9
H index
9
i10 index
241
Citations
Peijie Wang : Citation Profile
Université Catholique de Lille | RESEARCH PRODUCTION: 31 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1993 - 2015). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Peijie Wang. | Is cited by:
| Cites to:
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Main data
Where Peijie Wang has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Financial Economics | 3 |
| Economics Letters | 3 |
| Applied Economics | 3 |
| Journal of International Financial Markets, Institutions and Money | 2 |
| Applied Economics Letters | 2 |
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / IESEG School of Management | 6 |
Recent works citing Peijie Wang (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Bubble detective: City‐level analysis of house price cycles. (2024). Cevik, Serhan ; Naik, Sadhna. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:2-16. Full description at Econpapers || Download paper |
| 2024 | Examining Volatility Spillover between India and Global Emerging Stock Markets during COVID 19 and Russia-Ukraine War Crisis. (2024). Lakhanpal, Aakriti ; Panchamia, Aastha ; Maurya, Harshita ; Anchan, Veerendra. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:102-118. Full description at Econpapers || Download paper |
| 2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper |
| 2024 | Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Guan, Bo ; Mazouz, Khelifa. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136. Full description at Econpapers || Download paper |
| 2025 | Petroleum volatility spillover index and stock return predictability. (2025). Zhang, Zhikai ; Tian, Linxing. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006772. Full description at Econpapers || Download paper |
| 2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x. Full description at Econpapers || Download paper |
| 2025 | Media sentiment fluctuations on exchange rate, managerial risk appetite and FX derivatives usage. (2025). Wang, Daoping ; Shen, Xinyan ; Xin, Liying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x2500054x. Full description at Econpapers || Download paper |
| 2026 | How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures. (2026). Samarakoon, S. M. R. K., ; Pradhan, Rudra P. In: Renewable Energy. RePEc:eee:renene:v:256:y:2026:i:pd:s0960148125017744. Full description at Econpapers || Download paper |
| 2025 | How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict. (2025). Xiong, Xiong ; Jia, Kai-Wen ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006860. Full description at Econpapers || Download paper |
| 2024 | Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2. Full description at Econpapers || Download paper |
| 2024 | Financial ambiguity and oil prices. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00656-w. Full description at Econpapers || Download paper |
| 2026 | Volatility spillover and connectedness among US renewable energy, green bonds, and cryptocurrencies. (2026). Taspinar, Nigar ; Gokmenoglu, Korhan K ; Alamaren, Amro Saleem. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00834-4. Full description at Econpapers || Download paper |
| 2025 | What drives the return and volatility spillover between DeFis and cryptocurrencies?. (2025). Assaf, Ata ; Ersan, Oguz ; Demir, Ender. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1302-1318. Full description at Econpapers || Download paper |
| 2025 | Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter. (2025). Date, Paresh ; Maunthrooa, Janeeta. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:606-622. Full description at Econpapers || Download paper |
Works by Peijie Wang:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2010 | A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | A Spectral Analysis of Business Cycle Patterns in UK Sectoral Output.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | BUSINESS CYCLE TRENDS, CYCLES AND GROWTH REVISITED: WITH APPLICATIONS TO G7 ECONOMIES* In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2014 | Retirement systems and pension reform: A Malaysian perspective In: International Labour Review. [Full Text][Citation analysis] | article | 4 |
| 2013 | BUSINESS CYCLE PHASES AND COHERENCE—A SPECTRAL ANALYSIS OF UK SECTORAL OUTPUT In: Manchester School. [Full Text][Citation analysis] | article | 2 |
| 2013 | Reverse shooting of exchange rates In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
| 2009 | Reverse Shooting of Exchange Rates.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Return and volatility spillovers between china and world oil markets In: Economic Modelling. [Full Text][Citation analysis] | article | 81 |
| 2013 | A driver currency hypothesis In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 1993 | Estimating daily seasonals in financial time series : The use of high-pass spectral filters In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2003 | The impossibility of meaningful efficient market parameters in testing for the spot-forward relationship in foreign exchange markets In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2015 | A new approach to estimating value–income ratios with income growth and time-varying yields In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
| 2013 | Managing foreign exchange risk with derivatives in UK non-financial firms In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
| 2010 | Price and volatility spillovers between the Greater China Markets and the developed markets of US and Japan In: Global Finance Journal. [Full Text][Citation analysis] | article | 26 |
| 2004 | Return and risk interactions in Chinese stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 18 |
| 2005 | Erratum to Return and risk interactions in Chinese stock markets [J. Int. Financial Markets Inst. Money 14 (2004) 367-384].(2005) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2002 | Testing for efficiency and rationality in foreign exchange markets--a review of the literature and research on foreign exchange market efficiency and rationality with comments In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2005 | Statistical distributions of time series in the frequency domain and the patterns of violation of white noise conditions In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2014 | Assessment on RMB valuation – a triangular analysis approach In: China Finance Review International. [Full Text][Citation analysis] | article | 0 |
| 2008 | International Business Cycle Coherence and Phases- A spectral analysis of output fluctuations of G7 economies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Financial Approach to the Balance of Payments In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A Triangular Analysis of Exchange Rate Determination and Adjustments - The case of RMB, the US dollar and the euro In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Assessment on Valuation of RMB – a triangular analysis approach In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Cycles and Common Cycles in Property and Related Sectors In: International Real Estate Review. [Full Text][Citation analysis] | article | 10 |
| 2003 | A Frequency Domain Analysis of Common Cycles in Property and Related Sectors In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 10 |
| 2000 | Market Efficiency and Rationality in Property Investment. In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 10 |
| 1994 | How do UK regional commercial rents move? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 1995 | The implications of cointegration in financial markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2001 | Equilibrium adjustment, basis risk and risk transmission in spot and forward foreign exchange markets In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2005 | A different approach to estimating betas of securities subject to thin trading and serial correlation In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2005 | A re-examination of the predicting power of forward premia In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 1999 | Relative price variability and inflation uncertainty - the UK case In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2001 | Property and the economy in the short-term and the long-run In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | An examination of business cycle features in UK Sectoral Output In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 1997 | Information asymmetry, long-run relationship and price discovery in property investment markets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2005 | Stock return volatility and trading volume: evidence from the chinese stock market In: Journal of Chinese Economic and Business Studies. [Full Text][Citation analysis] | article | 13 |
| 2000 | Shock persistence in property and related markets In: Journal of Property Research. [Full Text][Citation analysis] | article | 1 |
| 2011 | Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets In: Quantitative Finance. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team