Joseph P. Byrne : Citation Profile

Are you Joseph P. Byrne?

University of Strathclyde

17

H index

24

i10 index

919

Citations

RESEARCH PRODUCTION:

38

Articles

61

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1998 - 2022). See details.
   Cites by year: 38
   Journals where Joseph P. Byrne has often published
   Relations with other researchers
   Recent citing documents: 89.    Total self citations: 32 (3.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pby6
   Updated: 2024-12-03    RAS profile: 2023-08-02    
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Relations with other researchers

Works with:

Sakemoto, Ryuta (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Joseph P. Byrne.

Is cited by:

Talavera, Oleksandr (18)

Baum, Christopher (17)

Huber, Florian (12)

Héricourt, Jérôme (11)

GUPTA, RANGAN (10)

Stephan, Andreas (9)

Nagayasu, Jun (8)

Ricotta, Fernanda (8)

poncet, sandra (8)

Huang, Ho-Chuan (8)

Pupo, Valeria (8)

Cites to:

Sarno, Lucio (52)

Campbell, John (43)

Ng, Serena (39)

Pesaran, Mohammad (38)

Rogoff, Kenneth (37)

Rossi, Barbara (36)

Kilian, Lutz (31)

Reinhart, Carmen (28)

Schrimpf, Andreas (26)

Bai, Jushan (26)

Bacchetta, Philippe (24)

Main data

Where Joseph P. Byrne has published?

Journals with more than one article published# docs
Journal of International Money and Finance5
Economic Modelling3
Journal of International Financial Markets, Institutions and Money3
Journal of Money, Credit and Banking2
Review of World Economics (Weltwirtschaftliches Archiv)2
National Institute Economic Review2
National Institute Economic Review2
Journal of Banking & Finance2
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow19
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)15
MPRA Paper / University Library of Munich, Germany13
National Institute of Economic and Social Research (NIESR) Discussion Papers / National Institute of Economic and Social Research2
Essex Finance Centre Working Papers / University of Essex, Essex Business School2
Papers / arXiv.org2
CEERP Working Paper Series / Centre for Energy Economics Research and Policy, Heriot-Watt University2

Recent works citing Joseph P. Byrne (2024 and 2023)

YearTitle of citing document
2024Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33.

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2023Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346.

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2023The Impossible Love of Fossil Fuel Companies for Carbon Taxes. (2023). Wegner, Oriane ; Thubin, Camille ; Lisack, Noemie ; de Gaye, Annabelle ; Dees, Stephane ; Boullot, Mathieu ; Allen, Thomas. In: Working papers. RePEc:bfr:banfra:922.

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2023Transmission of the 2007–2008 financial crisis in advanced countries of the European Union. (2023). Tomczak, Kamila. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:1:p:40-64.

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2023Bilateral capital flows: Gravity, push and pull. (2023). Mercado, Rogelio. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:36-63.

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2023The nature of trade, global production fragmentation and inflationary dynamics: Cross‐country evidence. (2020). Saygili, Hulya. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:7:p:2007-2031.

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2023Uncertainty and the Term Structure of Interest Rates. (2023). Poon, Aubrey ; Zhu, Dan ; Cross, Jamie L. In: Working Papers. RePEc:bny:wpaper:0123.

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2024Insatiable Wealth Preference: Evidence from Japanese Household Survey. (2024). Ono, Yoshiyasu ; Mikami, Ryo ; Akesaka, Mika. In: ISER Discussion Paper. RePEc:dpr:wpaper:1241.

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2023Portfolio capital flows before and after the Global Financial Crisis. (2023). Boonman, Tjeerd. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002523.

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2023Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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2023Stock-flow adjustments, public debt management and interest costs. (2023). Cerniglia, Floriana ; Casalin, Fabrizio ; Dia, Enzo. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003437.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2023Sources of Economic Policy Uncertainty in the euro area. (2023). Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik ; Azqueta-Gavaldon, Andres. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292123000028.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Green financing of renewable energy generation: Capturing the role of exogenous moderation for ensuring sustainable development. (2023). Sinha, Avik ; Nguyen, Duc Khuong ; Das, Narasingha ; Ghosh, Vinit ; Hussain, Nazim. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005194.

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2024How do political tensions and geopolitical risks impact oil prices?. (2024). Saadaoui, Jamel ; Mignon, Valérie. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300717x.

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2023Do green bonds and economic policy uncertainty matter for carbon price? New insights from a TVP-VAR framework. (2023). Guo, Lili ; Huang, Xinya ; Li, Qingman. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000182.

