Shuo Cao : Citation Profile


Are you Shuo Cao?

University of Glasgow

1

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

2

Articles

9

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

Recent works citing Shuo Cao (2019 and 2018)


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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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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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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2019Forecasting 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.

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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.
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2019The term structure of exchange rate predictability: Commonality, scapegoat, and disagreement.(2019) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 0
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2015Term Structure Dynamics, Macro-Finance Factors and Model Uncertainty In: SIRE Discussion Papers.
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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: 1
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: 1
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: 1
paper
2015Co-Movement, Spillovers and Excess Returns in Global Bond Markets In: SIRE Discussion Papers.
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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.
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article5
2016Decomposing Global Yield Curve Co-Movement In: Essex Finance Centre Working Papers.
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2017Exchange Rate Movements and Fundamentals: Impact of Oil Prices and China¡¯s Growth In: Working Papers.
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