Immediate Impact

41 standout
Sub-graph 1 of 17

Citing Papers

Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
2023 Standout
Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis
2023 Standout
1 intermediate paper

Works of Wolfgang Lemke being referenced

Classical Time-Varying FAVAR Models - Estimation, Forecasting and Structural Analysis
2011
The Changing International Transmission of Financial Shocks: Evidence from a Classical Time-Varying FAVAR
2011

Author Peers

Author Last Decade Papers Cites
Wolfgang Lemke 380 340 289 26 523
Chris Otrok 406 447 442 25 631
Marek Jarociński 242 360 356 31 485
Natacha Valla 311 303 320 28 506
Camilo Tovar 332 336 248 37 488
Øyvind Eitrheim 252 392 434 18 581
Michele Ca’ Zorzi 334 395 331 30 498
João Sousa 250 259 344 21 463
Houston H. Stokes 231 347 489 50 641
Michel Juillard 184 364 348 35 546
Martin Ellison 174 289 307 34 521

All Works

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Rankless by CCL
2026