William D Lastrapes : Citation Profile

Are you William D Lastrapes?

University of Georgia

19

H index

23

i10 index

2421

Citations

RESEARCH PRODUCTION:

40

Articles

9

Papers

RESEARCH ACTIVITY:

   33 years (1989 - 2022). See details.
   Cites by year: 73
   Journals where William D Lastrapes has often published
   Relations with other researchers
   Recent citing documents: 111.    Total self citations: 18 (0.74 %)

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   Permalink: http://citec.repec.org/pla48
   Updated: 2024-12-03    RAS profile: 2021-12-24    
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Relations with other researchers

Works with:

Watson, Thor (3)

Schmutte, Ian (3)

Bahadir, Berrak (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with William D Lastrapes.

Is cited by:

Miller, Stephen (26)

GUPTA, RANGAN (24)

Caglayan, Mustafa (19)

Bollerslev, Tim (17)

Yoon, Seong-Min (15)

Bahmani-Oskooee, Mohsen (15)

Teräsvirta, Timo (15)

Bredin, Don (15)

Bauwens, Luc (14)

Gabauer, David (13)

Ewing, Bradley (13)

Cites to:

Watson, Mark (27)

Leeper, Eric (20)

Bernanke, Ben (18)

Shapiro, Matthew (17)

Christiano, Lawrence (14)

Eichenbaum, Martin (14)

Romer, Christina (12)

Selgin, George (12)

Evans, Charles (11)

Blanchard, Olivier (11)

Quah, Danny (11)

Main data

Where William D Lastrapes has published?

Journals with more than one article published# docs
Journal of International Money and Finance6
Journal of Macroeconomics5
The Review of Economics and Statistics3
Journal of Money, Credit and Banking3
Journal of Housing Economics2
Journal of Business & Economic Statistics2

Recent works citing William D Lastrapes (2024 and 2023)

YearTitle of citing document
2023On random number generators and practical market efficiency. (2023). Moews, Ben. In: Papers. RePEc:arx:papers:2305.17419.

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2023Risk Amplification Macro Model (RAMM). (2023). Tuzcuoglu, Kerem. In: Technical Reports. RePEc:bca:bocatr:123.

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2024.

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2023How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923.

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2023Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks. (2023). Xu, Liao ; Chen, Jilong. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002626.

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2023The cross-industry effects of monetary policy: New evidence from Bangladesh. (2023). Roy, Ripon ; Bhattacharya, Prasad Sankar. In: Economic Modelling. RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002912.

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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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2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Luo, YI ; Huang, Yirong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Chou, Ke-Hsin ; Day, Min-Yuh ; Kao, Yu-Sheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

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2023Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954.

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2024Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494.

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2024“Deaths of despair” over the business cycle: New estimates from a shift-share instrumental variables approach. (2024). Lowenstein, Christopher. In: Economics & Human Biology. RePEc:eee:ehbiol:v:53:y:2024:i:c:s1570677x24000261.

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2023Dynamic time-frequency connectedness between European emissions trading system and sustainability markets. (2023). Kang, Sang Hoon ; Sheikh, Umaid A ; Ur, Mobeen ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002244.

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2023Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models. (2023). Virbickait, Audron ; Nguyen, Hoang. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002360.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2024Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Zhang, Hua ; Yang, Yimin ; Pei, Xiaoyun ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2023Connectedness and spillovers in the innovation network of green transportation. (2023). Tzeremes, Panayiotis ; Nel, J ; Dogan, Eyup ; Inglesi-Lotz, R. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s0301421523002719.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

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2023Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247.

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2023Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198.

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2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. (2024). Gabauer, David ; Chatziantoniou, Ioannis ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Hammoudeh, Shawkat ; Roubaud, David ; Asadi, Mehrad ; Sheikh, Umaid A. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133.

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2024Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Bala, Ahmed Jinjiri ; Ibrahim, Masud Usman ; Hassan, Aminu. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169.

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2023The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310.

