Citation profile for Shuo Cao

Shuo Cao : Citation Profile

University of Glasgow

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 3
   Journals where Shuo Cao has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1116
   Updated: 2019-11-16    RAS profile: 2019-08-16
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Relations with other researchers

Works with:

Korobilis, Dimitris (8)

Byrne, Joseph (8)

MacDonald, Ronald (2)

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

Is cited by:

GUPTA, RANGAN (2)

Guidolin, Massimo (2)

Wohar, Mark (1)

Suleman, Tahir (1)

Kastner, Gregor (1)

Huber, Florian (1)

Feldkircher, Martin (1)

Cites to:

Dewachter, Hans (9)

Korobilis, Dimitris (8)

Koop, Gary (8)

Rudebusch, Glenn (6)

Ang, Andrew (5)

van Wincoop, Eric (5)

Koopman, Siem Jan (5)

Diebold, Francis (5)

Bacchetta, Philippe (5)

Iania, Leonardo (5)

van der Wel, Michel (4)

Main data

Where Shuo Cao has published?

Working Papers Series with more than one paper published	# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School	2
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)	2
Working Papers / Business School - Economics, University of Glasgow	2

Recent works citing Shuo Cao (2019 and 2018)

Year	Title of citing document
2019	Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106. Full description at Econpapers \|\| Download paper
2019	Forecasting and Trading Monetary Policy Effects on the Riskless Yield Curve with Regime Switching Nelson‐Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Working Papers. RePEc:igi:igierp:639. Full description at Econpapers \|\| Download paper
2019	Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911. Full description at Econpapers \|\| Download paper
2018	Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_005. Full description at Econpapers \|\| Download paper
2019	Forecasting Bond Risk Premia with Unspanned Macroeconomic Information. (2019). Liu, Rui. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:09:y:2019:i:01:n:s2010139219400019. Full description at Econpapers \|\| Download paper

Works by Shuo Cao:

Year	Title	Type	Cited
2017	The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement In: GRU Working Paper Series. [Full Text][Citation analysis]	paper	0
2019	The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement.(2019) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	article
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers. [Full Text][Citation analysis]	paper	1
2016	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2015	Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1	paper
2015	Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers. [Full Text][Citation analysis]	paper	0
2015	Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0	paper
2017	Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	5
2016	Decomposing Global Yield Curve Co-Movement In: Essex Finance Centre Working Papers. [Full Text][Citation analysis]	paper	0
2017	Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth In: Working Papers. [Full Text][Citation analysis]	paper	0

	article	paper
2015	0	5
2016	0	2
2017	1	2