Shakill Hassan : Citation Profile


Are you Shakill Hassan?

South African Reserve Bank (80% share)
University of Cape Town (20% share)

3

H index

0

i10 index

24

Citations

RESEARCH PRODUCTION:

5

Articles

22

Papers

RESEARCH ACTIVITY:

   11 years (2005 - 2016). See details.
   Cites by year: 2
   Journals where Shakill Hassan has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (7.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha529
   Updated: 2018-11-17    RAS profile: 2016-03-03    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Shakill Hassan.

Is cited by:

Reid, Monique (4)

Du Plessis, Stan (4)

GUPTA, RANGAN (3)

Narayan, Paresh (2)

Narayan, Seema (2)

Stander, Lardo (2)

Perrelli, Roberto (1)

Jooste, Charl (1)

Works, Richard (1)

Works, Richard (1)

Muteba Mwamba, John Weirstrasd (1)

Cites to:

Burnside, Craig (5)

Eichenbaum, Martin (4)

Rebelo, Sergio (4)

Clarida, Richard (3)

Rogoff, Kenneth (3)

Vayanos, Dimitri (3)

Pedersen, Lasse (3)

Gromb, Denis (3)

Mehra, Rajnish (3)

Fedderke, Johannes (3)

Engel, Charles (3)

Main data


Where Shakill Hassan has published?


Journals with more than one article published# docs
South African Journal of Economics2

Working Papers Series with more than one paper published# docs
Working Papers / Economic Research Southern Africa11
South African Reserve Bank / South African Reserve Bank9

Recent works citing Shakill Hassan (2018 and 2017)


YearTitle of citing document
2017Asymmetries in Yield Curves: Some Empirical Evidence from Ghana. (2017). . In: MPRA Paper. RePEc:pra:mprapa:79155.

Full description at Econpapers || Download paper

2017Efficient Market Hypothesis: Evidence from the JSE equity and bond markets. (2017). Phiri, Andrew ; Guduza, Sinazo. In: MPRA Paper. RePEc:pra:mprapa:83487.

Full description at Econpapers || Download paper

Works by Shakill Hassan:


YearTitleTypeCited
2010THE EQUITY PREMIUM AND RISK-FREE RATE PUZZLES IN A TURBULENT ECONOMY: EVIDENCE FROM 105 YEARS OF DATA FROM SOUTH AFRICA In: South African Journal of Economics.
[Full Text][Citation analysis]
article1
2009The Equity Premium and Risk-Free Rate Puzzles in a Turbulent Economy: Evidence from 105 Years of Data from South Africa.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012NO-ARBITRAGE ONE-FACTOR MODELS OF THE SOUTH AFRICAN TERM STRUCTURE OF INTEREST RATES In: South African Journal of Economics.
[Full Text][Citation analysis]
article2
2011No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2006Optimal timing of defections from price-setting cartels in volatile markets In: Economic Modelling.
[Full Text][Citation analysis]
article5
2005Optimal timing of defections from price-setting cartels in volatile markets.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012Can industry regulators learn collusion structures from information-efficient asset markets? In: Economics Letters.
[Full Text][Citation analysis]
article0
2008Currency Crises and Monetary Policy in an Economy with Credit Constraints: The No Interest Parity Case In: EPRU Working Paper Series.
[Full Text][Citation analysis]
paper2
2012The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises In: Working Papers.
[Full Text][Citation analysis]
paper2
2012The High-Frequency Response of the Rand-Dollar rate to Inflation Surprises.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011WP/11/01- The Rand as a Carry Trade Target- Risk, Returns and Policy Implications In: South African Reserve Bank.
[Full Text][Citation analysis]
paper1
2012Working Paper - WP/12/01- No-Arbitrage One-Factor Models of the South African Term-Structure of Interest Rates In: South African Reserve Bank.
[Full Text][Citation analysis]
paper1
2012Working Paper - WP/12/03- The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises In: South African Reserve Bank.
[Full Text][Citation analysis]
paper1
2013Working Paper - WP/13/04- South African Capital Markets- An Overview In: South African Reserve Bank.
[Full Text][Citation analysis]
paper1
2013Working Paper - WP/13/05- Nominal GDP Targeting and the Monetary Policy Framework In: South African Reserve Bank.
[Full Text][Citation analysis]
paper0
2014Working Paper – WP/14/09- Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility- Inflation Targeting Emerging Economies In: South African Reserve Bank.
[Full Text][Citation analysis]
paper0
2015Working Paper – WP/15/02- Speculative Flows, Exchange Rate Volatility and Monetary Policy- the South African Experience In: South African Reserve Bank.
[Full Text][Citation analysis]
paper0
2015Working Paper – WP/15/04- Vulnerability to Normalization of Global Financing Conditions- An Operational Approach In: South African Reserve Bank.
[Full Text][Citation analysis]
paper0
2016Working Paper – WP/16/08- Modeling and Forecasting Daily Financial and Commodity Term Structures- A Unified Global Approach In: South African Reserve Bank.
[Full Text][Citation analysis]
paper0
2009Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks In: Working Papers.
[Full Text][Citation analysis]
paper1
2010Exchange Rate Determination Under Monetary Policy Rules in a Financially Underdeveloped Economy: A Simple Model and Application to Mozambique In: Working Papers.
[Full Text][Citation analysis]
paper3
2013EXCHANGE RATE DETERMINATION UNDER MONETARY POLICY RULES IN A FINANCIALLY UNDERDEVELOPED ECONOMY: A SIMPLE MODEL AND APPLICATION TO MOZAMBIQUE.(2013) In: Journal of International Development.
[Citation analysis]
This paper has another version. Agregated cites: 3
article
2011The Rand as a Carry Trade Target: Risk, Returns and Policy Implications In: Working Papers.
[Full Text][Citation analysis]
paper1
2013South African Capital Markets: An Overview In: Working Papers.
[Full Text][Citation analysis]
paper3
2013Nominal GDP Targeting and the Monetary Policy Framework In: Working Papers.
[Full Text][Citation analysis]
paper0
2006Currency Crises and Monetary Policy in an Economy with Credit Constraints: The Case for Low Interest Rates Restored In: Working Papers.
[Full Text][Citation analysis]
paper0
2015Variance Bounds as Thresholds for ‘Excessive’ Currency Volatility: Inflation Targeting Emerging Economies In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team