Claude Lopez : Citation Profile


Are you Claude Lopez?

Reserve Bank of Australia

9

H index

9

i10 index

580

Citations

RESEARCH PRODUCTION:

22

Articles

67

Papers

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 30
   Journals where Claude Lopez has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 23 (3.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/plo84
   Updated: 2024-11-04    RAS profile: 2024-09-25    
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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 Claude Lopez.

Is cited by:

Tiwari, Aviral (16)

Nguyen, Duc Khuong (11)

Panagiotidis, Theodore (9)

Panagiotidis, Theodore (9)

Kim, Hyeongwoo (9)

Kutan, Ali (8)

Herrera, Rodrigo (8)

Uddin, Gazi (8)

Hoarau, Jean-François (8)

Holmes, Mark (8)

Bahmani-Oskooee, Mohsen (7)

Cites to:

Perron, Pierre (20)

Papell, David (18)

Lane, Philip (13)

Shambaugh, Jay (9)

Elliott, Graham (8)

Ben-David, Dan (7)

Stock, James (7)

Taylor, Robert (7)

Milesi-Ferretti, Gian Maria (7)

Leybourne, Stephen (6)

Forbes, Kristin (6)

Main data


Where Claude Lopez has published?


Journals with more than one article published# docs
Economics Letters2
Journal of Banking & Finance2
Applied Economics2
Economics Bulletin2
Econometric Reviews2
Journal of Financial Transformation2
Quarterly selection of articles - Bulletin de la Banque de France2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany32
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Post-Print / HAL2
Macroeconomics / University Library of Munich, Germany2
Econometrics / University Library of Munich, Germany2

Recent works citing Claude Lopez (2024 and 2023)


YearTitle of citing document
2023Eurozone prices: A tale of convergence and divergence. (2023). Garcia-Hiernaux, Alfredo ; Guerrero, David E ; Gonzalez-Perez, Maria T. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002304.

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2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2023Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Roubaud, David ; Ghasemi, Hamid Reza ; Gholami, Samad ; Asadi, Mehrad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003058.

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2023Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. (2023). O'Connor, Fergal ; Usman, Hafiz Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003290.

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2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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2023Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures. (2023). Dar, Arif ; Bhanja, Niyati ; Shah, Adil Ahmad. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000166.

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2023Risk-off shocks and spillovers in safe havens. (2023). Beirne, John ; Sugandi, Eric. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001737.

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2023Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Aslan, Aylin ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:219-232.

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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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2024International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Ma, Feng ; Wang, Jiqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71.

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2024Interdependence and spillovers between big oil companies and regional and global energy equity markets. (2024). Boako, Gideon ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Hanif, Waqas ; Yoon, Seong-Min. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:451-469.

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2024Drivers of Post-pandemic Currency Movement: Recurring impacts of sovereign risks and oil prices. (2024). Yuki, Sato. In: Discussion papers. RePEc:eti:dpaper:24054.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2023Risk Dependence and Risk Spillovers Effect from Crude Oil on the Chinese Stock Market and Gold Market: Implications on Portfolio Management. (2023). Wang, Guannan ; Meng, Juan ; Mo, Bin. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2141-:d:1077108.

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2023Diversification benefits of precious metal markets. (2023). Goutte, Stéphane ; Nguyen, Duc Khuong ; Dinh, Theu ; Topaloglou, Nikolas. In: Working Papers. RePEc:hal:wpaper:halshs-04057273.

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2023Portfolio diversification and sustainable assets from new perspectives. (2023). Kanamura, Takashi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00336-x.

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2023Did the 2012 Spanish law reform to protect mortgage debtors modify banks’ lending behavior?. (2023). González-Val, Rafael ; Gonzalez-Val, Rafael. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02354-x.

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2024Commodity and Stock Market Interlinkages: Opportunities and Challenges for Investors in Indian Market. (2024). Suresh, Sandra ; Jhunjhunwala, Shital. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s42-s58.

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2023Rural–urban migrants’ remittance and agricultural pollution in the presence of agricultural dualism. (2023). Li, Xiaochun ; Fu, Huanan. In: The Annals of Regional Science. RePEc:spr:anresc:v:70:y:2023:i:2:d:10.1007_s00168-022-01161-7.

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2023The Impact of Remittances on Monetary Transmission Mechanism in Remittance-recipient Countries: with Focus on Credit and Exchange Rate Channels. (2023). Holmes, Mark ; Hassan, Gazi M ; Raheem, Jahan Abdul. In: Working Papers in Economics. RePEc:wai:econwp:23/06.

