Giovanni Urga : Citation Profile

City St George's

17

H index

30

i10 index

1021

Citations

RESEARCH PRODUCTION:

58

Articles

54

Papers

1

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 31
   Journals where Giovanni Urga has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 29 (2.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pur7
   Updated: 2025-04-12    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Akgun, Oguzhan (3)

Pellini, Elisabetta (2)

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

Is cited by:

Fidrmuc, Jarko (18)

Hanousek, Jan (12)

Nguyen, Duc Khuong (11)

Kutan, Ali (10)

Korhonen, Iikka (10)

Driver, Ciaran (9)

Baum, Christopher (9)

Talavera, Oleksandr (8)

Pierdzioch, Christian (8)

Yao, Wenying (8)

Serletis, Apostolos (7)

Cites to:

Bai, Jushan (33)

Pesaran, Mohammad (30)

Watson, Mark (26)

Reichlin, Lucrezia (24)

Perron, Pierre (24)

Ng, Serena (24)

Andrews, Donald (23)

Dufour, Jean-Marie (22)

Hurlin, Christophe (21)

Acharya, Viral (21)

Bollerslev, Tim (21)

Main data

Production by document typechapterpaperarticle199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received1996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199119921993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 17Most cited documents12345678910111213141516171819050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250401020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Giovanni Urga has published?

Journals with more than one article published# docs
Journal of Econometrics6
Journal of Business & Economic Statistics4
International Journal of Forecasting4
Economics Letters3
Econometric Reviews3
Oxford Bulletin of Economics and Statistics2
Oxford Economic Papers2
Journal of Financial Econometrics2
Journal of Comparative Economics2
International Review of Financial Analysis2
Emerging Markets Review2
Journal of Financial Stability2
Journal of Banking & Finance2
Economic Change and Restructuring2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Management, Information and Production Engineering, University of Bergamo8
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University7
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
School of Economics Discussion Papers / School of Economics, University of Surrey3
Working Papers / HAL3
Royal Economic Society Annual Conference 2004 / Royal Economic Society2
Papers / arXiv.org2

Recent works citing Giovanni Urga (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024From rotational to scalar invariance: Enhancing identifiability in score-driven factor models. (2024). Dzuverovic, Emilija ; Corsi, Fulvio ; Buccheri, Giuseppe. In: Papers. RePEc:arx:papers:2412.01367.

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2024Financial risk under the shock of global warming: Evidence from China. (2024). Hao, YU ; Li, Lianqing ; Gao, Zhiyuan. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:335-351.

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2024International comovements of public debt. (2024). Yun, Youngjin ; Payne, James ; Arčabić, Vladimir ; Lee, Junsoo ; Arabi, Vladimir ; Isomitdinov, Hasan. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:722-747.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024Stability between cryptocurrency prices and the term structure. (2024). Castle, Jennifer ; Kurita, Takamitsu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000824.

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2024Research on human dynamics characteristics under large-scale stock data perturbation. (2024). Huang, Yao ; Yang, Yihe ; Yu, Wei ; Li, Xiaoming ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001936.

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2024How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x.

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2024The likelihood ratio test for structural changes in factor models. (2024). Bai, Jushan ; Duan, Jiangtao ; Han, XU. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003470.

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2024GMM estimation for high-dimensional panel data models. (2024). LINTON, OLIVER ; Dong, Chaohua ; Cheng, Tingting ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001982.

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2024Estimation of Large Dynamic Covariance Matrices: A Selective Review. (2024). Li, Degui. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:16-30.

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2024Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Urga, Giovanni ; Pellini, Elisabetta ; Cincinelli, Peter. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

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2024Testing rational expectations in a cointegrated VAR with structural change. (2024). Marçal, Emerson ; Maral, Emerson Fernandes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003673.

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2024The writing on the wall: A connectedness-based analysis of ownership structure and bank risk in China. (2024). Wang, Ming-Hui ; Zhou, Jia-Qi ; Wu, Feng-Lin. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003971.

