Citation profile for Rubens Moura

Rubens Moura : Citation Profile

Banco de México

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2020 - 2023). See details.
   Cites by year: 1
   Journals where Rubens Moura has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 3 (42.86 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1324
   Updated: 2024-11-08    RAS profile: 2024-02-07
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Relations with other researchers

Works with:

Candelon, Bertrand (3)

Iania, Leonardo (2)

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

Is cited by:

Valencia, Oscar (4)

Gomez-Gonzalez, Jose (4)

Uribe, Jorge (4)

Cites to:

Singleton, Kenneth (5)

Rudebusch, Glenn (4)

Chernov, Mikhail (4)

Pesaran, Mohammad (4)

Piazzesi, Monika (3)

Ang, Andrew (3)

Bauer, Michael (2)

shin, yongcheol (2)

Hördahl, Peter (2)

Candelon, Bertrand (2)

Kilian, Lutz (2)

Main data

Where Rubens Moura has published?

Working Papers Series with more than one paper published	# docs
LIDAM Discussion Papers LFIN / Universit� catholique de Louvain, Louvain Finance (LFIN)	3

Recent works citing Rubens Moura (2024 and 2023)

Year	Title of citing document
2023	Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315. Full description at Econpapers \|\| Download paper

Works by Rubens Moura:

Year	Title	Type	Cited
2020	Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2021	Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2021	A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2022	MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2023	Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN. [Citation analysis]	paper	4
2023	Sovereign yield curves and the COVID-19 in emerging markets.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4	article