Georgios Sermpinis : Citation Profile


Are you Georgios Sermpinis?

University of Glasgow

8

H index

4

i10 index

180

Citations

RESEARCH PRODUCTION:

35

Articles

1

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 18
   Journals where Georgios Sermpinis has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 8 (4.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse684
   Updated: 2022-01-23    RAS profile: 2020-12-09    
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Relations with other researchers


Works with:

Verousis, Thanos (4)

Tsoukas, Serafeim (2)

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

Is cited by:

Claveria, Oscar (5)

Zekaite, Zivile (5)

Fernandes, Filipa (5)

Firoozye, Nikan (4)

Chevallier, Julien (4)

Anderson, Gary (3)

Kearney, Fearghal (2)

Lin, Boqiang (2)

Panopoulou, Ekaterini (2)

Sosvilla-Rivero, Simon (2)

Pellegrino, Simone (2)

Cites to:

Diebold, Francis (11)

Timmermann, Allan (10)

Mariano, Roberto (9)

Teräsvirta, Timo (8)

Pesaran, M (8)

White, Halbert (7)

Rothman, Philip (6)

Hansen, Peter (6)

Watson, Mark (5)

Skiadopoulos, George (5)

Medeiros, Marcelo (5)

Main data


Where Georgios Sermpinis has published?


Journals with more than one article published# docs
Journal of Forecasting8
European Journal of Operational Research6
Quantitative Finance5
The European Journal of Finance5
International Journal of Finance & Economics3

Recent works citing Georgios Sermpinis (2021 and 2020)


YearTitle of citing document
2020Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box. (2020). Niranjan, Mahesan ; McGroarty, Frank ; Gerding, Enrico ; Nunes, Manuel. In: Papers. RePEc:arx:papers:2005.02217.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020High Dimensional Forecast Combinations Under Latent Structures. (2020). Su, Liangjun ; Shi, Zhentao ; Xie, Tian. In: Papers. RePEc:arx:papers:2010.09477.

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2021A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. (2021). Sermpinis, Georgios ; Paraschiv, Florentina ; Li, Wei. In: Papers. RePEc:arx:papers:2107.08808.

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2021A Meta Path based SME Credit Risk Measuring Method. (2021). Zhang, Zuoquan ; Ma, Yue ; Du, Marui. In: Papers. RePEc:arx:papers:2110.11594.

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2021FORECASTING RUSSIAN CPI WITH DATA VINTAGES AND MACHINE LEARNING TECHNIQUES. (2021). Mamedli, Mariam ; Shibitov, Denis. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps70.

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2021Corporate sustainability strategies in institutional adversity: Antecedent, outcome, and contingency effects. (2021). Boso, Nathaniel ; Nwoba, Arinze Christian ; Robson, Matthew J. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:2:p:787-807.

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2021Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications. (2021). Manas, Tripathi ; Kumar, Inani Sarveshwar ; Saurabh, Kumar. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:43-71:n:3.

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2021Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?. (2021). Kamalov, Firuz ; Gurrib, Ikhlaas ; Elshareif, Elgilani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-7.

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2020Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

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2020Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness. (2020). Jang, Hyun Jin ; Choi, So Eun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818302973.

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2021Skew index: Descriptive analysis, predictive power, and short-term forecast. (2021). Mora-Valencia, Andrés ; Vanegas, Esteban ; Rodriguez-Raga, Santiago . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302370.

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2020An evolutionary approach to fraud management. (2020). Rabitti, Giovanni ; Galeotti, Marcello ; Vannucci, Emanuele. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:3:p:1167-1177.

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2021Revealing Pairs-trading opportunities with long short-term memory networks. (2021). Regoli, Daniele ; Flori, Andrea. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:2:p:772-791.

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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.

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2020Energy futures and spots prices forecasting by hybrid SW-GRU with EMD and error evaluation. (2020). Wang, Jun. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301675.

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2020A multi-granularity heterogeneous combination approach to crude oil price forecasting. (2020). Zhou, Hao ; Wang, Jue ; Li, Xiang ; Hong, Tao. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320301304.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2021The efficiency of Bitcoin: A strongly typed genetic programming approach to smart electronic Bitcoin markets. (2021). Urquhart, Andrew ; Manahov, Viktor. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302726.

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2021The role of investor attention in predicting stock prices: The long short-term memory networks perspective. (2021). Zhang, Yongjie ; Shen, Dehua ; Chu, Gang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310943.

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2021Nowcasting GDP using machine-learning algorithms: A real-time assessment. (2021). Vehbi, Tugrul ; Richardson, Adam ; van Florenstein, Thomas. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:941-948.