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2024The unintended interaction effect of monetary and macroprudential policies: Evidence from China’s bank-level data. (2024). Hou, Shuting ; Zheng, Bowen. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008274.

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2024Capital price distortion, financial leverage, and credit risk in commercial banks. (2024). Sun, Guanglin ; Li, Mengding ; An, Jin ; He, Guiqian ; Ma, Baolin. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012297.

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2024Digital tax enforcement and shadow banking of non-financial firms: Evidence from Chinas Golden Tax Project III. (2024). Huang, Xianhuan ; Wang, Yao ; Chan, Kam C ; Zhang, Yujia. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014089.

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2024Too-systemic-to-fail: Empirical comparison of systemic risk measures in the Eurozone financial system. (2024). Armanious, Amir. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000585.

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2024Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743.

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2024International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective. (2024). Pacelli, Vincenzo ; Wang, Gang-Jin ; di Tommaso, Caterina ; Foglia, Matteo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000088.

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2024Climate risk and the systemic risk of banks: A global perspective. (2024). Huang, Zhijian ; Zhang, Yun ; Wen, Fenghua ; Wu, Baohui. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000969.

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2024Economic impacts of reducing methane emissions in British Columbia’s oil and natural gas sectors: Taxes vs technology standards. (2024). Risk, Dave ; Withey, Patrick ; Long, Mallory ; Sharma, Chinmay ; Lantz, Van. In: Resource and Energy Economics. RePEc:eee:resene:v:76:y:2024:i:c:s0928765523000763.

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2024The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897.

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2024Stein-like Common Correlated Effects Estimation under Structural Breaks. (2024). Parsaeian, Shahnaz. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:2:p:11-:d:1378087.

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2024Debt Relief: The Day After, Financing Low-Income Countries. (2023). Tykhonenko, Anna ; Donnat, Gregory. In: GREDEG Working Papers. RePEc:gre:wpaper:2023-07.

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2024Economic policy uncertainty and cash dividend policy: evidence from China. (2024). Zhang, Yiwen ; Zhao, Liang ; Li, Chuanzhen. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03055-9.

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2024.

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2024Price dynamics and volatility jumps in bitcoin options. (2024). Yang, Jimmy J ; Chen, Kuo Shing. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00653-z.

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2024US monetary policy, the global financial cycle and cross-country financial cycles. (2024). Gupta, Vrinda ; Dubey, Amlendu. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09680-z.

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2024Do Fiscal Policy Outcomes Promote Ethno-Religious Stability in African States?. (2024). Olasehinde-Williams, Godwin ; Bekun, Festus Victor. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-023-01686-y.

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2024Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94.

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2024Investment under uncertainty and irreversibility: Evidence from the shipping markets. (2024). Tsouknidis, Dimitris ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2139-2154.

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Works by Giovanni Urga:

