Paul Schneider : Citation Profile


Are you Paul Schneider?

University of Warwick

7

H index

6

i10 index

230

Citations

RESEARCH PRODUCTION:

14

Articles

14

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 16
   Journals where Paul Schneider has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 9 (3.77 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc156
   Updated: 2020-02-08    RAS profile: 2019-05-13    
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Relations with other researchers


Works with:

Wagner, Christian (2)

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

Is cited by:

Sarno, Lucio (9)

Santucci de Magistris, Paolo (7)

Schmeling, Maik (5)

Violante, Francesco (5)

Schrimpf, Andreas (5)

Menkhoff, Lukas (5)

Verdelhan, Adrien (5)

Alexander, Carol (5)

Chernov, Mikhail (4)

Vithessonthi, Chaiporn (4)

Feunou, Bruno (4)

Cites to:

Campbell, John (15)

Hodrick, Robert (12)

Verdelhan, Adrien (10)

Bekaert, Geert (10)

West, Kenneth (9)

Singleton, Kenneth (9)

Engel, Charles (9)

Sarno, Lucio (9)

Martin, Ian (7)

Brunnermeier, Markus (6)

Almeida, Caio (6)

Main data


Where Paul Schneider has published?


Journals with more than one article published# docs
Journal of Financial Economics3
Quantitative Finance2
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute5
Papers / arXiv.org2
Working Papers / Warwick Business School, Finance Group2

Recent works citing Paul Schneider (2019 and 2018)


YearTitle of citing document
2017A Non-Structural Investigation of VIX Risk Neutral Density. (2017). Violante, Francesco ; Santucci de Magistris, Paolo ; Barletta, Andrea. In: CREATES Research Papers. RePEc:aah:create:2017-15.

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2019Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2019). Verdelhan, Adrien ; Lustig, Hanno. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:6:p:2208-44.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan. In: Annual Review of Financial Economics. RePEc:anr:refeco:v:10:y:2018:p:449-479.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07099.

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2019Linear Credit Risk Models. (2018). Ackerer, Damien ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07419.

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2017Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. (2017). Pap, Gyula ; Barczy, Matyas ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Papers. RePEc:arx:papers:1609.05865.

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2019Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations. (2019). Pap, Gyula ; Kebaier, Ahmed ; ben Alaya, Mohamed ; Barczy, Matyas. In: Papers. RePEc:arx:papers:1711.02140.

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2019Polynomial Jump-Diffusion Models. (2019). Larsson, Martin ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1711.08043.

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2019Option Pricing with Orthogonal Polynomial Expansions. (2019). Filipovic, Damir ; Ackerer, Damien. In: Papers. RePEc:arx:papers:1711.09193.

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2018A Numerical Method for Pricing Discrete Double Barrier Option by Lagrange Interpolation on Jacobi Node. (2018). Milev, Mariyan ; Sobhani, Amirhossein. In: Papers. RePEc:arx:papers:1712.01060.

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2018Asian Option Pricing with Orthogonal Polynomials. (2018). Willems, Sander. In: Papers. RePEc:arx:papers:1802.01307.

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2018Affine Jump-Diffusions: Stochastic Stability and Limit Theorems. (2018). Glynn, Peter W ; Zhang, Xiaowei. In: Papers. RePEc:arx:papers:1811.00122.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2019Performance of tail hedged portfolio with third moment variation swap. (2019). Ki, Byoung ; Lee, Kyungsub. In: Papers. RePEc:arx:papers:1908.05105.

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2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-20.

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2019The information content of the implied volatility term structure on future returns. (2019). Yen, Kuangchieh ; Wang, Yawhuei. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:380-406.

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2018FACTOR MODELS AND TIME†VARYING PARAMETER FRAMEWORK FOR FORECASTING EXCHANGE RATES AND INFLATION: A SURVEY. (2018). Mokhtari, Manouchehr ; Kavtaradze, Lasha. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:2:p:302-334.