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Works by Claude Lopez:


YearTitleTypeCited
2011Convergence of Euro Area Inflation Rates In: Working papers.
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paper46
2012Convergence of Euro area inflation rates.(2012) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 46
article
2010Testing for Group-Wise Convergence with an Application to Euro Area Inflation.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 46
paper
2010Are euro area inflation rates misaligned?.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 46
paper
2011Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers.
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paper46
2010Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation.(2010) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 46
paper
2010Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 46
paper
2009Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2009) In: Purdue University Economics Working Papers.
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This paper has nother version. Agregated cites: 46
paper
2013Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation.(2013) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 46
article
2011Short Note on the Unemployment Rate of the French Overseas Regions In: Working papers.
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paper5
2009Short Note on the Unemployment Rate of the French Overseas Regions.(2009) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 5
paper
2010Short Note on the Unemployment Rate of the “French overseas regionsâ€.(2010) In: Economics Bulletin.
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This paper has nother version. Agregated cites: 5
article
2011Short Note on the Unemployment Rate of the French Overseas Regions.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 5
paper
2011Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle In: Working papers.
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paper4
2003Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2003) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 4
paper
2008Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2008) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 4
paper
2011Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2011) In: Post-Print.
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This paper has nother version. Agregated cites: 4
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2009Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 4
paper
2013Median-unbiased estimation in DF-GLS regressions and the PPP puzzle.(2013) In: Applied Economics.
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This paper has nother version. Agregated cites: 4
article
2013Commodity and Equity Markets: Some Stylized Facts from a Copula. In: Working papers.
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paper107
2013Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 107
paper
2013Commodity and equity markets: Some stylized facts from a copula approach.(2013) In: Journal of Banking & Finance.
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This paper has nother version. Agregated cites: 107
article
2012Commodity and Equity Markets: Some Stylized Facts from a Copula Approach..(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 107
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2012Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro. In: Bulletin de la Banque de France.
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2012Equilibrium exchange rate and competitiveness within the euro area.(2012) In: Quarterly selection of articles - Bulletin de la Banque de France.
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This paper has nother version. Agregated cites: 2
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2011The impact of the earthquake of March 11th on the Japanese economy and the rest of the world. In: Quarterly selection of articles - Bulletin de la Banque de France.
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2016The Economic Impact of Chapter 11 Bankruptcy versus Out-of-Court Restructuring In: Journal of Applied Corporate Finance.
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2007Convergence to Purchasing Power Parity at the Commencement of the Euro* In: Review of International Economics.
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article51
2003Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 51
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2003Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: Macroeconomics.
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This paper has nother version. Agregated cites: 51
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2013Remittances, Inflation and Exchange Rate Regimes in Small Open Economies In: The World Economy.
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article32
2008Remittances, Inflation and Exchange Rate Regimes in Small Open Economies.(2008) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 32
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2010Remittances, Inflation and Exchange Rate Regimes in Small Open Economies.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 32
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2003An Improved Panel Unit Root Test Using GLS-Detrending In: University of Cincinnati, Economics Working Papers Series.
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2007A Panel Unit Root Test with Good Power in Small Samples.(2007) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 8
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2009A Panel Unit Root Test with Good Power in Small Samples.(2009) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 8
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2003An Improved Panel Unit Root Test Using GLS-Detrending.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 8
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2003An Improved Panel Unit Root Test Using GLS-Detrending.(2003) In: Econometrics.
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This paper has nother version. Agregated cites: 8
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2006Evidence of Purchasing Power Parity for the Floating Regime Period In: University of Cincinnati, Economics Working Papers Series.
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paper11
2008Evidence of purchasing power parity for the floating regime period.(2008) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 11
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2004State of the Art Unit Root Tests and Purchasing Power Parity In: University of Cincinnati, Economics Working Papers Series.
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2005State of the Art Unit Root Tests and Purchasing Power Parity..(2005) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 84
article
2003State of the Art Unit Root Tests and the PPP Puzzle.(2003) In: Macroeconomics.
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This paper has nother version. Agregated cites: 84
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2007Real Interest Rate Stationarity and Per Capita Consumption Growth Rate In: University of Cincinnati, Economics Working Papers Series.
