Vanja Piljak : Citation Profile

Vaasan yliopisto

8

H index

6

i10 index

275

Citations

RESEARCH PRODUCTION:

23

Articles

2

Papers

RESEARCH ACTIVITY:

   13 years (2013 - 2026). See details.
   Cites by year: 21
   Journals where Vanja Piljak has often published
   Relations with other researchers
   Recent citing documents: 41.    Total self citations: 16 (5.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppi394
   Updated: 2026-08-29    RAS profile: 2026-08-11    
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Relations with other researchers

Works with:

Vulanovic, Milos (7)

Swinkels, Laurens (4)

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)

Hyde, Stuart (4)

Ftiti, Zied (4)

Nguyen, Duc Khuong (4)

Ferreira, Paulo (4)

Papadamou, Stephanos (4)

lucey, brian (4)

Abakah, Emmanuel (3)

Aloui, Chaker (3)

Miyajima, Ken (3)

Cites to:

Harvey, Campbell (21)

lucey, brian (21)

Bekaert, Geert (20)

Wu, Eliza (18)

Engle, Robert (16)

Yang, Jian (13)

Kim, Suk-Joong (12)

Yilmaz, Kamil (11)

Diebold, Francis (11)

Levine, Ross (11)

Stulz, René (10)

Main data

Where Vanja Piljak has published?

Journals with more than one article published# docs
Finance Research Letters6
Research in International Business and Finance3
International Review of Financial Analysis3
Journal of International Financial Markets, Institutions and Money2
Emerging Markets Review2

Recent works citing Vanja Piljak (2026 and 2025)

YearTitle of citing document
2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Fornari, Fabio ; Pianeselli, Daniele. In: Working Paper Series. RePEc:ecb:ecbwps:20263176.

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2025Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191.

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2025Geopolitical risk and financial stress. (2025). de Luca, Giovanni ; del Gaudio, Belinda Laura ; di Iorio, Anna Pia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001500.

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2026Physical climate risk and banks’ credit risk: Worldwide evidence. (2026). Corredor, Pilar ; Mansilla-Fernndez, Jos Manuel ; Abinzano, Isabel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001901.

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2025The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2025Is carbon price uncertainty priced in the corporate bond yield spreads? Evidence from Chinese corporate bond markets. (2025). Ye, Yanyi ; Wang, Han ; Li, Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007057.

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

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2024Underwriting syndicate structure and foreign IPO underpricing: A team production perspective. (2024). Huang, Wenhui ; Zhao, Ruocheng ; Lin, YU ; Shen, Zhihan. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005726.

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2024Differentiating between successful VC exit strategies: The influences of time-since-first-funding-received by the venture and strength of US VCs in cross-border syndicates. (2024). Nguyen, Nga ; Goel, Sanjay ; Sinha, Kanhaiya K. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006902.

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

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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.

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2025Shockwaves across borders: Did the 2023 banking crisis reshape global banking sector linkages?. (2025). Huang, Chun-Sung ; Charteris, Ailie. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s154461232500830x.

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2025The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets. (2025). Pham, Thu Phuong ; Liu, Yanlin ; Yang, Jiaxin. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013169.

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2025LSTM-based dynamic correlation forecasting with economic conditions. (2025). Ha, Seungwoo ; Jeong, Seungwon ; Huh, Jeonggyu. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pb:s1544612325016794.

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2025Disaggregated geopolitical risks and global stock returns. (2025). Rafi, Md Khaled Hossain ; Mahmood, Syed Riaz. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s104402832500078x.

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2025How do country institutions affect foreign investment? Evidence from European multinational companies. (2025). Haddad, Christian ; Verriest, Arnt. In: International Business Review. RePEc:eee:iburev:v:34:y:2025:i:1:s096959312400091x.

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2026Climate change news risk and advertising spending. (2026). Olaboopo, Olakunle ; Boamah, Evans O. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:106:y:2026:i:c:s1042443125001350.

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

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2024Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891.

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2025Climate change exposure and green bonds issuance. (2025). Makrychoriti, Panagiota ; Guesmi, Khaled ; Pyrgiotakis, Emmanouil G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000166.

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2026Environmental score and bond pricing: It better be good, it better be green. (2026). Zaghini, Andrea ; Fornari, Fabio ; Pianeselli, Daniele. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:161:y:2026:i:c:s0261560625002335.

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2025Riding the storm: AI-driven spillover effects across technology, commodities, and conventional markets. (2025). Bakry, Walid ; Gul, Raazia ; Arfaoui, Nadia ; Bhatti, Muhammad Ishaq ; Naeem, Muhammad Abubakr. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25001829.