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2023Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

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2023Market inefficiency spillover network across different regimes. (2023). Feng, Yun ; Yang, Jie. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009492.

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2024Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047.

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2024Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty. (2024). Naifar, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013077.

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2024Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941.

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2024Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Biswal, Pratap Chandra ; Jain, Anshul ; Choudhary, Sangita. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2023Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. (2023). Jiang, Cheng ; Chauvet, Marcelle. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000989.

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2023Exchange-rate policy, institutions and wages: A macroeconomic quasi-experiment from Italy, 1997–2000. (2023). Andini, Corrado. In: International Economics. RePEc:eee:inteco:v:175:y:2023:i:c:p:158-170.

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2023The effect of uncertainty on stock market volatility and correlation. (2023). Hou, Ai Jun ; Christiansen, Charlotte ; Asgharian, Hossein. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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2024Multifactor conditional equity premium model: Evidence from Chinas stock market. (2024). Shi, Yongdong ; Guo, Hui ; Cheng, Hang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000372.

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2023Exchange rate volatility and international trade. (2023). Pandey, Dharen ; Lim, Weng Marc ; Rai, Varun Kumar ; Lal, Madan. In: Journal of Business Research. RePEc:eee:jbrese:v:167:y:2023:i:c:s0148296323005155.

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2023Losing insurance and psychiatric hospitalizations. (2023). Tello-Trillo, Daniel ; Webber, Douglas ; MacLean, Johanna Catherine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:205:y:2023:i:c:p:508-527.

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2023Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

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2023Does wealth inequality affect the transmission of monetary policy?. (2023). Wacks, Johannes ; Matusche, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000672.

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2023Tax evasion policies and the demand for cash. (2023). Rainone, Edoardo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:76:y:2023:i:c:s0164070423000204.

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2023The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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2023Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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2023Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model. (2023). Mefteh-Wali, Salma ; Bouteska, Ahmed ; Ha, Le Thanh ; Anh, Pham The. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009406.

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2024Extrapolation and option-implied kurtosis in volatility forecasting. (2024). Wu, Tu-Cheng ; Shiu, Yung-Ming ; Pan, Ging-Ginq. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000374.

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2023An exploration of the mathematical structure and behavioural biases of 21st century financial crises. (2023). Menzies, Max ; James, Nick. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008117.

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2024Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228.

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2023Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300.

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2023Housing and the changing impact of monetary policy. (2023). Zhu, Xiaoyang ; Miles, William. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:587-603.

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2023Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis. (2023). Vigne, Samuel A ; Karim, Sitara ; Hamouda, Foued ; Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:557-575.

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2023Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. (2023). Chiu, Chien-Liang ; Day, Min-Yuh ; Chou, Ke-Hsin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:365-385.

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2024An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices. (2024). Balli, Faruk ; Billah, Syed Mabruk ; Kapar, Burcu ; Rana, Faisal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1442-1467.

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2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

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2024Estimating U.S. housing price network connectedness: Evidence from dynamic Elastic Net, Lasso, and ridge vector autoregressive models. (2024). Miller, Stephen ; GUPTA, RANGAN ; Gabauer, David ; Marfatia, Hardik A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:349-362.

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2024Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets. (2024). Yeap, Xiu Wei ; Lean, Hooi Hooi ; Gleason, Kimberley ; Alkhazali, Osamah M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:167-186.

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2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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2023Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic. (2023). Gemici, Eray ; Bouri, Elie ; Gok, Remzi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001496.

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2024Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis. (2024). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000710.

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2023The Dynamic Return and Volatility Spillovers among Size-Based Stock Portfolios in the Saudi Market and Their Portfolio Management Implications during Different Crises. (2023). Al-Nassar, Nassar S. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:3:p:113-:d:1238462.

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2024.

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2023Risks in Major Cryptocurrency Markets: Modeling the Dual Long Memory Property and Structural Breaks. (2023). Yoon, Seong-Min ; Mensi, Walid ; Jiang, Zhuhua. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2193-:d:1045871.

