Citation profile for Basma Bekdache

Basma Bekdache : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (1994 - 2001). See details.
   Cites by year: 4
   Journals where Basma Bekdache has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe746
   Updated: 2024-12-03    RAS profile: 2020-10-24
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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 Basma Bekdache.

Is cited by:

Kanas, Angelos (3)

Wolff, Christian (3)

Kanas, Angelos (3)

Verschoor, Willem (3)

Ito, Hiro (2)

Schich, Sebastian (2)

Tabak, Benjamin (1)

Bolder, David (1)

Gil-Alana, Luis (1)

Cites to:

Campbell, John (14)

Phillips, Peter (6)

Perron, Pierre (5)

Engle, Robert (4)

Schoenholtz, Kermit (4)

Shiller, Robert (4)

Baum, Christopher (3)

Hassler, Uwe (2)

Brunner, Allan (2)

Evans, Martin (2)

Lewis, Karen (2)

Main data

Where Basma Bekdache has published?

Working Papers Series with more than one paper published	# docs
Boston College Working Papers in Economics / Boston College Department of Economics	5
Computing in Economics and Finance 1997 / Society for Computational Economics	2

Recent works citing Basma Bekdache (2024 and 2023)

Year	Title of citing document

Works by Basma Bekdache:

Year	Title	Type	Cited
1994	Comparing Alternative Models of the Term Structure of Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis]	paper	5
1995	Modeling Returns on the Term Structure of Treasury Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis]	paper	0
1997	The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates In: Boston College Working Papers in Economics. [Full Text][Citation analysis]	paper	1
	The Ex Ante Predictive Accuracy of Alternative Models of the Term Structure of Interest Rates.() In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	paper
2000	Modeling fixed income excess returns In: Boston College Working Papers in Economics. [Full Text][Citation analysis]	paper	0
2000	A re-evaluation of empirical tests of the Fisher hypothesis In: Boston College Working Papers in Economics. [Full Text][Citation analysis]	paper	8
2000	A re-evaluation of empirical tests of the Fisher hypothesis.(2000) In: Computing in Economics and Finance 1999. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
1999	The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence. In: Journal of Applied Econometrics. [Full Text][Citation analysis]	article	6
2001	Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates. In: Journal of Forecasting. [Citation analysis]	article	6
1998	Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate. In: Computational Economics. [Full Text][Citation analysis]	article	2
	On the Long-Run Stability of Term Premia In: Computing in Economics and Finance 1997. [Full Text][Citation analysis]	paper	0