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2018Measuring and trading volatility on the US stock market: A regime switching approach. (2018). Dapena, Jose ; Siri, Julian R ; Serur, Juan A. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:659.

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2018Forecasting Methods in Finance. (2018). Timmermann, Allan G. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12692.

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2018International yield curves and currency puzzles. (2018). Chernov, Mikhail ; Creal, Drew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13252.

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2018Estimating a Latent Risk Premium in Exchange Rate Futures. (2018). de Vries, Casper ; Bernoth, Kerstin ; Vonhagen, Jurgen ; von Hagen, Jurgen. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1733.

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2019It only takes a few moments to hedge options. (2019). Santucci de Magistris, Paolo ; Sloth, David ; Barletta, Andrea. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:100:y:2019:i:c:p:251-269.

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2018Model Complexity and Out-of-Sample Performance: Evidence from S&P 500 Index Returns. (2018). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:1-29.

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2018Equilibrium variance risk premium in a cost-free production economy. (2018). Ruan, Xinfeng ; Zhang, Jin E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:96:y:2018:i:c:p:42-60.

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2019Uncertainty and currency performance: A quantile-on-quantile approach. (2019). Yin, Libo ; Liu, Yang ; Han, Liyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:702-729.

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2019Firm characteristics and jump dynamics in stock prices around earnings announcements. (2019). Qi, John ; Zhou, Haigang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819302980.

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2019A new delta expansion for multivariate diffusions via the Itô-Taylor expansion. (2019). Wan, Xiangwei ; Chen, Nan ; Yang, Nian. In: Journal of Econometrics. RePEc:eee:econom:v:209:y:2019:i:2:p:256-288.

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2017From bond yield to macroeconomic instability: A parsimonious affine model. (2017). Tedeschi, Gabriele ; Recchioni, Maria Cristina . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1116-1135.

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2018Crash risk and risk neutral densities. (2018). Chen, Ren-Raw ; Huang, Jeffrey ; Hsieh, Pei-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:162-189.

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2019Moment spreads in the energy market. (2019). Zhang, Jin E ; Ruan, Xinfeng. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:598-609.

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2019Skewness risk premium: Theory and empirical evidence. (2019). Wolff, Christian ; Lin, Yuehao ; Lehnert, Thorsten. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:174-185.

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2019The information content of forward moments. (2019). Taamouti, Abderrahim ; Kagkadis, Anastasios ; Andreou, Panayiotis C ; Philip, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:106:y:2019:i:c:p:527-541.

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2017Equity index variance: Evidence from flexible parametric jump–diffusion models. (2017). Kaeck, Andreas ; Seeger, Norman J ; Rodrigues, Paulo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:83:y:2017:i:c:p:85-103.

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2018Loss given default adjusted workout processes for leases. (2018). Miller, Patrick ; Tows, Eugen . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:189-201.

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2018How do firms respond to empty creditor holdout in distressed exchanges?. (2018). Narayanan, Rajesh ; Uzmanoglu, Cihan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:251-266.

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2018Risk factors and their associated risk premia: An empirical analysis of the crude oil market. (2018). Hain, Martin ; Unger, Nils ; Uhrig-Homburg, Marliese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:44-63.

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2019A non-structural investigation of VIX risk neutral density. (2019). Santucci de Magistris, Paolo ; Violante, Francesco ; Barletta, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:1-20.

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2019The impact of jumps on carry trade returns. (2019). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:131:y:2019:i:2:p:433-455.

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2019Average skewness matters. (2019). Zhu, Xiaoneng ; Zhang, Qunzi ; Jondeau, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:134:y:2019:i:1:p:29-47.

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2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

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2019The world predictive power of U.S. equity market skewness risk. (2019). Jiang, Fuwei ; Chen, Jian ; Yao, Jiaquan ; Xue, Shuyu. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:210-227.

