5
H index
2
i10 index
55
Citations
Sophie Saglio : Citation Profile
Université Paris-Saint-Denis (Paris VIII) | RESEARCH PRODUCTION: 6 Articles 6 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2002 - 2019). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sophie Saglio. | Is cited by:
| Cites to:
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Main data
Where Sophie Saglio has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 4 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Sophie Saglio (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Doubly 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. Full description at Econpapers || Download paper |
| 2020 | DISINFLATION, 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. Full description at Econpapers || Download paper |
| 2021 | Choosing 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. Full description at Econpapers || Download paper |
| 2021 | Missing 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. Full description at Econpapers || Download paper |
| 2020 | Meta-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. Full description at Econpapers || Download paper |
| 2021 | Identification 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. Full description at Econpapers || Download paper |
| 2020 | Wage 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. Full description at Econpapers || Download paper |
| 2020 | General 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. Full description at Econpapers || Download paper |
| 2021 | Merton 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. Full description at Econpapers || Download paper |
| 2020 | Identification of Volatility Proxies as Expectations of Squared Financial Return. (2020). Sucarrat, Genaro. In: MPRA Paper. RePEc:pra:mprapa:101953. Full description at Econpapers || Download paper |
| 2021 | Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05. Full description at Econpapers || Download paper |
Works by Sophie Saglio:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | The Wage Inflation-Unemployment Curve at the Macroeconomic Level In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2017 | The Wage Inflation Unemployment Curve at the Macroeconomic Level.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2015 | The wage inflation-unemployment curve at the macroeconomic level.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Is Globalization Weakening the Inflation–Output Relationship? In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
| 2002 | La flexibilité des prix relatifs et la mobilité du travail en Union monétaire. Une comparaison Europe/Ãtats-Unis In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 1 |
| 2008 | Exchange rates, global imbalances, and interdependence in East Asia In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 13 |
| 2002 | La flexibilité des prix relatifs et la mobilité du travail en Union monétaire In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Financial Mathematics, Volatility and Covariance Modelling In: Post-Print. [Citation analysis] | paper | 8 |
| 2019 | International Financial Markets In: Post-Print. [Citation analysis] | paper | 2 |
| 2012 | Introducing price-setting behaviour in the Phillips Curve: the role of nonlinearities In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Asymétries, ajustements et relations salariales dans lUnion européenne In: Revue Française d'Économie. [Full Text][Citation analysis] | article | 2 |
| 2008 | Interdependency and adjustments in the European Union In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team