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2025Environmental transitions effect of renewable energy and fintech markets on Europes real estate stock market. (2025). Liu, Xiyu ; Missaoui, Ibtissem ; Younis, Ijaz ; Shah, Waheed Ullah. In: Renewable Energy. RePEc:eee:renene:v:243:y:2025:i:c:s0960148125002654.

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2025What drives the ‘synchrony’ and ‘asynchrony’ between Chinas stock and bond markets? An adaptive Lasso-DCC-MIDAS model. (2025). Deng, Yang ; Zhang, Yilin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003697.

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

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2025Impact of political risk on emerging market risk premiums and risk adjusted returns. (2025). Sonenshine, Ralph ; Aboulhosn, Aya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003660.

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2025The dynamic impact of cryptocurrency implied exchange rates on stock market returns: An empirical study of G7 countries. (2025). Xiao, Zumian ; Feng, Chao ; Ma, Shiqun ; Xiang, Lijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000595.

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2025Determinants of South African Asset Market Co-Movement: Evidence from Investor Sentiment and Changing Market Conditions. (2025). Matlhaku, Kago ; Ferreira-Schenk, Sune ; Moodley, Fabian. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:1:p:14-:d:1568619.

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2026Sustainable governance and energy transition. (2026). Tzouvanas, P ; Benkraiem, R ; Kizys, R. In: Post-Print. RePEc:hal:journl:hal-05537261.

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2025Impact of Global and Domestic Factors on Indian Government Bond Yields. (2025). Sehgal, Shivam ; Singh, Jaspal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09459-6.

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2024Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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2026Dynamic spillovers among policy uncertainty, financial markets and energy markets in developed and emerging economies. (2026). Soriano-Felipe, Pilar ; Molina-Muoz, Jess Enrique. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:59:y:2026:i:1:d:10.1007_s10644-025-09949-1.

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2025Asset Allocation, Diversification, and Co-Movement Effects: A Global Analysis of Bonds and Equities Issued by the Same Firm. (2025). Clarkson, Peter ; Liu, Lewis. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:6:d:10.1057_s41260-025-00422-2.

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2026Dynamic Connectedness Among Oil Prices, Exchange Rate and Consumer Inflation: New Evidence from India. (2026). Kaur, Rajbeer ; Ahmed, Haseen. In: IIM Kozhikode Society & Management Review. RePEc:sae:iimkoz:v:15:y:2026:i:2:p:224-233.

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2025The role of political risk, uncertainty, and crude oil in predicting stock markets: evidence from the UAE economy. (2025). Khalfaoui, Rabeh ; ben Jabeur, Sami ; Hammoudeh, Shawkat ; ben Arfi, Wissal. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04824-y.

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2026Jumps and higher-order moments of crude oil and stock sectors in China: new insights from timescales connectedness. (2026). Cui, Jinxin ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00830-8.

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2025Bond Markets and Economic Growth: Evidence from European Union Economies. (2025). Ela-Andrada, Pucau. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:916-928:n:1011.

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2025Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274.

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2026The impact of war in Ukraine on market and credit risk: A case study of EuroStoxx companies. (2026). Garca, Margarita Martn ; Martn, Jos Luis ; Valle, Cecilia Tllez. In: Review of Financial Economics. RePEc:wly:revfec:v:44:y:2026:i:1:n:e70028.

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Works by Vanja Piljak:

YearTitleTypeCited
2014The Co€ movement Dynamics of European Frontier Stock Markets In: European Financial Management.
[Full Text][Citation analysis]		article45
2013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article45
2017Frontier and emerging government bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2024Is firm-level political risk priced in the corporate bond market? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2025Energy SPACs performance and governance In: Energy Economics.
[Full Text][Citation analysis]		article1
2018Future directions in international financial integration research - A crowdsourced perspective In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article23
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]		article3
2026Systemic risk of the Chinese banks at different frequencies: Evidence from the wavelet conditional value at risk (CoVaR) In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2015The political risk factor in emerging, frontier, and developed stock markets In: Finance Research Letters.
[Full Text][Citation analysis]		article44
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]		article9
2023Acquisition determinants of energy SPACs: Reflecting a closed group? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2024Carbon VIX: A case of decarbonized SPACs 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]		article4
2019Financial development, government bond returns, and stability: International evidence In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article7
2018Financial Development, Government Bond Returns, and Stability: International Evidence.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		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
2026Lost in the multiverse: Methodological uncertainty in studying global equity returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2025Media-based climate risks and international corporate bond market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2025Media-based climate risks and international corporate bond market.(2025) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
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]		article41
2016Global economic activity as an explicator of emerging market equity returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article20
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]		article1
2017Fundamental indexation for developed, emerging, and frontier government bond markets In: Journal of Asset Management.
[Full Text][Citation analysis]		article0

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