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2023Income Inequality, Household Debt, and Consumption Growth in the United States. (2023). Yang, Ying ; Sun, Hongyuan ; Li, Meiru ; Piao, Yingai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:5:p:3910-:d:1075624.

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2023Exchange Rate Uncertainty and Connectedness of Inflation. (2023). Kaya, Huseyin ; Citci, Sadettin Haluk. In: Working Papers. RePEc:geb:wpaper:2022-01.

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2023How Vulnerable is the Turkish Stock Market to the Credit Default Swap? Evidence from the Markov Switching GARCH Model. (2023). Karagol, Veysel. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:73:y:2023:i:1:p:513-531.

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2024LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. (2024). Garcia-Medina, Andres ; Aguayo-Moreno, Ester. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10373-8.

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2023Money and the rule of Law. (2023). Paniagua, Pablo. In: Constitutional Political Economy. RePEc:kap:copoec:v:34:y:2023:i:2:d:10.1007_s10602-022-09372-y.

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2023Is the floating exchange rate a shock absorber in Albania? Evidence from SVAR models. (2023). Vika, Ilir ; Tanku, Altin ; Miteza, Ilir. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09471-8.

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2023Nowcasting bitcoin’s crash risk with order imbalance. (2023). Wei, Wang Chun ; Koutmos, Dimitrios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01148-1.

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2027Perspectives on PPP and Long-Run Real Exchange Rates. (2027). Rogoff, Kenneth ; Froot, Ken . In: Working Paper. RePEc:qsh:wpaper:32027.

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2023Does Exchange Rate Volatility Affect Foreign Trade? The Empirical Evidence from Some Selected MENA Countries. (2023). Nawaz, Mehwish ; Qurat-ul-ain Altaf, ; Shahid, Muneeba ; Zahir, Salma. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:689-700.

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2023Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z.

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2023Monetary shocks on the Korean stock index: structural VAR analysis. (2023). Han, Yongseung ; Kim, Myeong Hwan. In: Eurasian Economic Review. RePEc:spr:eurase:v:13:y:2023:i:1:d:10.1007_s40822-022-00222-8.

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2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

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2023Cryptocurrency Connectedness: Does Controlling for the Cross-Correlations Matter?. (2023). Wiesen, Thomas ; Bharadwaj, Lakshya. In: Applied Economics Letters. RePEc:taf:apeclt:v:30:y:2023:i:20:p:2873-2880.

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2023Economic uncertainty and cardiovascular disease mortality. (2023). Vandoros, Sotiris ; Kyriopoulos, Ilias ; Kawachi, Ichiro. In: Health Economics. RePEc:wly:hlthec:v:32:y:2023:i:7:p:1550-1560.

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More than 100 citations found, this list is not complete...

Works by William D Lastrapes:

YearTitleTypeCited
2012Home Equity Lending and Retail Spending: Evidence from a Natural Experiment in Texas In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article38
1994Endogenous Trading Volume and Momentum in Stock-Return Volatility. In: Journal of Business & Economic Statistics.
[Citation analysis]		article100
1990Persistence in Variance, Structural Change, and the GARCH Model. In: Journal of Business & Economic Statistics.
[Citation analysis]		article607
2022Home equity lending, credit constraints and small business in the US In: Economic Inquiry.
[Full Text][Citation analysis]		article0
2020Home Equity Lending, Credit Constraints and Small Business in the US.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1990 Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects. In: Journal of Finance.
[Full Text][Citation analysis]		article492
2019Does National Flood Insurance Program Participation Induce Housing Development? In: Journal of Risk & Insurance.
[Full Text][Citation analysis]		article2
2012Banknotes And Economic Growth In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2020A Comparison of Firm Age in the Survey of Business Owners and the Longitudinal Business Database In: CES Technical Notes Series.
[Full Text][Citation analysis]		paper0
1997The Check Tax: Fiscal Folly and the Great Monetary Contraction In: The Journal of Economic History.
[Full Text][Citation analysis]		article6
2004Cross-Country Variation in the Liquidity Effect: The Role of Financial Markets In: Economic Journal.
[Full Text][Citation analysis]		article14
2006Durable goods and the forward-looking theory of consumption: Estimates implied by the dynamic effects of money In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2021The joint spillover index In: Economic Modelling.
[Full Text][Citation analysis]		article57
2005Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions In: Economics Letters.
[Full Text][Citation analysis]		article23
2021On the welfare effects of phasing out paper currency In: European Economic Review.
[Full Text][Citation analysis]		article6
2002Real wages and aggregate demand shocks: contradictory evidence from VARs In: Journal of Economics and Business.
[Full Text][Citation analysis]		article1
2000Real Wages and Aggregate Demand Shocks: Contradictory Evidence from Vars..(2000) In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2002The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations In: Journal of Housing Economics.
[Full Text][Citation analysis]		article44
2000The Real Price of Housing and Money Supply Shocks: Time Series Evidence and Theoretical Simulations..(2000) In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2020Asylum seekers and house prices: Evidence from the United Kingdom In: Journal of Housing Economics.
[Full Text][Citation analysis]		article1
2020Household debt, consumption and inequality In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2020Household Debt, Consumption and Inequality.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1993The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article117
1998International evidence on equity prices, interest rates and money In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article97
2003Estimating the liquidity effect in post-reform Chile: do inflationary expectations matter? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2015Emerging market economies and the world interest rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article5
1990International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985 In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
1990Exchange rate volatility and U.S. multilateral trade flows In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article32
1995The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article29
1998Identifying the Effects of Money Supply Shocks on Industry-Level Output In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article6
2002Comments on A vector error-correction forecasting model of the US economy In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article1
2012Has the Fed been a failure? In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article49
1993New Keynesian economics, volume 2 : Edited by N. Gregory Mankiw and David Romer, MIT Press, 1991, 450 pp. In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
1993An Empirical Analysis of Stock Price and Interest Rate Dynamics: The Role of Money. In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]		paper0
1993The Dynamic Responses of Crop and Livestock Prices to Money Supply Shocks: A Bayesian Analysis using Long Run Restrictions. In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]		paper6
1993Equity Prices, Interest Rates and Money in Europe: An Empirical Analysis. In: Georgia - College of Business Administration, Department of Economics.
[Citation analysis]		paper0
1998Abnormal Returns in the Acquisition Market: The Case of Bank Holding Companies, 1990–1993 In: Journal of Financial Services Research.
[Full Text][Citation analysis]		article13
2001Cross-Country Variation in the Liquidity Effect In: Departmental Working Papers.
[Full Text][Citation analysis]		paper0
1989Exchange Rate Volatility and U.S. Monetary Policy: An ARCH Application. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article91
1994Buffer-Stock Money: Interpreting Short-Run Dynamics Using Long-Run Restrictions. In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article11
2013Evidence on the Relationship between Housing and Consumption in the United States: A State-Level Analysis In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article21
1996The Dynamic Responses of Crop and Livestock Prices to Money-Supply Shocks: A Bayesian Analysis Using Long-Run Identifying Restrictions In: American Journal of Agricultural Economics.
[Full Text][Citation analysis]		article24
1993Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities. In: The Review of Financial Studies.
[Full Text][Citation analysis]		article212
2016Gender, caste and poverty in India: evidence from the National Family Health Survey In: Eurasian Economic Review.
[Full Text][Citation analysis]		article8
2007The cost channel of monetary transmission-revisited In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
1989Real Exchange Rate Volatility and U.S. Bilateral Trade: A VAR Approach. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article124
1992Sources of Fluctuations in Real and Nominal Exchange Rates. In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article126
1998The Dynamic Effects Of Money: Combining Short-Run And Long-Run Identifying Restrictions Using Bayesian Techniques In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article5
2014A PRESCRIPTION FOR UNEMPLOYMENT? RECESSIONS AND THE DEMAND FOR MENTAL HEALTH DRUGS In: Health Economics.
[Full Text][Citation analysis]		article28

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