Vanja Piljak : Citation Profile

Are you Vanja Piljak?

Vaasan yliopisto

7

H index

6

i10 index

210

Citations

RESEARCH PRODUCTION:

17

Articles

1

Papers

RESEARCH ACTIVITY:

   10 years (2013 - 2023). See details.
   Cites by year: 21
   Journals where Vanja Piljak has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 12 (5.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi394
   Updated: 2024-11-04    RAS profile: 2023-07-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Vulanovic, Milos (3)

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

Is cited by:

Tiwari, Aviral (10)

Ahmad, Wasim (6)

Papadamou, Stephanos (4)

Ferreira, Paulo (4)

lucey, brian (4)

Ftiti, Zied (4)

Ahmed, Walid (3)

Miyajima, Ken (3)

Nguyen, Duc Khuong (3)

Mishra, Anil (3)

Zaremba, Adam (3)

Cites to:

lucey, brian (20)

Harvey, Campbell (17)

Bekaert, Geert (16)

Wu, Eliza (16)

Engle, Robert (15)

Yang, Jian (13)

Diebold, Francis (11)

Levine, Ross (11)

Kim, Suk-Joong (11)

Yilmaz, Kamil (11)

Stulz, René (9)

Main data

Where Vanja Piljak has published?

Journals with more than one article published# docs
Finance Research Letters4
Research in International Business and Finance3
International Review of Financial Analysis3
Emerging Markets Review2
Journal of International Financial Markets, Institutions and Money2

Recent works citing Vanja Piljak (2024 and 2023)

YearTitle of citing document
2023Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach. (2023). Biyase, Mduduzi ; Manguzvane, Mathias. In: Economics Working Papers. RePEc:ady:wpaper:edwrg-04-2023.

Full description at Econpapers || Download paper

2024Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Dankwah, Boakye ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Lee, Chi-Chuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

Full description at Econpapers || Download paper

2023Country risks, government subsidies, and Chinese renewable energy firm performance: New evidence from a quantile regression. (2023). Chiu, Yi-Bin ; Zhang, Wenwen. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000385.

Full description at Econpapers || Download paper

2023A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286.

Full description at Econpapers || Download paper

2023Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003514.

Full description at Econpapers || Download paper

2023Time-varying bond market integration and the impact of financial crises. (2023). Hyde, Stuart ; Cho, Sungjun ; Qin, Weiping. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004258.

Full description at Econpapers || Download paper

2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

Full description at Econpapers || Download paper

2024Green bond credit spreads and bank loans in China. (2024). Zaremba, Adam ; Long, Huaigang ; Wang, Chong ; Zhou, Wenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002321.

Full description at Econpapers || Download paper

2023Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis. (2023). Gözgör, Giray ; Goodell, John W ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005426.

Full description at Econpapers || Download paper

2023The importance of trade policy uncertainty to energy consumption in a changing world. (2023). Li, Xiaotao ; Cao, Yujia ; Xie, Yutang. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007425.

Full description at Econpapers || Download paper

2023Spillover connectedness between oil and Chinas industry stock markets: A perspective of carbon emissions. (2023). Xu, Shaojun ; Zhang, Yingying. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001095.

Full description at Econpapers || Download paper

2024Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets. (2024). Uddin, Gazi ; Allahdadi, Mohammad Reza ; Yahya, Muhammad ; Wang, Gang-Jin ; Park, Donghyun. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011200.

Full description at Econpapers || Download paper

2024Robo-advisors: A systematic literature review. (2024). Chiappini, Helen ; Cardillo, Giovanni. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001491.

Full description at Econpapers || Download paper

2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war. (2024). Ferreruela, Sandra ; Casas, Luis ; Blasco, Natividad. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003957.

Full description at Econpapers || Download paper

2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Naveed, Muhammad ; Al-Nassar, Nassar S ; Ali, Shoaib. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

Full description at Econpapers || Download paper

2023Which COVID-19 information really impacts stock markets?. (2023). Brzeszczynski, Janusz ; Brzeszczyski, Janusz ; Bwanya, Princess Rutendo ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443122000749.

Full description at Econpapers || Download paper

2024Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518.

Full description at Econpapers || Download paper

2024Does local government debt regulation improve rural banks’ performance? Evidence from China. (2024). Zhang, Xuan ; Wei, LU ; Wang, Zexi ; Liu, Wei ; Jing, Zhongbo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001828.

Full description at Econpapers || Download paper

2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

Full description at Econpapers || Download paper

2023Flights to safe assets in bond markets: Evidence from emerging market economies. (2023). Janus, Jakub. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001742.

Full description at Econpapers || Download paper

2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; Rahman, Md Lutfur ; Lucey, Brian ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

Full description at Econpapers || Download paper

2023Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis. (2023). Rahman, Molla Ramizur ; Assaf, Rima ; Ahmed, Shamima ; Tabassum, Fariha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300018x.

Full description at Econpapers || Download paper

2023The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia. (2023). Hasan, Mostafa Monzur ; Ahmed, Shaker ; Kamal, Md Rajib. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001026.

Full description at Econpapers || Download paper

2023Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies. (2023). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:211-232.

Full description at Econpapers || Download paper

2024Assessing Country Risk in the Stock Market and Economic Growth Nexus: Fresh Insights from Bootstrap Panel Causality. (2024). Ghazi, Hamid ; Ul, Zahoor ; Abu, Nur Naha ; Ali, Adnan ; Faisal, Faisal ; Ur, Sami ; Ramakrishnan, Suresh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:294-302.

Full description at Econpapers || Download paper

2024Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Yahya, Muhammad ; Tian, Shu ; Hedstrom, Axel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

Full description at Econpapers || Download paper

2023Economics of blockchain-based securities settlement. (2023). Jang, Huisu ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002288.

Full description at Econpapers || Download paper

2023Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets. (2023). Kambouroudis, Dimos ; McMillan, David G ; Korkusuz, Burak. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:4:d:10.1007_s00181-022-02290-w.

Full description at Econpapers || Download paper

2023The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-021-00287-y.

Full description at Econpapers || Download paper

2023Who drives the dance? Further insights from a time?frequency wavelet analysis of the interrelationship between stock markets and uncertainty. (2021). Ben Amar, Amine ; Carlotti, Jeanetienne. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1623-1636.

Full description at Econpapers || Download paper

Works by Vanja Piljak:

YearTitleTypeCited
2014The Co†movement Dynamics of European Frontier Stock Markets In: European Financial Management.
[Full Text][Citation analysis]		article42
2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article41
2017Frontier and emerging government bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article5
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article22
2022First offshore bond issuances and firm valuation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2022Subsidiary financing choices: The roles of institutional distances from home countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015The political risk factor in emerging, frontier, and developed stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article31
2016The effect of political risk on currency carry trades In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2020Frequency volatility connectedness across different industries in China In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2023Acquisition determinants of energy SPACs: Reflecting a closed group? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2020Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets In: Global Finance Journal.
[Full Text][Citation analysis]		article3
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2018Financial Development, Government Bond Returns, and Stability: International Evidence.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2021The structure and degree of dependence in government bond markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2016Impact of financial market uncertainty and macroeconomic factors on stock–bond correlation in emerging markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article24
2016Global economic activity as an explicator of emerging market equity returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article17
2023Did mega-regional trade agreements reshuffle the financial influence of the US, China, and Japan in ASEAN? Evidence from the volatility-spillover effects In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team