6
H index
6
i10 index
178
Citations
Kristoffer Glover : Citation Profile
University of Technology Sydney | RESEARCH PRODUCTION: 8 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2009 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kristoffer Glover. | Is cited by:
| Cites to:
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Main data
Where Kristoffer Glover has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economic Dynamics and Control | 2 |
Recent works citing Kristoffer Glover (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Callable convertible bonds under liquidity constraints. (2021). Sun, Haodong ; Liang, Gechun ; Hobson, David. In: Papers. RePEc:arx:papers:2111.02554. Full description at Econpapers || Download paper |
| 2023 | Exit game with private information. (2022). Palczewski, Jan ; Kwon, Dharma H. In: Papers. RePEc:arx:papers:2210.01610. Full description at Econpapers || Download paper |
| 2024 | Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers || Download paper |
| 2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper |
| 2023 | Interdependence of clean energy and green markets with cryptocurrencies. (2023). Karim, Sitara ; Mirza, Nawazish ; Boubaker, Sabri ; Naeem, Muhammad Abubakr ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000828. Full description at Econpapers || Download paper |
| 2023 | The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213. Full description at Econpapers || Download paper |
| 2023 | Diversification, 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. Full description at Econpapers || Download paper |
| 2023 | Golds 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. Full description at Econpapers || Download paper |
| 2024 | Farm debt and the over-exploitation of natural capital. (2024). Guthrie, Graeme. In: Resource and Energy Economics. RePEc:eee:resene:v:77:y:2024:i:c:s0928765524000150. Full description at Econpapers || Download paper |
| 2023 | Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
| 2024 | Optimal stopping of an Ornstein–Uhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486. Full description at Econpapers || Download paper |
| 2023 | Predicting the last zero before an exponential time of a spectrally negative Lévy process. (2023). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119290. Full description at Econpapers || Download paper |
| 2024 | Lp optimal prediction of the last zero of a spectrally negative Lévy process. (2024). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119468. Full description at Econpapers || Download paper |
| 2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper |
| 2023 | Coupled Price–Volume Equity Models with Auto-Induced Regime Switching. (2023). Shamraeva, Victoria V ; Mota, Pedro P ; Krasii, Nadezhda P ; Esquivel, Manuel L. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:11:p:203-:d:1282722. Full description at Econpapers || Download paper |
| 2023 | In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Makram, B ; Chaibi, A ; Al-Nassar, N S. In: Post-Print. RePEc:hal:journl:hal-04435437. Full description at Econpapers || Download paper |
| 2023 | Factor influencing leveraging decision of Indian companies: evidence from panel data analysis. (2023). Agarwal, Abhishek ; Sachdeva, Kanika. In: International Journal of Business and Globalisation. RePEc:ids:ijbglo:v:35:y:2023:i:1/2:p:134-146. Full description at Econpapers || Download paper |
| 2023 | Gold in household portfolios during a pandemic: Evidence from an emerging economy. (2023). Mohapatra, Sanket ; Gopalakrishnan, Balagopal ; Chatterjee, Oindrila. In: IIMA Working Papers. RePEc:iim:iimawp:14697. Full description at Econpapers || Download paper |
Works by Kristoffer Glover:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Dynkin games with incomplete and asymmetric information In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2019 | Short Selling with Margin Risk and Recall Risk In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | SHORT SELLING WITH MARGIN RISK AND RECALL RISK.(2022) In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2022 | With or without replacement? Sampling uncertainty in Shepps urn scheme In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 28 |
| 2016 | Leveraged investments and agency conflicts when cash flows are mean reverting In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2015 | Speculative trading in the gold market In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 23 |
| 2022 | Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 4 |
| 2014 | The trade-off theory revisited: on the effect of operating leverage In: International Journal of Managerial Finance. [Full Text][Citation analysis] | article | 3 |
| 2023 | Capital ideas: optimal capital accumulation strategies for a bank and its regulator In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | On nonlinear models of markets with finite liquidity: Some cautionary notes In: Published Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Dynkin games with heterogeneous beliefs In: Published Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2009 | The British Asian Option In: Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2010 | The British Russian Option In: Research Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2011 | Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting In: Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2013 | The Trade-off Theory Revisited: On the Effect of Operating Leverage In: Research Paper Series. [Full Text][Citation analysis] | paper | 10 |
| 2012 | The Destruction of a Safe Haven Asset? In: Working Paper Series. [Full Text][Citation analysis] | paper | 50 |
| 2012 | A Gold Bubble? In: Working Paper Series. [Full Text][Citation analysis] | paper | 16 |
| 2022 | Financially constrained index futures arbitrage In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team