Mark Joy : Citation Profile


Are you Mark Joy?

Bank of England

7

H index

5

i10 index

255

Citations

RESEARCH PRODUCTION:

3

Articles

9

Papers

1

Books

RESEARCH ACTIVITY:

   13 years (2008 - 2021). See details.
   Cites by year: 19
   Journals where Mark Joy has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 1 (0.39 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pjo167
   Updated: 2024-12-03    RAS profile: 2023-05-10    
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Relations with other researchers


Works with:

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

Is cited by:

lucey, brian (6)

Tsoukas, Serafeim (6)

Mizen, Paul (6)

Remolona, Eli (6)

Reboredo, Juan (5)

Pierdzioch, Christian (4)

Salisu, Afees (4)

Vo, Xuan Vinh (4)

Bekiros, Stelios (4)

Choi, Sangyup (4)

Tiwari, Aviral (4)

Cites to:

Havranek, Tomas (20)

Horvath, Roman (16)

Reinhart, Carmen (14)

Rose, Andrew (12)

Babecký, Jan (12)

Rusnák, Marek (11)

Vašíček, Bořek (11)

Komarek, Lubos (10)

Kaminsky, Graciela (9)

Detragiache, Enrica (9)

Matějů, Jakub (9)

Main data


Where Mark Joy has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank2

Recent works citing Mark Joy (2024 and 2023)


YearTitle of citing document
2023Sovereign Debt Management. (2023). Yeyati, Eduardo Levy. In: Working Papers. RePEc:aoz:wpaper:265.

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2023Towards Better Banking Crisis Prediction: Could an Automatic Variable Selection Process Improve the Performance?. (2023). Liu, Xianglong. In: The Economic Record. RePEc:bla:ecorec:v:99:y:2023:i:325:p:288-312.

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2024Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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

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2023Going green: Do green bonds act as a hedge and safe haven for stock sector risk?. (2023). Mehta, Chhavi ; Chopra, Monika. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005335.

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2023Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach. (2023). Bluwstein, Kristina ; Buckmann, Marcus ; Imek, Ozgur ; Kapadia, Sujit ; Joseph, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623000594.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2023GDP-linked bonds and economic growth. (2023). Kalamov, Zarko ; Zimmermann, Karl J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001195.

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2024No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic. (2024). Zhou, Yinggang ; Lin, Juan ; Bei, Zeyun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000561.

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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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2023Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE. (2023). Ray, Subhajyoti. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003446.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Golds hedging and safe haven properties for European stock and bond markets. (2023). Laureano, Luis ; Curto, Jose Dias ; de Carvalho, Paulo Viegas ; Vieira, Duarte Saldanha. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005287.

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2023Stress relief? Funding structures and resilience to the covid shock. (2023). Reinhardt, Dennis ; Friedrich, Christian ; Forbes, Kristin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:137:y:2023:i:c:p:47-81.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2023Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Liu, Yuntong ; Zhang, Yifeng ; Wei, YU ; Wang, Qian. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432.

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2023Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z.

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2023Causal relationship among international crude oil, gold, exchange rate, and stock market: Fresh evidence from NARDL testing approach. (2023). Singh, Gurcharan ; Kumar, Ankit. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:47-57.

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Works by Mark Joy:


YearTitleTypeCited
2020Capital flows during the pandemic: lessons for a more resilient international financial architecture In: Questioni di Economia e Finanza (Occasional Papers).
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paper7
2021Credit, crises and inequality In: Bank of England working papers.
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paper0
2016Sovereign GDP-linked bonds In: Bank of England Financial Stability Papers.
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paper12
2018Mind the (current account) gap In: Bank of England Financial Stability Papers.
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paper7
2012Sovereign default and macroeconomic tipping points In: Research Technical Papers.
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paper2
2014Macroprudential Research: Selected Issues In: Occasional Publications - Edited Volumes.
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book0
2014Banking and Currency Crises: Differential Diagnostics for Developed Countries In: Working Papers.
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paper21
2015Banking and currency crises: differential diagnostics for developed countries.(2015) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
paper
2017Banking and Currency Crises: Differential Diagnostics for Developed Countries.(2017) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21
article
2008Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity In: Working Paper Series.
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paper27
2010Foreign-currency bonds: currency choice and the role of uncovered and covered interest parity.(2010) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27
article
2011Gold and the US dollar: Hedge or haven? In: Finance Research Letters.
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article149
2015Comparing different early warning systems: Results from a horse race competition among members of the Macro-prudential Research Network In: MPRA Paper.
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paper30

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team