John C. Nankervis

2.1k total citations
35 papers, 1.4k citations indexed

About

John C. Nankervis is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, John C. Nankervis has authored 35 papers receiving a total of 1.4k indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 21 papers in General Economics, Econometrics and Finance and 15 papers in Economics and Econometrics. Recurrent topics in John C. Nankervis's work include Monetary Policy and Economic Impact (21 papers), Financial Risk and Volatility Modeling (15 papers) and Market Dynamics and Volatility (10 papers). John C. Nankervis is often cited by papers focused on Monetary Policy and Economic Impact (21 papers), Financial Risk and Volatility Modeling (15 papers) and Market Dynamics and Volatility (10 papers). John C. Nankervis collaborates with scholars based in United Kingdom, United States and Greece. John C. Nankervis's co-authors include N. E. Savin, David N. DeJong, Charles H. Whiteman, Ignacio N. Lobato, Georgios Chortareas, Ying Jiang, Claudia Girardone, Jerry Coakley, Dimitris K. Chronopoulos and Joël L. Horowitz and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and Journal of Econometrics.

In The Last Decade

John C. Nankervis

34 papers receiving 1.2k citations

Peers

John C. Nankervis

GEEF

FINAN

MSOR

Zacharias Psaradakis United Kingdom

Jeremy Berkowitz United States

Śılvia Gonçalves Canada

Sung K. Ahn United States

Markku Lanne Finland

Michèle Lenza Germany

Tae‐Hwy Lee United States

Svend Hylleberg Denmark

Elena Andreou Cyprus

Jürgen Wolters Germany

Zacharias Psaradakis United Kingdom

John C. Nankervis

894 ×1.0

678 ×0.9

GEEF

638 ×0.9

FINAN

107 ×0.6

73 ×0.4

MSOR

Citations per year, relative to John C. Nankervis John C. Nankervis (= 1×) peers Zacharias Psaradakis

Countries citing papers authored by John C. Nankervis

Since Specialization

Citations

This map shows the geographic impact of John C. Nankervis's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by John C. Nankervis with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites John C. Nankervis more than expected).

Fields of papers citing papers by John C. Nankervis

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by John C. Nankervis. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by John C. Nankervis. The network helps show where John C. Nankervis may publish in the future.

Co-authorship network of co-authors of John C. Nankervis

This figure shows the co-authorship network connecting the top 25 collaborators of John C. Nankervis. A scholar is included among the top collaborators of John C. Nankervis based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with John C. Nankervis. John C. Nankervis is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Coakley, Jerry, et al.. (2016). How profitable are FX technical trading rules?. International Review of Financial Analysis. 45. 273–282. 19 indexed citations

Chortareas, Georgios, Ying Jiang, & John C. Nankervis. (2013). Volatility and Spillover Effects of Yen Interventions. Review of International Economics. 21(4). 671–689. 7 indexed citations

Chronopoulos, Dimitris K., Claudia Girardone, & John C. Nankervis. (2012). How Do Stock Markets in the US and Europe Price Efficiency Gains from Bank M&As?. Journal of Financial Services Research. 43(3). 243–263. 14 indexed citations

Chronopoulos, Dimitris K., Claudia Girardone, & John C. Nankervis. (2011). Are there any cost and profit efficiency gains in financial conglomeration? Evidence from the accession countries. European Journal of Finance. 17(8). 603–621. 29 indexed citations

Chortareas, Georgios, Ying Jiang, & John C. Nankervis. (2010). The random-walk behavior of the Euro exchange rate. Finance research letters. 8(3). 158–162. 15 indexed citations

Kellard, Neil, et al.. (2008). Predicting the Equity Premium with Dividend Ratios: Reconciling the Evidence. SSRN Electronic Journal. 7 indexed citations

Coakley, Jerry, et al.. (2008). Markov-Switching GARCH Modelling of Value-at-Risk. Studies in Nonlinear Dynamics and Econometrics. 12(3). 30 indexed citations

Chortareas, Georgios, John C. Nankervis, & Ying Jiang. (2007). Forecasting Exchange Rate Volatility at High Frequency Data: Is the Euro Different?. SSRN Electronic Journal. 8 indexed citations

Chortareas, Georgios, Ying Jiang, & John C. Nankervis. (2006). Bank of Japan Interventions, Exchange Rate Volatility, and Spillover Effects: Evidence from High Frequency data. SSRN Electronic Journal. 1 indexed citations

10.

Horowitz, Joël L., Ignacio N. Lobato, John C. Nankervis, & N. E. Savin. (2005). Bootstrapping the Box–Pierce Q test: A robust test of uncorrelatedness. Journal of Econometrics. 133(2). 841–862. 62 indexed citations

11.

Lobato, Ignacio N., John C. Nankervis, & N. E. Savin. (2002). TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE. Econometric Theory. 18(3). 730–743. 65 indexed citations

12.

Nankervis, John C. & N. E. Savin. (1996). The Level and Power of the Bootstrap t Test in the AR(1) Model With Trend. Journal of Business and Economic Statistics. 14(2). 161–168. 34 indexed citations

13.

McManus, Douglas A., John C. Nankervis, & N. E. Savin. (1992). Multiple Optima and Asymptotic Approximations in the Partial Adjustment Model. RePEc: Research Papers in Economics.

14.

DeJong, David N., John C. Nankervis, N. E. Savin, & Charles H. Whiteman. (1992). The power problems of unit root test in time series with autoregressive errors. Journal of Econometrics. 53(1-3). 323–343. 276 indexed citations

15.

Cryer, Jonathan D., John C. Nankervis, & N. E. Savin. (1990). Forecast Error Symmetry in ARIMA Models. Journal of the American Statistical Association. 85(411). 724–724. 1 indexed citations

16.

Cryer, Jonathan D., John C. Nankervis, & N. E. Savin. (1990). Forecast Error Symmetry in ARIMA Models. Journal of the American Statistical Association. 85(411). 724–728. 2 indexed citations

17.

Cryer, Jonathan D., John C. Nankervis, & N. E. Savin. (1989). Mirror-Image and Invariant Distributions in ARMA Models. Econometric Theory. 5(1). 36–52. 11 indexed citations

18.

Nankervis, John C. & N. E. Savin. (1988). The exact moments of the least-squares estimator for the autoregressive model corrections and extensions. Journal of Econometrics. 37(3). 381–388. 21 indexed citations

19.

Nankervis, John C. & N. E. Savin. (1988). The Student's t Approximation in a Stationary First Order Autoregressive Model. Econometrica. 56(1). 119–119. 16 indexed citations

20.

Nankervis, John C. & N. E. Savin. (1985). Testing the autoregressive parameter with the t statistic. Journal of Econometrics. 27(2). 143–161. 35 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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