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2020Forecasting stock price movements with multiple data sources: Evidence from stock market in China. (2020). Xiao, Helu ; Liu, Qing ; Gao, Meng ; Zhou, Zhongbao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119318941.

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2020Reliable factors of Capital structure: Stability selection approach. (2020). Movaghari, Hadi ; Sohrabi, Narges. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:296-310.

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2021Implied volatility forecast and option trading strategy. (2021). Ullah, Rizwan ; Lung, Peter ; Zhang, Lili ; Liang, Yucong ; Liu, Dehong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:943-954.

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2020Temporal optimisation of signals emitted automatically by securities exchange indicators. (2020). Perez, Enrique Ventura ; Garcia, Rodrigo Martin ; Sanz, Raquel Arguedas. In: Cuadernos de Gestión. RePEc:ehu:cuader:49124.

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2021Nonlinear Causality between Crude Oil Prices and Exchange Rates: Evidence and Forecasting. (2021). Orzeszko, Witold. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6043-:d:640970.

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2021.

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2020Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130.

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2020Using a Text Mining Approach to Hear Voices of Customers from Social Media toward the Fast-Food Restaurant Industry. (2020). Chen, Long-Sheng ; Riantama, Dalianus. In: Sustainability. RePEc:gam:jsusta:v:13:y:2020:i:1:p:268-:d:470496.

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2021Exploring and Validating Container Operational Risk Scale in Container Shipping: The Case of Ethiopian Shipping and Logistics Service Enterprise. (2021). Fan, Luo ; Abdulahi, Efrah Wozir. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9248-:d:616559.

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2021Trading Macro-Cycles of Foreign Exchange Markets Using Hybrid Models. (2021). Tsui, Albert K ; Bin, Joseph Zhi ; Zhang, Zhaoyong. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:17:p:9820-:d:627245.

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2020Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09896-w.

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2020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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2020Machine learning with parallel neural networks for analyzing and forecasting electricity demand. (2020). Sun, Edward ; Lin, Yi-Bing ; Chen, Yi-Ting. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09960-5.

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2021Forecasting Inflection Points: Hybrid Methods with Multiscale Machine Learning Algorithms. (2021). Zhang, Lyuyuan ; Zhu, Bangzhu ; Chevallier, Julien. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-019-09966-z.

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2021Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting. (2021). Ballini, Rosangela ; MacIel, Leandro. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09978-0.

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2021Computational Modeling of Non-Gaussian Option Price Using Non-extensive Tsallis’ Entropy Framework. (2021). Senapati, Dilip ; Singh, Amit Kumar ; Nayak, Gangadhar. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10015-3.

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2021Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach. (2021). Chatzoglou, Prodromos D ; Chourmouziadou, Dimitra K ; Chourmouziadis, Konstandinos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10016-2.

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2021Accelerating FHS Option Pricing Under Linear GARCH. (2021). Wu, Xin Yu ; Xie, Haibin ; Fan, Pengying. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10033-1.

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2020Has stock exchange demutualization improved market quality? International evidence. (2020). Otchere, Isaac ; Abukari, Kobana. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00863-y.

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2020Catching Gazelles with a Lasso: Big data techniques for the prediction of high-growth firms. (2020). Srhoj, Stjepan ; Coad, Alex. In: Small Business Economics. RePEc:kap:sbusec:v:55:y:2020:i:3:d:10.1007_s11187-019-00203-3.

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2021Artificial Intelligence Models for Financial Time Series. (2021). Dumitriu, Cristian Stefan ; Barbulescu, Alina. In: Ovidius University Annals, Economic Sciences Series. RePEc:ovi:oviste:v:xxi:y:2021:i:1:p:685-690.

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2021Forecasting the Artificial Intelligence Index Returns: A Hybrid Approach. (2021). GUPTA, RANGAN ; Zhang, Han. In: Working Papers. RePEc:pre:wpaper:202182.

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2021Neural networks in financial trading. (2021). Karathanasopoulos, Andreas ; Sermpinis, Georgios ; Fuente, David ; Rosillo, Rafael. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03144-y.

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2021Technical trading and cryptocurrencies. (2021). Urquhart, Andrew ; Hudson, Robert. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03357-1.

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2020Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid. (2020). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Lux, Marius. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-019-00934-7.

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2021Adaptive stochastic risk estimation of firm operating profit. (2021). Anakolu, Ethem ; Akca, Ahmet. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:3:d:10.1007_s40812-021-00184-z.

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2020Robust Estimation of the Memory Parameter. (2020). Mangat, Manveer K ; Stark, Thomas ; Reschenhofer, Erhard. In: Journal of Statistical and Econometric Methods. RePEc:spt:stecon:v:9:y:2020:i:4:f:9_4_5.

