Markus Hertrich : Citation Profile


Are you Markus Hertrich?

Universität Basel (50% share)
Deutsche Bundesbank (50% share)

3

H index

1

i10 index

30

Citations

RESEARCH PRODUCTION:

10

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 3
   Journals where Markus Hertrich has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 6 (16.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe561
   Updated: 2024-11-08    RAS profile: 2023-11-20    
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Relations with other researchers


Works with:

Nathan, Daniel (2)

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

Is cited by:

Pozdeev, Igor (3)

Ranaldo, Angelo (3)

Söderlind, Paul (3)

Kajuth, Florian (2)

Breedon, Francis (2)

Cukierman, Alex (2)

Mirkov, Nikola (2)

Santucci de Magistris, Paolo (1)

Lenarčič, Črt (1)

Subrahmanyam, Avanidhar (1)

Funke, Michael (1)

Cites to:

Svensson, Lars (14)

Cao, Charles (12)

Chen, Zhiwu (12)

Rayée, Grégory (9)

Amador, Manuel (7)

Bocola, Luigi (7)

Bianchi, Javier (7)

Engel, Charles (7)

Perri, Fabrizio (6)

Obstfeld, Maurice (5)

Dumas, Bernard (5)

Main data


Where Markus Hertrich has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Discussion Papers / Deutsche Bundesbank3

Recent works citing Markus Hertrich (2024 and 2023)


YearTitle of citing document
2024The Local to Unity Dynamic Tobit Model. (2022). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

Full description at Econpapers || Download paper

2023Long-term option pricing with a lower reflecting barrier. (2023). Thomas, Guy R. In: Papers. RePEc:arx:papers:2302.05808.

Full description at Econpapers || Download paper

2023Judgment day: Algorithmic trading around the Swiss franc cap removal. (2023). Breedon, Francis ; Vause, Nicholas ; Ranaldo, Angelo ; Chen, Louisa. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001453.

Full description at Econpapers || Download paper

2023Constructing a house price misalignment indicator: revisited and revamped. (2023). Lenarčič, Črt ; Lenari, RT ; Damjanovi, Milan. In: MPRA Paper. RePEc:pra:mprapa:118489.

Full description at Econpapers || Download paper

Works by Markus Hertrich:


YearTitleTypeCited
2019A Novel Housing Price Misalignment Indicator for Germany In: German Economic Review.
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article3
2019A Novel Housing Price Misalignment Indicator for Germany.(2019) In: German Economic Review.
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This paper has nother version. Agregated cites: 3
article
2019A novel housing price misalignment indicator for Germany.(2019) In: Discussion Papers.
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This paper has nother version. Agregated cites: 3
paper
2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc In: Review of International Economics.
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article2
2022Foreign Exchange Interventions and their Impact on Expectations: Evidence from the USD/ILS Options Market In: Bank of Israel Working Papers.
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paper0
2022Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market.(2022) In: Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2015On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective In: Working papers.
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paper15
2017On the Credibility of the Euro/Swiss Franc Floor: A Financial Market Perspective.(2017) In: Journal of Money, Credit and Banking.
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This paper has nother version. Agregated cites: 15
article
2016The distribution of exchange rates under a minimum exchange rate regime In: Journal of Applied Economics.
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article1
2016The Distribution of Exchange Rates Under a Minimum Exchange Rate Regime.(2016) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 1
article
2016The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone In: Review of Economics.
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article0
2015The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 0
paper
2015Does Credit Risk Impact Liquidity Risk? Evidence from Credit Default Swap Markets In: MPRA Paper.
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paper4
2015A Note on Credit Spread Forwards In: MPRA Paper.
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paper0
2016A Note on Credit Spread Forwards.(2016) In: Journal of Advanced Studies in Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 0
article
2015A Cautionary Note on the Put-Call Parity under an Asset Pricing Model with a Lower Reflecting Barrier In: Swiss Journal of Economics and Statistics (SJES).
[Full Text][Citation analysis]
article2
2013Valuing Stock Options When Prices are Subject to a Lower Boundary: A Correction In: Journal of Futures Markets.
[Citation analysis]
article2
2020Foreign exchange interventions under a one-sided target zone regime and the Swiss franc In: Discussion Papers.
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paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team