Alessandro Palandri : Citation Profile

Are you Alessandro Palandri?

University of Warwick

3

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

4

Articles

1

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 6
   Journals where Alessandro Palandri has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 3 (7.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa483
   Updated: 2023-01-28    RAS profile: 2016-12-14    
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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 Alessandro Palandri.

Is cited by:

Renneboog, Luc (5)

Laurent, Sébastien (4)

Khalfaoui, Rabeh (3)

Quaedvlieg, Rogier (3)

Boutahar, Mohamed (3)

Ahmed, Walid (2)

BenSaïda, Ahmed (2)

Gallo, Giampiero (2)

Ruiz, Esther (2)

Hotta, Luiz (2)

Brzeszczynski, Janusz (1)

Cites to:

Bollerslev, Tim (20)

Engle, Robert (10)

Andersen, Torben (7)

Sentana, Enrique (6)

Jagannathan, Ravi (6)

Shephard, Neil (5)

Diebold, Francis (5)

Summers, Lawrence (4)

Poterba, James (4)

Barndorff-Nielsen, Ole (4)

Corsi, Fulvio (4)

Main data

Where Alessandro Palandri has published?

Recent works citing Alessandro Palandri (2022 and 2021)

YearTitle of citing document
2021The Good and Bad Volatility: A New Class of Asymmetric Heteroskedastic Models. (2021). BenSaïda, Ahmed. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:2:p:540-570.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021A dynamic conditional approach to forecasting portfolio weights. (2021). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1111-1126.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). , Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2022Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008–2019). (2022). Vogl, Markus. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00359-3.

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Works by Alessandro Palandri:

YearTitleTypeCited
2009The Effects of Interest Rate Movements on Assets’ Conditional Second Moments In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2009Sequential conditional correlations: Inference and evaluation In: Journal of Econometrics.
[Full Text][Citation analysis]		article20
2014Risk-free rate effects on conditional variances and conditional correlations of stock returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2015Do negative and positive equity returns share the same volatility dynamics? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2013When Do Managers Seek Private Equity Backing in Public-to-Private Transactions? In: Review of Finance.
[Full Text][Citation analysis]		article8

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2023. Contact: CitEc Team