Basma Bekdache : Citation Profile


Are you Basma Bekdache?

4

H index

0

i10 index

27

Citations

RESEARCH PRODUCTION:

3

Articles

8

Papers

RESEARCH ACTIVITY:

   7 years (1994 - 2001). See details.
   Cites by year: 3
   Journals where Basma Bekdache has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe746
   Updated: 2023-01-28    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)

Verschoor, Willem (3)

Kanas, Angelos (3)

Kanas, Angelos (3)

Wolff, Christian (3)

Guillén, Osmani (3)

Kanas, Angelos (3)

Schich, Sebastian (2)

Ito, Hiro (2)

Ozdemir, Zeynel (1)

Habibullah, Muzafar Shah (1)

Cites to:

Campbell, John (14)

Phillips, Peter (6)

Perron, Pierre (5)

Shiller, Robert (4)

Engle, Robert (4)

Granger, Clive (4)

Schoenholtz, Kermit (4)

Baum, Christopher (3)

Schmidt, Peter (2)

Hall, Anthony (2)

Backus, David (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 Economics5
Computing in Economics and Finance 1997 / Society for Computational Economics2

Recent works citing Basma Bekdache (2022 and 2021)


YearTitle of citing document
2021A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction. (2020). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Papers. RePEc:arx:papers:2006.05750.

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2021Half Century of Gold Price: Regime-Switching and Forecasting Framework. (2021). Zhao, Yiqiang Q ; Anh, Nguyen Bao. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:12:y:2021:i:3:p:1-18.

Full description at Econpapers || Download paper

2022A Bayesian time?varying autoregressive model for improved short?term and long?term prediction. (2022). Rugamer, David ; Stocker, Almond ; Berninger, Christoph. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:181-200.

Full description at Econpapers || Download paper

Works by Basma Bekdache:


YearTitleTypeCited
1994Comparing Alternative Models of the Term Structure of Interest Rates In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper4
1995Modeling Returns on the Term Structure of Treasury Interest Rates In: Boston College Working Papers in Economics.
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paper0
1997The 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]
paper1
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 another version. Agregated cites: 1
paper
2000Modeling fixed income excess returns In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper0
2000A re-evaluation of empirical tests of the Fisher hypothesis In: Boston College Working Papers in Economics.
[Full Text][Citation analysis]
paper8
2000A re-evaluation of empirical tests of the Fisher hypothesis.(2000) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1999The Time-Varying Behaviour of Real Interest Rates: A Re-evaluation of the Recent Evidence. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article6
2001Term Premia and the Maturity Composition of the Federal Debt: New Evidence from the Term Structure of Interest Rates. In: Journal of Forecasting.
[Citation analysis]
article6
1998Alternative Approaches to Modeling Time Variation in the Case of the U.S. Real Interest Rate. In: Computational Economics.
[Full Text][Citation analysis]
article2
On the Long-Run Stability of Term Premia In: Computing in Economics and Finance 1997.
[Full Text][Citation analysis]
paper0

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