2019). Kim, Geonwoo ; Jeon, Junkee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301962.

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2019Detecting contagion in Asian exchange rate markets using asymmetric DCC-GARCH and R-vine copulas. (2019). Gomez-Gonzalez, Jose ; Rojas-Espinosa, Wilmer. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:3:s0939362518304023.

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2019Credit spread approximation and improvement using random forest regression. (2019). Lardy, Jean-Pierre ; Mercadier, Mathieu. In: European Journal of Operational Research. RePEc:eee:ejores:v:277:y:2019:i:1:p:351-365.

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2019How does FX liquidity affect the relationship between foreign ownership and stock liquidity?. (2019). Ryu, Doojin ; Lee, Jieun. In: Emerging Markets Review. RePEc:eee:ememar:v:39:y:2019:i:c:p:101-119.

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2019Alpha momentum and alpha reversal in country and industry equity indexes. (2019). Karathanasopoulos, Andreas ; Umutlu, Mehmet ; Zaremba, Adam. In: Journal of Empirical Finance. RePEc:eee:empfin:v:53:y:2019:i:c:p:144-161.

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2019Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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2019Identifying the peak point of systemic risk in international crude oil importing trade. (2019). Dong, Gaogao ; Du, Ruijin ; Stanley, Eugene H ; Zhang, Xin ; Zhao, Longfeng ; Wang, Yougui ; Tian, Lixin. In: Energy. RePEc:eee:energy:v:176:y:2019:i:c:p:281-291.

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2019Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Nie, HE ; Tian, Gengyu ; Zhu, Zixuan ; Jiang, Yonghong. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2019Monetary and macroprudential policy coordination among multiple equilibria. (2019). Agur, Itai. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:192-209.

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2019U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). el Ghini, Ahmed ; Belcaid, Karim. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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2019Testing the predictability of commodity prices in stock returns of G7 countries: Evidence from a new approach. (2019). Salisu, Afees ; Raheem, Ibrahim D ; Isah, Kazeem O. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s030142071930399x.

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2019Energy, precious metals, and GCC stock markets: Is there any risk spillover?. (2019). Sensoy, Ahmet ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:56:y:2019:i:c:p:45-70.

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2019Trading as sharp movements in oil prices and technical trading signals emitted with big data concerns. (2019). Huang, Paoyu ; Ni, Yensen ; Day, Min-Yuh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:349-372.

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2019Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205.

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2019Volatility information trading in the index options market: An intraday analysis. (2019). Ryu, Doojin ; Kutan, Ali M ; Yang, Heejin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:412-426.

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2019A directional analysis of oil prices and real exchange rates in BRIC countries. (2019). Khallaf, Ashraf ; Chazi, Abdelaziz ; Baghestani, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:450-456.

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2019Export-Oriented Financial Center in the Russian Far East: Abstraction or Reality?. (2019). Krivelevich, Maksim Evseevich. In: Spatial Economics=Prostranstvennaya Ekonomika. RePEc:far:spaeco:y:2019:i:2:p:75-91.

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2019Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532.

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2019A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2019Should Listed Banks Be Concerned with Intellectual Capital in Emerging Asian Markets? A Comparison between China and Pakistan. (2019). Yao, Hongxing ; Haris, Muhammad ; Xu, Jian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6582-:d:289470.

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2019Regional Anti-Corruption and CSR Disclosure in a Transition Economy: The Contingent Effects of Ownership and Political Connection. (2019). Tong, Peng ; Che, Bin ; Qiao, Mingzhe ; Xu, Shiwei. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2499-:d:226826.

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2019Bitcoin fluctuations and the frequency of price overreactions. (2019). Plastun, Alex ; Oliinyk, Viktor ; Caporale, Guglielmo Maria. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:2:d:10.1007_s11408-019-00332-5.

