Lorene Hiris
Personal Details
First Name: | Lorene |
Middle Name: | |
Last Name: | Hiris |
Suffix: | |
RePEc Short-ID: | phi148 |
| |
Department of Finance College of Management Long Island University/Post Roth Hall 216 720 Northern Boulevard Brookvile, NY. 11548 | |
1 516 299 2308 |
Research output
Jump to: Working papers ArticlesWorking papers
- Moore, G.H. & Klein, P.A. & Hiris, L., 1993. "The Role of Surveys in Developing Promptly Available Indexes for Forecasting," Papers 10-93-16, Pennsylvania State - Department of Economics.
Articles
- Guha, Debashis & Hiris, Lorene, 2002. "The aggregate credit spread and the business cycle," International Review of Financial Analysis, Elsevier, vol. 11(2), pages 219-227.
- Banerji, Anirvan & Hiris, Lorene, 2001. "A framework for measuring international business cycles," International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
- Lorene Hiris, 2001. "Leading and Coincident Indexes for The Financial Services Industry," Indian Economic Review, Department of Economics, Delhi School of Economics, vol. 36(1), pages 125-135, January.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Guha, Debashis & Hiris, Lorene, 2002.
"The aggregate credit spread and the business cycle,"
International Review of Financial Analysis, Elsevier, vol. 11(2), pages 219-227.
Cited by:
- Valentina Aprigliano & Danilo Liberati, 2019.
"Using credit variables to date business cycle and to estimate the probabilities of recession in real time,"
Temi di discussione (Economic working papers)
1229, Bank of Italy, Economic Research and International Relations Area.
- Valentina Aprigliano & Danilo Liberati, 2021. "Using Credit Variables to Date Business Cycle and to Estimate the Probabilities of Recession in Real Time," Manchester School, University of Manchester, vol. 89(S1), pages 76-96, September.
- van Landschoot, A., 2003. "The Term Structure of Credit Spreads on Euro Corporate Bonds," Discussion Paper 2003-046, Tilburg University, Center for Economic Research.
- Guidolin, Massimo & Tam, Yu Man, 2013.
"A yield spread perspective on the great financial crisis: Break-point test evidence,"
International Review of Financial Analysis, Elsevier, vol. 26(C), pages 18-39.
- Massimo Guidolin & Yu Man Tam, 2010. "A yield spread perspective on the great financial crisis: break-point test evidence," Working Papers 2010-026, Federal Reserve Bank of St. Louis.
- Chien‐Yun Chang & Jian‐Hsin Chou & Hung‐Gay Fung, 2012. "Time dependent behavior of the Asian and the US REITs around the subprime crisis," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 30(3), pages 282-303, April.
- Van Landschoot, Astrid, 2004. "Determinants of euro term structure of credit spreads," Working Paper Series 397, European Central Bank.
- Johann Burgstaller, 2006. "Financial predictors of real activity and the propagation of aggregate shocks," Economics working papers 2006-16, Department of Economics, Johannes Kepler University Linz, Austria.
- Danilo Liberati, 2014.
"An estimated DSGE model with search and matching frictions in the credit market,"
Temi di discussione (Economic working papers)
986, Bank of Italy, Economic Research and International Relations Area.
- Danilo Liberati, 2018. "An estimated DSGE model with search and matching frictions in the credit market," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 11(6), pages 567-617.
- van Landschoot, A., 2003. "The Term Structure of Credit Spreads on Euro Corporate Bonds," Other publications TiSEM f5164bb2-6597-48c4-8b44-d, Tilburg University, School of Economics and Management.
- Ye, Zhen & Zhang, Fangzhu & Coffman, D’Maris & Xia, Senmao & Wang, Zhifeng & Zhu, Zhonghua, 2022. "China’s urban construction investment bond: Contextualising a financial tool for local government," Land Use Policy, Elsevier, vol. 112(C).
- Adrian Fernandez‐Perez & Raquel López, 2023. "The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1499-1530, November.
- Gross, Marco, 2011. "Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession," Working Paper Series 1286, European Central Bank.
- Song, Wonho & Park, Sung Y. & Ryu, Doojin, 2018. "Dynamic conditional relationships between developed and emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 534-543.
- Efrem Castelnuovo, 2003. "Taylor Rules and Interest Rate Smoothing in the US and EMU," Macroeconomics 0303002, University Library of Munich, Germany.
- Kévin Beaubrun-Diant & Fabien Tripier, 2009.
"The Credit Spread Cycle with Matching Friction,"
Working Papers
hal-00430809, HAL.
- Fabien Tripier & Kevin E. Beaubrun-Diant, 2010. "The Credit Spread Cycle with Matching Friction," 2010 Meeting Papers 76, Society for Economic Dynamics.
- Astrid Van Landschoot, 2004. "Determinants of Euro Term Structure of Credit Spreads," Working Paper Research 57, National Bank of Belgium.
