8
H index
6
i10 index
200
Citations
Soochow University | 8 H index 6 i10 index 200 Citations RESEARCH PRODUCTION: 20 Articles 21 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anandamayee Majumdar. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 2 |
| Empirical Economics | 2 |
| The Quarterly Review of Economics and Finance | 2 |
| Finance Research Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 14 |
| Working Papers / University of Nevada, Las Vegas , Department of Economics | 2 |
| Working Papers / Eastern Mediterranean University, Department of Economics | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies. (2024). Avazkhodjaev, Salokhiddin ; Dhiensiri, Nont ; Mukhamedov, Farkhod. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-64. Full description at Econpapers || Download paper |
| 2024 | Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia€™s Financial and Renewable Energy Sectors. (2024). Jalolova, Madina ; Avazkhodjaev, Salokhiddin ; Askarova, Mavluda ; Achilova, Nargiza ; Amirdjanova, Sitora ; Otajonova, Charoskhon. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-50. Full description at Econpapers || Download paper |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper |
| 2025 | Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967. Full description at Econpapers || Download paper |
| 2024 | Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464. Full description at Econpapers || Download paper |
| 2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper |
| 2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper |
| 2024 | Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765. Full description at Econpapers || Download paper |
| 2024 | Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430. Full description at Econpapers || Download paper |
| 2025 | On the relationship between geopolitical risks and euro area sovereign bond yields. (2025). Papavassiliou, Vassilios. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001424. Full description at Econpapers || Download paper |
| 2025 | Modeling GDP with a continuous-time finance approach. (2025). Liu, Zhenya ; You, Rongyu ; Zhan, Yaosong. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002351. Full description at Econpapers || Download paper |
| 2024 | The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683. Full description at Econpapers || Download paper |
| 2024 | Can geopolitical risks impact the long-run correlation between crude oil and clean energy markets? Evidence from a regime-switching analysis. (2024). Chen, Zhuoyi ; Liu, Yuanyuan ; Zhang, Hongwei. In: Renewable Energy. RePEc:eee:renene:v:229:y:2024:i:c:s0960148124008425. Full description at Econpapers || Download paper |
| 2024 | Research on the Impact of Economic Policy Uncertainty and Investor Sentiment on the Growth Enterprise Market Return in China—An Empirical Study Based on TVP-SV-VAR Model. (2024). Ramasamy, Siva Shankar ; Yu, XI ; Naktnasukanjn, Nathee ; Gui, Junxiao. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:108-:d:1506998. Full description at Econpapers || Download paper |
| 2024 | Analysis of the Impact of U.S. Trade Policy Uncertainty on China’s Grain Trade. (2024). Gai, Yankai ; Yang, Lulu ; Wang, Lihui ; Zhang, AN. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:11:p:4332-:d:1398749. Full description at Econpapers || Download paper |
| 2024 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Karmakar, Sayar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10452-w. Full description at Econpapers || Download paper |
| 2024 | You are uncertain and we are at stress! How does monetary policy uncertainty affect financial stress? The case of the US and G7. (2024). Rajan, Swarn ; Sen, Aariya. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:4:d:10.1007_s10368-024-00612-0. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Bayesian Testing Of Granger Causality In Functional Time Series In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Bayesian Testing of Granger Causality in Functional Time Series.(2022) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2006 | Gradients in Spatial Response Surfaces With Application to Urban Land Values In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 10 |
| 2010 | Bivariate Zero-Inflated Regression for Count Data: A Bayesian Approach with Application to Plant Counts In: The International Journal of Biostatistics. [Full Text][Citation analysis] | article | 1 |
| 2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 89 |
| 2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 89 | paper | |
| 2021 | Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2020 | Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Analysis of bivariate zero inflated count data with missing responses In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2015 | Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 16 |
| 2014 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 25 |
| 2016 | Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2018 | Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
| 2015 | Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2019 | Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2010 | Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Climate Risks and Real Gold Returns over 750 Years In: Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2024 | Climate Risks and Real Gold Returns over 750 Years.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review. [Full Text][Citation analysis] | article | 10 |
| 2016 | The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence from a Quantile Predictive Regression Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2012 | Was the Recent Downturn in US GDP Predictable? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2011 | Reconsidering the Welfare Cost of Inflation in the US: A Nonparametric Estimation of the Nonlinear Long-Run Money Demand Equation using Projection Pursuit Regressions In: Working Papers. [Citation analysis] | paper | 9 |
| 2014 | Reconsidering the welfare cost of inflation in the US: a nonparametric estimation of the nonlinear long-run money-demand equation using projection pursuit regressions.(2014) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2014 | Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models In: Working Papers. [Citation analysis] | paper | 8 |
| 2015 | Forecasting US real house price returns over 1831-2013: evidence from copula models.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2021 | Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates In: Working Papers. [Citation analysis] | paper | 3 |
| 2021 | GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES.(2021) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2024 | Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments In: Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Comparative study and sensitivity analysis of skewed spatial processes In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Tagore’s Song-Counts by Thematic and Non-Thematic Classification: A Statistical Case Study In: Sankhya B: The Indian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Was the recent downturn in US real GDP predictable? In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2011 | A non-stationary spatial generalized linear mixed model approach for studying plant diversity In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
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