7
H index
5
i10 index
142
Citations
Remzi Uctum : Citation Profile
Université Paris-Nanterre (Paris X) | RESEARCH PRODUCTION: 16 Articles 69 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 | 52 |
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 11 |
| Working Papers / Department of Research, Ipag Business School | 2 |
Recent works citing Remzi Uctum (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA). (2023). Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish ; Umar, Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300337x. Full description at Econpapers || Download paper |
| 2023 | Stranding ahoy? Heterogeneous transition beliefs and capital investment choices. (2023). Cahen-Fourot, Louison ; Campiglio, Emanuele ; Yardley, Andrew ; Miess, Michael Gregor ; Daumas, Louis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:535-567. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Sustainability and Threshold Value of Public Debt of Centre and All State Governments in India. (2023). Shanmugam, K.R. ; Renjith, P S. In: Working Papers. RePEc:mad:wpaper:2023-240. Full description at Econpapers || Download paper |
| 2023 | The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642. 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 | 41 |
| 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 nother version. Agregated cites: 41 | 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 | 10 |
| 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 nother version. Agregated cites: 10 | 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
| 2009 | Modelling oil price expectations: evidence from survey data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 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 nother version. Agregated cites: 15 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 | 17 |
| 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother version. Agregated cites: 17 | 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother 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 nother version. Agregated cites: 0 | paper | |
| 2021 | Modeling ex-ante risk premia in the oil market.(2021) In: Post-Print. [Citation analysis] This paper has nother 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 nother 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 | 9 |
| 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 | 4 |
| 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 nother version. Agregated cites: 4 | 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 nother version. Agregated cites: 4 | 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 nother 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 nother 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 nother 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 | 1 |
| 2018 | Do markets learn to rationally expect US interest rates? An anchoring approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 1995 | Théorie et Econométrie du Déséquilibre en Economie Ouverte In: Post-Print. [Citation analysis] | paper | 3 |
| 2000 | Théorie et économétrie du déséquilibre en économie ouverte.(2000) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2020 | Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2000 | The evidence of a mixed expectation generating process in the foreign exchange market In: Post-Print. [Citation analysis] | paper | 6 |
| 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 nother 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. Last updated November, 3 2024. Contact: CitEc Team