Shuo Cao : Citation Profile

Are you Shuo Cao?

University of Glasgow

1

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

2

Articles

10

Papers

RESEARCH ACTIVITY:

   2 years (2015 - 2017). See details.
   Cites by year: 4
   Journals where Shuo Cao has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca1116
   Updated: 2020-08-01    RAS profile: 2019-08-16    
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Relations with other researchers

Works with:

Byrne, Joseph (8)

Korobilis, Dimitris (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:

Guidolin, Massimo (3)

GUPTA, RANGAN (2)

Suleman, Tahir (1)

Cheung, Yin-Wong (1)

Wohar, Mark (1)

Wang, Shixuan (1)

Kastner, Gregor (1)

Huber, Florian (1)

Horvath, Lajos (1)

Feldkircher, Martin (1)

Cites to:

Dewachter, Hans (9)

Korobilis, Dimitris (8)

Koop, Gary (8)

Rudebusch, Glenn (6)

van Wincoop, Eric (5)

Bacchetta, Philippe (5)

Singleton, Kenneth (5)

Koopman, Siem Jan (5)

Diebold, Francis (5)

Iania, Leonardo (5)

Ang, Andrew (5)

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 School2
Working Papers / Business School - Economics, University of Glasgow2
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)2

Recent works citing Shuo Cao (2020 and 2019)

YearTitle of citing document
2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2020Uncovered Interest Rate Parity Redux: Non- Uniform Effects. (2020). Cheung, Yin-Wong ; Wang, Wenhao. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2020_004.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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2020A functional time series analysis of forward curves derived from commodity futures. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665.

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2019Forecasting 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.

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2020The Integration of Countries Sovereign Bond Markets: An Empirical Illustration of a Global Financial Cycle. (2020). Inaba, Kei-Ichiro. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-01.

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2019Forecasting 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.

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2018Should 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.

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Works by Shuo Cao:

YearTitleTypeCited
2017The Term Structure of Exchange Rate Predictability: Commonality, Scapegoat, and Disagreement In: GRU Working Paper Series.
[Full Text][Citation analysis]		paper1
2019The 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: 1		article
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2016Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2016) In: Essex Finance Centre Working Papers.
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This paper has another version. Agregated cites: 0		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2017Forecasting the term structure of government bond yields in unstable environments In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2016Decomposing Global Yield Curve Co-Movement In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: Staff Reports.
[Full Text][Citation analysis]		paper0
2017Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth In: Working Papers.
[Full Text][Citation analysis]		paper0

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