Benjamin Remy Chabot : Citation Profile

Are you Benjamin Remy Chabot?

Federal Reserve Bank of Chicago

6

H index

4

i10 index

100

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   14 years (2003 - 2017). See details.
   Cites by year: 7
   Journals where Benjamin Remy Chabot has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 4 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1553
   Updated: 2020-10-24    RAS profile:    
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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 Benjamin Remy Chabot.

Is cited by:

OOSTERLINCK, Kim (8)

Sarno, Lucio (7)

Dobrynskaya, Victoria (6)

Flandreau, Marc (6)

Goetzmann, William (5)

Turner, John (5)

Grossman, Richard (4)

Esteves, Rui (4)

Schrimpf, Andreas (4)

Schmeling, Maik (4)

Menkhoff, Lukas (4)

Cites to:

Grinblatt, Mark (11)

Goetzmann, William (9)

Pedersen, Lasse (9)

Stein, Jeremy (8)

Titman, Sheridan (7)

Vayanos, Dimitri (6)

Shleifer, Andrei (6)

Vishny, Robert (5)

Campbell, John (4)

Gorton, Gary (4)

Fama, Eugene (4)

Main data

Where Benjamin Remy Chabot has published?

Journals with more than one article published# docs
Chicago Fed Letter2
Economic Perspectives2

Working Papers Series with more than one paper published# docs
Working Paper Series / Federal Reserve Bank of Chicago7

Recent works citing Benjamin Remy Chabot (2020 and 2019)

YearTitle of citing document
2019Central banking in challenging times. (2019). BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:829.

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2019Squeezing the bears: cornering risk and limits on arbitrage during the ‘British bicycle mania’, 1896–8. (2019). Quinn, William. In: Economic History Review. RePEc:bla:ehsrev:v:72:y:2019:i:4:p:1286-1311.

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2019Interest rates. (2019). Monnet, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13896.

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2020States of psychological anchors and price behavior of Japanese yen futures. (2020). Wang, Yu-Chun ; Lu, Yang-Cheng ; Lee, Yun-Huan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302912.

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2020The long-run reversal in the long run: Insights from two centuries of international equity returns. (2020). Zaremba, Adam ; Raza, Muhammad Wajid ; Kizys, Renatas. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:177-199.

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2019Budget deficits and money creation: Exploring their relation before Bretton Woods. (2019). Sabate, Marcela ; Escario, Regina ; Fillat, Carmen . In: Explorations in Economic History. RePEc:eee:exehis:v:72:y:2019:i:c:p:38-56.

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2019Short-term momentum (almost) everywhere. (2019). Zaremba, Adam ; Karathanasopoulos, Andreas ; Long, Huaigang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119300976.

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2020Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression. (2020). Kurz, Christopher ; Ghysels, Eric ; Chabot, Ben ; Brownlees, Christian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300030.

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2019The present value relation over six centuries: The case of the Bazacle company. (2019). Pouget, Sebastien ; Goetzmann, William N ; le Bris, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:248-265.

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2020An exorbitant privilege in the first age of international financial integration?. (2020). van Hombeeck, Carlos Eduardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:101:y:2020:i:c:s0261560619302153.

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2020Pegxit pressure. (2020). Pina, Gonalo ; Mitchener, Kris James. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:107:y:2020:i:c:s0261560620301479.

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2020The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Spanish Influenza Pandemic. (2020). Copeland, Adam ; Chang, Jin-Wook ; Anderson, Haelim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-50.

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2020Payments Crises and Consequences. (2020). Richardson, Gary ; Koch, Christoffer ; Sharma, Padma ; Chen, Qian. In: Research Working Paper. RePEc:fip:fedkrw:88700.

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2020The Effect of the Central Bank Liquidity Support during Pandemics: Evidence from the 1918 Influenza Pandemic. (2020). Copeland, Adam ; Chang, Jin-Wook ; Anderson, Haelim. In: Staff Reports. RePEc:fip:fednsr:88088.

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2019The Cross Section of Country Equity Returns: A Review of Empirical Literature. (2019). Zaremba, Adam. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:165-:d:281162.