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2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

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2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

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2023Unconventional monetary policies and credit co-movement in the Eurozone. (2023). Fazio, Giorgio ; Casalin, Fabrizio ; Sleibi, Yacoub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000471.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023Nowcasting GDP with a pool of factor models and a fast estimation algorithm. (2023). Schroder, Maximilian ; Eraslan, Sercan. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1460-1476.

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2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

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2023Commodity prices and global economic activity. (2023). Matsumoto, Akito ; Wang, Xueliang ; Pescatori, Andrea. In: Japan and the World Economy. RePEc:eee:japwor:v:66:y:2023:i:c:s0922142523000038.

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2023U.K. economic policy uncertainty and innovation activities: A firm-level analysis. (2023). Trinh, Vu Quang ; Nguyen, Minh Hong. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000492.

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2023The interplay between uncertainty, managerial decision making, and firm value: Evidence from Bangladesh. (2023). Quader, Syed Manzur. In: Journal of Economics and Business. RePEc:eee:jebusi:v:123:y:2023:i:c:s0148619522000509.

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2023Commodity price effects on currencies. (2023). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001486.

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2023Commodity terms of trade co-movement: Global and regional factors. (2023). Zhou, Hang ; Xia, Tian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001456.

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2024Revisiting capital flow drivers: Regional dynamics, constraints, and geopolitical influences. (2024). Awijen, Haithem ; Anastasiou, Dimitris ; Louhichi, Wael ; ben Ameur, Hachmi ; Ftiti, Zied. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000366.

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2023What moves commodity terms-of-trade? Evidence from 178 countries. (2023). Vinogradov, Dmitri ; Makhlouf, Yousef ; Kellard, Neil M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000491.

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2023The evolution of commodity market financialization: Implications for portfolio diversification. (2023). Fry-McKibbin, Renee ; McKinnon, Kate. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000508.

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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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2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023Unveiling commodities-financial markets intersections from a bibliometric perspective. (2023). lucey, brian ; Paltrinieri, Andrea ; Karim, Sitara ; Khan, Muhammad Arif ; Mbarki, Imen. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300346x.

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2023The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China. (2023). Li, Jie ; Zhang, Tianding ; Qian, Chenqi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006153.

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2024Is copper a safe haven for oil?. (2024). Lobon, Oana-Ramona ; Qin, Meng ; Song, Xin Yue ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642.

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2023Political referenda and investment: Evidence from Scotland. (2023). Azqueta-Gavaldon, Andres. In: European Journal of Political Economy. RePEc:eee:poleco:v:80:y:2023:i:c:s0176268023001180.

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2023The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index. (2023). Apergis, Nicholas ; Malik, Shafaq ; Mustafa, Ghulam. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:27-35.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2024The labor market impact of inflation uncertainty: Evidence from Sub-Saharan Africa. (2024). Kassouri, Yacouba. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1514-1528.

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2024Real exchange rate convergence in the euro area: Evidence from a dynamic factor model. (2024). Kempa, Bernd ; Borger, Carina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:213-224.

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2024The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). Sun, Hao ; He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957.

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2024Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?. (2024). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:168-176.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Zhang, Xindon ; Qiu, Feng ; Wei, Yanfeng ; Guo, Xiaoying ; Li, Changhong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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2023Innovation and labour productivity growth moderated by structural change: Analysis in a global perspective. (2023). Wang, Cong ; Naveed, Amjad. In: Technovation. RePEc:eee:techno:v:119:y:2023:i:c:s0166497222001018.

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2023The US, Economic News, and the Global Financial Cycle. (2023). Kroner, Niklas ; Boehm, Christoph E. In: International Finance Discussion Papers. RePEc:fip:fedgif:1371.

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2023TFP in the Manufacturing Sector: Long-Term Dynamics, Country and Regional Comparative Analysis. (2023). Bassil, Charbel ; Harb, Georges. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:34-:d:1039993.

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2023Oil Price—A Sensor for the Performance of Romanian Oil Manufacturing Companies. (2023). Ivan, Mihail Vincentiu ; Manta, Otilia ; Voica, Marian Catalin ; Muresan, Jianu Daniel ; Neacsa, Adrian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2336-:d:1083622.

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2023Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268.

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2023Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries. (2023). Lahet, Delphine ; Chenaf-Nicet, Dalila ; Brana, Sophie. In: Working Papers. RePEc:inf:wpaper:2023.06.

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2023Technological Convergence in Emerging Economies: An Investigation with Unit Root Tests. (2023). Zuhal, Mustafa. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:10:y:2023:i:2:p:567-586.