- Jiang, Yong & Liu, Cenjie & Xie, Rui, 2021. "Oil price shocks and credit spread: Structural effect and dynamic spillover," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Siem Jan Koopman & André Lucas, 2005.
"Business and default cycles for credit risk,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
- Siem Jan Koopman & André Lucas, 2003. "Business and Default Cycles for Credit Risk," Tinbergen Institute Discussion Papers 03-062/2, Tinbergen Institute, revised 09 Jan 2003.
- André Lucas & Siem Jan Koopman, 2005. "Business and default cycles for credit risk," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(2), pages 311-323.
- Efrem Castelnuovo, 2004.
"Taylor rules, omitted variables, and interest rate smoothing in the US,"
Macroeconomics
0403009, University Library of Munich, Germany.
- Castelnuovo, Efrem, 2003. "Taylor rules, omitted variables, and interest rate smoothing in the US," Economics Letters, Elsevier, vol. 81(1), pages 55-59, October.
- Deschamps, Bruno & Ioannidis, Christos & Ka, Kook, 2020. "High-frequency credit spread information and macroeconomic forecast revision," International Journal of Forecasting, Elsevier, vol. 36(2), pages 358-372.
- Su-Lien Lu & Kuo-Jung Lee, 2021. "Investigating the Determinants of Credit Spread Using a Markov Regime-Switching Model: Evidence from Banks in Taiwan," Sustainability, MDPI, vol. 13(17), pages 1-25, August.
- Batten, Jonathan & Hogan, Warren, 2002. "A perspective on credit derivatives," International Review of Financial Analysis, Elsevier, vol. 11(3), pages 251-278.
- Robert J. Powell & Duc H. Vo, 2020. "A Comprehensive Stability Indicator for Banks," Risks, MDPI, vol. 8(1), pages 1-15, February.
- Batten, Jonathan A. & Fetherston, Thomas A. & Hoontrakul, Pongsak, 2006. "Factors affecting the yields of emerging market issuers: Evidence from the Asia-Pacific region," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 16(1), pages 57-70, February.
- Jiang, Yong & Wang, Gang-Jin & Ma, Chaoqun & Yang, Xiaoguang, 2021. "Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model," International Review of Economics & Finance, Elsevier, vol. 72(C), pages 1-15.
- Miśkiewicz, J. & Ausloos, M., 2004. "A logistic map approach to economic cycles. (I). The best adapted companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 336(1), pages 206-214.
- Valentina Aprigliano & Danilo Liberati, 2019.
"Using credit variables to date business cycle and to estimate the probabilities of recession in real time,"
Temi di discussione (Economic working papers)
1229, Bank of Italy, Economic Research and International Relations Area.
- Banerji, Anirvan & Hiris, Lorene, 2001.
"A framework for measuring international business cycles,"
International Journal of Forecasting, Elsevier, vol. 17(3), pages 333-348.
Cited by:
- Pami Dua & ANIRVAN BANERJI, 2011.
"Predicting Recessions And Slowdowns--A Robust Approach,"
Working papers
202, Centre for Development Economics, Delhi School of Economics.
- Pami Dua & Anirvan Banerji, 2011. "Predicting Recessions and Slowdowns: A Robust Approach," Working Papers id:4391, eSocialSciences.
- Nada Kulendran & Kevin K.F. Wong, 2009. "Predicting Quarterly Hong Kong Tourism Demand Growth Rates, Directional Changes and Turning Points with Composite Leading Indicators," Tourism Economics, , vol. 15(2), pages 307-322, June.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009.
"Un indicateur probabiliste du cycle d’accélération pour l’économie française,"
Économie et Prévision, Programme National Persée, vol. 189(3), pages 95-114.
- Marie Adanero-Donderis & Olivier Darné & Laurent Ferrara, 2009. "Un indicateur probabiliste du cycle d'accélération pour l'économie française," Economie & Prévision, La Documentation Française, vol. 0(3), pages 95-114.
- Kee Tuan Teng & Siew Hwa Yen & Soo Y. Chua, 2013. "The Synchronisation of ASEAN-5 Stock Markets with the Growth Rate Cycles of Selected Emerging and Developed Economies," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(1), pages 1-28, February.
- Wagner, Stephan M. & Mizgier, Kamil J. & Papageorgiou, Stylianos, 2017. "Operational disruptions and business cycles," International Journal of Production Economics, Elsevier, vol. 183(PA), pages 66-78.
- Cubadda, Gianluca & Hecq, Alain, 2003. "The Role of Common Cyclical Features for Coincident and Leading Indexes Building," Economics & Statistics Discussion Papers esdp03002, University of Molise, Department of Economics.
- Anirvan Banerji & Allan P. Layton & Lakshman Achuthan, 2012. "Dating the ‘world business cycle’," Applied Economics, Taylor & Francis Journals, vol. 44(16), pages 2051-2063, June.
- Pami Dua & ANIRVAN BANERJI, 2011.
"Predicting Recessions And Slowdowns--A Robust Approach,"
Working papers
202, Centre for Development Economics, Delhi School of Economics.
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