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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.

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2021Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures. (2021). Perote, Javier ; Moravalencia, Andres ; Molinamuoz, Enrique. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4163-4189.

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2020Tick size and market quality: Simulations based on agent‐based artificial stock markets. (2020). Ye, Qing ; Zhang, Jie ; Yang, Xinhui. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:27:y:2020:i:3:p:125-141.

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2020Evaluation of current research on stock return predictability. (2020). Guzmics, Sandor ; Zwatz, Christian ; Mangat, Manveer Kaur ; Reschenhofer, Erhard. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:334-351.

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2022Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels. (2022). Chevallier, Julien ; Wei, Yiming ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:100-117.

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2022Optimal forecast error as an unbiased estimator of abnormal return: A proposition. (2022). Atici, Kazim Baris ; Enginar, Onur. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:158-166.

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2021Predicting Inflation with Neural Networks. (2021). Paranhos, Livia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1344.

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2021A data-driven explainable case-based reasoning approach for financial risk detection. (2021). Sermpinis, Georgios ; Paraschiv, Florentina ; Li, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021010.

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Works by Georgios Sermpinis:


YearTitleTypeCited
2019Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices In: Papers.
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2013Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and Particle Swarm Optimization In: European Journal of Operational Research.
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article29
2015Operational risk: Emerging markets, sectors and measurement In: European Journal of Operational Research.
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article10
2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations In: European Journal of Operational Research.
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article18
2017European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression In: European Journal of Operational Research.
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article5
2017Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds In: European Journal of Operational Research.
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article3
2020A conditional fuzzy inference approach in forecasting In: European Journal of Operational Research.
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2018Modelling market implied ratings using LASSO variable selection techniques In: Journal of Empirical Finance.
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article8
2014Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects In: Journal of International Financial Markets, Institutions and Money.
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article8
2016Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices In: International Journal of Forecasting.
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article14
2013Stock market linkages among new EMU members and the euro area: Implications for financial integration and portfolio diversification In: Studies in Economics and Finance.
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article1
2016Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions In: Computational Economics.
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article9
2018One size fits all? High frequency trading, tick size changes and the implications for exchanges: market quality and market structure considerations In: Review of Quantitative Finance and Accounting.
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article8
2019Preface: application of operations research to financial markets In: Annals of Operations Research.
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2010Modelling commodity value at risk with higher order neural networks In: Applied Financial Economics.
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article4
2010Modelling and trading the EUR/USD exchange rate at the ECB fixing In: The European Journal of Finance.
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article4
2013Modelling and trading the realised volatility of the FTSE100 futures with higher order neural networks In: The European Journal of Finance.
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article2
2015Modelling commodity value at risk with Psi Sigma neural networks using open-high-low-close data In: The European Journal of Finance.
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article1
2016Stock market prediction using evolutionary support vector machines: an application to the ASE20 index In: The European Journal of Finance.
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article7
2019Performance of technical trading rules: evidence from the crude oil market In: The European Journal of Finance.
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article3
2010Higher order and recurrent neural architectures for trading the EUR/USD exchange rate In: Quantitative Finance.
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2016Special Issue of on ‘Commodity Markets’ In: Quantitative Finance.
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2016Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities In: Quantitative Finance.
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article3
2018Special Issue of Quantitative Finance on the ‘23rd Forecasting Financial Markets Conference’ In: Quantitative Finance.
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article0
2018Neural network copula portfolio optimization for exchange traded funds In: Quantitative Finance.
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article2
2019Special issue of the International Journal of Finance and Economics innovations in finance, economics, risk management, and policy In: International Journal of Finance & Economics.
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2019Revisiting Fama–French factors predictability with Bayesian modelling and copula?based portfolio optimization In: International Journal of Finance & Economics.
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2019What influences a banks decision to go public? In: International Journal of Finance & Economics.
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2014Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures In: Journal of Forecasting.
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article8
2014Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks In: Journal of Forecasting.
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article9
2014The Information Content of Equity Block Trades on the Warsaw Stock Exchange: An Estimation of Shares Returns with the Usage of Simple Linear Regression and Multivariate Adaptive Regression Splines In: Journal of Forecasting.
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2014Pascals Wager and Information In: Journal of Forecasting.
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article2
2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression In: Journal of Forecasting.
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article7
2014Stock Market Simulation Using Support Vector Machines In: Journal of Forecasting.
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article5
2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms In: Journal of Forecasting.
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article4
2016Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias In: Journal of Forecasting.
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article1

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