6
H index
3
i10 index
139
Citations
Universidad de Chile | 6 H index 3 i10 index 139 Citations RESEARCH PRODUCTION: 15 Articles 8 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Erwin Hansen. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal Economía Chilena (The Chilean Economy) | 2 |
Resources Policy | 2 |
International Review of Finance | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
IDB Publications (Working Papers) / Inter-American Development Bank | 3 |
Research Department Publications / Inter-American Development Bank, Research Department | 2 |
Year | Title of citing document |
---|---|
2021 | Financial 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. Full description at Econpapers || Download paper |
2022 | Dynamic 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. Full description at Econpapers || Download paper |
2021 | Balance 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2022 | Covid-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. Full description at Econpapers || Download paper |
2023 | Measuring 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. Full description at Econpapers || Download paper |
2021 | Financial 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. Full description at Econpapers || Download paper |
2022 | Foreign 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. Full description at Econpapers || Download paper |
2022 | Modelling 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. Full description at Econpapers || Download paper |
2022 | On 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. Full description at Econpapers || Download paper |
2021 | Corporate 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. Full description at Econpapers || Download paper |
2022 | The 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. Full description at Econpapers || Download paper |
2022 | Economic 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | Proposing 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. Full description at Econpapers || Download paper |
2021 | Forecasting 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. Full description at Econpapers || Download paper |
2021 | Common 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. Full description at Econpapers || Download paper |
2022 | Copper 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. Full description at Econpapers || Download paper |
2022 | Copper 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. Full description at Econpapers || Download paper |
2022 | A 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. Full description at Econpapers || Download paper |
2023 | Gold 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. Full description at Econpapers || Download paper |
2022 | Credit 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. Full description at Econpapers || Download paper |
2021 | Changes 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. Full description at Econpapers || Download paper |
2023 | Evaluating 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. Full description at Econpapers || Download paper |
2022 | Economic 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. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2018 | Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Portfolio 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 | |
2018 | Portfolio performance of linear SDF models: an out-of-sample assessment.(2018) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2016 | Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile In: International Review of Finance. [Full Text][Citation analysis] | article | 3 |
2021 | When 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] | article | 0 |
2013 | Determinants of corporate exchange rate exposure in Chilean firms In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 2 |
2005 | Currency Mismatches in Non-Financial Firms in Chile In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 6 |
2006 | Currency Mismatches in Chilean Nonfinancial Corporations In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 8 |
2005 | Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 81 |
2011 | Currency 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 | |
2005 | Currency 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 | |
2022 | Economic evaluation of asset pricing models under predictability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Asset pricing model uncertainty and portfolio choice In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2019 | Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 13 |
2017 | Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2022 | The 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] | article | 1 |
2020 | A random walk through the trees: Forecasting copper prices using decision learning methods In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
2021 | Economic drivers of commodity volatility: The case of copper In: Resources Policy. [Full Text][Citation analysis] | article | 3 |
2008 | Inversión, desfase de madurez y choques de liquidez en Chile In: El Trimestre Económico. [Full Text][Citation analysis] | article | 0 |
2015 | Multinationals Stockpiling Cash: Exploring a Commodity Boom In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 0 |
2018 | Corporate Currency Risk and Hedging in Chile: Real and Financial Effects In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 12 |
2005 | Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas In: Research Department Publications. [Full Text][Citation analysis] | paper | 0 |
2021 | Economic policy uncertainty and presidential approval: Evidence from Latin America In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2016 | Pricing S&P 500 Index Options: A Conditional Semi?Nonparametric Approach In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team