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2019Ranking consistency of systemic risk measures: a simulation-based analysis in a banking network model. (2019). Grundke, Peter. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:52:y:2019:i:4:d:10.1007_s11156-018-0732-7.

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2020Payments Crises and Consequences. (2020). Richardson, Gary ; Koch, Christoffer ; Sharma, Padma ; Chen, Qian. In: NBER Working Papers. RePEc:nbr:nberwo:27733.

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2020New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management. (2020). Wong, Wing-Keung ; Clark, Ephraim ; Guo, XU ; Chan, Raymond H. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:2:d:10.1057_s41283-019-00057-9.

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2019Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading. (2019). Dobrynskaya, Victoria. In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:9912063.

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2020British Relative Economic Decline in the Aftermath of German Unification. (2020). Crafts, Nicholas. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1295.

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2020Gold rush: The political economy of gold standard adoption in the Kingdom of Yugoslavia. (2020). Jevtic, Aleksandar R. In: eabh Papers. RePEc:zbw:eabhps:2002.

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2020Increasing systemic risk during the Covid-19 pandemic: A cross-quantilogram analysis of the banking sector. (2020). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Preprints. RePEc:zbw:esprep:222580.

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2019The effect of non-traditional banking activities on systemic risk: Does bank size matter?. (2019). Kamani, Eric Fina. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:297-305.

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2019Avoiding momentum crashes: Dynamic momentum and contrarian trading. (2019). Dobrynskaya, Victoria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118303093.

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Works by Benjamin Remy Chabot:

YearTitleTypeCited
2014Momentum Trading, Return Chasing, and Predictable Crashes In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2014Momentum Trading, Return Chasing and Predictable Crashes.(2014) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2014Momentum Trading, Return Chasing, and Predictable Crashes.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2003Investing For Middle America: John Elliot Tappan And The Origins Of American Express Financial Advisors. By Kenneth Lipartito and Carol Heher Peters. New York: Palgrave, 2001. Pp. x, 268. $27.95. In: The Journal of Economic History.
[Full Text][Citation analysis]		article0
2009Thats Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907 In: Working Papers.
[Full Text][Citation analysis]		paper32
2009Thats Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32		paper
2011Did gold-standard adherence reduce sovereign capital costs? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article16
2013A History of Large-Scale Asset Purchases before the Federal Reserve In: Economic Perspectives.
[Full Text][Citation analysis]		article1
2015The Overnight Money Market In: Economic Perspectives.
[Citation analysis]		article0
2014Is There a Trade-Off Between Low Bond Risk Premiums and Financial Stability? In: Chicago Fed Letter.
[Full Text][Citation analysis]		article1
2013Detroit’s bankruptcy: the uncharted waters of Chapter 9 In: Chicago Fed Letter.
[Full Text][Citation analysis]		article0
2010Did adhering to the gold standard reduce the cost of capital? In: Working Paper Series.
[Full Text][Citation analysis]		paper4
2011The cost of banking panics in an age before “Too Big to Fail” In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2012Institutions, the cost of capital, and long-run economic growth: evidence from the 19th century capital market In: Working Paper Series.
[Full Text][Citation analysis]		paper0
2013Bank panics, government guarantees, and the long-run size of the financial sector: evidence from free-banking America In: Working Paper Series.
[Full Text][Citation analysis]		paper1
2014Bank Panics, Government Guarantees, and the Long‐Run Size of the Financial Sector: Evidence from Free‐Banking America.(2014) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2015Backtesting Systemic Risk Measures During Historical Bank Runs In: Working Paper Series.
[Full Text][Citation analysis]		paper9
2017The Federal Reserve’s Evolving Monetary Policy Implementation Framework: 1914-1923 In: Working Paper Series.
[Full Text][Citation analysis]		paper2
2008Price Momentum In Stocks: Insights From Victorian Age Data In: NBER Working Papers.
[Full Text][Citation analysis]		paper8
2009Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets In: NBER Working Papers.
[Full Text][Citation analysis]		paper13

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