7
H index
7
i10 index
237
Citations
Matthijs Lof : Citation Profile
Aalto-yliopisto | RESEARCH PRODUCTION: 12 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2010 - 2024). Relations with other researchers
Main data
Where Matthijs Lof has published?
| Journals with more than one article published | # docs |
|---|---|
| World Development | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 6 |
| Bank of Finland Research Discussion Papers / Bank of Finland | 2 |
Recent works citing Matthijs Lof (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models. (2023). Hecq, Alain ; Velasquez-Gaviria, Daniel. In: Papers. RePEc:arx:papers:2310.19543. Full description at Econpapers || Download paper |
| 2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper |
| 2023 | Strategic trading with information acquisition and long-memory stochastic liquidity. (2023). Kennedy, Adrian Patrick ; Ma, Guiyuan ; Li, Xiaolong ; Han, Jinhui. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:480-495. Full description at Econpapers || Download paper |
| 2023 | Revisiting the Silver Crisis. (2023). Salvador, Enrique ; Poti, Valerio ; Bredin, Don. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459. Full description at Econpapers || Download paper |
| 2023 | The aid-nutrition link – Does targeted development assistance related to food systems matter?. (2023). Torero, Maximo ; Cullen, Maximo Torero ; Chichaibelu, Bezawit Beyene ; Kubik, Zaneta ; Kornher, Lukas. In: World Development. RePEc:eee:wdevel:v:162:y:2023:i:c:s0305750x22003175. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous and time varying nexus between climate change and quality of life in Africa. (2023). Lawal, Rodiat ; Seyingbo, Oluwagbenga ; Fagbemi, Temitope ; Adigun, Rasheed ; Oyekola, Olayinka ; Sakariyahu, Rilwan. In: Discussion Papers. RePEc:exe:wpaper:2308. Full description at Econpapers || Download paper |
| 2023 | L’efficacité de l’aide : quelles évolutions de la littérature depuis deux décennies ? WP329. (2023). Ferry, Marin ; Chauvet, Lisa. In: Working Papers. RePEc:hal:wpaper:hal-04141543. Full description at Econpapers || Download paper |
| 2023 | Interactions of Gross Domestic Product, External Debt and Government Expenditure: Evidence From International Development Association Countries [A Panel-VAR Approach]. (2023). Baral, Krishna Hari. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:5:p:11. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Greiner, Ben ; Fišar, Miloš ; Reproducibility, Management Science ; Katok, Elena ; Fiar, Milo. In: OSF Preprints. RePEc:osf:osfxxx:mydzv. Full description at Econpapers || Download paper |
| 2023 | Alternative risk premium: specification noise. (2023). Fabozzi, Frank J ; Gorman, Stephen A. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00327-y. Full description at Econpapers || Download paper |
| 2023 | Reproducibility in Management Science. (2023). Ozkes, Ali ; Huber, Christoph ; Reproducibility, Management Science ; Katok, Elena ; Greiner, Ben ; Fiar, Milo. In: Department for Strategy and Innovation Working Paper Series. RePEc:wiw:wus055:57814527. Full description at Econpapers || Download paper |
| 2023 | Forecasting base metal prices with exchange rate expectations. (2023). Pincheira, Pablo ; Hardy, Nicolas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2341-2362. Full description at Econpapers || Download paper |
Works by Matthijs Lof:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | GMM Estimation with Non-causal Instruments under Rational Expectations In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2011 | GMM estimation with noncausal instruments under rational expectations.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Asymmetric information and the distribution of trading volume In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Asymmetric information and the distribution of trading volume In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Noncausality and asset pricing In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2011 | Noncausality and Asset Pricing.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2023 | Asymmetric information and the distribution of trading volume In: Journal of Corporate Finance. [Full Text][Citation analysis] | article | 0 |
| .() In: . [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2012 | Heterogeneity in stock prices: A STAR model with multivariate transition function In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 42 |
| 2014 | Does sovereign debt weaken economic growth? A panel VAR analysis In: Economics Letters. [Full Text][Citation analysis] | article | 83 |
| 2013 | Does sovereign debt weaken economic growth? A Panel VAR analysis..(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 83 | paper | |
| 2017 | Noncausality and the commodity currency hypothesis In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
| 2022 | Mind the Basel gap In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
| 2015 | Aid and Income: Another Time-series Perspective In: World Development. [Full Text][Citation analysis] | article | 25 |
| 2013 | Aid and Income: Another Time-Series Perspective.(2013) In: WIDER Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2015 | Rejoinder to Herzer, Nowak-Lehmann, Dreher, Klasen, and Martinez-Zarzoso (2014) In: World Development. [Full Text][Citation analysis] | article | 3 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 10 |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2015 | Rational Speculators, Contrarians, and Excess Volatility In: Management Science. [Full Text][Citation analysis] | article | 28 |
| 2012 | Rational Speculators, Contrarians and Excess Volatility.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2024 | Identifying accounting conservatism in the presence of skewness In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 0 |
| 2010 | Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Essays on Expectations and the Econometrics of Asset Pricing In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Expected market returns: SVIX, realized volatility, and the role of dividends In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
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