Antonio Cosma : Citation Profile

Università degli Studi di Bergamo

3

H index

1

i10 index

151

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: 18.    Total self citations: 1 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pco765
   Updated: 2025-12-20    RAS profile: 2025-08-08    
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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)

Dionisio, Andreia (4)

Cimadomo, Jacopo (4)

Vermeulen, Robert (4)

Basher, Syed (3)

Balli, Hatice (3)

Lodigiani, Elisabetta (3)

Vithessonthi, Chaiporn (3)

Beine, Michel (3)

Cites to:

Detemple, Jerome (3)

Stulz, René (3)

Cao, Charles (3)

Chen, Zhiwu (3)

Scaillet, Olivier (2)

Wu, Liuren (2)

Harvey, Campbell (2)

Milne, Frank (2)

Forbes, Kristin (2)

Geske, Robert (2)

Andersen, Torben (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
Swiss Finance Institute Research Paper Series / Swiss Finance Institute2
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg2
Working Papers / University of Geneva, Geneva School of Economics and Management2

Recent works citing Antonio Cosma (2025 and 2024)

YearTitle of citing document
2024FINANCIAL INTEGRATION OF THE EUROPEAN UNION FINANCIAL MARKETS. A PCA APPROACH. (2024). Stanciu, Cristian Valeriu ; Spulbar, Andrei Cristian. In: Studies in Business and Economics. RePEc:blg:journl:v:19:y:2024:i:3:p:241-256.

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2025Spatial linkages of positive feedback trading among the stock index futures markets. (2025). Liu, Shuyi ; Tian, Shuxi ; Mu, Lijie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002407.

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2025Pricing of American timer options. (2025). Kim, Donghyun ; Ha, Mijin ; Yoon, Ji-Hun ; Park, Sangmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s106294082500049x.

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2024Estimating option pricing models using a characteristic function-based linear state space representation. (2024). Laeven, Roger ; Vladimirov, Evgenii ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002094.

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2024Tail risk network analysis of Asian banks. (2024). Powell, Robert ; Bannigidadmath, Deepa ; Pham, Thach N. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000899.

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2025Strategic arbitrage in segmented markets. (2025). Bryzgalova, Svetlana ; Pavlova, Anna ; Sikorskaya, Taisiya. In: Journal of Financial Economics. RePEc:eee:jfinec:v:166:y:2025:i:c:s0304405x25000169.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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2024Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative. (2024). Sha, Yezhou ; Li, Lingyi ; Xie, Haixia. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001495.

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

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2024Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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2025Crude oil, forex, and stock markets: unveiling the higher-order moment and cross-moment risk spillovers in times of turmoil. (2025). Maghyereh, Aktham ; Cui, Jinxin ; Ziadat, Salem. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05308-7.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1.

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2024Interrelationship dynamics between stock markets of nation under debt crisis and its major trading partners: evidence from Sri Lankan crisis. (2024). Kakran, Shubham ; Sapra, Nishant ; Kumar, Ashish ; Sidhu, Arpit. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00301-z.

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2025Revisiting the Dynamics of CEE Capital Markets. (2025). George-Cristian, Ttaru ; Ioan, Ttaru Rzvan ; Andreea, Iordache. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1856-1874:n:1015.

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2024An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options. (2024). Ruan, Xinfeng ; Li, Weihan ; Aschakulporn, Pakorn ; Zhang, Jine. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1117-1153.

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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]		paper6
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: 6		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: 6		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]		paper137
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: 137		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: 137		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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