Matthew Greenwood‐Nimmo
Economics and Econometrics · 2013–2022
A researcher in the Science corpus: 5 papers; trusts 44 researchers and is trusted by 30 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 85 citations into it; #3,009 of 23,481 by trust here, #4,221 by citations
- Finance — 77 citations into it; #7,905 of 10,518 by trust here, #9,027 by citations
Whom Matthew Greenwood‐Nimmo trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Yongmiao Hong
- Jakub Jurek
- Gurdip Bakshi
- Geert Bekaert
- Roger W. Koenker
- V. Acharya
- Andrew Ang
- S. Radchenko
- Ronald N. Johnson
- M. Pesaran
Who trusts Matthew Greenwood‐Nimmo overall
- P. Fousekis
- Afees A. Salisu
- C. Katrakilidis
- Tomohiro Ando
- Emmanouil Trachanas
- Salah A. Nusair
- Ioannis Chatziantoniou
- Muhammad Shahbaz
- Zeeshan Khan
- Jamiu Adetola Odugbesan
Papers from Matthew Greenwood‐Nimmo's perspective
Ordered by how strongly the researchers Matthew Greenwood‐Nimmo trusts endorse each paper. Same corpus, a different order for every researcher.
- International Asset Allocation With Regime Shifts
- Common Risk Factors in Currency Markets
- Generalized autoregressive conditional heteroskedasticity
- The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
- How Sovereign is Sovereign Credit Risk
- Determining the Number of Factors in Approximate Factor Models
- A test for volatility spillover with application to exchange rates
- Spanning and Derivative-Security Valuation
- A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
- New Evidence on Asymmetric Gasoline Price Responses (Review of Economics and Statistics)
Their papers
- Risk and Return Spillovers Among the G10 Currencies (2016) — 167 citations
- Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2013) — 3,016 citations
- Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022) — 751 citations
- Taxation and the Asymmetric Adjustment of Selected Retail Energy Prices in the UK (2013) — 112 citations
- Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks (2018) — 52 citations