1
H index
0
i10 index
6
Citations
Shuo Cao : Citation Profile
University of Glasgow | RESEARCH PRODUCTION: 2 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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2 years (2015 - 2017). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Shuo Cao. | Is cited by:
| Cites to:
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Main data
Where Shuo Cao has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Business School - Economics, University of Glasgow | 2 |
| Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
| SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE) | 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team