Deepa Dhume Datta : Citation Profile

Are you Deepa Dhume Datta?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

4

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   6 years (2012 - 2018). See details.
   Cites by year: 5
   Journals where Deepa Dhume Datta has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 1 (3.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda862
   Updated: 2020-08-01    RAS profile: 2019-10-25    
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Relations with other researchers

Works with:

Londono, Juan M. (3)

Vigfusson, Robert (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Deepa Dhume Datta.

Is cited by:

Rousse, Olivier (5)

Sévi, Benoît (5)

Kilian, Lutz (3)

Zhou, Xiaoqing (3)

bloom, nicholas (2)

Barrero, Jose Maria (2)

Davis, Steven (2)

Okimoto, Tatsuyoshi (2)

Meyer, Brent (2)

Shleifer, Andrei (2)

Challe, Edouard (1)

Cites to:

Bollerslev, Tim (8)

Jahan-Parvar, Mohammad (5)

Zhou, Hao (5)

Söderlind, Paul (4)

Feunou, Bruno (4)

Andersen, Torben (4)

Smets, Frank (4)

Wouters, Raf (4)

Diebold, Francis (4)

Svensson, Lars (4)

Eichenbaum, Martin (3)

Main data

Where Deepa Dhume Datta has published?

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)3

Recent works citing Deepa Dhume Datta (2019 and 2018)

YearTitle of citing document
2017Business cycles in an oil economy. (2017). Seneca, Martin ; Larsen, Vegard ; Bergholt, Drago. In: BIS Working Papers. RePEc:bis:biswps:618.

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2019Oil Prices, Exchange Rates and Interest Rates. (2019). Zhou, Xiaoqing ; Kilian, Lutz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7484.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

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2018Risk-neutral moments in the crude oil market. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:583-600.

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2019Asymmetric reactions of the US natural gas market and economic activity. (2019). Okimoto, Tatsuyoshi ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:86-99.

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2019Moment spreads in the energy market. (2019). Zhang, Jin E ; Ruan, Xinfeng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:598-609.

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2019Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:578-587.

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2019What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184.

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2019Uncertainty-Dependent and Sign-Dependent Effects of Oil Market Shocks. (2019). Tran, Trung Duc ; Tatsuyoshi, Okimoto ; Nguyen, Bao H. In: Discussion papers. RePEc:eti:dpaper:19042.

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2017Asset Co-movements: Features and Challenges. (2017). Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-11.

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2020Surveying Business Uncertainty. (2019). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Altig, David ; Parker, Nicholas B ; Barrero, Jose Maria . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-13.

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2020What is Certain about Uncertainty?. (2020). Rodriguez, Marius ; Rogers, John ; Ma, Sai ; Jahan-Parvar, Mohammad ; Grishchenko, Olesya ; Cascaldi-Garcia, Danilo ; Loria, Francesca ; Londono, Juan M ; Revil, Thiago ; Datta, Deepa Dhume ; Zer, Ilknur ; Sarisoy, Cisil ; del Giudice, Marius. In: International Finance Discussion Papers. RePEc:fip:fedgif:1294.

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2017Informed Trading in Oil-Futures Market. (2017). Sévi, Benoît ; Rousse, Olivier. In: Working Papers. RePEc:hal:wpaper:hal-01460186.

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2018A Tale of Two Cities: An Examination of Medallion Prices in New York and Chicago. (2018). Bagchi, Sutirtha . In: Review of Industrial Organization. RePEc:kap:revind:v:53:y:2018:i:2:d:10.1007_s11151-018-9612-5.

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2019Surveying Business Uncertainty. (2019). Meyer, Brent ; Davis, Steven ; bloom, nicholas ; Barrero, Jose Maria ; Altig, David ; Parker, Nicholas . In: NBER Working Papers. RePEc:nbr:nberwo:25956.

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2019Oil prices, exchange rates, and interest rates. (2019). Kilian, Lutz ; Zhou, Xiaoqing. In: 2019 Meeting Papers. RePEc:red:sed019:592.

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2018Is the study of business-cycle fluctuations scientific?. (2018). Challe, Edouard. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/5t91n0a7l99k94kkmrh3362v8.

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2019The Impact of CHF/EUR Exchange Rate Uncertainty on Swiss Exports to the Eurozone: Evidence from a Threshold VAR. (2019). Loermann, Julius. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2019:i:189.

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Works by Deepa Dhume Datta:

YearTitleTypeCited
2017Oil, equities, and the zero lower bound In: BIS Working Papers.
[Full Text][Citation analysis]		paper8
2018Oil, Equities, and the Zero Lower Bound.(2018) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		paper
2017Generating options-implied probability densities to understand oil market events In: Energy Economics.
[Full Text][Citation analysis]		article13
2014Generating Options-Implied Probability Densities to Understand Oil Market Events.(2014) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2017Forecasting Chinas Role in World Oil Demand In: FRBSF Economic Letter.
[Full Text][Citation analysis]		article1
2019Revisions to the Federal Reserve Dollar Indexes In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2012Nonparametric HAC estimation for time series data with missing observations In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper5
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper4

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