5
H index
5
i10 index
336
Citations
University of California-Los Angeles (UCLA) | 5 H index 5 i10 index 336 Citations RESEARCH PRODUCTION: 1 Articles 12 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Bernard Herskovic. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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NBER Working Papers / National Bureau of Economic Research, Inc | 4 |
2016 Meeting Papers / Society for Economic Dynamics | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Games on Endogenous Networks. (2021). Golub, Benjamin ; Sadler, Evan. In: Papers. RePEc:arx:papers:2102.01587. Full description at Econpapers || Download paper |
2024 | Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267. Full description at Econpapers || Download paper |
2025 | Information Design for Adaptive Organizations. (2025). Tamura, Wataru. In: Papers. RePEc:arx:papers:2501.12669. Full description at Econpapers || Download paper |
2025 | Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Trapin, Luca ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2502.04112. Full description at Econpapers || Download paper |
2025 | May Tax Evasion Help Control Public Debt?. (2025). Levaggi, Rosella ; Menoncin, Francesco ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_623. Full description at Econpapers || Download paper |
2024 | Unpacking Economic Uncertainty — Measuring the Firm, Sector and Aggregate Components. (2024). Treibich, Tania ; Piccillo, Giulia ; Mohades, Siavash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10974. Full description at Econpapers || Download paper |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper |
2024 | Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228. Full description at Econpapers || Download paper |
2024 | Dynamic mean-variance portfolio selection under factor models. (2024). Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan ; Shi, Yun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155. Full description at Econpapers || Download paper |
2024 | Systematic staleness. (2024). Reno, Roberto ; Pirino, Davide ; Bandi, Federico M. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385. Full description at Econpapers || Download paper |
2024 | Common volatility shocks driven by the global carbon transition. (2024). Hendry, David F ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665. Full description at Econpapers || Download paper |
2024 | Asset prices in a production network. (2024). Ruge-Murcia, Francisco. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801. Full description at Econpapers || Download paper |
2024 | Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407. Full description at Econpapers || Download paper |
2024 | The sources of portfolio volatility and mutual fund performance. (2024). Rakowski, David ; Vafai, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x. Full description at Econpapers || Download paper |
2024 | Network centrality, information diffusion and asset pricing. (2024). Zhong, Angel ; Hu, Xiaolu ; Yu, Miao. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558. Full description at Econpapers || Download paper |
2024 | Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x. Full description at Econpapers || Download paper |
2024 | The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679. Full description at Econpapers || Download paper |
2024 | Kantian imperatives in public goods networks. (2024). Mohanty, Sambit ; Mallikarjuna, K S ; Roy, Jaideep. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:194-214. Full description at Econpapers || Download paper |
2024 | The Macroeconomic Impact of Global and Country-Specific Climate Risk. (2024). Vitenu-Sackey, Prince Asare ; Byrne, Joseph P. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00831-0. Full description at Econpapers || Download paper |
2024 | Exploiting social influence in networks. (2023). Winter, Eyal ; Nora, Vladyslav. In: Theoretical Economics. RePEc:the:publsh:5068. Full description at Econpapers || Download paper |
2024 | Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data. (2024). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202415. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2011 | EfeitosRecÃprocos entre Finanças eInovação In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
2008 | Efeitos recíprocos entre finanças e inovação.(2008) In: Textos para Discussão Cedeplar-UFMG. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2011 | Diferenciais salariaisde sexo ao longo da vida In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
2008 | CRESCIMENTO PRÓ-POBRE NO SUDESTE BRASILEIRO In: Anais do XIII Semin·rio sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais]. [Full Text][Citation analysis] | chapter | 0 |
2017 | Firm Volatility in Granual Networks In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 118 |
2013 | Firm Volatility in Granular Networks.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 118 | paper | |
2016 | The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 153 |
2014 | The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 153 | paper | |
2023 | Information Leakage from Short Sellers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2024 | Interdealer Price Dispersion and Intermediary Capacity In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 18 |
2015 | Networks in Production: Asset Pricing Implications In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 27 |
2016 | Acquiring information through peers In: 2016 Meeting Papers. [Full Text][Citation analysis] | paper | 19 |
2016 | Risk Reallocation in OTC Derivatives Networks In: 2016 Meeting Papers. [Citation analysis] | paper | 0 |
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