Javier Perote : Citation Profile


Are you Javier Perote?

Universidad de Salamanca

9

H index

8

i10 index

353

Citations

RESEARCH PRODUCTION:

49

Articles

25

Papers

3

Chapters

RESEARCH ACTIVITY:

   22 years (2000 - 2022). See details.
   Cites by year: 16
   Journals where Javier Perote has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 43 (10.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppe277
   Updated: 2022-11-19    RAS profile: 2022-03-23    
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Relations with other researchers


Works with:

Mora-Valencia, Andrés (14)

Cortés, Lina (13)

Trespalacios, Alfredo (5)

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

Is cited by:

Gächter, Simon (17)

Corbet, Shaen (14)

HU, YANG (13)

Neugebauer, Tibor (13)

Fischbacher, Urs (7)

Fatas, Enrique (6)

Sonntag, Axel (5)

Zizzo, Daniel (5)

DEL BRIO, ESTHER (5)

Renner, Elke (5)

Oxley, Les (4)

Cites to:

Mora-Valencia, Andrés (49)

Ñíguez Grau, Trino (36)

DEL BRIO, ESTHER (35)

Cortés, Lina (33)

Bollerslev, Tim (30)

Engle, Robert (30)

Gallant, A. (29)

Mauleón, Ignacio (26)

Rockinger, Michael (23)

Jondeau, Eric (23)

Sentana, Enrique (21)

Main data


Where Javier Perote has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
The North American Journal of Economics and Finance2
The European Journal of Finance2
Sustainability2
International Review of Financial Analysis2
PLOS ONE2
Quantitative Finance2
Emerging Markets Review2
Energies2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo CIEF / Universidad EAFIT9
Economic Working Papers at Centro de Estudios Andaluces / Centro de Estudios Andaluces3
Experimental / University Library of Munich, Germany3
Working Papers / Banco de Espaa2
Working Papers / Lancaster University Management School, Economics Department2

Recent works citing Javier Perote (2022 and 2021)


YearTitle of citing document
2022Financial development and public debt. Estimating the role of institutional quality. (2022). Fatima, Sumbal ; Ramzan, Muhammad ; Abbas, Qamar. In: Theoretical and Applied Economics. RePEc:agr:journl:v:3(632):y:2022:i:3(632):p:5-26.

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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Klein, Jules ; Garcin, Matthieu ; Laaribi, Sana. In: Papers. RePEc:arx:papers:2007.09043.

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2021Non-Manipulable Machine Learning: The Incentive Compatibility of Lasso. (2021). Eliaz, Kfir ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2101.01144.

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2021Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552.

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2021Beliefs in Repeated Games. (2021). Yuksel, Sevgi ; Frechette, Guillaume ; Aoyagi, Masaki. In: ISER Discussion Paper. RePEc:dpr:wpaper:1119.

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2021Beliefs in Repeated Games. (2021). Aoyagi, Masaki ; Yuksel, Sevgi ; Frechette, Guillaume. In: ISER Discussion Paper. RePEc:dpr:wpaper:1119r.

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2022ECONOMIC GROWTH AND MILITARY EXPENDITURE IN DEVELOPING COUNTRIES DURING COVID-19 PANDEMIC. (2022). Pratiwi, N A ; Putra, Nengah I ; Sari, Dyah Wulan ; Susilo, A K. In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:22:y:2022:i:1_2.

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2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622.

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2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

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2021Default risks, moral hazard and market-based solution: Evidence from renewable energy market in Bangladesh. (2021). TAGHIZADEH-HESARY, Farhad ; Hossain, Monzur ; Yoshino, Naoyuki. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:489-499.

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2021Too different to solve climate change? Experimental evidence on the effects of production and benefit heterogeneity on collective action. (2021). Bower-Bir, Jacob ; Kreitmair, Ursula. In: Ecological Economics. RePEc:eee:ecolec:v:184:y:2021:i:c:s0921800921000562.

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2022The impact of economic policy uncertainty and monetary policy on R&D investment: An option pricing approach. (2022). de la Fuente, Gabriel ; Perote, Javier ; de la Horra, Luis P. In: Economics Letters. RePEc:eee:ecolet:v:214:y:2022:i:c:s0165176522000787.

