2
H index
2
i10 index
62
Citations
Norges Handelshøyskole (NHH) | 2 H index 2 i10 index 62 Citations RESEARCH PRODUCTION: 4 Articles 6 Papers RESEARCH ACTIVITY: 6 years (2012 - 2018). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppo622 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Walt Pohl. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 5 |
Year | Title of citing document |
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2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper |
2023 | Pricing Currency Risks. (2023). Chernov, Mikhail ; Lochstoer, Lars ; Dahlquist, Magnus. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:2:p:693-730. Full description at Econpapers || Download paper |
2023 | Semiparametric estimation of latent variable asset pricing models. (2023). Dalderop, Jeroen. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001598. Full description at Econpapers || Download paper |
2023 | Schumpeterian competition in a Lucas economy. (2023). Carlin, Bruce I ; Andrei, Daniel. In: Journal of Economic Theory. RePEc:eee:jetheo:v:208:y:2023:i:c:s0022053123000091. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2018 | Higher Order Effects in Asset Pricing Models with Long?Run Risks In: Journal of Finance. [Full Text][Citation analysis] | article | 46 |
2016 | Higher-Order Effects in Asset-Pricing Models with Long-Run Risks.(2016) In: 2016 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2012 | Optimal and Naive Diversification in Currency Markets In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 14 |
2017 | Optimal and Naive Diversification in Currency Markets.(2017) In: Management Science. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2013 | The Perils of Performance Measurement in the German Mutual-Fund Industry In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2013 | Long-Run UIP Holds Even in the Short Run In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Asset Prices with Temporary Shocks to Consumption In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
2015 | Higher-Order Dynamics in Asset-Pricing Models with Recursive Preferences In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | Asset prices with non-permanent shocks to consumption In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
2016 | External habit: Anything goes In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team