Erwin Hansen : Citation Profile

Are you Erwin Hansen?

Universidad de Chile

6

H index

3

i10 index

139

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 8
   Journals where Erwin Hansen has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 4 (2.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha681
   Updated: 2023-05-27    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Guidolin, Massimo (4)

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

Is cited by:

Ongena, Steven (14)

Yesin, Pinar (9)

Brown, Martin (9)

Hardy, Bryan (6)

De Gregorio, Jose (5)

Cowan, Kevin (5)

Kirschenmann, Karolin (5)

Ozmen, Erdal (5)

Kesriyeli, Mehtap (4)

Fadinger, Harald (4)

Yigit, Serkan (4)

Cites to:

Valdés, Rodrigo (14)

Rogoff, Kenneth (13)

Heckman, James (10)

Shanken, Jay (9)

Rossi, Barbara (9)

Pratap, Sangeeta (9)

De Gregorio, Jose (9)

Edwards, Sebastian (8)

Panizza, Ugo (7)

Morandé, Felipe (7)

Pastor, Lubos (6)

Main data

Where Erwin Hansen has published?

Journals with more than one article published# docs
Journal Economía Chilena (The Chilean Economy)2
Resources Policy2
International Review of Finance2

Working Papers Series with more than one paper published# docs
IDB Publications (Working Papers) / Inter-American Development Bank3
Research Department Publications / Inter-American Development Bank, Research Department2

Recent works citing Erwin Hansen (2022 and 2021)

YearTitle of citing document
2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2021Balance sheet effects of foreign currency debt and real exchange rate on corporate investment: evidence from Turkey. (2021). Demirkili, Serkan. In: Emerging Markets Review. RePEc:eee:ememar:v:47:y:2021:i:c:s1566014121000042.

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2021The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. (2021). Fang, YI ; Xu, Xuchuan ; Li, Xiao-Lin ; Si, Deng-Kui. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003832.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2021Financial contagion and the role of firm characteristics. (2021). Hacihasanoglu, Yavuz Selim ; Kara, Alper ; Unalmis, Deren. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319302600.

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2022Foreign currency loans and credit risk: Evidence from U.S. banks. (2022). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001380.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022On the international co-movement of natural interest rates. (2022). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889.

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2021Corporate dollar debt and depreciations: All’s well that ends well?. (2021). Caballero, Julian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001448.

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2022The welfare effects of FDI: A quantitative analysis. (2022). Zelity, Balazs. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:293-320.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

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2021Forecasting monthly copper price: A comparative study of various machine learning-based methods. (2021). Pradhan, Biswajeet ; Bui, Xuan-Nam ; Vu, Diep-Anh ; Nguyen, Hoang ; Zhang, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002038.

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2021Proposing two novel hybrid intelligence models for forecasting copper price based on extreme learning machine and meta-heuristic algorithms. (2021). Vu, Diep-Anh ; Mai, Ngoc-Luan ; Pradhan, Biswajeet ; Bui, Xuan-Nam ; Nguyen, Hoang ; Zhang, Hong. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002099.

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2021Forecasting copper price by application of robust artificial intelligence techniques. (2021). Asadizadeh, Mostafa ; Najmoddini, Iraj ; Shakeri, Jamshid ; Khoshalan, Hasel Amini. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002506.

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2021Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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2022Copper price: A brief analysis of China’s impact over its short-term forecasting. (2022). Demarco, Rodrigo ; Garces, Hugo O ; Jerez, Alejandro ; Becerra, Miguel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004566.

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2022Copper cross-market volatility transition based on a coupled hidden Markov model and the complex network method. (2022). Huang, Shupei ; Shen, Junjie. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005250.

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2022A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Liao, Qidong ; Tan, Bin ; Yu, Yuanyuan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2022Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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2021Changes in the Stock Market of Food Industry Companies during the COVID-19 Pandemic—A Comparative Analysis of Poland and Germany. (2021). Kraciuk, Jakub ; Kacperska, Elbieta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7886-:d:687188.

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2023Evaluating the Effectiveness of Modern Forecasting Models in Predicting Commodity Futures Prices in Volatile Economic Times. (2023). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:27-:d:1044238.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Khuong ; Goutte, Stephane ; Dinh, Theu. In: Working Papers. RePEc:hal:wpaper:halshs-03672469.

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2021The Predominance of Balance Sheet Effect versus Competitiveness Effect of Exchange Rate on Brazilian Companies. (2021). Junior, Wilson Tarantin ; Vieira, Maria Paula ; Do, Mauricio Ribeiro ; TONETO, RUDINEI . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2021:i:12:p:107.

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Works by Erwin Hansen:

YearTitleTypeCited
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper0
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2018Portfolio performance of linear SDF models: an out-of-sample assessment.(2018) In: Quantitative Finance.
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This paper has another version. Agregated cites: 0		article
2016Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile In: International Review of Finance.
[Full Text][Citation analysis]		article3
2021When does the Central Bank intervene the foreign exchange market? Estimating a time?varying threshold intervention function In: International Review of Finance.
[Full Text][Citation analysis]		article0
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article2
2005Currency Mismatches in Non-Financial Firms in Chile In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article6
2006Currency Mismatches in Chilean Nonfinancial Corporations In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter8
2005Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper81
2011Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2011) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2005Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: Research Department Publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81		paper
2022Economic evaluation of asset pricing models under predictability In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2022Asset pricing model uncertainty and portfolio choice In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article13
2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2022The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2020A random walk through the trees: Forecasting copper prices using decision learning methods In: Resources Policy.
[Full Text][Citation analysis]		article8
2021Economic drivers of commodity volatility: The case of copper In: Resources Policy.
[Full Text][Citation analysis]		article3
2008Inversión, desfase de madurez y choques de liquidez en Chile In: El Trimestre Económico.
[Full Text][Citation analysis]		article0
2015Multinationals Stockpiling Cash: Exploring a Commodity Boom In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper0
2018Corporate Currency Risk and Hedging in Chile: Real and Financial Effects In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper12
2005Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas In: Research Department Publications.
[Full Text][Citation analysis]		paper0
2021Economic policy uncertainty and presidential approval: Evidence from Latin America In: PLOS ONE.
[Full Text][Citation analysis]		article0
2016Pricing S&P 500 Index Options: A Conditional Semi?Nonparametric Approach In: Journal of Futures Markets.
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