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2009Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments.(2009) In: Applied Economics.
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This paper has nother version. Agregated cites: 5
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2006Improved Unit Root Tests with Changes in the Intercept In: University of Cincinnati, Economics Working Papers Series.
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paper2
2008Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes.(2008) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 2
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2009GLS-detrending and regime-wise stationarity testing in small samples.(2009) In: Economics Letters.
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This paper has nother version. Agregated cites: 2
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2008GLS-detrending and Regime-wise Stationarity Testing in Small Samples In: University of Cincinnati, Economics Working Papers Series.
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paper0
2009GLS-detrending and regime-wise stationarity testing in small samples.(2009) In: Economics Letters.
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This paper has nother version. Agregated cites: 0
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2010Testing for Group-Wise Convergence with an Application to Euro Area Inflation In: University of Cincinnati, Economics Working Papers Series.
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paper6
2010Testing for Group-Wise Convergence with an Application to Euro Area Inflation.(2010) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6
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2014Do Real Exchange Rate Appreciations Matter for Growth? In: CEPR Discussion Papers.
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2014Do Real Exchange Rate Appreciations Matter for Growth?.(2014) In: IHEID Working Papers.
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This paper has nother version. Agregated cites: 55
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2015Do real exchange rate appreciations matter for growth?.(2015) In: Economic Policy.
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This paper has nother version. Agregated cites: 55
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2013Currency Crises in Reverse: Do Large Real Exchange Rate Appreciations Matter for Growth?.(2013) In: MPRA Paper.
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2014Do real exchange rate appreciations matter for growth?.(2014) In: Kiel Working Papers.
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This paper has nother version. Agregated cites: 55
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2009Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes In: Economics Bulletin.
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2008Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes.(2008) In: University of Cincinnati, Economics Working Papers Series.
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This paper has nother version. Agregated cites: 2
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2014Commodity and Equity Markets: Some Stylized Facts from a Copula Approach In: Post-Print.
[Citation analysis]
paper106
2013Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 106
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2013Commodity and equity markets: Some stylized facts from a copula approach.(2013) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106
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2012Commodity and Equity Markets: Some Stylized Facts from a Copula Approach..(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 106
paper
2022The Community Explorer: Bringing Populations Diversity into Policy Discussions, One County at a Time In: IZA Policy Papers.
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2020Disagreement among ESG rating agencies: shall we be worried? In: MPRA Paper.
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2020Weighing Down America: 2020 Update A Community Approach against Obesity In: MPRA Paper.
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2021How to Identify Health Innovation Gaps? Insights from Data on Diseases’ Costs, Mortality, and Funding In: MPRA Paper.
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2021GLOBAL OPPORTUNITY INDEX 2021 Focus on Latin America In: MPRA Paper.
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2021The Community Explorer: Informing Policy with County-Level Data In: MPRA Paper.
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2021Overcoming Trade-Offs in Tech Regulation In: MPRA Paper.
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2022Health Literacy in the United States: Enhancing Assessments and Reducing Disparities In: MPRA Paper.
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2022The Community Explorer How to Inform Effectively Policy on U.S. Diversity with County Level Data In: MPRA Paper.
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2015Macroprudential Policy: A Silver Bullet or Refighting the Last War? In: MPRA Paper.
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2015Trade Finance: A Catalyst for Asian Growth In: MPRA Paper.
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2015Macroprudential Policy: What Does It Really Mean In: MPRA Paper.
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2016Dodd-Frank: Washington, We Have a Problem In: MPRA Paper.
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2016The Asset Management Industry and Systemic Risk: Is There a Connection? In: MPRA Paper.
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20162016 Global Opportunity Index In: MPRA Paper.
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2016Cross-Border Investment in Europe: From Macro to Financial Data In: MPRA Paper.
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2016UK Financial Reforms: Bank of England 2.0 In: MPRA Paper.
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2017US Financial Deregulation: Repeal or Adjust? In: MPRA Paper.
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2017Central Counterparties Help, But Do Not Assure Financial Stability In: MPRA Paper.
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2019Monetary Policy and Financial System Resilience In: MPRA Paper.
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2019The Macroprudential Policy Framework Needs to Be Global In: MPRA Paper.
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2020Global Opportunity Index 2020 Focus on the GCC Countries In: MPRA Paper.
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2020Bahrain and the Fourth Industrial Revolution In: MPRA Paper.
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2020Gender Equality Discussion within the G20 In: MPRA Paper.
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2017The Asset Management Industry, Systemic Risk, and Macroprudential Policy In: Journal of Financial Transformation.
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2017The Asset Management Industry, Systemic Risk, and Macroprudential Policy.(2017) In: Journal of Financial Transformation.
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