11
H index
12
i10 index
457
Citations
Lancaster University | 11 H index 12 i10 index 457 Citations RESEARCH PRODUCTION: 40 Articles 4 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mark B. Shackleton. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University | 2 |
Year | Title of citing document |
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2022 | Mortgage Contracts and Selective Default. (2020). Robertson, Scott ; Kitapbayev, Yerkin. In: Papers. RePEc:arx:papers:2005.03554. Full description at Econpapers || Download paper |
2021 | Liquidity-free implied volatilities: an approach using conic finance. (2021). Spreij, Peter ; Khedher, Asma ; Michielon, Matteo. In: Papers. RePEc:arx:papers:2110.11718. Full description at Econpapers || Download paper |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper |
2021 | Meta?analysis of the Impact of Adoption of IFRS on Financial Reporting Comparability, Market Liquidity, and Cost of Capital. (2021). van Zijl, Tony ; Houqe, Muhammad Nurul ; Opare, Solomon. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:3:p:502-556. Full description at Econpapers || Download paper |
2021 | The profitability of trading on large Lévy jumps. (2021). Pan, Zheyao ; Gray, Phil ; Chan, Kam Fong. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:627-635. Full description at Econpapers || Download paper |
2021 | Distributed Renewable Power Generation and Implications for Capacity Investment and Electricity Prices. (2021). Angelus, Alexandar. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4614-4634. Full description at Econpapers || Download paper |
2021 | Valuing Real Options in the Volatile Real World. (2021). Wang, Tianyang ; Dyer, James S ; Harikae, Seiji. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:1:p:171-189. Full description at Econpapers || Download paper |
2021 | A Welfare Analysis on Start-Up Decisions under Default Risk. (2021). Vergalli, Sergio ; Panteghini, Paolo ; Comincioli, Nicola. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9478. Full description at Econpapers || Download paper |
2021 | Pioneer, Early Follower or Late Entrant: Entry Dynamics with Learning and Market Competition. (2021). Ishida, Junichiro ; Mukherjee, Arijit ; Chen, Chia-Hui. In: ISER Discussion Paper. RePEc:dpr:wpaper:1132. Full description at Econpapers || Download paper |
2022 | Real options, risk aversion and markets: A corporate finance perspective. (2022). Ewald, Christian-Oliver ; Taub, Bart. In: Journal of Corporate Finance. RePEc:eee:corfin:v:72:y:2022:i:c:s0929119922000074. Full description at Econpapers || Download paper |
2022 | Investment timing, capacity choice and optimal floors and ceilings. (2022). Pereira, Paulo J ; Rodrigues, Artur ; Paxson, Dean. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001324. Full description at Econpapers || Download paper |
2021 | Jump Interdependencies: Stochastic linkages among international stock markets. (2021). Prasanna, Krishna ; Kshatriya, Saranya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000528. Full description at Econpapers || Download paper |
2022 | Forecasting risk measures using intraday and overnight information. (2022). Candido, Osvaldo ; Tofoli, Paula V ; Santos, Douglas G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000250. Full description at Econpapers || Download paper |
2023 | Pioneer, early follower or late entrant: Entry dynamics with learning and market competition. (2023). Ishida, Junichiro ; Mukherjee, Arijit ; Chen, Chia-Hui. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002409. Full description at Econpapers || Download paper |
2021 | Optimal decision policy for real options under general Markovian dynamics. (2021). Sainz, Felipe ; Naranjo, Lorenzo ; Cortazar, Gonzalo. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:2:p:634-647. Full description at Econpapers || Download paper |
2021 | A dynamic model for venture capitalists’ entry–exit investment decisions. (2021). Pereira, Paulo J ; Ferreira, Ricardo M. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:779-789. Full description at Econpapers || Download paper |
2022 | Trade credit contracts: Design and regulation. (2022). Moraux, Franck ; Silaghi, Florina. In: European Journal of Operational Research. RePEc:eee:ejores:v:296:y:2022:i:3:p:980-992. Full description at Econpapers || Download paper |
2023 | The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164. Full description at Econpapers || Download paper |
2023 | A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks. (2023). Seeger, Norman J ; Schlag, Christian ; Rodrigues, Paulo ; Pollastri, Alessandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:322-341. Full description at Econpapers || Download paper |
2021 | Risk premia in electricity derivatives markets. (2021). Leccadito, Arturo ; Algieri, Bernardina ; Tunaru, Diana. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100205x. Full description at Econpapers || Download paper |
2021 | Post-split underreaction: The importance of prior split history. (2021). Walker, Scott. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002660. Full description at Econpapers || Download paper |
2022 | Beyond the blockchain announcement: Signaling credibility and market reaction. (2022). Chen, Ka-Hin ; Lai, Tze Leung ; Liu, Qingfu ; Wang, Chuanjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001703. Full description at Econpapers || Download paper |
2022 | Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137. Full description at Econpapers || Download paper |
2022 | Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market. (2022). Chen, Pengzhan ; Wu, Bin ; Xia, Wenjing ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002320. Full description at Econpapers || Download paper |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
