9
H index
9
i10 index
583
Citations
Claude Lopez : Citation Profile
Reserve Bank of Australia | RESEARCH PRODUCTION: 22 Articles 67 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2003 - 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 Claude Lopez. | Is cited by:
| Cites to:
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Main data
Where Claude Lopez has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 32 |
| CEPR Discussion Papers / C.E.P.R. Discussion Papers | 3 |
| Post-Print / HAL | 2 |
| Econometrics / University Library of Munich, Germany | 2 |
| Macroeconomics / University Library of Munich, Germany | 2 |
Recent works citing Claude Lopez (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Eurozone 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. Full description at Econpapers || Download paper |
| 2023 | Where 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. Full description at Econpapers || Download paper |
| 2023 | Commodity 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. Full description at Econpapers || Download paper |
| 2023 | Understanding 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. Full description at Econpapers || Download paper |
| 2023 | Domestic 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. Full description at Econpapers || Download paper |
| 2023 | Diversification 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. Full description at Econpapers || Download paper |
| 2023 | Do 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. Full description at Econpapers || Download paper |
| 2023 | Risk-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. Full description at Econpapers || Download paper |
| 2023 | Time-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. Full description at Econpapers || Download paper |
| 2024 | Real 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. Full description at Econpapers || Download paper |
| 2024 | International 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. Full description at Econpapers || Download paper |
| 2024 | Interdependence 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. Full description at Econpapers || Download paper |
| 2024 | Drivers of Post-pandemic Currency Movement: Recurring impacts of sovereign risks and oil prices. (2024). Yuki, Sato. In: Discussion papers. RePEc:eti:dpaper:24054. Full description at Econpapers || Download paper |
| 2023 | Dependence 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. Full description at Econpapers || Download paper |
| 2023 | Risk 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. Full description at Econpapers || Download paper |
| 2023 | Diversification benefits of precious metal markets. (2023). Goutte, Stéphane ; Nguyen, Duc Khuong ; Dinh, Theu ; Topaloglou, Nikolas. In: Working Papers. RePEc:hal:wpaper:halshs-04057273. Full description at Econpapers || Download paper |
| 2023 | Portfolio 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. Full description at Econpapers || Download paper |
| 2023 | Did 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. Full description at Econpapers || Download paper |
| 2024 | Commodity 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. Full description at Econpapers || Download paper |
| 2023 | Rural–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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
Works by Claude Lopez:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Convergence of Euro Area Inflation Rates In: Working papers. [Full Text][Citation analysis] | paper | 46 |
| 2012 | Convergence of Euro area inflation rates.(2012) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2010 | Testing for Group-Wise Convergence with an Application to Euro Area Inflation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2010 | Are euro area inflation rates misaligned?.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2011 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation In: Working papers. [Full Text][Citation analysis] | paper | 46 |
| 2010 | Unit Roots, Level Shifts and Trend Breaks in PerCapita Output: A Robust Evaluation.(2010) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2010 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2009 | Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation.(2009) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2013 | Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation.(2013) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
| 2011 | Short Note on the Unemployment Rate of the French Overseas Regions In: Working papers. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Short Note on the Unemployment Rate of the French Overseas Regions.(2009) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2010 | Short Note on the Unemployment Rate of the “French overseas regionsâ€.(2010) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2011 | Short Note on the Unemployment Rate of the French Overseas Regions.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2011 | Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle In: Working papers. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2003) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2008 | Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2008) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2011 | Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2009 | Median-Unbiased Estimation in DF-GLS Regressions and the PPP Puzzle.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2013 | Median-unbiased estimation in DF-GLS regressions and the PPP puzzle.(2013) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2013 | Commodity and Equity Markets: Some Stylized Facts from a Copula. In: Working papers. [Full Text][Citation analysis] | paper | 108 |
| 2013 | Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2013 | Commodity 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: 108 | article | |
| 2012 | Commodity and Equity Markets: Some Stylized Facts from a Copula Approach..(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 108 | paper | |
| 2012 | Taux de change d’équilibre et mesure de la compétitivité au sein de la zone euro. In: Bulletin de la Banque de France. [Full Text][Citation analysis] | article | 2 |
| 2012 | Equilibrium exchange rate and competitiveness within the euro area.(2012) In: Quarterly selection of articles - Bulletin de la Banque de France. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2011 | The 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. [Full Text][Citation analysis] | article | 0 |
| 2016 | The Economic Impact of Chapter 11 Bankruptcy versus Out-of-Court Restructuring In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Convergence to Purchasing Power Parity at the Commencement of the Euro* In: Review of International Economics. [Full Text][Citation analysis] | article | 51 |
| 2003 | Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2003 | Convergence to Purchasing Power Parity at the Commencement of the Euro.(2003) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
| 2013 | Remittances, Inflation and Exchange Rate Regimes in Small Open Economies In: The World Economy. [Full Text][Citation analysis] | article | 32 |
