Alberto Humala : Citation Profile


Are you Alberto Humala?

Banco Central de Reserva del Perú

5

H index

5

i10 index

94

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   16 years (1997 - 2013). See details.
   Cites by year: 5
   Journals where Alberto Humala has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 1 (1.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phu256
   Updated: 2020-07-04    RAS profile: 2014-01-28    
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Relations with other researchers


Works with:

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

Is cited by:

Rodríguez, Gabriel (21)

Castillo, Paul (7)

Villamizar-Villegas, mauricio (6)

Tuesta, Vicente (4)

Montoro, Carlos (3)

Winkelried, Diego (3)

Adler, Gustavo (3)

Aristei, David (2)

Menkhoff, Lukas (2)

Salas, Jorge (2)

Charemza, Wojciech (2)

Cites to:

Taylor, Mark (6)

Smets, Frank (6)

Zha, Tao (6)

Clarida, Richard (5)

Ehrmann, Michael (5)

Reinhart, Carmen (5)

Garcia, René (4)

Castillo, Paul (4)

Ogaki, Masao (4)

Valente, Giorgio (4)

Sarno, Lucio (4)

Main data


Where Alberto Humala has published?


Journals with more than one article published# docs
Monetaria2
Revista Estudios Econmicos2
Applied Economics Letters2
Revista Moneda2

Working Papers Series with more than one paper published# docs
Working Papers / Banco Central de Reserva del Per5
Documentos de Trabajo / Working Papers / Departamento de Economa - Pontificia Universidad Catlica del Per3

Recent works citing Alberto Humala (2018 and 2017)


YearTitle of citing document
2019Volatility experience of major world stock markets. (2019). Rao, Prabhakara R ; Mallikarjuna, M. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:35-52.

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2019Volatility experience of major world stock markets. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:35-52.

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2018INFLATION AND INFLATION UNCERTAINTY IN LATIN AMERICA: A TIME-VARYING STOCHASTIC VOLATILITY IN MEAN APPROACH. (2018). Ferreira, Diego ; Palma, Andreza Aparecida. In: Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting]. RePEc:anp:en2016:125.

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2018Distribuciones no normales para la selección de activos en el mercado Colombiano. (2018). Galeano, Andres Felipe. In: Documentos de Trabajo Quantil. RePEc:col:000508:017208.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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2019Unveiling the effects of foreign exchange intervention: A panel approach. (2019). Mano, Rui ; Lisack, Noëmie ; Adler, Gustavo. In: Emerging Markets Review. RePEc:eee:ememar:v:40:y:2019:i:c:3.

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2018Interest rate pass through in a Markov-switching Vector Autoregression model: Evidence from Greek retail bank interest rates. (2018). Papadamou, Stephanos ; Markopoulos, Thomas. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:17:y:2018:i:c:p:48-60.

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2018An empirical application of a stochastic volatility model with GH skew Students t-distribution to the volatility of Latin-American stock returns. (2018). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Lafosse, Patricia Lengua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:155-173.

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2020Is Foreign Exchange Intervention a Panacea in Diversified Circumstances? The Perspectives of Asymmetric Effects. (2020). Park, Hail ; Le, Dieu Thanh ; Wang, Wenbo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2913-:d:342024.

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2018The Effects of Monetary and Exchange Rate Policy Shocks: Evidence from an Emerging Market Economy. (2018). Villamizar-Villegas, mauricio ; Onder, Yasin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2018:q:0:a:5.

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2019Evaluando el impacto de las medidas de desdolarización del crédito en el Perú. (2019). Pérez Forero, Fernando ; Gondo Mori, Rocio ; Contreras, Alex. In: Working Papers. RePEc:rbp:wpaper:2019-005.

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2019Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru.. (2019). Humala, Alberto. In: Working Papers. RePEc:rbp:wpaper:2019-021.

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2018Central bank interventions in a dollarized economy: managed floating versus inflation targeting. (2018). Mundaca, Gabriela. In: Empirical Economics. RePEc:spr:empeco:v:55:y:2018:i:4:d:10.1007_s00181-017-1331-5.

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2019Evaluation of forecasting methods from selected stock market returns. (2019). Mallikarjuna, Mejari ; Rao, Prabhakara R. In: Financial Innovation. RePEc:spr:fininn:v:5:y:2019:i:1:d:10.1186_s40854-019-0157-x.

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2018The Crisis of Sovereign Debt in the Euro Zone: Effect on the Banking Sector. (2018). Hamdi, Besma ; Hammami, Sami. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:9:y:2018:i:3:d:10.1007_s13132-016-0373-9.

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2017Zinstransmission in der Niedrigzinsphase: Eine empirische Untersuchung des Zinskanals in Deutschland. (2017). Hennecke, Peter. In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:150.

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2017The interest rate pass-through in the low interest rate environment: Evidence from Germany. (2017). Hennecke, Peter. In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:151.

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Works by Alberto Humala:


YearTitleTypeCited
2012Regime shifts and inflation uncertainty in Peru In: Journal of Applied Economics.
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article10
2008South American disinflation and regime switches: unobserved volatility components? In: Monetaria.
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article0
2009Intervención en el mercado cambiario y volatilidad del tipo de cambio en el Perú In: Monetaria.
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article0
2013Some stylized facts of return in the foreign exchange and stock markets in Peru In: Studies in Economics and Finance.
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article19
2011Some Stylized Facts of Returns in the Foreign Exchange and Stock Markets in Peru.(2011) In: Documentos de Trabajo / Working Papers.
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This paper has another version. Agregated cites: 19
paper
2010Some stylized facts of returns in the foreign exchange and stock markets in Peru.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2011A FACTORIAL DECOMPOSITION OF INFLATION IN PERU, AN ALTERNATIVE MEASURE OF CORE INFLATION In: Documentos de Trabajo / Working Papers.
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paper2
2012A factorial decomposition of inflation in Peru: an alternative measure of core inflation.(2012) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 2
article
2011ESTIMATION OF A TIME VARYING NATURAL INTEREST RATE FOR PERU In: Documentos de Trabajo / Working Papers.
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paper5
2009Estimation of a Time Varying Natural Interest Rate for Peru.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 5
paper
1997El mercado bursátil peruano y la hipótesis del mercado eficiente In: Revista Estudios Económicos.
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article1
2007Expectativas de depreciación y diferencial de tasas de interés: ¿Hay regímenes cambiantes? El caso de Perú In: Revista Estudios Económicos.
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article4
2011Swaps de incumplimiento de crédito (Credit Default Swaps) In: Revista Moneda.
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article0
2011Volatilidad financiera y rentabilidades cambiarias y bursátiles en el Perú In: Revista Moneda.
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article0
2006Depreciation expectations and interest rate differentials: Are there regime switches? The Peruvian case In: Working Papers.
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paper1
2007Monetary Policy, Regime Shifts, and Inflation Uncertainty in Peru (1949-2006) In: Working Papers.
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paper11
2009Foreign Exchange Intervention and Exchange Rate Volatility in Peru In: Working Papers.
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paper26
2010Foreign exchange intervention and exchange rate volatility in Peru.(2010) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2005Interest rate pass-through and financial crises: do switching regimes matter? the case of Argentina In: Applied Financial Economics.
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article15

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