2022 | Do large-cap exchange-traded funds perform better than their small-cap counterparts in extreme market conditions??. (2022). Valadkhani, Abbas. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s104402832200045x. Full description at Econpapers || Download paper |
2021 | Prepayment risk in reverse mortgages: An intensity-governed surrender model. (2021). Lee, Yung-Tsung ; Shi, Tianxiang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:68-82. Full description at Econpapers || Download paper |
2023 | Discovering the drivers of stock market volatility in a data-rich world. (2023). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001561. Full description at Econpapers || Download paper |
2022 | Forecasting: 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 |
2022 | Weighted Least Squares Realized Covariation Estimation. (2022). Xu, QI ; Voev, Valeri ; Vasios, Michalis ; Nolte, Ingmar ; Li, Yifan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000206. Full description at Econpapers || Download paper |
2022 | News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies. (2022). McCurdy, Thomas ; Zhao, Xiaofei ; Jeon, Yoontae. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:2:p:1-17. Full description at Econpapers || Download paper |
2022 | Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices. (2022). Umar, Muhammad ; Guo, Xiaozhu ; Luo, Qin ; Zhang, Lixia. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000939. Full description at Econpapers || Download paper |
2021 | Cojump risks and their impacts on option pricing. (2021). Liao, Szu-Lang ; Chen, Jun-Home ; Lian, Yu-Min. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:399-410. Full description at Econpapers || Download paper |
2021 | Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479. Full description at Econpapers || Download paper |
2021 | Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?. (2021). Lyocsa, Tefan ; Plihal, Toma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829. Full description at Econpapers || Download paper |
2021 | Hedge Accounting and Firms’ Future Investment Spending. (2021). Mazzi, Francesco ; Kress, Andreas ; Hartlieb, Sven ; Eierle, Brigitte. In: Working Papers - Business. RePEc:frz:wpmmos:wp2021_01.rdf. Full description at Econpapers || Download paper |
2021 | A Contract Theory Approach to Islamic Financial Securities with an Application to Diminishing Mush?rakah. (2021). Arbi, Lukman Hanif. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:17-:d:473718. Full description at Econpapers || Download paper |
2021 | An Open Innovation Intraday Implied Volatility for Pricing Australian Dollar Options. (2021). Hassan, Kamrul ; Hoque, Ariful ; Le, Thi. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:1:p:23-:d:477544. Full description at Econpapers || Download paper |
2022 | Valuation of Reverse Mortgages with Surrender: A Utility Approach. (2022). Shi, Tianxiang ; Lee, Yung-Tsung. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:65:y:2022:i:4:d:10.1007_s11146-021-09869-7. Full description at Econpapers || Download paper |
2021 | The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2021). Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike G ; Murphy, Anthony. In: Working Papers. RePEc:liv:livedp:202109. Full description at Econpapers || Download paper |
2022 | Housing Consumption and Investment: Evidence from Shared Equity Mortgages. (2022). Garbarinoifo, Nicola ; Cocco, Joo F ; Bracke, Philippe ; Benetton, Matteo. In: Review of Financial Studies. RePEc:oup:rfinst:v:35:y:2022:i:8:p:3525-3573.. Full description at Econpapers || Download paper |
2021 | Volatility in the stock market: ANN versus parametric models. (2021). Clementi, Daniele ; Decclesia, Rita Laura. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03374-0. Full description at Econpapers || Download paper |
2021 | Re-evaluating natural resource investments under uncertainty: An alternative to limited traditional approaches. (2021). Maier, Sebastian. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03569-w. Full description at Econpapers || Download paper |
2021 | Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Yan, Kai ; Zhang, Wei. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y. Full description at Econpapers || Download paper |
2021 | Estimating the proportion of informed and speculative traders in financial markets: evidence from exchange rate. (2021). Tsai, Chi-Ming . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:3:d:10.1007_s11403-020-00308-z. Full description at Econpapers || Download paper |
2022 | Optimal Entry and Exit Decisions Under Uncertainty and the Impact of Mean Reversion. (2022). Tvedt, Jostein. In: SN Operations Research Forum. RePEc:spr:snopef:v:3:y:2022:i:4:d:10.1007_s43069-022-00161-9. Full description at Econpapers || Download paper |
2021 | Investors trading behaviour and stock market volatility during crisis periods: A dual long?memory model for the Korean Stock Exchange. (2021). Kartsaklas, Aris ; Yfanti, Stavroula ; Karanasos, Menelaos ; Caporale, Guglielmo Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4441-4461. Full description at Econpapers || Download paper |
2021 | An empirical study on the role of trading volume and data frequency in volatility forecasting. (2021). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:792-816. Full description at Econpapers || Download paper |
2021 | Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; McMillan, David G ; Kambouroudis, Dimos S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639. Full description at Econpapers || Download paper |
2021 | Estimating real?world probabilities: A forward?looking behavioral framework. (2021). Crisostomo, Ricardo . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1797-1823. Full description at Econpapers || Download paper |
2021 | Optimal portfolio allocation using option?implied information. (2021). Strittmatter, Marius ; Olmo, Jose ; Kyriacou, Maria. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:2:p:266-285. Full description at Econpapers || Download paper |
