7
H index
5
i10 index
149
Citations
John Hunter : Citation Profile
Brunel University London | RESEARCH PRODUCTION: 11 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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37 years (1985 - 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 John Hunter. | Is cited by:
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Main data
Where John Hunter has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Policy Modeling | 4 |
| Economics Letters | 2 |
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Centre for Business Research, University of Cambridge | 2 |
Recent works citing John Hunter (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | A Turning Point for Banking: Unravelling the Changing Landscape of Banking Activity in Europe since the COVID-19 pandemic. (2023). Gucciardi, Gianluca ; Bellucci, Andrea. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:183. Full description at Econpapers || Download paper |
| 2024 | DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions. (2022). Zohren, Stefan ; Moreno-Pino, Fernando. In: Papers. RePEc:arx:papers:2210.04797. Full description at Econpapers || Download paper |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper |
| 2023 | Partial quanto lookback options. (2023). Lee, Minha ; Ha, Hongjun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002066. Full description at Econpapers || Download paper |
| 2023 | Less is more? New evidence from stock market volatility predictability. (2023). Guo, Qiang ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003356. Full description at Econpapers || Download paper |
| 2023 | The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846. Full description at Econpapers || Download paper |
| 2023 | Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13. Full description at Econpapers || Download paper |
| 2023 | Bankruptcy prediction using fuzzy convolutional neural networks. (2023). Serret, Vanessa ; ben Jabeur, Sami. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002306. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
Works by John Hunter:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | On The Determinants of Industrial Firm Failure in the Uk and Russia in the 1990s In: Working Papers. [Citation analysis] | paper | 0 |
| 2002 | A Panel Analysis Of UK Industrial Company Failure In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010 In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 69 |
| 2013 | On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010.(2013) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | paper | |
| 2014 | On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010.(2014) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 69 | article | |
| 2000 | Identifying long-run behaviour with non-stationary data. In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Identifying Asymmetric, m Period Euler Equations Estimated By Non-Linear IV/GMM In: Royal Economic Society Annual Conference 2004. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Multifactor consumption based asset pricing models using the US stock market as a reference: Evidence from a panel of developed economies In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2014 | Money demand instability and real exchange rate persistence in the monetary model of USD–JPY exchange rate In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
| 1985 | Cross arbitrage and specification in exchange rate models In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1990 | Cointegrating exogeneity In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2020 | Long-run price behaviour in the gasoline market - The role of exogeneity In: Journal of Business Research. [Full Text][Citation analysis] | article | 0 |
| 1992 | Tests of cointegrating exogeneity for PPP and uncovered interest rate parity in the United Kingdom In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 18 |
| 2001 | Failure risk: A comparative study of UK and Russian firms In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 11 |
| 2006 | Aggregate economy risk and company failure: An examination of UK quoted firms in the early 1990s In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 9 |
| 2004 | Aggregate Economy Risk And Company Failure:An Examination Of Uk Quoted Firms In The Early 1990s.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | An empirical investigation of the relationship between the real economy and stock returns for the United States In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 6 |
| 2022 | Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises In: Annals of Operations Research. [Full Text][Citation analysis] | article | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team