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2019Diversification role of currency momentum for carry trade: Evidence from financial crises. (2019). Yamani, Ehab. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:49:y:2019:i:c:p:1-19.

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2018Asymptotic properties of maximum likelihood estimator for the growth rate for a jump-type CIR process based on continuous time observations. (2018). Barczy, Matyas ; Pap, Gyula ; Kebaier, Ahmed ; ben Alaya, Mohamed. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:4:p:1135-1164.

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2019Estimating functions for jump–diffusions. (2019). Sørensen, Michael ; Sorensen, Michael ; Jakobsen, Nina Munkholt . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3282-3318.

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2019The quanto theory of exchange rates. (2019). Martin, Ian ; Kremens, Lukas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:89839.

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2019Are CDS Spreads Sensitive to the Term Structure of the Yield Curve? A Sector-Wise Analysis under Various Market Conditions. (2019). Aman, Asia. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:158-:d:272145.

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2018Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Barletta, Andrea ; de Magistris, Paolo Santucci. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299.

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2018The Jacobi Stochastic Volatility Model. (2018). Pulido, Sergio ; Filipovic, Damir ; Ackerer, Damien. In: Post-Print. RePEc:hal:journl:hal-01338330.

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2017The Jacobi Stochastic Volatility Model. (2017). Ackerer, Damien ; Pulido, Sergio ; Filipovic, Damir. In: Working Papers. RePEc:hal:wpaper:hal-01338330.

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2018Risk-adjusted option-implied moments. (2018). Brinkmann, Felix ; Korn, Olaf . In: Review of Derivatives Research. RePEc:kap:revdev:v:21:y:2018:i:2:d:10.1007_s11147-017-9136-4.

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2019A general closed form option pricing formula. (2019). Necula, Ciprian ; Farkas, Walter ; Drimus, Gabriel . In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:1:d:10.1007_s11147-018-9144-z.

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2019Option-implied Value-at-Risk and the cross-section of stock returns. (2019). Feser, Alexander ; Ammann, Manuel. In: Review of Derivatives Research. RePEc:kap:revdev:v:22:y:2019:i:3:d:10.1007_s11147-019-09154-z.

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2018The Risk-Asymmetry Index as a new Measure of Risk. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Multinational Finance Journal. RePEc:mfj:journl:v:22:y:2018:i:3-4:p:173-210.

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2018The use of option prices in order to evaluate the skewness risk premium. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Department of Economics. RePEc:mod:depeco:0132.

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2018The properties of a skewness index and its relation with volatility and returns. (2018). Muzzioli, Silvia ; Gambarelli, Luca ; Elyasiani, Elyas. In: Department of Economics. RePEc:mod:depeco:0133.

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2018International Yield Curves and Currency Puzzles. (2018). Creal, Drew ; Chernov, Mikhail. In: NBER Working Papers. RePEc:nbr:nberwo:25206.

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2017A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G. In: The Review of Asset Pricing Studies. RePEc:oup:rapstu:v:7:y:2017:i:1:p:2-42..

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2017A Spanning Series Approach to Options. (2017). Heston, Steven L ; Rossi, Alberto G. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:1:p:2-42..

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2019Exchange Rate and Interest Rate Disconnect: The Role of Capital Flows, Currency Risk and Default Risk. (2019). Varela, Liliana ; Kalemli-Ozcan, Sebnem. In: 2019 Meeting Papers. RePEc:red:sed019:351.

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2018ДОХОДНОСТЬ СТРАТЕГИИ CARRY TRADE // THE YIELD OF THE CARRY TRADE STRATEGY. (2018). Yu, Mikhailov A ; А. Михайлов Ю., . In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:3:p:52-63.

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2018Corporate hedging: an answer to the “how” question. (2018). Blomvall, Jorgen ; Ekblom, Jonas. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2645-6.

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2018The Jacobi stochastic volatility model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0364-8.

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2020Linear credit risk models. (2020). Filipovi, Damir ; Ackerer, Damien . In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:1:d:10.1007_s00780-019-00409-z.