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2019Early Warning Systems for Currency Crises with Real-Time Data. (2019). Kuper, Gerard ; Jacobs, Jan ; Boonman, Tjeerd ; Romero, Alberto. In: Open Economies Review. RePEc:kap:openec:v:30:y:2019:i:4:d:10.1007_s11079-019-09530-0.

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2019A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2019-06.

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2019Classifying de facto exchange rate regimes of financially open and closed economies: A statistical approach. (2019). Dbrowski, Marek A ; Miech, Sawomir ; Papie, Monika. In: MPRA Paper. RePEc:pra:mprapa:91348.

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2019Wider Covered Interest Parity Deviations and Lower Stock Returns: Evidence from the Eurozone. (2019). Ibhagui, Oyakhilome. In: MPRA Paper. RePEc:pra:mprapa:92363.

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2019The Determinants of Securities Trading Activity: Evidence from four European Equity Markets. (2019). Galea, Francelle ; Camilleri, Silvio John. In: MPRA Paper. RePEc:pra:mprapa:95298.

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2019Do reserve requirements reduce the risk of bank failure?. (2019). Glocker, Christian. In: MPRA Paper. RePEc:pra:mprapa:95634.

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2019Privatization and growth: natural experiment of European economies in transition. (2019). Kant, Chander. In: MPRA Paper. RePEc:pra:mprapa:96080.

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2019Does diversification affect the quality of loan portfolio?Panel Granger-causality evidence from US banks. (2019). Tran, Dung ; Ho, Sy-Hoa. In: MPRA Paper. RePEc:pra:mprapa:98186.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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2019Historical Evolution of Monthly Anomalies in International Stock Markets. (2019). Wohar, Mark ; Plastun, Alex ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201950.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Price Gap Anomaly in the US Stock Market: The Whole Story. (2019). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201963.

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Recent citations received in 2018
YearCiting document
2018Size of the banking sector: implications for financial stability. (2018). Kakes, Jan ; Nijskens, Rob . In: DNB Occasional Studies. RePEc:dnb:dnbocs:1606.

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2018Unemployment and confidence in Canada: Evidence from national and regional level data. (2018). Pan, Wei-Fong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00691.

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2018Assessing the strategic fit of potential M&As in Chinese banking: A novel Bayesian stochastic frontier approach. (2018). Chen, Zhongfei ; Tsionas, Mike G ; Wanke, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:254-263.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018Does tax avoidance behavior affect bank loan contracts for Chinese listed firms?. (2018). Beladi, Hamid ; Hu, May ; Chao, Chi Chur. In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:104-116.

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2018Partisan conflict, policy uncertainty and aggregate corporate cash holdings. (2018). Hankins, William ; Stone, Anna-Leigh ; Chiu, Ching-Wai ; Jack, Chak Hung. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:78-90.

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2018Analytical valuation for geometric Asian options in illiquid markets. (2018). Li, Zhe ; Liu, Yong-Jun ; Zhang, Wei-Guo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:507:y:2018:i:c:p:175-191.

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2018A clear advantage: The benefits of transparency to crisis recovery. (2018). Shambaugh, George E ; Shen, Elaine B. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:391-416.

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2018Were Reinhart and Rogoff right?. (2018). Zeaiter, Hussein ; Chakrabarti, Avik ; Bitar, Nicholas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:614-620.

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2018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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2018Research on Sustainable Development of the Stock Market Based on VIX Index. (2018). Ruan, Lei. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4113-:d:181650.

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2018Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress. (2018). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Kanda, Patrick. In: Working Papers. RePEc:pre:wpaper:201848.

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2018Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility. (2018). Tiwari, Aviral ; Ji, Qiang ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201860.

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2018Time-Varying Causal Relationship between Stock Market and Unemployment in the United Kingdom: Historical Evidence from 1855 to 2017. (2018). Wohar, Mark ; GUPTA, RANGAN ; Sibande, Xolani. In: Working Papers. RePEc:pre:wpaper:201863.

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2018Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?. (2018). GUPTA, RANGAN ; Demirer, Riza ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201880.

