Nathaniel Frank : Citation Profile


Oxford University

4

H index

3

i10 index

195

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   1 years (2008 - 2009). See details.
   Cites by year: 195
   Journals where Nathaniel Frank has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (1.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr169
   Updated: 2026-09-26    RAS profile: 2026-08-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Nathaniel Frank.

Is cited by:

Kim, Hyeongwoo (7)

Hatemi-J, Abdulnasser (5)

Dufrénot, Gilles (4)

Min, Hong-Ghi (4)

Roca, Eduardo (4)

NABI, Mahmoud (3)

Salloy, Suzanne (3)

Nobili, Andrea (3)

Keddad, Benjamin (3)

Kose, Ayhan (3)

Ohnsorge, Franziska (3)

Cites to:

Engle, Robert (4)

Hamilton, James (3)

Wadhwani, Sushil (2)

Dell'ariccia, Giovanni (2)

Jobst, Andreas (2)

Williams, John (2)

Laeven, Luc (2)

Taylor, John (2)

Igan, Deniz (2)

Budina, Nina (2)

Upper, Christian (2)

Main data


Where Nathaniel Frank has published?


Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund3

Recent works citing Nathaniel Frank (2025 and 2024)


YearTitle of citing document
2024Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853.

Full description at Econpapers || Download paper

2024Collateral reuse as a direct funding mechanism in repo markets. (2024). Issa, George ; Jarnecic, Elvis. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002002.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

Full description at Econpapers || Download paper

2024Volatility Spillovers and Contagion During Major Crises: An Early Warning Approach Based on a Deep Learning Model. (2024). Sahiner, Mehmet. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10412-4.

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2024Do Spot, Futures, and Options Markets Exhibit Price and Volatility Interdependence? Evidence from India. (2024). Mallikarjunappa, T. In: Jindal Journal of Business Research. RePEc:sae:jjlobr:v:13:y:2024:i:1:p:100-117.

Full description at Econpapers || Download paper

2024Do major health shocks affect the interconnectedness of E-commerce and electronic payment markets? a regional analysis. (2024). Sraieb, Mohamed ; Prentice, Catherine ; Gunay, Samet. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:4:d:10.1007_s10660-022-09669-y.

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Works by Nathaniel Frank:


YearTitleTypeCited
2009Financial Spillovers to Emerging Markets during the Global Financial Crisis In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article95
2009Financial Spillovers to Emerging Markets During the Global Financial Crisis.(2009) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 95
paper
2008Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis In: IMF Working Papers.
[Full Text][Citation analysis]
paper59
2009The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis In: IMF Working Papers.
[Full Text][Citation analysis]
paper32
2009Linkages between asset classes during the financial crisis, accounting for market microstructure noise and non-synchronous trading In: Economics Papers.
[Full Text][Citation analysis]
paper5
2009On the Probabilistic Approach to Fiscal Sustainability: Structural Breaks and Non-Normality In: IMF Staff Papers.
[Full Text][Citation analysis]
article4
2008Refinements to the probabilistic approach to fiscal sustainability analysis In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 20 2026. Contact: CitEc Team