Sophie Saglio : Citation Profile

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Université Paris-Saint-Denis (Paris VIII)


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   17 years (2002 - 2019). See details.
   Cites by year: 3
   Journals where Sophie Saglio has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (3.39 %)


   Updated: 2022-05-14    RAS profile: 2019-10-25    
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Relations with other researchers

Works with:

Goutte, Stéphane (2)

Guerreiro, David (2)

Sanhaji, Bilel (2)

Chevallier, Julien (2)

López Villavicencio, Antonia (2)

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

Is cited by:

Duwicquet, Vincent (14)

Mazier, Jacques (10)

Saadaoui, Jamel (6)

Benkovskis, Konstantins (4)

Woerz, Julia (4)

Berson, Clémence (2)

Fracasso, Andrea (2)

Gallo, Giampiero (2)

Keddad, Benjamin (2)

Schiavo, Stefano (2)

Tirelli, Patrizio (2)

Cites to:

Bollerslev, Tim (12)

Galí, Jordi (11)

Iwasaki, Ichiro (10)

Selmi, Refk (10)

Stanley, T. (10)

bouoiyour, jamal (10)

Ball, Laurence (10)

Shiller, Robert (9)

Kim, Jae (8)

Messina, Julian (8)

Campbell, John (7)

Main data

Where Sophie Saglio has published?

Working Papers Series with more than one paper published# docs
Post-Print / HAL4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Sophie Saglio (2021 and 2020)

YearTitle of citing document
2020Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458.

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2020DISINFLATION, INEQUALITY, AND WELFARE IN A TANK MODEL. (2020). Tirelli, Patrizio ; Ferrara, Maria. In: Economic Inquiry. RePEc:bla:ecinqu:v:58:y:2020:i:3:p:1297-1313.

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2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model. (2021). Gallo, Giampiero ; Amendola, Alessandra ; Candila, Vincenzo. In: Econometrics and Statistics. RePEc:eee:ecosta:v:20:y:2021:i:c:p:12-28.

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2021Missing wage inflation? Estimating the natural rate of unemployment in a nonlinear DSGE model. (2021). Muto, Ichiro ; Shintani, Mototsugu ; Iwasaki, Yuto. In: European Economic Review. RePEc:eee:eecrev:v:132:y:2021:i:c:s0014292120302567.

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2020Meta-analysis in finance research: Opportunities, challenges, and contemporary applications. (2020). Hang, Markus ; Geyer-Klingeberg, Jerome ; Rathgeber, Andreas. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030168x.

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2021Hawkes processes in insurance: Risk model, application to empirical data and optimal investment. (2021). Zeller, Gabriela ; Zagst, Rudi ; Swishchuk, Anatoliy. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pa:p:107-124.

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2021Identification of volatility proxies as expectations of squared financial returns. (2021). Sucarrat, Genaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1677-1690.

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2020Wage indexation and the monetary policy regime. (2020). Wauters, Joris ; Peersman, Gert ; de Schryder, Selien. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:63:y:2020:i:c:s0164070418304786.

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2020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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2021Merton Investment Problems in Finance and Insurance for the Hawkes-Based Models. (2021). Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:108-:d:568047.

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2020Identification of Volatility Proxies as Expectations of Squared Financial Return. (2020). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:101953.

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2021Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05.

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Works by Sophie Saglio:

2017The Wage Inflation-Unemployment Curve at the Macroeconomic Level In: Oxford Bulletin of Economics and Statistics.
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2017The Wage Inflation Unemployment Curve at the Macroeconomic Level.(2017) In: Post-Print.
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This paper has another version. Agregated cites: 6
2015The wage inflation-unemployment curve at the macroeconomic level.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
2014Is Globalization Weakening the Inflation–Output Relationship? In: Review of International Economics.
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2002La flexibilité des prix relatifs et la mobilité du travail en Union monétaire. Une comparaison Europe/Ãtats-Unis In: Revue de l'OFCE.
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2008Exchange rates, global imbalances, and interdependence in East Asia In: Journal of Asian Economics.
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2002La flexibilité des prix relatifs et la mobilité du travail en Union monétaire In: Post-Print.
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2019Financial Mathematics, Volatility and Covariance Modelling In: Post-Print.
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2019International Financial Markets In: Post-Print.
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2012Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities In: MPRA Paper.
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2004Asymétries, ajustements et relations salariales dans lUnion européenne In: Revue Française d'Économie.
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2008Interdependency and adjustments in the European Union In: International Review of Applied Economics.
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