| 2008 | Remittances, Inflation and Exchange Rate Regimes in Small Open Economies.(2008) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2010 | Remittances, Inflation and Exchange Rate Regimes in Small Open Economies.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2003 | An Improved Panel Unit Root Test Using GLS-Detrending In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] | paper | 8 |
| 2007 | A Panel Unit Root Test with Good Power in Small Samples.(2007) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | A Panel Unit Root Test with Good Power in Small Samples.(2009) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2003 | An Improved Panel Unit Root Test Using GLS-Detrending.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2003 | An Improved Panel Unit Root Test Using GLS-Detrending.(2003) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2006 | Evidence of Purchasing Power Parity for the Floating Regime Period In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] | paper | 11 |
| 2008 | Evidence of purchasing power parity for the floating regime period.(2008) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2004 | State of the Art Unit Root Tests and Purchasing Power Parity In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] | paper | 84 |
| 2005 | State of the Art Unit Root Tests and Purchasing Power Parity..(2005) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 84 | article | |
| 2003 | State of the Art Unit Root Tests and the PPP Puzzle.(2003) In: Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
| 2007 | Real Interest Rate Stationarity and Per Capita Consumption Growth Rate In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | Stationary properties of the real interest rate and the per-capita consumption growth rate: empirical evidence for theoretical arguments.(2009) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2006 | Improved Unit Root Tests with Changes in the Intercept In: University of Cincinnati, Economics Working Papers Series. [Citation analysis] | paper | 2 |
| 2008 | Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes.(2008) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2009 | GLS-detrending and regime-wise stationarity testing in small samples.(2009) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2008 | GLS-detrending and Regime-wise Stationarity Testing in Small Samples In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
| 2009 | GLS-detrending and regime-wise stationarity testing in small samples.(2009) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2010 | Testing for Group-Wise Convergence with an Application to Euro Area Inflation In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Testing for Group-Wise Convergence with an Application to Euro Area Inflation.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2014 | Do Real Exchange Rate Appreciations Matter for Growth? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 55 |
| 2014 | Do Real Exchange Rate Appreciations Matter for Growth?.(2014) In: IHEID Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2015 | Do real exchange rate appreciations matter for growth?.(2015) In: Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | article | |
| 2013 | Currency Crises in Reverse: Do Large Real Exchange Rate Appreciations Matter for Growth?.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2014 | Do real exchange rate appreciations matter for growth?.(2014) In: Kiel Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
| 2009 | Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
| 2008 | Euro-zone Inflation Rates: Stationary or Regime-wise Stationary Processes.(2008) In: University of Cincinnati, Economics Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Commodity and Equity Markets: Some Stylized Facts from a Copula Approach In: Post-Print. [Citation analysis] | paper | 107 |
| 2013 | Commodity and Equity Markets: Some Stylized Facts from a Copula Approach.(2013) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2013 | Commodity 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: 107 | article | |
| 2012 | Commodity and Equity Markets: Some Stylized Facts from a Copula Approach..(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
| 2022 | The Community Explorer: Bringing Populations Diversity into Policy Discussions, One County at a Time In: IZA Policy Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Disagreement among ESG rating agencies: shall we be worried? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Weighing Down America: 2020 Update A Community Approach against Obesity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | How to Identify Health Innovation Gaps? Insights from Data on Diseases’ Costs, Mortality, and Funding In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | GLOBAL OPPORTUNITY INDEX 2021 Focus on Latin America In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2021 | The Community Explorer: Informing Policy with County-Level Data In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Overcoming Trade-Offs in Tech Regulation In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Health Literacy in the United States: Enhancing Assessments and Reducing Disparities In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2022 | The Community Explorer How to Inform Effectively Policy on U.S. Diversity with County Level Data In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Macroprudential Policy: A Silver Bullet or Refighting the Last War? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Trade Finance: A Catalyst for Asian Growth In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Macroprudential Policy: What Does It Really Mean In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Dodd-Frank: Washington, We Have a Problem In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The Asset Management Industry and Systemic Risk: Is There a Connection? In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | 2016 Global Opportunity Index In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Cross-Border Investment in Europe: From Macro to Financial Data In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2016 | UK Financial Reforms: Bank of England 2.0 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | US Financial Deregulation: Repeal or Adjust? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Central Counterparties Help, But Do Not Assure Financial Stability In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Monetary Policy and Financial System Resilience In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | The Macroprudential Policy Framework Needs to Be Global In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Global Opportunity Index 2020 Focus on the GCC Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Bahrain and the Fourth Industrial Revolution In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Gender Equality Discussion within the G20 In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Asset Management Industry, Systemic Risk, and Macroprudential Policy In: Journal of Financial Transformation. [Citation analysis] | article | 0 |
| 2017 | The Asset Management Industry, Systemic Risk, and Macroprudential Policy.(2017) In: Journal of Financial Transformation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article |
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