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2018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

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Recent citations received in 2017
YearCiting document
2017Comparing the performance of Turkish deposit banks by using DEMATEL, Grey Relational Analysis (GRA) and MOORA approaches. (2017). Yuksel, Serhat ; Emir, Senol ; Dincer, Hasan . In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:2:p:26-47.

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2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035.

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2017US Monetary Policy and the Euro Area. (2017). Hanisch, Max. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1701.

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2017Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:504-512.

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2017Higher moment exchange rate exposure of S&P500 firms. (2017). Bianconi, Marcelo ; Cai, Zhe . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:513-530.

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2017The 2016 U.S. presidential election and the Stock, FX and VIX markets. (2017). Shaikh, Imlak. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:546-563.

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2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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2017Impact of Cost Efficiency on Bank Capital and the Cost of Financial Intermediation: Evidence from BRICS Countries. (2017). Ashraf, Badar Nadeem ; Rahman, Mohammed Mizanur ; Begum, Munni ; Zheng, Changjun. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:4:p:32-:d:121079.

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2017External Adjustment in a Resource-Rich Economy: The Case of Papua New Guinea. (2017). Nakatani, Ryota. In: IMF Working Papers. RePEc:imf:imfwpa:17/267.

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2017The Effects of Productivity Shocks, Financial Shocks, and Monetary Policy on Exchange Rates: An Application of the Currency Crisis Model and Implications for Emerging Market Crises. (2017). Nakatani, Ryota. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:11:p:2545-2561.

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2017Real and Financial Shocks, Exchange Rate Regimes and the Probability of a Currency Crisis. (2017). Nakatani, Ryota. In: MPRA Paper. RePEc:pra:mprapa:82186.

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2017Schumpeterian Creative Class Competition, Innovation Policy, and Regional Economic Growth. (2017). Batabyal, Amitrajeet ; Yoo, Seung Jick. In: MPRA Paper. RePEc:pra:mprapa:83891.

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2017The International REITs Time-Varying Response to the U.S. Monetary Policy and Macroeconomic Surprises. (2017). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201712.

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2017Computing long‐term market inflation expectations for countries without inflation expectation markets. (2017). Rosenblatt-Wisch, Rina ; Moessner, Richhild ; Gerlach-Kristen, Petra. In: Working Papers. RePEc:snb:snbwpa:2017-09.

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2017The dynamic impact of macroeconomic news on long-term inflation expectations. (2017). Nautz, Dieter ; Hachula, Michael . In: Discussion Papers. RePEc:zbw:fubsbe:201712.

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2017Inflation dynamics during the financial crisis in Europe: Cross-sectional identification of long-run inflation expectations. (2017). Holtemöller, Oliver ; Dany-Knedlik, Geraldine ; Holtemoller, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:102017.

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Recent citations received in 2016
YearCiting document
2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Khalifa, Ahmed ; Ramchander, Sanjay ; Hammoudeh, Shawkat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

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2016Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry. (2016). Han, I ; Chan, Kam C ; Liang, Hsin-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:185-199.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Nagayev, Ruslan ; Inghelbrecht, Koen ; Disli, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai. In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

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2016Firm geographic location and voluntary disclosure. (2016). Derouiche, Imen ; Zemzem, Ahmed ; Jaafar, Kaouther . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:29-47.

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2016Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222.

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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:201626.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena. In: Working Papers. RePEc:pre:wpaper:201656.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement. In: Working Papers. RePEc:pre:wpaper:201671.

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2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675.

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2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201677.

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2016Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter. (2016). Stillwagon, Josh ; Frydman, Roman . In: Working Papers Series. RePEc:thk:wpaper:44.

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2016MARKET RISK OF INVESTMENT IN US SUBPRIME CRISIS: COMPARISON OF A PURE DIFFUSION AND A PURE JUMP MODEL. (2016). Mozumder, Sharif ; Rahman, Arafatur . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500135.

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