Remzi Uctum : Citation Profile


Are you Remzi Uctum?

Université Paris-Nanterre (Paris X)

6

H index

3

i10 index

99

Citations

RESEARCH PRODUCTION:

13

Articles

65

Papers

RESEARCH ACTIVITY:

   32 years (1989 - 2021). See details.
   Cites by year: 3
   Journals where Remzi Uctum has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 13 (11.61 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/puc7
   Updated: 2021-02-20    RAS profile: 2020-12-08    
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Relations with other researchers


Works with:

Prat, Georges (7)

Uctum, Merih (3)

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

Is cited by:

nicet - chenaf, dalila (7)

ROUGIER, ERIC (7)

Reitz, Stefan (5)

Kočenda, Evžen (5)

Hanousek, Jan (3)

Cifarelli, Giulio (3)

Prat, Georges (3)

Yigit, Taner (2)

Kutan, Ali (2)

Mohn, Klaus (2)

Cysne, Rubens (2)

Cites to:

Prat, Georges (25)

MacDonald, Ronald (16)

Verschoor, Willem (12)

Obstfeld, Maurice (11)

Bollerslev, Tim (11)

Bai, Jushan (10)

Rogoff, Kenneth (10)

Engel, Charles (9)

Pearce, Douglas (9)

Hodrick, Robert (8)

Wolff, Christian (8)

Main data


Where Remzi Uctum has published?


Journals with more than one article published# docs
Applied Economics3

Working Papers Series with more than one paper published# docs
Post-Print / HAL50
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Working Papers / Department of Research, Ipag Business School2

Recent works citing Remzi Uctum (2021 and 2020)


YearTitle of citing document
2020Growth Transitions in India: Myth and Reality. (2020). Parameswaran, M ; Das, Mausumi ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:39.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

Full description at Econpapers || Download paper

2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020The pass-through effects of oil price shocks on Chinas inflation: A time-varying analysis. (2020). Chen, Jinyu ; Li, Hailing ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300347.

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2020Does foreign portfolio investment strengthen stock-commodity markets connection?. (2020). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719303617.

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2020Analyser la performance financière des indices boursiers environnementaux. (2020). Barda, Kelly. In: MPRA Paper. RePEc:pra:mprapa:102537.

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2021Information security breaches and financial market reaction: the French case. (2021). Mendiela, Pauline. In: MPRA Paper. RePEc:pra:mprapa:105029.

Full description at Econpapers || Download paper

2020Senior bank loan officers expectations for loan demand: Evidence from the Euro-area. (2020). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:98903.

Full description at Econpapers || Download paper

Works by Remzi Uctum:


YearTitleTypeCited
2006Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi‐Country Analysis In: Economica.
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2006Public debt, the unit root hypothesis and structural breaks: a multi-country analysis.(2006) In: Post-Print.
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This paper has another version. Agregated cites: 28
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2007Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* In: Review of International Economics.
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article4
2007Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data.(2007) In: Post-Print.
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This paper has another version. Agregated cites: 4
paper
2010Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts In: Recherches économiques de Louvain.
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article1
2010Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts.(2010) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has another version. Agregated cites: 1
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2006Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts.(2006) In: EconomiX Working Papers.
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2007Anticipations, prime de risque et structure par terme des taux dintérêt: une analyse des comportements dexperts.(2007) In: Post-Print.
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paper
2008The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data In: EconomiX Working Papers.
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2007The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data.(2007) In: Post-Print.
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2009Modelling oil price expectations: evidence from survey data In: EconomiX Working Papers.
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2011Modelling oil price expectations: Evidence from survey data.(2011) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 9
article
2012Modeling the horizon-dependent risk premium in the forex market: evidence from survey data In: EconomiX Working Papers.
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: EconomiX Working Papers.
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics.
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This paper has another version. Agregated cites: 6
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Erudite Working Paper.
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 6
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Working Papers.
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data In: EconomiX Working Papers.
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2015Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 11
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2014Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data.(2014) In: Post-Print.
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This paper has another version. Agregated cites: 11
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2014Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11
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2014Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 11
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Working Papers.
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2015Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2015) In: Applied Economics.
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2015Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets In: EconomiX Working Papers.
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2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Economic Modelling.
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This paper has another version. Agregated cites: 10
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2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 10
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2015Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 10
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2015Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2015) In: Post-Print.
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This paper has another version. Agregated cites: 10
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2016Do markets learn to rationally expect US interest rates? evidence from survey data In: EconomiX Working Papers.
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2016Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 0
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2017Do markets learn to rationally expect US interest rates? Evidence from survey data.(2017) In: Post-Print.
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2016Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print.
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2017The Eurozone Convergence through Crises and Structural Changes In: EconomiX Working Papers.
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2017The Eurozone convergence through crises and structural changes.(2017) In: Post-Print.
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2018Term structure of interest rates: modelling the risk premium using a two horizons framework In: EconomiX Working Papers.
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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print.
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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print.
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2021Term structure of interest rates: modelling the risk premium using a two horizons framework.(2021) In: Post-Print.
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2011Crises, portfolio flows, and foreign direct investment: An application to Turkey In: Economic Systems.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data In: Journal of International Financial Markets, Institutions and Money.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2013) In: Post-Print.
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This paper has another version. Agregated cites: 2
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2012Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2012) In: Post-Print.
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2016Convergence of wages and their macroeconomic determinants in the Euro area In: Post-Print.
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2016Convergence of wages and their macroeconomic determinants in the Euro area.(2016) In: Post-Print.
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1996Changements dans les processus anticipatifs : quelle approche économétrique ? In: Post-Print.
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1996FF/$ exchange rate expectations formation : do the expectational processes change over time ? In: Post-Print.
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1995Formation des anticipations de change FF/$ : analyse de l’hypothèse de changements dans les processus au cours du temps In: Post-Print.
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1995Analysis of the endogenous changes in the expectational processes : the case of exchange rate expectations In: Post-Print.
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1994Formation des anticipations de change : l’hypothèse d’un processus mixte In: Post-Print.
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1996Formation des anticipations de change : lhypothèse dun processus mixte.(1996) In: Post-Print.
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1996Formation des anticipations de change : lhypothèse dun processus mixte.(1996) In: Économie et Prévision.
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1991Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation In: Post-Print.
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1990A disequilibrium model for the French industrial sector: methods and evidence In: Post-Print.
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1990Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques In: Post-Print.
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1989Estimation of disequilibrium models with stochastic trade-offers In: Post-Print.
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1989Portée de la politique des changes dans une économie en déséquilibre In: Post-Print.
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1998Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market In: Post-Print.
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1998How are oil price expectations formed ? Evidence from survey data In: Post-Print.
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1998Econométrie des modèles à changements de régimes In: Post-Print.
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2018Do markets learn to rationally expect US interest rates? An anchoring approach In: Post-Print.
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2018Do markets learn to rationally expect US interest rates? An anchoring approach.(2018) In: Applied Economics.
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2020The European Growth Synchronization through Crises and Structural Changes In: Post-Print.
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2020Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data In: Post-Print.
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2020Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data.(2020) In: Applied Economics.
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1995Théorie et Econométrie du Déséquilibre en Economie Ouverte In: Post-Print.
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2000Théorie et économétrie du déséquilibre en économie ouverte.(2000) In: Post-Print.
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2000The evidence of a mixed expectation generating process in the foreign exchange market In: Post-Print.
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2006Economically rational expectations theory: evidence from the WTI oil price survey data In: Post-Print.
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1991Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques In: Post-Print.
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2007Econométrie des modèles à changements de régimes: un essai de synthèse In: Post-Print.
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2007Économétrie des modèles à changement de régimes : un essai de synthèse.(2007) In: L'Actualité Economique.
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2010Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières : une approche sur données individuelles In: Post-Print.
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2005Portfolio Flows, Foreign Direct Investment, Crises In: Computing in Economics and Finance 2005.
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