Antonio Cosma : Citation Profile

Are you Antonio Cosma?

Università degli Studi di Bergamo

3

H index

1

i10 index

137

Citations

RESEARCH PRODUCTION:

2

Articles

14

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 7
   Journals where Antonio Cosma has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco765
   Updated: 2024-11-08    RAS profile: 2024-04-04    
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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 Antonio Cosma.

Is cited by:

Asongu, Simplice (15)

Ferreira, Paulo (7)

Debarsy, Nicolas (4)

Vermeulen, Robert (4)

Cimadomo, Jacopo (4)

Dionisio, Andreia (4)

Basher, Syed (3)

Liu, Lu (3)

Balli, Hatice (3)

Beine, Michel (3)

Vithessonthi, Chaiporn (3)

Cites to:

Cao, Charles (3)

Detemple, Jerome (3)

Chen, Zhiwu (3)

Stulz, René (3)

Constantinides, George (2)

Milne, Frank (2)

Manganelli, Simone (2)

Ranaldo, Angelo (2)

Christiansen, Charlotte (2)

Andersen, Torben (2)

Harvey, Campbell (2)

Main data

Where Antonio Cosma has published?

Working Papers Series with more than one paper published# docs
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg4
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2
Working Papers / University of Geneva, Geneva School of Economics and Management2
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2

Recent works citing Antonio Cosma (2024 and 2023)

YearTitle of citing document
2023Option Valuation through Deep Learning of Transition Probability Density. (2021). Newton, David P ; Tretyakov, M V ; Su, Haozhe. In: Papers. RePEc:arx:papers:2105.10467.

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2023Changing patterns of risk-sharing channels in the United States and the euro area. (2023). Cimadomo, Jacopo ; Mumtaz, Haroon ; Lengyel, Andras ; Giuliodori, Massimo. In: Working Paper Series. RePEc:ecb:ecbwps:20232849.

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2023Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach. (2023). Zhang, Dalu ; Yan, Meilan ; Xiao, Qin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002594.

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2023Do sovereign-bond issuers learn from peers?. (2023). Chidambaran, N K ; Chahine, Salim. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000438.

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2024Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; al Rababa, Abdel Razzaq ; Ziadat, Salem Adel ; Mensi, Walid ; Kang, Sang Hoon. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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Works by Antonio Cosma:

YearTitleTypeCited
2016Early exercise decision in American options with dividends, stochastic volatility and jumps In: Papers.
[Full Text][Citation analysis]		paper3
2016Early Exercise Decision in American Options with Dividends, Stochastic Volatility and Jumps.(2016) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2020Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps.(2020) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2012Valuing American Options Using Fast Recursive Projections In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2012Valuing American options using fast recursive projections.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Valuing American options using fast recursive projections.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Valuing American options using fast recursive projections.(2015) In: DEM Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2006A nonparametric ACD model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
2006A Nonparametric ACD Model.(2006) In: LSF Research Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014A non parametric ACD model.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009The Dark Side of Global Integration: Increasing Tail Dependence In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper126
2010The dark side of global integration: Increasing tail dependence.(2010) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		article
2008The Dark Side of Global Integration: Increasing Tail Dependence.(2008) In: DEM Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 126		paper
2019Inference in Conditional Moment Restriction Models When there is Selection Due to Stratification In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2017Inference in Conditional Moment Restriction Models when there is Selection due to Stratification.(2017) In: DEM Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2005Multiariate Wavelet-based sahpe preserving estimation for dependant observation In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper7
2024Missing Endogenous Variables in Conditional Moment Restriction Models In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0

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