2021 | Preemptive competition between two firms with different discount rates. (2021). Nishihara, Michi. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:3:p:675-687. Full description at Econpapers || Download paper |
2021 | Strategic introduction of a new product under uncertainty: A duopoly case. (2021). Terrazassantamaria, Diana. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:4:p:796-807. Full description at Econpapers || Download paper |
2021 | Staffing many?server queues with autoregressive inputs. (2021). Liu, Yunan ; Sun, XU. In: Naval Research Logistics (NRL). RePEc:wly:navres:v:68:y:2021:i:3:p:312-326. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2012 | Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights In: European Financial Management. [Full Text][Citation analysis] | article | 10 |
2020 | NAV inflation and impact on performance in China In: European Financial Management. [Full Text][Citation analysis] | article | 0 |
2014 | The Option and Decision to Repurchase Stock In: Financial Management. [Full Text][Citation analysis] | article | 0 |
1998 | Discussion Of Arbitrage?Free Valuation of Exhaustible Resource Firms In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 0 |
2002 | The Expected Return and Exercise Time of Merton?style Real Options In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 14 |
2004 | CAPM, Higher Co?moment and Factor Models of UK Stock Returns In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 25 |
2007 | Generalised Geske??Johnson Interpolation of Option Prices In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 1 |
2011 | Continuous Workout Mortgages In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | Continuous Workout Mortgages.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2017 | Continuous Workout Mortgages: Efficient Pricing and Systemic Implications In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | Continuous Workout Mortgages: Efficient pricing and systemic implications.(2019) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | Distinguishing short and long memory volatility specifications In: Econometrics Journal. [Full Text][Citation analysis] | article | 5 |
2007 | Finite maturity caps and floors on continuous flows In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 16 |
2010 | Harvesting and recovery decisions under uncertainty In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
2005 | Smooth pasting as rate of return equalization In: Economics Letters. [Full Text][Citation analysis] | article | 13 |
2006 | How real option disinvestment flexibility augments project NPV In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 17 |
2011 | Hysteresis effects under CIR interest rates In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 7 |
2020 | Buyback behaviour and the option funding hypothesis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2022 | What drives a firms ES performance? Evidence from stock returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2000 | Valuing the strategic option to sell life insurance business: Theory and evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 0 |
2004 | Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 130 |
2004 | Strategic entry and market leadership in a two-player real options game In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
2007 | Closed-form transformations from risk-neutral to real-world distributions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 42 |
2008 | Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2010 | A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 30 |
2011 | Participating mortgages and the efficiency of financial intermediation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
2011 | Omitted debt risk, financial distress and the cross-section of expected equity returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 1 |
2014 | Cojumps in stock prices: Empirical evidence In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 43 |
2016 | Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 4 |
2013 | Mitigating financial fragility with Continuous Workout Mortgages In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 13 |
2013 | Hedging efficiency in the Greek options market before and after the financial crisis of 2008 In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 1 |
2015 | Stock-return volatility and daily equity trading by investor groups in Korea In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 8 |
2016 | Option-Implied Volatility Measures and Stock Return Predictability In: Post-Print. [Citation analysis] | paper | 5 |
2003 | The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2009 | Empirical pricing kernels obtained from the UK index options market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2001 | On the expected payoff and true probability of exercise of European options In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
2005 | On the use and improvement of Hull and Whites control variate technique In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
2009 | Durable vs. disposable equipment choice under interest rate uncertainty In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2004 | Pricing options with American-style average reset features In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2013 | Corporate Risk Management and Hedge Accounting In: Contemporary Accounting Research. [Full Text][Citation analysis] | article | 9 |
2002 | The Binomial Black–Scholes model and the Greeks In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2005 | On the errors and comparison of Vega estimation methods In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
2010 | Efficient quadrature and node positioning for exotic option valuation In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
2016 | Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
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