Citation profile for Gregorio A. Vargas

Gregorio A. Vargas : Citation Profile

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Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   3 years (2005 - 2008). See details.
   Cites by year: 7
   Journals where Gregorio A. Vargas has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva233
   Updated: 2024-11-08    RAS profile: 2020-06-13
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Gregorio A. Vargas.

Is cited by:

Chevallier, Julien (6)

Aboura, Sofiane (3)

Lehnert, Thorsten (1)

Mapa, Dennis (1)

Fiszeder, Piotr (1)

Catania, Leopoldo (1)

Hakim, Abdul (1)

Cites to:

Engle, Robert (10)

Rogoff, Kenneth (7)

Diebold, Francis (7)

Sheppard, Kevin (6)

Obstfeld, Maurice (5)

Schwert, G. (4)

Rey, Helene (4)

Hau, Harald (4)

Evans, Martin (3)

Lyons, Richard (3)

Bauwens, Luc (2)

Main data

Where Gregorio A. Vargas has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	3

Recent works citing Gregorio A. Vargas (2024 and 2023)

Year	Title of citing document
2023	The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers \|\| Download paper
2023	Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x. Full description at Econpapers \|\| Download paper
2023	Portfolio diversification and sustainable assets from new perspectives. (2023). Kanamura, Takashi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00336-x. Full description at Econpapers \|\| Download paper
2023	Cross?market spillovers with ‘volatility surprise’. (2014). Chevallier, Julien ; Aboura, Sofiane. In: Review of Financial Economics. RePEc:wly:revfec:v:23:y:2014:i:4:p:194-207. Full description at Econpapers \|\| Download paper

Works by Gregorio A. Vargas:

Year	Title	Type	Cited
2006	An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model In: MPRA Paper. [Full Text][Citation analysis]	paper	3
2005	Macroeconomic Determinants of the Movement of the Yield Curve In: MPRA Paper. [Full Text][Citation analysis]	paper	2
2008	What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns? In: MPRA Paper. [Full Text][Citation analysis]	paper	17