Itamar Caspi : Citation Profile

Are you Itamar Caspi?

Bank of Israel

4

H index

3

i10 index

80

Citations

RESEARCH PRODUCTION:

2

Articles

10

Papers

1

Chapters

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 13
   Journals where Itamar Caspi has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 5 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca958
   Updated: 2021-02-20    RAS profile: 2020-11-23    
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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 Itamar Caspi.

Is cited by:

GUPTA, RANGAN (12)

Balcilar, Mehmet (9)

Shi, Shuping (8)

Phillips, Peter (6)

Panagiotidis, Theodore (4)

Katzke, Nico (4)

Ranjbar, Omid (3)

Stengos, Thanasis (2)

Panagiotidis, Theodore (2)

Steenkamp, Daan (2)

Shi, Xunpeng (2)

Cites to:

Phillips, Peter (17)

Yu, Jun (15)

Bettendorf, Timo (9)

Auer, Raphael (8)

Levchenko, Andrei (7)

Shi, Shuping (7)

Sauré, Philip (7)

Evans, George (7)

Wu, Yangru (5)

Adler, Gustavo (4)

Saiz, Albert (3)

Main data

Where Itamar Caspi has published?

Working Papers Series with more than one paper published# docs
Bank of Israel Working Papers / Bank of Israel3
MPRA Paper / University Library of Munich, Germany3

Recent works citing Itamar Caspi (2021 and 2020)

YearTitle of citing document
2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2020Common Bubble Detection in Large Dimensional Financial Systems. (2020). Phillips, Peter ; Shi, Shuping ; Chen, YE. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2251.

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2020Date-stamping the Tadawul bubble through the SADF and GSADF econometric approaches. (2020). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Martin-Cervantes, Pedro Antonio. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00061.

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2021Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2020Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225.

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2020Time-varying persistence in real oil prices and its determinant. (2020). Wegener, Christoph ; Kruse, Robinson. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319300805.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2021Is there a bubble in the shale gas market?. (2021). Wang, LI ; Han, Xin ; Yang, Haijun. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pa:s0360544220322088.

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2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

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2020Bubbles in Crude Oil and Commodity Energy Index: New Evidence. (2020). Galyfianakis, Georgios ; Floros, Christos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6648-:d:463170.

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2020A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:33-:d:319970.

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2020A principal component-guided sparse regression approach for the determination of bitcoin returns. (2020). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: Working Papers. RePEc:gue:guelph:2020-01.

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2020Volatility Spillover and International Contagion of Housing Bubbles. (2020). Ouedraogo, Ernest ; Rherrad, Imad ; Akakpo, Koffi ; Bago, Jean-Louis. In: MPRA Paper. RePEc:pra:mprapa:100098.

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2020Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping. In: MPRA Paper. RePEc:pra:mprapa:102782.

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2020Dynamics of the European sovereign bonds and the identification of crisis periods. (2020). Reitz, Stefan ; Chen, Zhenxi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:6:d:10.1007_s00181-019-01653-0.

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2020Regional composition of national house price cycles in the US. (2020). Schmidt, Torsten ; Pruser, Jan. In: Ruhr Economic Papers. RePEc:zbw:rwirep:853.

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Works by Itamar Caspi:

YearTitleTypeCited
2020Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks In: Papers.
[Full Text][Citation analysis]		paper0
2018Measuring the importance of global factors in determining inflation in Israel In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2015Testing for a Housing Bubble at the National and Regional Level: The Case of Israel In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper15
2015Testing for a housing bubble at the national and regional level: the case of Israel.(2015) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		paper
2016Testing for Bubbles in Stock Markets With Irregular Dividend Distribution In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper0
2018Testing for bubbles in stock markets with irregular dividend distribution.(2018) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2017Testing for Bubbles in Stock Markets with Irregular Dividend Distribution.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018The Immediate Impact and Persistent Effect of FX Purchases on the Exchange Rate In: Bank of Israel Working Papers.
[Full Text][Citation analysis]		paper4
2018Date stamping historical periods of oil price explosivity: 1876–2014 In: Energy Economics.
[Full Text][Citation analysis]		article26
2014Rtadf: Testing for Bubbles with EViews In: MPRA Paper.
[Full Text][Citation analysis]		paper32
2018Does Guilt Affect Performance? Evidence from Penalty Kicks in Soccer In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Date Stamping Historical Oil Price Bubbles: 1876-2014 In: Working Papers.
[Citation analysis]		paper3
2014Date stamping historical oil price bubbles: 1876 - 2014.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper

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