Vance L. Martin

3.5k total citations
106 papers, 2.1k citations indexed

About

Vance L. Martin is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Vance L. Martin has authored 106 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 70 papers in Finance, 63 papers in Economics and Econometrics and 58 papers in General Economics, Econometrics and Finance. Recurrent topics in Vance L. Martin's work include Monetary Policy and Economic Impact (58 papers), Market Dynamics and Volatility (34 papers) and Financial Risk and Volatility Modeling (32 papers). Vance L. Martin is often cited by papers focused on Monetary Policy and Economic Impact (58 papers), Market Dynamics and Volatility (34 papers) and Financial Risk and Volatility Modeling (32 papers). Vance L. Martin collaborates with scholars based in Australia, United States and United Kingdom. Vance L. Martin's co-authors include Mardi Dungey, Renée Fry-McKibbin, Brenda González‐Hermosillo, Jenny Lye, Chrismin Tang, Roger Craine, John Creedy, G. C. Lim, A. R. Pagan and Stan Hurn and has published in prestigious journals such as Journal of the American Statistical Association, Econometrica and The Review of Economics and Statistics.

In The Last Decade

Vance L. Martin

95 papers receiving 1.9k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Vance L. Martin Australia	24	1.5k	1.4k	817	116	89	106	2.1k
Albert K. Tsui Singapore	14	1.1k 0.7×	1.1k 0.8×	525 0.6×	77 0.7×	106 1.2×	46	1.4k
Yiu‐Kuen Tse Singapore	13	1.1k 0.7×	1.1k 0.8×	429 0.5×	163 1.4×	92 1.0×	32	1.4k
Lucia Alessi Italy	17	888 0.6×	858 0.6×	590 0.7×	123 1.1×	53 0.6×	45	1.4k
Robert Engle United States	11	1.4k 0.9×	1.3k 0.9×	526 0.6×	87 0.8×	56 0.6×	13	1.7k
Mico Loretan Switzerland	13	1.1k 0.7×	1.2k 0.9×	818 1.0×	71 0.6×	82 0.9×	28	1.7k
Matthew Higgins United States	18	1.0k 0.7×	1.3k 0.9×	666 0.8×	129 1.1×	110 1.2×	46	1.8k
Jeremy Berkowitz United States	15	1.3k 0.8×	1.2k 0.9×	800 1.0×	177 1.5×	146 1.6×	31	1.8k
Christian T. Brownlees Spain	19	2.0k 1.3×	1.8k 1.3×	594 0.7×	306 2.6×	106 1.2×	50	2.6k
Sam Ouliaris United States	14	893 0.6×	1.7k 1.2×	1.6k 1.9×	104 0.9×	90 1.0×	27	2.2k
Alastair R. Hall United States	20	729 0.5×	1.3k 0.9×	1.2k 1.5×	89 0.8×	350 3.9×	65	2.1k

Countries citing papers authored by Vance L. Martin

Since Specialization

Citations

This map shows the geographic impact of Vance L. Martin'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 Vance L. Martin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Vance L. Martin more than expected).

Fields of papers citing papers by Vance L. Martin

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Vance L. Martin. 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 Vance L. Martin. The network helps show where Vance L. Martin may publish in the future.

Co-authorship network of co-authors of Vance L. Martin

This figure shows the co-authorship network connecting the top 25 collaborators of Vance L. Martin. A scholar is included among the top collaborators of Vance L. Martin 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 Vance L. Martin. Vance L. Martin 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

Hurn, Stan, et al.. (2021). Specification tests for univariate diffusions. Econometric Reviews. 41(6). 607–632.

Dungey, Mardi, Vance L. Martin, Chrismin Tang, & A. R. Tremayne. (2019). A threshold mixed count time series model: estimation and application. Studies in Nonlinear Dynamics and Econometrics. 24(2). 3 indexed citations

Martin, Vance L., et al.. (2018). A nonlinear model of asset returns with multiple shocks. Studies in Nonlinear Dynamics and Econometrics. 23(1). 4 indexed citations

Fry-McKibbin, Renée, Cody Yu‐Ling Hsiao, & Vance L. Martin. (2018). Global and regional financial integration in East Asia and the ASEAN. The North American Journal of Economics and Finance. 46. 202–221. 24 indexed citations

Martin, Vance L., et al.. (2018). Addressing water shortages by force of habit. Resource and Energy Economics. 53. 42–61. 17 indexed citations

Li, Nan & Vance L. Martin. (2018). Real Sectoral Spillovers: A Dynamic Factor Analysis of the Great Recession. IMF Working Paper. 18(100). 1–1.

Fry-McKibbin, Renée, Cody Yu‐Ling Hsiao, & Vance L. Martin. (2018). Joint tests of contagion with applications. Quantitative Finance. 19(3). 473–490. 27 indexed citations

Dungey, Mardi, et al.. (2011). Transmission of Financial Crises and Contagion: A Latent Factor Approach. eCite Digital Repository (University of Tasmania). 13 indexed citations

Dungey, Mardi, Renée Fry-McKibbin, Vance L. Martin, Chrismin Tang, & Brenda González‐Hermosillo. (2010). Are Financial Crises Alike?. SSRN Electronic Journal. 37 indexed citations

10.

Craine, Roger & Vance L. Martin. (2009). Interest Rate Conundrum. The B E Journal of Macroeconomics. 9(1). 5 indexed citations

11.

Martin, Vance L., et al.. (2009). Optimal conservation, extinction debt, and the augmented quasi-option value. Journal of Environmental Economics and Management. 58(1). 43–57. 35 indexed citations

12.

Martin, Vance L., Brenda González‐Hermosillo, Mardi Dungey, & Renée Fry-McKibbin. (2004). Empirical Modelling of Contagion: A Review of Methodologies. RePEc: Research Papers in Economics. 9 indexed citations

13.

Dungey, Mardi, Renée Fry-McKibbin, & Vance L. Martin. (2004). CURRENCY MARKET CONTAGION IN THE ASIA‐PACIFIC REGION. Australian Economic Papers. 43(4). 379–395. 19 indexed citations

14.

Martin, Vance L., G. C. Lim, & Esfandiar Maasoumi. (2004). Discounting The Equity Premium Puzzle. RePEc: Research Papers in Economics. 1 indexed citations

15.

Hurn, Stan, K. A. Lindsay, & Vance L. Martin. (2003). On the Efficacy of Simulated Maximum Likelihood for Estimating the Parameters of Stochastic Differential Equation. SSRN Electronic Journal. 1 indexed citations

16.

Creedy, John & Vance L. Martin. (1997). Nonlinear economic models : cross-sectional, time series and neural network applications. Edward Elgar eBooks. 8 indexed citations

17.

Creedy, John & Vance L. Martin. (1997). Nonlinear Economic Models. Edward Elgar Publishing eBooks. 6 indexed citations

18.

Creedy, John & Vance L. Martin. (1994). A MODEL OF THE DISTRIBUTION OF PRICES¹. Oxford Bulletin of Economics and Statistics. 56(1). 67–76. 10 indexed citations

19.

Lye, Jenny & Vance L. Martin. (1993). Robust Estimation, Nonnormalities, and Generalized Exponential Distributions. Journal of the American Statistical Association. 88(421). 261–261. 29 indexed citations

20.

Martin, Vance L., et al.. (1987). Exchange Rate Indicators and Optimal Currency Baskets: A Macroeconomic Analysis with Application to Developing Countries. SSRN Electronic Journal. 1 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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