Year  ↓Title  ↓Type  ↓Cited  ↓
2015Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2018The dynamics of factor loadings in the cross-section of returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2019Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point In: The Energy Journal.
[Full Text][Citation analysis]		article2
2023Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts In: Papers.
[Full Text][Citation analysis]		paper3
2023Estimation and Inference for High Dimensional Factor Model with Regime Switching In: Papers.
[Full Text][Citation analysis]		paper1
2022Estimation and inference for high dimensional factor model with regime switching.(2022) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1		paper
2001A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies. In: Journal of Business & Economic Statistics.
[Citation analysis]		article77
2000A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies.(2000) In: CEPR Discussion Papers.
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1998A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies.(1998) In: HEC Research Papers Series.
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1998A Time Varying Parameter Model to Test for Predictability and Integration in Stock Markets of Transition Economies.(1998) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 77		paper
2004Testing Asset Pricing Models With Coskewness In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article40
2006Contrasts Between Types of Assets in Fixed Investment Equations as a Way of Testing Real Options Theory In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article5
2007Common Features in Economics and Finance: An Overview of Recent Developments In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article10
2007Methods of privatization and economic growth in transition economies1 In: The Economics of Transition.
[Full Text][Citation analysis]		article6
2001Software Review: Theory and Practice of Econometric Modelling using PcGive10 In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article1
1999A Principal Components Analysis of Common Stochastic Trends in Heterogeneous Panel Data: Some Monte Carlo Evidence In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article9
2004Transforming Qualitative Survey Data: Performance Comparisons for the UK In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article35
2001The Influence of Uncertainty on Investment in the UK: A Macro or Micro Phenomenon? In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article20
2006Asymptotics for panel models with common shocks In: Working Papers.
[Full Text][Citation analysis]		paper16
2006The Asymptotics for Panel Models with Common Shocks.(2006) In: Center for Policy Research Working Papers.
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2012Asymptotics for Panel Models with Common Shocks.(2012) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 16		article
2006Optimal forecasting with heterogeneous panels: a Monte Carlo study In: Working Papers.
[Full Text][Citation analysis]		paper19
2009Optimal forecasting with heterogeneous panels: A Monte Carlo study.(2009) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 19		article
2007An Econometric Analysis of the Banking Crises in Russia and Ukraine In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trends In: Working Papers.
[Full Text][Citation analysis]		paper4
2007Modelling and Testing for Structural Changes in Panel Cointegration Models with Common and Idiosyncratic Stochastic Trend.(2007) In: Center for Policy Research Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2007Micro versus Macro Cointegration in Heterogeneous Panels In: Working Papers.
[Full Text][Citation analysis]		paper7
2010Micro versus macro cointegration in heterogeneous panels.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7		article
2008On the Relationship Between Cross-Sectional and Time Series Measures of Uncertainty In: Working Papers.
[Full Text][Citation analysis]		paper0
2008Controlling shareholders and minority protection: governance lessons from the case of Telecom Italia In: Working Papers.
[Full Text][Citation analysis]		paper2
2008Use and abuse of rights issues. Do they really protect minorities? In: Working Papers.
[Full Text][Citation analysis]		paper0
2021Heterogeneity and Cross-Sectional Dependence in Panels: Heterogeneous vs. Homogeneous Estimators In: Revue d'économie politique.
[Full Text][Citation analysis]		article0
2002Contrasts between classes of assets in fixed investment panel equations as a way of testing real option theory In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper1
2002The Effect of Uncertainty on UK Investment Authorisation: Pooled Estimators vs. Heterogeneous Estimators1 In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
[Full Text][Citation analysis]		paper0
1997Convergence in Output in Transition Economies: Central and Eastern Europe, 1970-1995 In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
1997Are Differences in Firm Size Transitory or Permanent? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper47
2003Are differences in firm size transitory or permanent?.(2003) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 47		article
2004Privatization Methods and Economic Growth in Transition Economies In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2004Privatisation Methods and Economic Growth in Transition Economies.(2004) In: Working Papers.
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2007COMMON STOCHASTIC TRENDS AND AGGREGATION IN HETEROGENEOUS PANELS In: Econometric Theory.
[Full Text][Citation analysis]		article0
2002Profitability, Capacity, and Uncertainty: A Robust Model of UK Manufacturing Investment In: Royal Economic Society Annual Conference 2002.
[Full Text][Citation analysis]		paper4
2004Cointegration Versus Spurious Regression In Heterogeneous Panels In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper0
2004Cointegration versus Spurious Regression in Heterogeneous Panels.(2004) In: Econometric Society 2004 North American Summer Meetings.
