4
H index
2
i10 index
89
Citations
Sikandar R Siddiqui : Citation Profile
Frankfurt School of Finance and Management | RESEARCH PRODUCTION: 11 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
28 years (1994 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sikandar R Siddiqui. | Is cited by:
| Cites to:
|
Main data
Where Sikandar R Siddiqui has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / University of Konstanz, Center for International Labor Economics (CILE) | 2 |
Recent works citing Sikandar R Siddiqui (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335. Full description at Econpapers || Download paper |
Works by Sikandar R Siddiqui:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Yield Curve and Momentum Effects in Monthly U.S. Equity Returns: Some Nonparametric Evidence In: Asian Journal of Economics and Empirical Research. [Full Text][Citation analysis] | article | 3 |
| 2019 | A RISK-SENSITIVE MOMENTUM APPROACH TO STOCK SELECTION In: Economic Annals. [Full Text][Citation analysis] | article | 0 |
| 2002 | Tracing the income-fertility nexus: Nonparametric Estimates for a Panel of Countries In: Economics Bulletin. [Full Text][Citation analysis] | article | 8 |
| 1998 | A qualitative threshold model of daily exchange rate movements In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2009 | Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
| 1998 | Investment Under Financial Constraints: Theory and Tests with West German Micro Data In: Quantitative Macroeconomics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1997 | The pension incentive to retire: Empirical evidence for West Germany In: Journal of Population Economics. [Full Text][Citation analysis] | article | 50 |
| 2022 | Stresstests und Carbon Risiken In: Springer Books. [Citation analysis] | chapter | 0 |
| 2016 | Size, Equity Backing, and Bank Profitability: A Case Study Using Panel Data from Bangladesh In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 1 |
| 2003 | Can interest rate changes help predict future stock price movements? Evidence from the German market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2013 | Nonparametric conditional density estimation of short-term interest rate movements: procedures, results and risk management implications In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 1997 | The impact of health on retirement behaviour: empirical evidence from West Germany In: Health Economics. [Full Text][Citation analysis] | article | 12 |
| 1994 | Early retirement in West Germany: A hazard rate model in discrete time In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 1995 | Labour supply disincentive effects of old age public pensions: A case study for West Germany combining panel data and aggregate information In: Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team