Pinho J. Ribeiro : Citation Profile


Are you Pinho J. Ribeiro?

University of Glasgow

4

H index

2

i10 index

93

Citations

RESEARCH PRODUCTION:

3

Articles

5

Papers

RESEARCH ACTIVITY:

   4 years (2014 - 2018). See details.
   Cites by year: 23
   Journals where Pinho J. Ribeiro has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 1 (1.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri319
   Updated: 2022-11-19    RAS profile: 2018-07-12    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Pinho J. Ribeiro.

Is cited by:

Huber, Florian (11)

Ravazzolo, Francesco (6)

GUPTA, RANGAN (5)

Korobilis, Dimitris (5)

Zoerner, Thomas (4)

Foroni, Claudia (4)

Koop, Gary (4)

Sakemoto, Ryuta (3)

Steel, Mark (3)

Hauzenberger, Niko (2)

Peel, David (2)

Cites to:

Rossi, Barbara (24)

van Wincoop, Eric (21)

Bacchetta, Philippe (21)

West, Kenneth (20)

Engel, Charles (12)

Rogoff, Kenneth (11)

Mark, Nelson (11)

Watson, Mark (6)

Molodtsova, Tanya (6)

Papell, David (6)

Cheung, Yin-Wong (5)

Main data


Where Pinho J. Ribeiro has published?


Working Papers Series with more than one paper published# docs
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Pinho J. Ribeiro (2022 and 2021)


YearTitle of citing document
2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

Full description at Econpapers || Download paper

2021Dynamic Ordering Learning in Multivariate Forecasting. (2021). Lopes, Hedibert F ; Bruno, . In: Papers. RePEc:arx:papers:2101.04164.

Full description at Econpapers || Download paper

2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

Full description at Econpapers || Download paper

2022Foreign exchange interventions under a minimum exchange rate regime and the Swiss franc. (2022). Hertrich, Markus. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:450-489.

Full description at Econpapers || Download paper

2022RMB misalignment: What does a meta?analysis tell us?. (2022). He, Shi ; Cheung, Yinwong. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:4:p:1038-1086.

Full description at Econpapers || Download paper

2021Sorry, Youre Blocked. Economic Effects of Financial Sanctions on the Russian Economy. (2021). Pestova, Anna ; Mamonov, Mikhail. In: CERGE-EI Working Papers. RePEc:cer:papers:wp704.

Full description at Econpapers || Download paper

2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

Full description at Econpapers || Download paper

2021Trading the foreign exchange market with technical analysis and Bayesian Statistics. (2021). Stasinakis, Charalampos ; Sermpinis, Georgios ; Hassanniakalager, Arman. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:230-251.

Full description at Econpapers || Download paper

2022Uncovered interest rate parity redux: Non-uniform effects. (2022). Cheung, Yin-Wong ; Wang, Wenhao. In: Journal of Empirical Finance. RePEc:eee:empfin:v:67:y:2022:i:c:p:133-151.

Full description at Econpapers || Download paper

2021Application of bagging in day-ahead electricity price forecasting and factor augmentation. (2021). Yildirim, Dilem ; Ozen, Kadir. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004448.

Full description at Econpapers || Download paper

2021Short-term exchange rate forecasting: A panel combination approach. (2021). Wang, Qin ; Liang, Xuanxuan ; Ren, YU. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s104244312100086x.

Full description at Econpapers || Download paper

2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Fundamentals, regimes and exchange rate forecasts: Insights from a meta exchange rate model. (2022). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560622000043.

Full description at Econpapers || Download paper

2022The time-varying risk price of currency portfolios. (2022). Sakemoto, Ryuta ; Ibrahim, Boulis Maher ; Byrne, Joseph P. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000390.

Full description at Econpapers || Download paper

2022Exchange rate predictability with nine alternative models for BRICS countries. (2022). Salisu, Afees ; GUPTA, RANGAN ; Kim, Won Joong. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:71:y:2022:i:c:s0164070421000732.

Full description at Econpapers || Download paper

2021Time-varying risk attitude and the foreign exchange market behavior. (2021). Li, Zeguang ; Zhang, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000155.

Full description at Econpapers || Download paper

2022Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001598.

Full description at Econpapers || Download paper

2022Transformed Regression-based Long-Horizon Predictability Tests. (2021). Rodrigues, Paulo ; Demetrescu, Matei ; Taylor, Am Robert ; A M Robert Taylor, ; Mm, Paulo. In: Essex Finance Centre Working Papers. RePEc:esy:uefcwp:30620.

Full description at Econpapers || Download paper

2021Application of Taylor Rule Fundamentals in Forecasting Exchange Rates. (2021). Agyapong, Joseph. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:93-:d:579027.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022An application of deep learning for exchange rate forecasting.. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:202201.

Full description at Econpapers || Download paper

2021Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. (2021). Arabaci, Ozer ; Yilmaz, Firat Melih. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10047-9.

Full description at Econpapers || Download paper

2021Bayesian model averaging and the conditional volatility process: an application to predicting aggregate equity returns by conditioning on economic variables. (2021). Nonejad, Nima. In: Quantitative Finance. RePEc:taf:quantf:v:21:y:2021:i:8:p:1387-1411.

Full description at Econpapers || Download paper

2021Model selection for one?day?ahead AUD/USD, AUD/EUR forecasts. (2021). Imam, Tasadduq. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1808-1824.

Full description at Econpapers || Download paper

2022A new approach to exchange rate forecast: The role of global financial cycle and time?varying parameters. (2022). Vo, Xuan Vinh ; Raheem, Ibrahim D. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:2836-2848.

Full description at Econpapers || Download paper

2021Forecasting exchange rates for Central and Eastern European currencies using country?specific factors. (2021). Jaworski, Krystian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:977-999.

Full description at Econpapers || Download paper

Works by Pinho J. Ribeiro:


YearTitleTypeCited
2015Forecasting commodity currencies: the role of fundamentals with short-lived predictive content In: Working Paper.
[Full Text][Citation analysis]
paper7
2014On the Sources of Uncertainty in Exchange Rate Predictability In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper37
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2014On the Sources of Uncertainty in Exchange Rate Predictability.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2018ON THE SOURCES OF UNCERTAINTY IN EXCHANGE RATE PREDICTABILITY.(2018) In: International Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
article
2017Selecting exchange rate fundamentals by bootstrap In: International Journal of Forecasting.
[Full Text][Citation analysis]
article8
2016Exchange rate predictability in a changing world In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article41
2014Exchange Rate Predictability in a Changing World.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 41
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team