D. Leatham

Economics and Econometrics · 2001–2014

A researcher in the Science corpus: 5 papers; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom D. Leatham trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tim Bollerslev
  2. Jem N. Corcoran
  3. Thorsten Rheinländer
  4. Lingfang Hu

Who trusts D. Leatham overall

  1. Jeffrey A. Frankel
  2. Juan Carlos Reboredo

Papers from D. Leatham's perspective

Ordered by how strongly the researchers D. Leatham trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Risk factors in stock returns of Canadian oil and gas companies
  3. Risk Management: Value at Risk and Beyond
  4. Oil price risk and emerging stock markets
  5. Evidence on the nature and extent of the relationship between oil prices and equity values in the UK
  6. Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries
  7. Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade
  8. Oil Price Shocks and the U.S. Economy: Where Does the Asymmetry Originate?
  9. Dependence patterns across financial markets: a mixed copula approach
  10. Measuring financial contagion:a copula approach

Their papers