7
H index
6
i10 index
155
Citations
John Hunter : Citation Profile
Brunel University London | RESEARCH PRODUCTION: 11 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1985 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John Hunter. | Is cited by:
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Main data
Where John Hunter has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Policy Modeling | 4 |
| Economic Modelling | 2 |
| Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Centre for Business Research, University of Cambridge | 2 |
Recent works citing John Hunter (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Default Prediction for Russian Food Service Firms: Contribution of Non-Financial Factors and Machine Learning. (2024). Afanasev, Vladislav V ; Mangileva, Sofia I ; Bukharin, Egor O. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:206-226. Full description at Econpapers || Download paper |
| 2024 | DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions. (2024). Zohren, Stefan ; Moreno-Pino, Fernando. In: Papers. RePEc:arx:papers:2210.04797. Full description at Econpapers || Download paper |
| 2025 | Energy transition metals, clean and dirty energy markets: A quantile-on-quantile risk transmission analysis of market dynamics. (2025). Roubaud, David ; Naeem, Muhammad A ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000738. Full description at Econpapers || Download paper |
| 2025 | What is the focus of energy supply chain relationship management during geopolitical risks? Evidence from the stock market based on transaction cost economics. (2025). He, Hao ; Han, Chunjia ; Shang, Wen-Long ; Yang, MU ; Fan, Weijia ; Bai, Shizhen. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004566. Full description at Econpapers || Download paper |
| 2024 | Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197. Full description at Econpapers || Download paper |
| 2024 | Capturing the timing of crisis evolution: A machine learning and directional wavelet coherence approach to isolating event-specific uncertainty using Google searches with an application to COVID-19. (2024). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s004016252400115x. Full description at Econpapers || Download paper |
| 2024 | Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. (2024). Nadarajah, Saralees ; Okorie, Idika E ; Nzeribe, Geraldine E ; Afuecheta, Emmanuel. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10340-9. Full description at Econpapers || Download paper |
| 2025 | The Impact of Financial Stress on New Energy Vehicles Industry from Cross-correlation to Explainable Machine Learning: Proof from China. (2025). Gong, Xingyue ; Jia, Guozhu. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10688-0. Full description at Econpapers || Download paper |
| 2025 | Analysing investor sentiment and stock market volatility of the JSE size-based indices: a GARCH-MIDAS approach. (2025). Isah, Kazeem ; Muzindutsi, Paul-Francois ; Moores-Pitt, Peter ; Naidoo, Thiasha. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:3:d:10.1057_s41283-025-00165-9. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic Forces Affecting Islamic Performance Indices. (2024). Yahya, Norliza Che ; Ab, Zainora ; Khalid, Amireza Mohd ; Karim, Muhammad Azizi ; Mohd, Siti Norbaya. In: Information Management and Business Review. RePEc:rnd:arimbr:v:16:y:2024:i:3:p:979-990. Full description at Econpapers || Download paper |
| 2024 | Examining the Impact of Political Stability on Stock Price Crash Risk: Evidence from China. (2024). Sindakis, Stavros ; Theodorou, Panagiotis ; Chuan, Lin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:2:d:10.1007_s13132-023-01428-0. Full description at Econpapers || Download paper |
| 2024 | Macro‐financial linkages in the high‐frequency domain: Economic fundamentals and the Covid‐induced uncertainty channel in US and UK financial markets. (2024). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1581-1608. Full description at Econpapers || Download paper |
Works by John Hunter:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990s In: Working Papers. [Citation analysis] | paper | 0 |
| 2002 | A Panel Analysis Of UK Industrial Company Failure In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 71 |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | paper | |
| 2014 | On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
| 2000 | Identifying long-run behaviour with non-stationary data. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2014 | Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 1985 | Cross arbitrage and specification in exchange rate models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1990 | Cointegrating exogeneity In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2020 | Long-run price behaviour in the gasoline market - The role of exogeneity In: Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
| 1992 | Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 18 |
| 2001 | Failure risk: A comparative study of UK and Russian firms In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 11 |
| 2006 | Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 9 |
| 2004 | Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | An empirical investigation of the relationship between the real economy and stock returns for the United States In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
| 2022 | Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises In: Annals of Operations Research. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team