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2019Robust Estimation of Risk-Neutral Moments. (2019). Feser, Alexander ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:02.

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2018Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616.

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2018Comparison of the Korean and US Stock Markets Using Continuous-time Stochastic Volatility Models. (2018). Choi, Seungmoon. In: KDI Journal of Economic Policy. RePEc:zbw:kdijep:200829.

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2018Lighting up the dark: Liquidity in the German corporate bond market. (2018). Schneider, Michael ; Pelizzon, Loriana ; Gündüz, Yalin ; Subrahmanyam, Marti G ; Ottonello, Giorgio ; Gunduz, Yalin. In: SAFE Working Paper Series. RePEc:zbw:safewp:230.

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2019Optimists and pessimists in (in)complete markets. (2019). Schlag, Christian ; Konermann, Patrick ; Branger, Nicole. In: SAFE Working Paper Series. RePEc:zbw:safewp:252.

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Works by Paul Schneider:


YearTitleTypeCited
2009Empirical asset pricing with nonlinear risk premia In: Papers.
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paper2
2014Empirical Asset Pricing with Nonlinear Risk Premia.(2014) In: Journal of Financial Econometrics.
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This paper has another version. Agregated cites: 2
article
2011Density Approximations for Multivariate Affine Jump-Diffusion Processes In: Papers.
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paper37
2011Density Approximations For Multivariate Affine Jump-Diffusion Processes.(2011) In: Swiss Finance Institute Research Paper Series.
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This paper has another version. Agregated cites: 37
paper
2013Density approximations for multivariate affine jump-diffusion processes.(2013) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 37
article
2010The Risk Microstructure of Corporate Bonds: A Case Study from the German Corporate Bond Market In: European Financial Management.
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article2
2019(Almost) Model‐Free Recovery In: Journal of Finance.
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article0
2014Generalized Risk Premia In: Swiss Finance Institute Research Paper Series.
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paper8
2015Generalized risk premia.(2015) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 8
article
2015Divergence and the Price of Uncertainty In: Swiss Finance Institute Research Paper Series.
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paper2
2015An Anatomy of the Equity Premium In: Swiss Finance Institute Research Paper Series.
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paper0
2018Does it Pay to Be an Optimist? In: Swiss Finance Institute Research Paper Series.
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paper1
2011Properties of Foreign Exchange Risk Premiums In: CEPR Discussion Papers.
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paper62
2012Properties of foreign exchange risk premiums.(2012) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 62
article
2012Properties of Foreign Exchange Risk Premiums.(2012) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62
paper
2010The Economic Role of Jumps and Recovery Rates in the Market for Corporate Default Risk In: Journal of Financial and Quantitative Analysis.
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article25
2016The economic value of predicting bond risk premia In: Journal of Empirical Finance.
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article10
2019An anatomy of the market return In: Journal of Financial Economics.
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article0
2007Timing Decisions in a Multinational Context: Implementing the Amin/Bodurtha Framework In: Multinational Finance Journal.
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article1
2010Bayesian Inference for Discretely Sampled Markov Processes with Closed-Form Likelihood Expansions In: Journal of Financial Econometrics.
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article11
2013The Skew Risk Premium in the Equity Index Market In: Review of Financial Studies.
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article44
2010Properties of Foreign Exchange Risk Premia In: MPRA Paper.
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paper5
2011Flexing the default barrier In: Quantitative Finance.
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article0
2008Pricing options with Greens functions when volatility, interest rate and barriers depend on time In: Quantitative Finance.
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article4
2009Empirical Asset Pricing with Nonlinear Risk Premia In: Working Papers.
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paper2
2012The Skew Risk Premium in the Equity Index Market In: Working Papers.
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paper2
2005Modelling International Bond Markets with Affine Term Structure Models In: Finance.
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paper5
2016Low risk anomalies? In: CFS Working Paper Series.
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paper7

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