Francisco Peñaranda : Citation Profile


Are you Francisco Peñaranda?

Barcelona Graduate School of Economics (Barcelona GSE)
Barcelona Graduate School of Economics (Barcelona GSE)
Barcelona Graduate School of Economics (Barcelona GSE)

3

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

1

Articles

13

Papers

RESEARCH ACTIVITY:

   8 years (2003 - 2011). See details.
   Cites by year: 6
   Journals where Francisco Peñaranda has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 3 (5.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppe491
   Updated: 2021-04-17    RAS profile: 2012-01-07    
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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 Francisco Peñaranda.

Is cited by:

Sentana, Enrique (10)

Chen, Xiaohong (4)

Gospodinov, Nikolay (4)

Guidolin, Massimo (3)

Renault, Eric (2)

Chernozhukov, Victor (2)

Zhou, Guofu (2)

Robotti, Cesare (2)

Diez de los Rios, Antonio (2)

Hansen, Erwin (2)

Repullo, Rafael (2)

Cites to:

Hamilton, James (2)

Hansen, Bruce (2)

Chakravorty, Ujjayant (2)

Newey, Whitney (1)

West, Kenneth (1)

Moreaux, Michel (1)

Rotemberg, Julio (1)

Woltjer, Geert (1)

Perron, Pierre (1)

de jong, Robert (1)

Davidson, James (1)

Main data


Where Francisco Peñaranda has published?


Recent works citing Francisco Peñaranda (2021 and 2020)


YearTitle of citing document
2020Spanning analysis of stock market anomalies under Prospect Stochastic Dominance. (2020). Scaillet, Olivier ; Topaloglou, Nikolas ; Arvanitis, Stelios. In: Papers. RePEc:arx:papers:2004.02670.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-30.

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2020Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators. (2020). Vigo Pereira, Caio ; Laurini, Marcio. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202014.

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2020Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference. (2020). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude. In: Cahiers de recherche. RePEc:mtl:montec:15-2020.

Full description at Econpapers || Download paper

Works by Francisco Peñaranda:


YearTitleTypeCited
2010A Unifying Approach to the Empirical Evaluation of Asset Pricing Models In: Working Papers.
[Full Text][Citation analysis]
paper13
2010A unifying approach to the empirical evaluation of asset pricing models.(2010) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2003Evaluation of Joint Density Forecasts of Stock and Bond Returns: Predictability and Parameter Uncertainty In: FMG Discussion Papers.
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paper0
2004Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach In: FMG Discussion Papers.
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paper25
2010Spanning tests in return and stochastic discount factor mean-variance frontiers: A unifying approach.(2010) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2007On the Impact of Fundamentals, Liquidity and Coordination on Market Stability In: FMG Discussion Papers.
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paper2
2011ON THE IMPACT OF FUNDAMENTALS, LIQUIDITY, AND COORDINATION ON MARKET STABILITY.(2011) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2010On the impact of fundamentals, liquidity and coordination on market stability.(2010) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007Portfolio Choice Beyond the Traditional Approach In: FMG Discussion Papers.
[Full Text][Citation analysis]
paper1
2007Portfolio choice beyond the traditional approach.(2007) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2009Understanding Portfolio Efficiency with Conditioning Information In: FMG Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Understanding portfolio efficiency with conditioning information.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2007Duality in mean-variance frontiers with conditioning information In: Economics Working Papers.
[Full Text][Citation analysis]
paper8
2011On the drivers of commodity co-movement: Evidence from biofuels In: Economics Working Papers.
[Full Text][Citation analysis]
paper1

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