Raquel M. Gaspar : Citation Profile


Are you Raquel M. Gaspar?

Universidade de Lisboa (80% share)
Universidade de Lisboa (20% share)

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

1

Articles

8

Papers

RESEARCH ACTIVITY:

   15 years (2004 - 2019). See details.
   Cites by year: 0
   Journals where Raquel M. Gaspar has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 4 (30.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pga181
   Updated: 2019-12-07    RAS profile: 2019-11-07    
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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 Raquel M. Gaspar.

Is cited by:

Kahl, Christian (2)

Grzelak, Lech (1)

Cites to:

Prigent, Jean-Luc (7)

BERTRAND, Philippe (7)

Christensen, Bent Jesper (4)

Leippold, Markus (4)

Wu, Liuren (4)

Bjork, Tomas (3)

Kahneman, Daniel (2)

Amihud, Yakov (2)

Do, Binh (2)

Duffie, Darrell (2)

Singleton, Kenneth (2)

Main data


Where Raquel M. Gaspar has published?


Working Papers Series with more than one paper published# docs
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa3

Recent works citing Raquel M. Gaspar (2019 and 2018)


YearTitle of citing document
2018Does a bank levy increase frictions on the interbank market?. (2018). Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr ; Hryckiewicz, Aneta. In: Working Papers. RePEc:sgh:kaewps:2018033.

Full description at Econpapers || Download paper

Works by Raquel M. Gaspar:


YearTitleTypeCited
2016On Path–dependency of Constant Proportion Portfolio Insurance strategies In: EcoMod2016.
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paper0
2019On Path–dependency ofConstant Proportion Portfolio Insurance strategies.(2019) In: Working Papers REM.
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This paper has another version. Agregated cites: 0
paper
2004General Quadratic Term Structures of Bond, Futures and Forward Prices In: SSE/EFI Working Paper Series in Economics and Finance.
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paper7
2004On Finite Dimensional Realizations of Forward Price Term Structure Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
2005Correlation Between Intensity and Recovery in Credit Risk Models In: SSE/EFI Working Paper Series in Economics and Finance.
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paper0
2005Quadratic Portfolio Credit Risk models with Shot-noise Effects In: SSE/EFI Working Paper Series in Economics and Finance.
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paper2
2019Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories In: Working Papers REM.
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paper0
2019Pulled-to-Par Returns for Zero Coupon Bonds Historical Simulation Value at Risk In: Working Papers REM.
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paper0
2011LIQUIDITY RISK PREMIA: AN EMPIRICAL ANALYSIS OF EUROPEAN CORPORATE BOND YIELDS In: Portuguese Journal of Management Studies.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2nd 2019. Contact: CitEc Team