Erwin Hansen : Citation Profile

Are you Erwin Hansen?

Universidad de Chile

6

H index

4

i10 index

170

Citations

RESEARCH PRODUCTION:

16

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 8
   Journals where Erwin Hansen has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 5 (2.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha681
   Updated: 2024-11-08    RAS profile: 2024-08-10    
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Relations with other researchers

Works with:

Guidolin, Massimo (2)

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

Is cited by:

Brown, Martin (14)

Ongena, Steven (14)

Yesin, Pinar (9)

Hardy, Bryan (8)

De Gregorio, Jose (5)

Kirschenmann, Karolin (5)

Cowan, Kevin (5)

Ozmen, Erdal (5)

Cunat, Alejandro (4)

Yigit, Serkan (4)

Alfaro, Laura (4)

Cites to:

Valdés, Rodrigo (14)

Rogoff, Kenneth (13)

Zhou, Guofu (12)

Bollerslev, Tim (11)

Heckman, James (10)

Stambaugh, Robert (10)

Campbell, John (10)

Guidolin, Massimo (9)

Pratap, Sangeeta (9)

De Gregorio, Jose (9)

Bekaert, Geert (9)

Main data

Where Erwin Hansen has published?

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

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
BAFFI CAREFIN Working Papers / BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy2

Recent works citing Erwin Hansen (2024 and 2023)

YearTitle of citing document
2023.

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2024Financial well?being amongst elderly Australians: the role of consumption patterns and financial literacy. (2020). Gepp, Adrian ; Xue, Rui ; Vanstone, Bruce J ; Stern, Steven ; O'Neill, Terry J. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:4361-4386.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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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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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2023Foreign currency borrowing, balance sheet shocks, and real outcomes. (2023). Hardy, Bryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001705.

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2023Commodity prices under the threat of operational disruptions: Labor strikes at copper mines. (2023). Wagner, Rodrigo ; Fernandez, Viviana ; Tapia-Grien, Pablo ; Pasten-Henriquez, Boris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557.

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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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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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2023Forecasting rare earth stock prices with machine learning. (2023). Sadorsky, Perry ; Henriques, Irene. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009595.

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2023“Watch your tone!â€: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625.

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2024Reliable novel hybrid extreme gradient boosting for forecasting copper prices using meta-heuristic algorithms: A thirty-year analysis. (2024). Dehghani, Hesam ; Mirzehi, Mohammad ; Nabavi, Zohre. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400151x.

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2024A novel copper price forecasting ensemble method using adversarial interpretive structural model and sparrow search algorithm. (2024). Yan, Dairong ; Wang, Qizhou ; Li, Jiaojiao ; Jia, Mingtao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002599.

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2023News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Does enhancing the vividness in connection with the future self increase savings behavior? A field experiment. (2024). Chacon, Alvaro ; Larach, Francisco ; Reyes, Tomas ; Kausel, Edgar E ; Enei, Gonzalo. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:110:y:2024:i:c:s2214804324000429.

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2023The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange. (2023). Benfeddoul, Safae ; Taib, Asmaa Alaoui. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:47-:d:1097126.

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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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2023Risk spillover in China’s real estate industry chain: a DCC-EGARCH-?CoVaR model. (2023). Zheng, Yuelong ; Wang, Lin ; Zhou, Liguo ; Chen, Xiaoyang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01934-1.

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2024Presidential Approval Ratings and Stock Market Performance in Latin America. (2024). GUPTA, RANGAN ; van Eyden, Renee ; Jaichand, Yuvana. In: Working Papers. RePEc:pre:wpaper:202411.

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2024.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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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]		paper2
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2018Portfolio performance of linear SDF models: an out-of-sample assessment.(2018) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2023Time-Varying Risk Aversion and International Stock Returns In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper0
2016Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile In: International Review of Finance.
[Full Text][Citation analysis]		article5
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]		paper85
2005Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		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 nother version. Agregated cites: 85		paper
2024On the robustness of the relationship between tax progressivity, growth, and inequality in the US In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Economic evaluation of asset pricing models under predictability In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2024Machine-learning stock market volatility: Predictability, drivers, and economic value In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2022Asset pricing model uncertainty and portfolio choice In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article19
2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article3
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
2023Gold risk premium estimation with machine learning methods In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2020A random walk through the trees: Forecasting copper prices using decision learning methods In: Resources Policy.
[Full Text][Citation analysis]		article14
2021Economic drivers of commodity volatility: The case of copper In: Resources Policy.
[Full Text][Citation analysis]		article8
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
2017Corporate Currency Risk and Hedging in Chile: Real and Financial Effects In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper13
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]		article1

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