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2022Insider trading and information asymmetry: Evidence from the Korea Exchange. (2022). Yu, Jinyoung ; Yang, Hee Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000558.

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2021The transformed Gram Charlier distribution: Parametric properties and financial risk applications. (2021). Iguez, Trino-Manuel ; Leon, Angel. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:323-349.

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2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis components. (2021). Theodossiou, Panayiotis ; Savva, Christos ; Kosmidou, Kyriaki ; Ioannidis, Filippos. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000153.

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2021Skewness-based market integration: A systemic risk measure across international equity markets. (2021). Li, Xupei ; Jian, Zhihong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000077.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2022The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters. (2022). Corbet, Shaen ; Oxley, Les ; Larkin, Charles ; Hu, Yang ; Hou, Yang ; Collings, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000229.

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2021Predicting default of listed companies in mainland China via U-MIDAS Logit model with group lasso penalty. (2021). Xiong, Wei ; Jiang, Cuixia ; Liu, Yezheng ; Xu, Qifa. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309183.

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2022Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. (2022). Corbet, Shaen ; Oxley, Les ; Lucey, Brian ; Larkin, Charles ; Hu, Yang ; Hou, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100218x.

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2022Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. (2022). Hakim, Arief ; Suprijanto, Djoko ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004517.

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2022Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878.

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2022On incentive-compatible estimators. (2022). Spiegler, Ran ; Eliaz, Kfir. In: Games and Economic Behavior. RePEc:eee:gamebe:v:132:y:2022:i:c:p:204-220.

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2021Optimal annuity demand for general expected utility agents. (2021). Levante, Lucia ; de Gennaro, Luca ; Bernard, Carole. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:70-79.

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2022Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Cumming, Douglas J ; Oxley, Les. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s104244312200052x.

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2021Corporate legal insider trading in China: Performance and determinants. (2021). Wang, Shiyu ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:68:y:2021:i:c:s014481882100048x.

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2022The performance of corporate legal insider trading in the Korean market. (2022). Ruh, Benjamin ; Mazza, Paolo. In: International Review of Law and Economics. RePEc:eee:irlaec:v:71:y:2022:i:c:s0144818822000321.

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2022Information defaults in repeated public good provision. (2022). Zizzo, Daniel John ; Sonntag, Axel ; Liu, Jia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:356-369.

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2022CO2 Emission reduction – Real public good provision by large groups in the laboratory. (2022). Keser, Claudia ; Hennig-Schmidt, Heike ; Heinrich, Timo ; Brosig-Koch, Jeannette ; Weimann, Joachim. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:200:y:2022:i:c:p:1076-1089.

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2021Is volatility spillover enough for investor decisions? A new viewpoint from higher moments. (2021). Hamori, Shigeyuki ; He, Xie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:116:y:2021:i:c:s0261560621000632.

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2022Hedging UK stock portfolios with gold and oil: The impact of Brexit. (2022). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004438.

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2021Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Chan, Stephen ; Chu, Jeffrey ; Zhang, Yuanyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349.

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2022On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis. (2022). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:83:y:2022:i:c:p:135-151.

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2021Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499.

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2022The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001318.

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2022Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model. (2022). Liu, Yimeng ; Song, Jiashan ; Zeng, Linhui ; Jiang, Kunliang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000228.

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2022Monetary policy shocks and Bitcoin prices. (2022). Deng, Liurui ; Hsiao, Shisong ; Tian, Yonggang ; Ma, Chaoqun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200099x.

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2022Revisited Multi-moment Approximate Option. (2002). Negrea, Bogdan ; Maillet, Bertrand ; Jurczenko, Emmanuel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp430.

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2021Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications. (2021). Wong, Wing-Keung ; Tiwari, Aviral ; Islam, Faridul. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:22:p:7611-:d:679035.

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2021Social Learning Strategies and Cooperative Behaviour: Evidence of Payoff Bias, but Not Prestige or Conformity, in a Social Dilemma Game. (2021). , Thomas ; Thomas, ; Watson, Robin ; Kendal, Jeremy ; van De, Julie. In: Games. RePEc:gam:jgames:v:12:y:2021:i:4:p:89-:d:685954.

