Pierangelo De Pace : Citation Profile


Are you Pierangelo De Pace?

Pomona College

5

H index

2

i10 index

90

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 6
   Journals where Pierangelo De Pace has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 14 (13.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde112
   Updated: 2019-09-14    RAS profile: 2019-06-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Contessi, Silvio (4)

Hernandez, Manuel (3)

Guidolin, Massimo (3)

de Nicola, Francesca (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Pierangelo De Pace.

Is cited by:

Claessens, Stijn (5)

Francis, Johanna (4)

Belke, Ansgar (4)

Paccagnini, Alessia (4)

Contessi, Silvio (4)

Albuquerque, Bruno (3)

Seitz, Franz (3)

Fernandez, Viviana (3)

Cerutti, Eugenio (3)

Fiess, Norbert (3)

Byrne, Joseph (3)

Cites to:

Engle, Robert (9)

Contessi, Silvio (8)

Gertler, Mark (7)

Andrews, Donald (6)

Guidolin, Massimo (6)

Stock, James (6)

Gilchrist, Simon (6)

Mauro, Paolo (5)

Bernanke, Ben (5)

Dungey, Mardi (5)

Watson, Mark (5)

Main data


Where Pierangelo De Pace has published?


Journals with more than one article published# docs
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis5
Fordham Economics Discussion Paper Series / Fordham University, Department of Economics2

Recent works citing Pierangelo De Pace (2019 and 2018)


YearTitle of citing document
2018The Relationship between Biomaterial and Agricultural Commodity Markets. (2018). Marsh, Thomas ; Chen, Kuan-Ju. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274111.

Full description at Econpapers || Download paper

2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

Full description at Econpapers || Download paper

2019A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3.

Full description at Econpapers || Download paper

2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

Full description at Econpapers || Download paper

2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

Full description at Econpapers || Download paper

2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018Uncertainty, capital flows, and maturity mismatch. (2018). Converse, Nathan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:260-275.

Full description at Econpapers || Download paper

2018Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices. (2018). Mitra, Subrata Kumar ; Chattopadhyay, Manojit ; Charan, Parikshit ; Jana, R K ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:671-678.

Full description at Econpapers || Download paper

2018The cyclical properties of capital inflows in emerging market economies. (2018). Park, Hail. In: International Review of Economics & Finance. RePEc:eee:reveco:v:56:y:2018:i:c:p:371-382.

Full description at Econpapers || Download paper

2018The effect of the rebalancing horizon on the tradeoff between hedging effectiveness and transaction costs. (2018). Jitmaneeroj, Boonlert. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:282-298.

Full description at Econpapers || Download paper

2018Cyclical behavior of international fund flows. (2018). Scholtens, Bert ; de Haan, Jakob ; Li, Suxiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:99-112.

Full description at Econpapers || Download paper

2019Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

Full description at Econpapers || Download paper

2019The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav. In: CAMA Working Papers. RePEc:een:camaaa:2019-20.

Full description at Econpapers || Download paper

2019What Drives Stops in Cross-Border Bond Flows?. (2019). Song, Chi-Young ; Baek, Seung-Gwan . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3763-:d:247025.

Full description at Econpapers || Download paper

2018Quality of Public Governance and the Capital Structure of Nations and Firms. (2018). Wei, Shang-Jin ; Zhou, Jing. In: NBER Working Papers. RePEc:nbr:nberwo:24184.

Full description at Econpapers || Download paper

2019Sentiment versus liquidity pricing effects in the cross-section of UK stock returns. (2019). Zhu, Sheng ; Foran, Jason ; Osullivan, Niall. In: Journal of Asset Management. RePEc:pal:assmgt:v:20:y:2019:i:4:d:10.1057_s41260-019-00119-3.

Full description at Econpapers || Download paper

2019How Important is the Global Financial Cycle? Evidence from Capital Flows. (2019). Claessens, Stijn ; Rose, Andrew K ; Cerutti, Eugenio. In: IMF Economic Review. RePEc:pal:imfecr:v:67:y:2019:i:1:d:10.1057_s41308-019-00073-5.

Full description at Econpapers || Download paper

2018Temporal clustering of time series via threshold autoregressive models: application to commodity prices. (2018). Aslan, Sipan ; Iyigun, Cem ; Yozgatligil, Ceylan . In: Annals of Operations Research. RePEc:spr:annopr:v:260:y:2018:i:1:d:10.1007_s10479-017-2659-0.

Full description at Econpapers || Download paper

2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

Full description at Econpapers || Download paper

Works by Pierangelo De Pace:


YearTitleTypeCited
2012(NON-)RESILIENCY OF FOREIGN DIRECT INVESTMENT IN THE UNITED STATES DURING THE 2007–2009 FINANCIAL CRISIS In: Pacific Economic Review.
[Full Text][Citation analysis]
article0
2019Mildly Explosive Dynamics in U.S. Fixed Income Markets In: Economics Department, Working Paper Series.
[Full Text][Citation analysis]
paper0
2019Mildly Explosive Dynamics in U.S. Fixed Income Markets.(2019) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013CURRENCY UNION, FREE-TRADE AREAS, AND BUSINESS CYCLE SYNCHRONIZATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]
article9
2009Do European capital flows comove? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article1
2008Do European capital flows comove?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Changes in the second-moment properties of disaggregated capital flows In: Economics Letters.
[Full Text][Citation analysis]
article0
2010Changes in the second-moment properties of disaggregated capital flows.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010Changes in the Second-Moment Properties of Disaggregated Capital Flows.(2010) In: Fordham Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013High yield spreads, real economic activity, and the financial accelerator In: Economics Letters.
[Full Text][Citation analysis]
article7
2014How did the financial crisis alter the correlations of U.S. yield spreads? In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article8
2013How did the financial crisis alter the correlations of U.S. yield spreads?.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2016Co-movement of major energy, agricultural, and food commodity price returns: A time-series assessment In: Energy Economics.
[Full Text][Citation analysis]
article17
2016The time-varying leading properties of the high yield spread in the United States In: International Journal of Forecasting.
[Full Text][Citation analysis]
article2
2013The cyclical properties of disaggregated capital flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article34
2008The cyclical properties of disaggregated capital flows.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2009The Cyclical Properties of Disaggregated Capital Flows.(2009) In: Fordham Economics Discussion Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2014An international perspective on the recent behavior of inflation In: Review.
[Full Text][Citation analysis]
article3
2011The (non-)resiliency of foreign direct investment in the United States during the 2007-2009 financial crisis In: Working Papers.
[Full Text][Citation analysis]
paper2
2014Co-movement of major commodity price returns: A time-series assessment: In: IFPRI discussion papers.
[Full Text][Citation analysis]
paper4
2014Co-movement of major commodity price returns : time-series assessment.(2014) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS In: International Journal of Finance & Economics.
[Citation analysis]
article3
2005Grid-Bootstrap Methods vs. Bayesian Analysis. Testing for Structural Breaks in the Conditional Variance of Nominal Interest Rate Spreads - Four Cases in Europe In: Econometrics.
[Full Text][Citation analysis]
paper0
2004An Enlarged Economic and Monetary Union: Effects and Policy Implications In: Macroeconomics.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team