Remzi Uctum : Citation Profile


Are you Remzi Uctum?

Université Paris-Nanterre (Paris X)

5

H index

1

i10 index

80

Citations

RESEARCH PRODUCTION:

12

Articles

63

Papers

RESEARCH ACTIVITY:

   29 years (1989 - 2018). See details.
   Cites by year: 2
   Journals where Remzi Uctum has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 13 (13.98 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/puc7
   Updated: 2019-09-14    RAS profile: 2019-04-18    
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Relations with other researchers


Works with:

Prat, Georges (11)

Uctum, Merih (2)

El Ouadghiri, Imane (2)

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)

Kočenda, Evžen (5)

Reitz, Stefan (5)

Hanousek, Jan (3)

Cifarelli, Giulio (2)

Cysne, Rubens (2)

Das, Nimai (2)

Rosendahl, Knut Einar (2)

Dreger, Christian (2)

Aune, Finn Roar (2)

Cites to:

Prat, Georges (24)

MacDonald, Ronald (16)

Bollerslev, Tim (13)

Verschoor, Willem (12)

Obstfeld, Maurice (11)

Bai, Jushan (10)

Rogoff, Kenneth (10)

Engel, Charles (9)

Pearce, Douglas (9)

Andersen, Torben (9)

Campbell, John (8)

Main data


Where Remzi Uctum has published?


Journals with more than one article published# docs
Applied Economics2

Working Papers Series with more than one paper published# docs
Post-Print / HAL48
EconomiX Working Papers / University of Paris Nanterre, EconomiX10
Working Papers / Department of Research, Ipag Business School2

Recent works citing Remzi Uctum (2018 and 2017)


YearTitle of citing document
2017Measuring financial risk and portfolio reversion with time changed tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:148-159.

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2019Central bank announcements and realized volatility of stock markets in G7 countries. (2019). Molnár, Peter ; Lyócsa, Štefan ; Plihal, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:117-135.

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2018Public attention to “Islamic terrorism” and stock market returns. (2018). el Ouadghiri, Imane ; Peillex, Jonathan. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:4:p:936-946.

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2017Pricing foreign equity option under stochastic volatility tempered stable Lévy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:83-93.

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2018Long-run and short-run relationships between oil prices, producer prices, and consumer prices: What can we learn from a permanent-transitory decomposition?. (2018). Myers, Robert J ; Baumes, Harry ; Helmar, Michael ; Johnson, Stanley R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:175-190.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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2017A time-varying fiscal reaction function for Brazil. (2017). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:795.

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2018A time-varying fiscal reaction function for Brazil. (2018). Cysne, Rubens ; Campos, Eduardo Lima. In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:798.

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2017Multicointegração e sustentabilidade da política fiscal no Brasil com regime de quebras estruturais (1997-2015). (2017). Triches, Divanildo ; Sleimann, Luis Antonio. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:71:y:2017:i:3:a:66468.

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2019Déterminants des encours nationaux socialement responsables : Une analyse exploratoire internationale. (2019). Huang, Alexandra. In: Working Papers. RePEc:hal:wpaper:hal-02242796.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:83894.

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2017In Search of Long Run Stability for Fiscal Transfers in Indian Federalism. (2017). Das, Nimai. In: MPRA Paper. RePEc:pra:mprapa:91364.

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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: 25
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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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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 1
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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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This paper has another version. Agregated cites: 0
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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: 6
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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: 4
article
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: 4
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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: 4
paper
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: 4
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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: 4
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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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This paper has another version. Agregated cites: 4
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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: 9
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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: 9
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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: 9
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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: 9
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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: 9
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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: 5
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2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Post-Print.
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This paper has another version. Agregated cites: 5
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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: 5
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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: 5
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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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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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2015Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2015) 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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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) 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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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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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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2000Théorie et économétrie du déséquilibre en économie ouverte 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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This paper has another version. Agregated cites: 3
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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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