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2021The COVID-19 Shock: A Bayesian Approach. (2021). Altug, Sumru ; Younes, Oussama Abi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:495-:d:657535.

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2022System Design for Detecting Real Estate Speculation Abusing Inside Information: For the Fair Reallocation of Land. (2022). Kim, Jeongmin ; Sim, Yeon-Jin ; Huh, Jun-Ho ; Choi, Jaehyeon. In: Land. RePEc:gam:jlands:v:11:y:2022:i:4:p:565-:d:791504.

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2022.

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2021Using Model Performance to Assess the Representativeness of Data for Model Development and Calibration in Financial Institutions. (2021). Verster, Tanja ; Schutte, Willem Daniel ; Kruger, Chamay. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:204-:d:675912.

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2021Debt Sustainability: Can EU Member States Use Environmental Taxes to Regain Fiscal Space?. (2021). Ibulc, Ioana-Laura. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:11:p:5952-:d:561750.

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2021Fiscal Policy, Institutional Quality, and Public Debt: Evidence from Transition Countries. (2021). Huong, Thi Thuy ; Nhu, Thi Anh. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:19:p:10706-:d:643911.

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2021Public Debt Frontier: A Python Toolkit for Analyzing Public Debt Sustainability. (2021). Torres, Jose ; Molinari, Benedetto ; De-Cordoba, Gonzalo F. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:23:p:13260-:d:691863.

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2021Sustainable Consumer Tax Evasion Theory under Information Inattention. (2021). Herzog, Bodo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:2:p:562-:d:477266.

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2022COVID-19, Economic Policies and Public Debt Sustainability in Italy. (2022). Signorelli, Marcello ; Marelli, Enrico ; della Posta, Pompeo. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4691-:d:793660.

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2021Literature Review of Experimental Asset Markets with Insiders. (2021). Merl, Robert. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2021-04.

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2022Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets. (2020). Laaribi, Sana ; Klein, Jules ; Garcin, Matthieu. In: Working Papers. RePEc:hal:wpaper:hal-02901988.

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2021.

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2021Is money demand really unstable? Evidence from divisia monetary aggregates. (2021). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2021-005.

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2021Changes to the regulation and the declaration of unfair terms in mortgage agreements: an event study approach to the Spanish Banking Industry. (2021). Garcia-Olalla, Myriam ; Cardone-Riportella, Clara. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:51:y:2021:i:1:d:10.1007_s10657-020-09678-y.

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2021Natural Resource Management: A Network Perspective. (2021). Xepapadeas, Anastasios ; Kyriakopoulou, Efthymia. In: Environmental & Resource Economics. RePEc:kap:enreec:v:80:y:2021:i:2:d:10.1007_s10640-021-00583-9.

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2022The Role of Non-Binding Pledges in Social Dilemmas with Mitigation and Adaptation. (2022). Blanco, Esther ; Haller, Tobias ; McEvoy, David M. In: Environmental & Resource Economics. RePEc:kap:enreec:v:81:y:2022:i:4:d:10.1007_s10640-021-00645-y.

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2021Modelización de la demanda de energía eléctrica: más allá de la normalidad || Electrical energy demand modeling: beyond normality. (2021). Villada-Medina, Hernan D ; Cortes, Lina M ; Trespalacios, Alfredo ; Rendon, Juan F. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:32:y:2021:i:1:p:83-98.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Ghosh, Taniya ; Adil, Masudul Hasan ; Barnett, William A. In: MPRA Paper. RePEc:pra:mprapa:111762.

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2022Determinants of public debt in South Africa: A Regime-Switching Approach. (2022). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: MPRA Paper. RePEc:pra:mprapa:113203.

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2021A differential evolution-based regression framework for forecasting Bitcoin price. (2021). Das, Debojyoti ; Ghosh, Indranil ; Jana, R K. In: Annals of Operations Research. RePEc:spr:annopr:v:306:y:2021:i:1:d:10.1007_s10479-021-04000-8.

