Vania Stavrakeva : Citation Profile


Are you Vania Stavrakeva?

London Business School (LBS)

2

H index

1

i10 index

126

Citations

RESEARCH PRODUCTION:

2

Papers

RESEARCH ACTIVITY:

   8 years (2008 - 2016). See details.
   Cites by year: 15
   Journals where Vania Stavrakeva has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pst618
   Updated: 2017-10-21    RAS profile: 2016-10-03    
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Relations with other researchers


Works with:

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

Is cited by:

Rossi, Barbara (17)

Rogoff, Kenneth (12)

Korobilis, Dimitris (9)

Byrne, Joseph (8)

Ferraro, Domenico (7)

van Wincoop, Eric (6)

Bacchetta, Philippe (6)

Ojeda-Joya, Jair (4)

Ribeiro, Pinho (4)

Naraidoo, Ruthira (3)

Gandolfo, Giancarlo (3)

Cites to:

Rossi, Barbara (5)

Engel, Charles (5)

Chinn, Menzie (5)

Mark, Nelson (4)

Rogoff, Kenneth (4)

Cheung, Yin-Wong (4)

Clark, Todd (4)

West, Kenneth (4)

McCracken, Michael (4)

Wagner, Christian (3)

Meese, Richard (3)

Main data


Where Vania Stavrakeva has published?


Recent works citing Vania Stavrakeva (2017 and 2016)


YearTitle of citing document
2016Point, interval and density forecasts of exchange rates with time-varying parameter models. (2016). Marcellino, Massimiliano ; Abbate, Angela. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11559.

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2016Hedging performance of REIT index futures: A comparison of alternative hedge ratio estimation methods. (2016). Zhou, Jian. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:690-698.

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2016Exchange rates and commodity prices: Measuring causality at multiple horizons. (2016). Dufour, Jean-Marie ; Zhang, Hui Jun ; Galbraith, John W. In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:100-120.

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2017Predicting white metal prices by a commodity sensitive exchange rate. (2017). Ciner, Cetin . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:309-315.

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2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

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2016Exchange rate predictability in a changing world. (2016). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:62:y:2016:i:c:p:1-24.

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2016Taylor rule deviations and out-of-sample exchange rate predictability. (2016). Molodtsova, Tanya ; Papell, David H ; Ince, Onur . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:69:y:2016:i:c:p:22-44.

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2017Cross-correlations between RMB exchange rate and international commodity markets. (2017). Lu, Xinsheng ; Qian, Yubo ; Zhou, Ying ; Li, Jianfeng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:168-182.

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2017Cross-Border Spillovers of Balance Sheet Normalization : a speech at Normalizing Central Banks Balance Sheets: What Is the New Normal? a conference sponsored by Columbia University’s School of Inter. (2017). Brainard, Lael . In: Speech. RePEc:fip:fedgsq:963.

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2017Cross-Border Spillovers of Balance Sheet Normalization : a speech at the National Bureau of Economic Research’s Monetary Economics Summer Institute, New York, New York, July 13, 2017.. (2017). Brainard, Lael . In: Speech. RePEc:fip:fedgsq:964.

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2016Fundamentals and exchange rate forecastability with machine learning methods. (2016). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Working Papers. RePEc:hal:wpaper:halshs-01003914.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor . In: Working Papers. RePEc:hnb:wpaper:46.

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2016Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis . In: Working Papers. RePEc:lan:wpaper:144439514.

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2017Exchange Rate Pass-Through in the Euro Area. (2017). Comunale, Mariarosaria ; Kunovac, Davor . In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:38.

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2016Foreign exchange rates with the Taylor rule and VECMs. (2016). Nakmai, Siwat ; Piersanti, Fabio Massimo ; Rizzati, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:68888.

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2016Forecasting Chilean inflation with international factors. (2016). Pincheira, Pablo ; Gatty, Andres . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1041-9.

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2016Can structural change explain the Meese-Rogoff puzzle?. (2016). Mangee, Nicholas. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:40:y:2016:i:2:d:10.1007_s12197-014-9302-6.

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2016Density Forecast Evaluation in Unstable Environments. (2016). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: Working Papers. RePEc:ucr:wpaper:201606.

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2016Point, interval and density forecasts of exchange rates with time-varying parameter models. (2016). Marcellino, Massimiliano ; Abbate, Angela. In: Discussion Papers. RePEc:zbw:bubdps:192016.

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2017Forecasting exchange rates: The time-varying relationship between exchange rates and Taylor rule fundamentals. (2017). Haskamp, Ulrich. In: Ruhr Economic Papers. RePEc:zbw:rwirep:704.

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2017Interest Rates and Exchange Rates in Normal and Crisis Times. (2017). Grazzini, Caterina Forti ; Rieth, Malte. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168281.

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Works by Vania Stavrakeva:


YearTitleTypeCited
2016Exchange rates and the yield curve In: Working Papers.
[Full Text][Citation analysis]
paper3
2008The Continuing Puzzle of Short Horizon Exchange Rate Forecasting In: NBER Working Papers.
[Full Text][Citation analysis]
paper123

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