6
H index
4
i10 index
115
Citations
Remzi Uctum : Citation Profile
Université Paris-Nanterre (Paris X) | RESEARCH PRODUCTION: 16 Articles 70 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1989 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Remzi Uctum. | Is cited by:
| Cites to:
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Main data
Where Remzi Uctum has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 53 |
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 11 |
| Working Papers / Department of Research, Ipag Business School | 2 |
Recent works citing Remzi Uctum (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2021 | . Full description at Econpapers || Download paper |
| 2020 | Growth Transitions in India: Myth and Reality. (2020). Parameswaran, M ; Das, Mausumi ; Balakrishnan, Pulapre. In: Working Papers. RePEc:ash:wpaper:39. Full description at Econpapers || Download paper |
| 2020 | Impact 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 |
| 2021 | Market instability and technical trading at high frequency: Evidence from NASDAQ stocks. (2021). Vargas, Nicolas ; Petitjean, Mikael ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001814. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2020 | The 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. Full description at Econpapers || Download paper |
| 2021 | Time-varying effects of oil price shocks and economic policy uncertainty on the nonferrous metals industry: From the perspective of industrial security. (2021). Chen, Ying ; Liao, Jianhui ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000979. Full description at Econpapers || Download paper |
| 2020 | Does 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. Full description at Econpapers || Download paper |
| 2022 | The Sustainability of Mexican Municipal Public Debt. (2022). Saucedo, Eduardo ; Cabral, Rene ; del Castillo, Ernesto. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6558-:d:825599. Full description at Econpapers || Download paper |
| 2020 | Analyser la performance financière des indices boursiers environnementaux. (2020). Barda, Kelly. In: MPRA Paper. RePEc:pra:mprapa:102537. Full description at Econpapers || Download paper |
| 2021 | Information 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 |
| 2020 | Senior 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 |
| 2021 | Public debt sustainability in sub-national level: a case of Karnataka. (2021). Anantha, M R. In: Indian Economic Review. RePEc:spr:inecre:v:56:y:2021:i:2:d:10.1007_s41775-021-00114-9. Full description at Econpapers || Download paper |
| 2021 | Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data. (2021). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep050. Full description at Econpapers || Download paper |
Works by Remzi Uctum:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi?Country Analysis In: Economica. [Full Text][Citation analysis] | article | 33 |
| 2006 | Public debt, the unit root hypothesis and structural breaks: a multi-country analysis.(2006) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
| 2007 | Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* In: Review of International Economics. [Full Text][Citation analysis] | article | 5 |
| 2007 | Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data.(2007) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2021 | The European growth synchronization through crises and structural changes In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | The European growth synchronization through crises and structural changes.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 1 |
| 2010 | Anticipations, 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). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2006 | Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts.(2006) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2007 | Anticipations, prime de risque et structure par terme des taux dintérêt: une analyse des comportements dexperts.(2007) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2008 | The 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. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The 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. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Modelling oil price expectations: evidence from survey data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2011 | Modelling oil price expectations: Evidence from survey data.(2011) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2012 | Modeling the horizon-dependent risk premium in the forex market: evidence from survey data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2017 | Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2013 | Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Erudite Working Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2014 | Persistence 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 | paper | |
| 2014 | Persistence 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 | paper | |
| 2017 | Persistence 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 | paper | |
| 2013 | Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2017 | Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2014 | Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 12 |
| 2015 | Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2014 | Expectation 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: 12 | paper | |
| 2014 | Expectation 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: 12 | paper | |
| 2014 | Expectation 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: 12 | paper | |
| 2014 | Expectation 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: 12 | paper | |
| 2014 | Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | paper | |
| 2015 | Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
| 2015 | Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 11 |
| 2016 | Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
