Citation profile for Geir Drage Drage Berentsen

Geir Drage Drage Berentsen : Citation Profile

Norges Handelshøyskole (NHH) (50% share)
Norges Handelshøyskole (NHH) (50% share)

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2014 - 2022). See details.
   Cites by year: 1
   Journals where Geir Drage Drage Berentsen has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr167
   Updated: 2024-04-18    RAS profile: 2024-02-08
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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 Geir Drage Drage Berentsen.

Is cited by:

Panagiotidis, Theodore (5)

Bampinas, Georgios (2)

GUPTA, RANGAN (2)

Wang, Shixuan (2)

Bouri, Elie (1)

Panagiotidis, Theodore (1)

Politsidis, Panagiotis (1)

Cites to:

Rahbek, Anders (3)

Ait-Sahalia, Yacine (3)

Lucas, Andre (3)

Duffie, Darrell (2)

Panagiotidis, Theodore (2)

Jagannathan, Ravi (2)

Bartolucci, Francesco (2)

Panagiotidis, Theodore (2)

Alcock, Jamie (2)

faff, robert (2)

Ang, Andrew (2)

Main data

Where Geir Drage Drage Berentsen has published?

Recent works citing Geir Drage Drage Berentsen (2024 and 2023)

Year	Title of citing document
2023	Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis N ; Bampinas, Georgios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001031. Full description at Econpapers \|\| Download paper
2023	Local Gaussian Cross-Spectrum Analysis. (2023). Tjostheim, Dag ; Jordanger, Lars Arne. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:2:p:12-:d:1129548. Full description at Econpapers \|\| Download paper
2023	Sovereign bond and CDS market contagion: A story from the Eurozone crisis. (2023). Panagiotidis, Theodore ; Politsidis, Panagiotis ; Bampinas, Georgios. In: Post-Print. RePEc:hal:journl:hal-04164277. Full description at Econpapers \|\| Download paper

Works by Geir Drage Drage Berentsen:

Year	Title	Type	Cited
2021	Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations In: Papers. [Full Text][Citation analysis]	paper	0
2022	Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations.(2022) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2022	Modelling clusters of corporate defaults: Regime?switching models significantly reduce the contagion source In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis]	article	0
2017	Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures In: Journal of Time Series Analysis. [Full Text][Citation analysis]	article	1
2014	Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software. [Full Text][Citation analysis]	article	9