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2023Emerging Market Economies’ Challenge: Managing the Yield Curve in a Financially Globalized World. (2023). Ito, Hiro ; Tran, Phuong. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-021-09661-3.

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2023What Drives Illicit Financial Flows? An Empirical Study of Trade Data Discrepancies. (2023). Stengos, Thanasis ; Liu, Renliang. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:2:d:10.1007_s11079-022-09669-3.

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2024Insatiable Wealth Preference: Evidence from Japanese Household Survey. (2024). Ono, Yoshiyasu ; Mikami, Ryo ; Akesaka, Mika. In: Discussion Paper Series. RePEc:kob:dpaper:dp2024-16.

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2023Quantum Monte Carlo simulations for estimating FOREX markets: a speculative attacks experience. (2023). Fernandez-Gamez, Manuel A ; Salas, Belen M ; Alaminos, David. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01836-2.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Shi, Haili ; Sun, Yiru ; Zhang, Yongmin ; Zhao, Yingxue ; Ding, Shusheng. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2023Have drivers of portfolio capital flows changed since the Global Financial Crisis?. (2023). Boonman, Tjeerd. In: MPRA Paper. RePEc:pra:mprapa:116507.

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2023The words have power: the impact of news on exchange rates. (2023). Shugliashvili, Teona. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.006.

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2023The Empirical Determinants of Foreign Direct Investment Episodes. (2023). Rashid, Abdul ; Imran, Muhammad. In: Global Journal of Emerging Market Economies. RePEc:sae:emeeco:v:15:y:2023:i:3:p:409-435.

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2024Tourism and the shadow economy: Long-run and short-run implications for resource allocation. (2024). Fethi, Sami ; Seetaram, Neelu ; Kahyalar, Neslihan. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:3:p:749-766.

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2024Multi-Sector Bond Funds: New Evidence on Global and Domestic Drivers and Effectiveness of Capital Account Measures. (2024). Mercado, Rogelio ; Sanfilippo, Luca. In: Working Papers. RePEc:sea:wpaper:wp53.

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2023Currencies of greater interest for central Asian economies: an analysis of exchange market pressure amid global and regional interdependence. (2023). Arora, Kapil ; Ganiev, Omonjon ; Ur-Rehman, Naqeeb ; Jain, Devendra Kumar. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00417-7.

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2023BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS. (2023). Korobilis, Dimitris ; Koop, Gary. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1047-1074.

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2023Foreign exchange market asymmetries in Pacific small island developing states: Evidence from Fiji. (2023). Singh, Rup ; Jain, Devendra Kumar ; Chand, Ronal ; Patel, Arvind. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4353-4364.

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2023Exchange rates and macroeconomic fundamentals: Evidence of instabilities from time?varying factor loadings. (2023). Mikkelsen, Jakob Guldbak ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:6:p:857-877.

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2023Commodity momentum decomposition. (2023). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:198-216.

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2023Geopolitical Risk and Foreign Portfolio Investment: A Tale of Advanced and Emerging Markets. (2023). Choi, Sangyup ; Havel, Jiri. In: Working papers. RePEc:yon:wpaper:2023rwp-221.

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Works by Joseph P. Byrne:

YearTitleTypeCited
2014Exchange Rate Predictability in a Changing World In: Papers.
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2014Exchange Rate Predictability in a Changing World.(2014) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 46		paper
2016Exchange rate predictability in a changing world.(2016) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 46		article
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 46		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 46		paper
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 46		paper
2020Asset Prices and Capital Share Risks: Theory and Evidence In: Papers.
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2020Asset Prices and Capital Share Risks: Theory and Evidence.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0		paper
2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
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2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6		paper
2016FIRM SURVIVAL, UNCERTAINTY, AND FINANCIAL FRICTIONS: IS THERE A FINANCIAL UNCERTAINTY ACCELERATOR? In: Economic Inquiry.
[Full Text][Citation analysis]		article27
2014Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2014) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 27		paper
2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: SIRE Discussion Papers.
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This paper has nother version. Agregated cites: 27		paper
2015Firm survival, uncertainty and financial frictions: Is there a financial uncertainty accelerator?.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 27		paper
2015Firm survival, uncertainty and Financial frictions: Is there a Financial uncertainty accelerator?.(2015) In: Heriot-Watt University Economics Discussion Papers.
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2003Disaggregate Wealth and Aggregate Consumption: an Investigation of Empirical Relationships for the G7 In: Oxford Bulletin of Economics and Statistics.
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2005The Impact of Short‐ and Long‐run Exchange Rate Uncertainty on Investment: A Panel Study of Industrial Countries In: Oxford Bulletin of Economics and Statistics.
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2003Financial Structure In: Cambridge Books.
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2002A Comparison of Balance Sheet Structures in Major EU Countries.(2002) In: National Institute Economic Review.
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In: .
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2002Sterling, the Euro and the Dollar.(2002) In: National Institute Economic Review.
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This paper has nother version. Agregated cites: 1		article
2010Domestic vs. International Correlations of Interest Rate Maturities In: Economics Bulletin.
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2003Panel Estimation of the Impact of Uncertainty on Investment in the Industrial Countries In: Royal Economic Society Annual Conference 2003.
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2010IInflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility In: SIRE Discussion Papers.
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2010Inflation and Globalisation: A Dynamic Factor Model with Stochastic Volatility.(2010) In: Working Papers.
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2010Exchange Rate Pass Through To Import Prices: Panel Evidence From Emerging Market Economies.(2010) In: Working Papers.
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2013International Evidence on the New Keynesian Phillips Curve Using Aggregate and Disaggregate Data.(2013) In: Journal of Money, Credit and Banking.
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2011International Capital Flows to Emerging and Developing Countries: National and Global Determinants In: SIRE Discussion Papers.
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2011International capital flows to emerging and developing countries: national and global determinants.(2011) In: Working Papers.
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2011The global dimension to fiscal sustainability.(2011) In: Journal of Macroeconomics.
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2008The Global Dimension to Fiscal Sustainability.(2008) In: Working Papers.
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2008The Global Side of the Investments-Savings Puzzle.(2008) In: Working Papers.
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2009The Global Side of the Investment-Saving Puzzle.(2009) In: Journal of Money, Credit and Banking.
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2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
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2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
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2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
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2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
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2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
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2011Primary commodity prices : co-movements, common factors and fundamentals.(2011) In: Policy Research Working Paper Series.
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2004Macroeconomic policy in Europe: experiments with monetary responses and fiscal impulses In: Economic Modelling.
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2004Permanent and temporary inflation uncertainty and investment in the United States In: Economics Letters.
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2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
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2019Oil prices, fundamentals and expectations In: Energy Economics.
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2015Foreign exchange market pressure and capital controls In: Journal of International Financial Markets, Institutions and Money.
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2018Common information in carry trade risk factors In: Journal of International Financial Markets, Institutions and Money.
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2016Common Information in Carry Trade Risk Factors.(2016) In: MPRA Paper.
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2016Decomposing Global Yield Curve Co-Movement.(2016) In: Essex Finance Centre Working Papers.
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2016International capital flows to emerging markets: National and global determinants In: Journal of International Money and Finance.
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2017Carry Trades and Commodity Risk Factors.(2017) In: MPRA Paper.
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2008US trade and exchange rate volatility: A real sectoral bilateral analysis In: Journal of Macroeconomics.
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2006US Trade and Exchange Rate Volatility: A Real Sectoral Bilateral Analysis.(2006) In: Working Papers.
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2006Unit Roots and Structural Breaks: A Survey of the Literature In: Working Papers.
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2007Unit Roots in Inflation and Aggregation Bias In: Working Papers.
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2007Euro Area Inflation: Aggregation Bias and Convergence In: Working Papers.
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2010Euro area inflation: aggregation bias and convergence.(2010) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations In: CEERP Working Paper Series.
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2017Oil Prices and Informational Frictions: The Time-Varying Impact of Fundamentals and Expectations.(2017) In: MPRA Paper.
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2020Endogenous Uncertainty in the Oil Market: A Bayesian Stochastic Volatility-in-Mean Analysis In: CEERP Working Paper Series.
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1998Job creation and destruction in the corporate sector: the relative importance of births, deaths and... In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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1999An Artificial Neural Network System of Leading Indicators In: National Institute of Economic and Social Research (NIESR) Discussion Papers.
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2020Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals In: European Review of Agricultural Economics.
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2017Commodity Price Co-movement: Heterogeneity and the Time Varying Impact of Fundamentals.(2017) In: MPRA Paper.
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2005Investment and Uncertainty in the G7.(2005) In: Review of World Economics (Weltwirtschaftliches Archiv).
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2017The Time-Varying Risk Price of Currency Carry Trades In: MPRA Paper.
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2010Does labour productivity flow across industries? Estimation robust to panel heterogeneity and cross sectional correlation In: Applied Economics Letters.
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2009Total Factor Productivity Convergence among Italian Regions: Some Evidence from Panel Unit Root Tests In: Regional Studies.
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2005Convergence in TFP among Italian Regions - Panel Unit Roots with Heterogeneity and Cross Sectional Dependence In: ERSA conference papers.
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