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This paper has nother version. Agregated cites: 0		paper
2004Cross-Section Versus Time-Series Measures Of Uncertainty. Using UK Survey Data In: Royal Economic Society Annual Conference 2004.
[Full Text][Citation analysis]		paper2
2004Stopping Tests in the Sequential Estimation for Multiple Structural Breaks In: Econometric Society 2004 Latin American Meetings.
[Full Text][Citation analysis]		paper4
2004Testing Asset Pricing Model with Coskweness In: Econometric Society 2004 North American Winter Meetings.
[Citation analysis]		paper0
1999An application of dynamic specifications of factor demand equations to interfuel substitution in US industrial energy demand In: Economic Modelling.
[Full Text][Citation analysis]		article14
2008Copula-based tests for cross-sectional independence in panel models In: Economics Letters.
[Full Text][Citation analysis]		article0
2007Copula-Based Tests for Cross-Sectional Independence in Panel Models.(2007) In: Center for Policy Research Working Papers.
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This paper has nother version. Agregated cites: 0		paper
1996On the identification problem in testing the dynamic specification of factor-demand equations In: Economics Letters.
[Full Text][Citation analysis]		article5
2006Identifying externalities in UK manufacturing using direct estimation of an average cost function In: Economics Letters.
[Full Text][Citation analysis]		article4
2005Identifying Externalities in UK Manufacturing Using Direct Estimation of an Average Cost Function.(2005) In: School of Economics Discussion Papers.
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This paper has nother version. Agregated cites: 4		paper
2005Modelling structural breaks, long memory and stock market volatility: an overview In: Journal of Econometrics.
[Full Text][Citation analysis]		article98
2005Robust GMM tests for structural breaks In: Journal of Econometrics.
[Full Text][Citation analysis]		article15
2014Identification robust inference in cointegrating regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2019Consistent estimation of time-varying loadings in high-dimensional factor models In: Journal of Econometrics.
[Full Text][Citation analysis]		article10
2019Combining p-values to test for multiple structural breaks in cointegrated regressions In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2001The development of the GKO futures market in Russia In: Emerging Markets Review.
[Full Text][Citation analysis]		article2
2001Efficiency, scale and scope economies in the Ukrainian banking sector in 1998 In: Emerging Markets Review.
[Full Text][Citation analysis]		article22
2003Dynamic translog and linear logit models: a factor demand analysis of interfuel substitution in US industrial energy demand In: Energy Economics.
[Full Text][Citation analysis]		article71
2021Leverage and systemic risk pro-cyclicality in the Chinese financial system In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
2022Systemic risk in the Chinese financial system: A panel Granger causality analysis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2017Money market funds, shadow banking and systemic risk in United Kingdom In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2015Trading price jump clusters in foreign exchange markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article17
2020The contribution of shadow insurance to systemic risk In: Journal of Financial Stability.
[Full Text][Citation analysis]		article4
2022The contribution of (shadow) banks and real estate to systemic risk in China In: Journal of Financial Stability.
[Full Text][Citation analysis]		article7
2008Real options -- delay vs. pre-emption: Do industrial characteristics matter? In: International Journal of Industrial Organization.
[Full Text][Citation analysis]		article12
2013On the use of cross-sectional measures of forecast uncertainty In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2014Evaluating the accuracy of value-at-risk forecasts: New multilevel tests In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2020Forecasting using heterogeneous panels with cross-sectional dependence In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2022The role of shadow banking in systemic risk in the European financial system In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2015Trading strategies with implied forward credit default swap spreads In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2000The Evolution of Stock Markets in Transition Economies In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article62
2001Testing for Ongoing Convergence in Transition Economies, 1970 to 1998 In: Journal of Comparative Economics.
[Full Text][Citation analysis]		article12
2015Macroannouncements, bond auctions and rating actions in the European government bond spreads In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2019Asymmetric jump beta estimation with implications for portfolio risk management In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article7
2016Identifying Drivers of Liquidity in the NBP Month-ahead Market In: EcoMod2016.
[Full Text][Citation analysis]		paper0
2016Modelling Financial Markets Comovements during Crises: A Dynamic Multi-Factor Approach In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter2
2008Changes in ownership and minority protection In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article3
2019Measuring liquidity in gas markets: The case of the UK National Balancing Point In: Papers.
[Full Text][Citation analysis]		paper1
2009Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006 In: PSE Working Papers.
[Full Text][Citation analysis]		paper3
2009Monetary disorder and financial regimes - The demand for money in Argentina, 1900-2006.(2009) In: Working Papers.
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1997Information Content of Russian Stock Indices In: Working Papers.
[Citation analysis]		paper0
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