Anandamayee Majumdar : Citation Profile


Soochow University

8

H index

6

i10 index

200

Citations

RESEARCH PRODUCTION:

20

Articles

21

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 11
   Journals where Anandamayee Majumdar has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 5 (2.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2208
   Updated: 2025-12-27    RAS profile: 2025-08-09    
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Relations with other researchers


Works with:

GUPTA, RANGAN (7)

Pierdzioch, Christian (2)

Bouri, Elie (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anandamayee Majumdar.

Is cited by:

GUPTA, RANGAN (60)

Wohar, Mark (26)

Balcilar, Mehmet (25)

Pierdzioch, Christian (15)

Demirer, Riza (9)

Roubaud, David (5)

Bonato, Matteo (5)

Uddin, Gazi (5)

Plakandaras, Vasilios (4)

Bouri, Elie (4)

Risse, Marian (4)

Cites to:

GUPTA, RANGAN (58)

Pierdzioch, Christian (20)

Campbell, John (15)

Balcilar, Mehmet (13)

van Dijk, Dick (11)

Watson, Mark (11)

Bekiros, Stelios (11)

Stock, James (10)

Paccagnini, Alessia (10)

Litterman, Robert (9)

Franses, Philip Hans (9)

Main data


Where Anandamayee Majumdar has published?


Journals with more than one article published# docs
Applied Economics2
Empirical Economics2
The Quarterly Review of Economics and Finance2
Finance Research Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics14
Working Papers / University of Nevada, Las Vegas , Department of Economics2
Working Papers / Eastern Mediterranean University, Department of Economics2

Recent works citing Anandamayee Majumdar (2025 and 2024)


YearTitle of citing document
2024Does 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.

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2024Assessing 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.

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2024The 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.

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2025Time-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.

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2024Term 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.

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2024Nonlinear 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.

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2024Time-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.

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2024Machine 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.

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2024Towards 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.

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2025On 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.

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2025Modeling 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.

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2024The 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.

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2024Can 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.

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2024Research 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.

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2024Analysis 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.

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2024Safe 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.

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2024You 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.

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Works by Anandamayee Majumdar:


YearTitleTypeCited
2021Bayesian Testing Of Granger Causality In Functional Time Series In: Papers.
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paper0
2022Bayesian Testing of Granger Causality in Functional Time Series.(2022) In: Journal of Quantitative Economics.
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This paper has nother version. Agregated cites: 0
article
2006Gradients in Spatial Response Surfaces With Application to Urban Land Values In: Journal of Business & Economic Statistics.
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article10
2010Bivariate Zero-Inflated Regression for Count Data: A Bayesian Approach with Application to Plant Counts In: The International Journal of Biostatistics.
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article1
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
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article89
2015Incorporating 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
2021Time-varying risk aversion and forecastability of the US term structure of interest rates In: Finance Research Letters.
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article3
2020Time-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
2016Analysis of bivariate zero inflated count data with missing responses In: Journal of Multivariate Analysis.
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article0
2015Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics.
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article16
2014Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2013Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2017Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach In: The Quarterly Review of Economics and Finance.
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article25
2016Do 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
2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
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article12
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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This paper has nother version. Agregated cites: 12
paper
2019Predicting stock market movements with a time-varying consumption-aggregate wealth ratio In: International Review of Economics & Finance.
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article6
2017Predicting Stock Market Movements with a Time-Varying Consumption-Aggregate Wealth Ratio.(2017) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers.
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paper1
2011Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 1
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2010Forecasting 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
2013Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics.
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This paper has nother version. Agregated cites: 1
article
2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers.
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This paper has nother version. Agregated cites: 1
paper
2024Climate Risks and Real Gold Returns over 750 Years In: Forecasting.
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article0
2024Climate Risks and Real Gold Returns over 750 Years.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach In: Open Economies Review.
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article10
2016The 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
2012Was the Recent Downturn in US GDP Predictable? In: Working Papers.
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2012Was the Recent Downturn in US GDP Predictable?.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 0
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2013Was the Recent Downturn in US GDP Predictable?.(2013) In: Working papers.
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This paper has nother version. Agregated cites: 0
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2011Reconsidering 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.
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paper9
2014Reconsidering 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.
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This paper has nother version. Agregated cites: 9
article
2014Forecasting US Real House Price Returns over 1831-2013: Evidence from Copula Models In: Working Papers.
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paper8
2015Forecasting US real house price returns over 1831-2013: evidence from copula models.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 8
article
2021Geopolitical Risks and the High-Frequency Movements of the US Term Structure of Interest Rates In: Working Papers.
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paper3
2021GEOPOLITICAL RISKS AND THE HIGH-FREQUENCY MOVEMENTS OF THE US TERM STRUCTURE OF INTEREST RATES.(2021) In: Annals of Financial Economics (AFE).
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This paper has nother version. Agregated cites: 3
article
2024Forecasting Gold Returns Volatility Over 1258-2023: The Role of Moments In: Working Papers.
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paper0
2018Comparative study and sensitivity analysis of skewed spatial processes In: Computational Statistics.
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article0
2020Tagore’s Song-Counts by Thematic and Non-Thematic Classification: A Statistical Case Study In: Sankhya B: The Indian Journal of Statistics.
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2015Was the recent downturn in US real GDP predictable? In: Applied Economics.
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article7
2011A non-stationary spatial generalized linear mixed model approach for studying plant diversity In: Journal of Applied Statistics.
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article0

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