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2022A meta-measure of performance related to both investors and investments characteristics. (2022). Billio, Monica ; Pelizzon, Loriana ; Maillet, Bertrand. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-020-03771-w.

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2021On the factors of Bitcoin’s value at risk. (2021). Ho, JI. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00297-3.

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2022Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis. (2022). Özdemir, Onur. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00319-0.

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2022Sustainability of renewable energy investment motivations during a feed-in-tariff scheme transition: evidence from a laboratory experiment. (2022). Shimada, Koji ; Takeuchi, AI ; Maekawa, Jun. In: The Japanese Economic Review. RePEc:spr:jecrev:v:73:y:2022:i:1:d:10.1007_s42973-021-00093-9.

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2021Rethinking SME default prediction: a systematic literature review and future perspectives. (2021). Marzi, Giacomo ; giannozzi, alessandro ; Ciampi, Francesco ; Altman, Edward I. In: Scientometrics. RePEc:spr:scient:v:126:y:2021:i:3:d:10.1007_s11192-020-03856-0.

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2021How does size affect capital expenditures? Evidence from Borsa Istanbul. (2021). Ocak, Murat ; Gunay, Samet ; Can, Gokberk. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:1:d:10.1007_s43546-020-00021-w.

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2021Fiscal sustainability and fiscal risk in the EU: forecasts and challenges in terms of COVID-19. (2021). Petrova, Mariana ; Aleksandrova, Aleksandrina ; Radulova, Anelia ; Zahariev, Andrey. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:8:y:2021:i:3:p:618-632.

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2021Is there a systemic risk between Sharia, Sukuk, and GCC stock markets? A ?CoVaR risk metric?based copula approach. (2021). Yoon, Seongmin ; Mensi, Walid ; Hussain, Syed Jawad ; al Yahyaee, Khamis Hamed ; Alyahyaee, Khamis Hamed. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2904-2926.

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2021Time?varying dynamics of expected shortfall in commodity futures markets. (2021). Auer, Benjamin R ; Mehlitz, Julia S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:6:p:895-925.

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Works by Javier Perote:


YearTitleTypeCited
2015Higher-order risk preferences, constant relative risk aversion and the optimal portfolio allocation. In: Working Papers.
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2016Multivariate moments expansion density: application of the dynamic equicorrelation model In: Working Papers.
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2016Multivariate moments expansion density: Application of the dynamic equicorrelation model.(2016) In: Journal of Banking & Finance.
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2003Measuring the Impact of Corporate Investment Announcements on Share Prices: The Spanish Experience In: Journal of Business Finance & Accounting.
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article16
2012Forecasting Heavy-Tailed Densities with Positive Edgeworth and Gram-Charlier Expansions In: Oxford Bulletin of Economics and Statistics.
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article5
2006WITHIN?TEAM COMPETITION IN THE MINIMUM EFFORT COORDINATION GAME In: Pacific Economic Review.
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article15
2005Within-Team Competition in the Minimum Effort Coordination Game.(2005) In: Experimental.
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This paper has another version. Agregated cites: 15
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2003The Impossibility of Strategy-Proof Clustering. In: Economic Working Papers at Centro de Estudios Andaluces.
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2003The impossibility of strategy-proof clustering.(2003) In: Economics Bulletin.
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This paper has another version. Agregated cites: 1
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2003A Social Choice Trade-off Between Alternative Fairness Concepts: Solidarity versus Flexibility In: Economic Working Papers at Centro de Estudios Andaluces.
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2003Strategy-Proof Estimators for Simple Regression In: Economic Working Papers at Centro de Estudios Andaluces.
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paper4
2004Strategy-proof estimators for simple regression.(2004) In: Mathematical Social Sciences.
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2010Strategy-Proof Estimators for Simple Regression.(2010) In: EcoMod2003.
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2004Forecasting the density of asset returns In: STICERD - Econometrics Paper Series.
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2004Forecasting the density of asset returns.(2004) In: LSE Research Online Documents on Economics.
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2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF.
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2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
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This paper has another version. Agregated cites: 2
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2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF.
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paper3
2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
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