| 2016 | Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2015 | Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
| 2016 | Do markets learn to rationally expect US interest rates? evidence from survey data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | Do markets learn to rationally expect US interest rates? Evidence from survey data.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2017 | The Eurozone Convergence through Crises and Structural Changes In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | The Eurozone convergence through crises and structural changes.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Term structure of interest rates: modelling the risk premium using a two horizons framework In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Term structure of interest rates: Modelling the risk premium using a two horizons framework.(2021) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2018 | Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2018 | Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Term structure of interest rates: modelling the risk premium using a two horizons framework.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Modeling ex-ante risk premia in the oil market In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Modeling ex-ante risk premia in the oil market.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Modeling ex-ante risk premia in the oil market.(2021) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2021 | Modeling ex-ante risk premia in the oil market.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Crises, portfolio flows, and foreign direct investment: An application to Turkey In: Economic Systems. [Full Text][Citation analysis] | article | 7 |
| 2013 | Modeling 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. [Full Text][Citation analysis] | article | 2 |
| 2013 | Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2012 | Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2016 | Convergence of wages and their macroeconomic determinants in the Euro area In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Convergence of wages and their macroeconomic determinants in the Euro area.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1996 | Changements dans les processus anticipatifs : quelle approche économétrique ? In: Post-Print. [Citation analysis] | paper | 0 |
| 1996 | FF/$ exchange rate expectations formation : do the expectational processes change over time ? In: Post-Print. [Citation analysis] | paper | 0 |
| 1995 | Formation des anticipations de change FF/$ : analyse de l’hypothèse de changements dans les processus au cours du temps In: Post-Print. [Citation analysis] | paper | 0 |
| 1995 | Analysis of the endogenous changes in the expectational processes : the case of exchange rate expectations In: Post-Print. [Citation analysis] | paper | 0 |
| 1994 | Formation des anticipations de change : l’hypothèse d’un processus mixte In: Post-Print. [Citation analysis] | paper | 3 |
| 1996 | Formation des anticipations de change : lhypothèse dun processus mixte.(1996) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 1996 | Formation des anticipations de change : lhypothèse dun processus mixte.(1996) In: Économie et Prévision. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 1991 | Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation In: Post-Print. [Citation analysis] | paper | 0 |
| 1990 | A disequilibrium model for the French industrial sector: methods and evidence In: Post-Print. [Citation analysis] | paper | 0 |
| 1990 | Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques In: Post-Print. [Citation analysis] | paper | 0 |
| 1989 | Estimation of disequilibrium models with stochastic trade-offers In: Post-Print. [Citation analysis] | paper | 0 |
| 1989 | Portée de la politique des changes dans une économie en déséquilibre In: Post-Print. [Citation analysis] | paper | 0 |
| 1998 | Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market In: Post-Print. [Citation analysis] | paper | 0 |
| 1998 | How are oil price expectations formed ? Evidence from survey data In: Post-Print. [Citation analysis] | paper | 0 |
| 1998 | Econométrie des modèles à changements de régimes In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Do markets learn to rationally expect US interest rates? An anchoring approach In: Post-Print. [Citation analysis] | paper | 0 |
| 2018 | Do markets learn to rationally expect US interest rates? An anchoring approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2020 | Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data In: Post-Print. [Citation analysis] | paper | 2 |
| 1995 | Théorie et Econométrie du Déséquilibre en Economie Ouverte In: Post-Print. [Citation analysis] | paper | 2 |
| 2000 | Théorie et économétrie du déséquilibre en économie ouverte.(2000) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2020 | Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2000 | The evidence of a mixed expectation generating process in the foreign exchange market In: Post-Print. [Citation analysis] | paper | 5 |
| 2006 | Economically rational expectations theory: evidence from the WTI oil price survey data In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 1991 | Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques In: Post-Print. [Citation analysis] | paper | 0 |
| 2007 | Econométrie des modèles à changements de régimes: un essai de synthèse In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Économétrie des modèles à changement de régimes : un essai de synthèse.(2007) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2010 | Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières : une approche sur données individuelles In: Post-Print. [Citation analysis] | paper | 0 |
| 2005 | Portfolio Flows, Foreign Direct Investment, Crises In: Computing in Economics and Finance 2005. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2022. Contact: CitEc Team