5
H index
1
i10 index
80
Citations
Remzi Uctum : Citation Profile
Université Paris-Nanterre (Paris X) | RESEARCH PRODUCTION: 12 Articles 63 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
29 years (1989 - 2018). 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:
|
Main data
Where Remzi Uctum has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 48 |
| EconomiX Working Papers / University of Paris Nanterre, EconomiX | 10 |
| Working Papers / Department of Research, Ipag Business School | 2 |
Recent works citing Remzi Uctum (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Measuring 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. Full description at Econpapers || Download paper |
| 2019 | Central 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. Full description at Econpapers || Download paper |
| 2018 | Public 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. Full description at Econpapers || Download paper |
| 2017 | Pricing 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. Full description at Econpapers || Download paper |
| 2018 | Long-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. Full description at Econpapers || Download paper |
| 2018 | Can 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. Full description at Econpapers || Download paper |
| 2017 | A 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. Full description at Econpapers || Download paper |
| 2018 | A 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. Full description at Econpapers || Download paper |
| 2017 | Multicointegração 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. Full description at Econpapers || Download paper |
| 2019 | Déterminants des encours nationaux socialement responsables : Une analyse exploratoire internationale. (2019). Huang, Alexandra. In: Working Papers. RePEc:hal:wpaper:hal-02242796. Full description at Econpapers || Download paper |
| 2018 | Can 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. Full description at Econpapers || Download paper |
| 2017 | In Search of Long Run Stability for Fiscal Transfers in Indian Federalism. (2017). Das, Nimai. In: MPRA Paper. RePEc:pra:mprapa:91364. 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 | 25 |
| 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: 25 | 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 | 4 |
| 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: 4 | 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 | 6 |
| 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: 6 | 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 | 4 |
| 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: 4 | 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: 4 | 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: 4 | 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: 4 | 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: 4 | 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: 4 | 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: 4 | paper | |
| 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 | 9 |
| 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: 9 | 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: 9 | 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: 9 | 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: 9 | 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: 9 | 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: 9 | 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: 9 | article | |
| 2015 | Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 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: 5 | 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: 5 | 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: 5 | 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: 5 | 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 |
| 2015 | Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2015) 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 | |
| 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 | |
| 2011 | Crises, portfolio flows, and foreign direct investment: An application to Turkey In: Economic Systems. [Full Text][Citation analysis] | article | 4 |
| 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 | |
| 2000 | The evidence of a mixed expectation generating process in the foreign exchange market In: Post-Print. [Citation analysis] | paper | 3 |
| 2006 | Economically rational expectations theory: evidence from the WTI oil price survey data In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2000 | Théorie et économétrie du déséquilibre en économie ouverte In: Post-Print. [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 2019. Contact: CitEc Team