Bruno De Backer : Citation Profile

Are you Bruno De Backer?

European Central Bank

4

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   8 years (2011 - 2019). See details.
   Cites by year: 4
   Journals where Bruno De Backer has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (5.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1230
   Updated: 2020-09-22    RAS profile: 2019-12-07    
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Relations with other researchers

Works with:

Dewachter, Hans (2)

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

Is cited by:

Dufays, Arnaud (6)

Caporale, Guglielmo Maria (3)

HALKOS, GEORGE (2)

Du Caju, Philip (2)

Comunale, Mariarosaria (2)

Welz, Peter (1)

Lejeune, Thomas (1)

Kaufmann, Sylvia (1)

Pacella, Claudia (1)

Boudt, Kris (1)

Bluteau, Keven (1)

Cites to:

Comunale, Mariarosaria (8)

Drehmann, Mathias (7)

BORIO, Claudio (6)

Abel, Andrew (6)

Dewachter, Hans (5)

Jaccard, Ivan (4)

Shiller, Robert (4)

Farhi, Emmanuel (4)

Williams, John (4)

Laubach, Thomas (4)

Gourinchas, Pierre-Olivier (4)

Main data

Where Bruno De Backer has published?

Journals with more than one article published# docs
Economic Review5

Recent works citing Bruno De Backer (2020 and 2019)

YearTitle of citing document
2019Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. (2019). Cripps, Sally ; Gerlach, Richard ; Marchant, Roman ; James, Nick . In: Papers. RePEc:arx:papers:1902.03350.

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2019Should the CCYB be enhanced with a sectoral dimension? The case of Italy. (2019). Pacella, Claudia ; Fiori, Roberta . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_499_19.

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2019Effective energy commodity risk management: Econometric modeling of price volatility. (2019). HALKOS, GEORGE ; Tsirivis, Apostolos S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:234-250.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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2020Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377.

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2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155.

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2020A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization. (2020). Mwambi, Sutene ; Mba, Jules Clement. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00346-4.

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2020Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Meloni, Mirko ; Jeleskovic, Vahidin ; Younas, Zahid Irshad . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034.

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Works by Bruno De Backer:

YearTitleTypeCited
2011Estimating and forecasting structural breaks in financial time series In: CORE Discussion Papers.
[Full Text][Citation analysis]		paper6
2018Real and financial cycles in EU countries - Stylised facts and modelling implications In: Occasional Paper Series.
[Full Text][Citation analysis]		paper1
2014A Bayesian method of change-point estimation with recurrent regimes: Application to GARCH models In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2015Macroeconomic determinants of non-performing loans In: Economic Review.
[Full Text][Citation analysis]		article5
2015Decomposition of the dynamics of sovereign yield spreads in the euro area In: Economic Review.
[Full Text][Citation analysis]		article0
2017The cyclical and structural determinants of the low interest rate environment In: Economic Review.
[Full Text][Citation analysis]		article3
2018Does financial market volatility influence the real economy? In: Economic Review.
[Full Text][Citation analysis]		article0
2019Is a recession imminent? The signal of the yield curve In: Economic Review.
[Full Text][Citation analysis]		article0
2016Credit gaps in Belgium : identification, characteristics and lessons for macroprudential policy In: Financial Stability Review.
[Full Text][Citation analysis]		article4

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