Lu Liu : Citation Profile

Are you Lu Liu?

Lunds Universitet

4

H index

4

i10 index

112

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   1 years (2013 - 2014). See details.
   Cites by year: 112
   Journals where Lu Liu has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pli671
   Updated: 2023-11-04    RAS profile: 2020-04-07    
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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 Lu Liu.

Is cited by:

Nguyen, Duc Khuong (6)

Heckelei, Thomas (4)

Caporale, Guglielmo Maria (4)

Patsoulis, Patroklos (3)

Schaumburg, Julia (3)

Lucas, Andre (3)

Rulliere, Didier (3)

GUPTA, RANGAN (3)

Eleftheriou, Konstantinos (3)

Koopman, Siem Jan (3)

Önder, A. Özlem (3)

Cites to:

Asgharian, Hossein (5)

Nelson, Charles (4)

Beine, Michel (4)

Startz, Richard (4)

Portes, Richard (4)

Stulz, René (3)

Anderson, Soren (3)

Flavin, Thomas (3)

Rousseau, Fabrice (3)

Newell, Richard (3)

Chinn, Menzie (3)

Main data

Where Lu Liu has published?

Recent works citing Lu Liu (2023 and 2022)

YearTitle of citing document
2023Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances. (2016). Catania, Leopoldo ; Billé, Anna Gloria. In: Papers. RePEc:arx:papers:1602.02542.

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2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

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2023A Probabilistic Approach for Denoising Option Prices. (2023). Lawuobahsumo, Kokulo ; Gueye, Djibril. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-02-3.

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2022Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765.

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2022Instability spillovers in the banking sector: A spatial econometrics approach. (2022). Karkowska, Renata ; Acedaski, Jan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000493.

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2023Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x.

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2022A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Paltrinieri, Andrea ; Oriani, Marco Ercole ; Goodell, John W ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000151.

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2022Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259.

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2022Information precision and return co-movements in private commercial real estate markets. (2022). Ruf, Daniel ; Fuss, Roland ; ROLAND FÜSS, . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000024.

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2022Measuring 25 years of global equity market co-movement using a time-varying spatial model. (2022). Prange, Philipp ; Peter, Franziska J ; Thomas, . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001115.

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2023The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

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2023The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification. (2023). Caporin, Massimiliano ; Pelizzon, Loriana ; Panzica, Roberto ; Billio, Monica. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:196-223.

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2022.

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2022Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach. (2022). Onder, Ozlem A ; Muradolu, Gulnur Y ; Kila, Gul Huyuguzel. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:4:d:10.1057_s41260-022-00263-3.

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2022Assessing the Impact of Country-Specific Sovereign Risk on Financial and Banking System in EMU: the Role of Italy. (). Oreste, Napolitano ; Cristiana, Fiorelli ; Marcella, Duva ; Salvatore, Capasso. In: CSEF Working Papers. RePEc:sef:csefwp:654.

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2022Spatial contagion between financial markets: new evidence of asymmetric measures. (2022). Sahut, Jean-Michel ; Ftiti, Zied ; Miled, Wafa. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04223-9.

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2022Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis. (2022). Naveed, Amjad ; Hussain, Syed Mujahid ; Ahmad, Nisar ; Ahmed, Sheraz. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02116-1.

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2022Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y.

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2023Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3.

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2022Multiscale downside risk interdependence between the major agricultural commodities. (2022). Gajiglamolija, Marina ; Urakovi, Jasmina ; Ivkov, Dejan. In: Agribusiness. RePEc:wly:agribz:v:38:y:2022:i:4:p:990-1011.

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2022Global equity market volatility forecasting: New evidence. (2022). Ma, Feng ; Lei, Likun ; Wei, YU ; Liang, Chao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:594-609.

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Works by Lu Liu:

YearTitleTypeCited
2014Extreme downside risk spillover from the United States and Japan to Asia-Pacific stock markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2013International stock market interdependence: Are developing markets the same as developed markets? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article12
2013A spatial analysis of international stock market linkages In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article71
2013A spatial analysis of international stock market linkages.(2013) In: Knut Wicksell Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 71		paper
2014The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks In: Journal of Futures Markets.
[Full Text][Citation analysis]		article15

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