Roberto Baltieri Mauad : Citation Profile


Are you Roberto Baltieri Mauad?

Banco Central do Brasil

5

H index

1

i10 index

46

Citations

RESEARCH PRODUCTION:

6

Articles

4

Papers

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 5
   Journals where Roberto Baltieri Mauad has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 3 (6.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma2425
   Updated: 2024-01-16    RAS profile: 2020-05-25    
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Relations with other researchers


Works with:

ORNELAS, JOSE (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roberto Baltieri Mauad.

Is cited by:

ORNELAS, JOSE (8)

SHIM, ILHYOCK (5)

Ratti, Ronald (4)

Vespignani, Joaquin (4)

Laurini, Márcio (4)

Chaim, Pedro (3)

Iseringhausen, Martin (2)

Fantazzini, Dean (2)

Everaert, Gerdie (2)

Hofer, Heiko (2)

Prokopczuk, Marcel (2)

Cites to:

Bollerslev, Tim (11)

Rogoff, Kenneth (7)

Perron, Pierre (7)

Rossi, Barbara (6)

Baur, Dirk (6)

Resiandini, Pramesti (6)

Kim, Hyeongwoo (6)

Bauwens, Luc (4)

McDermott, Thomas (4)

Tauchen, George (4)

Wolf, Michael (4)

Main data


Where Roberto Baltieri Mauad has published?


Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department3

Recent works citing Roberto Baltieri Mauad (2024 and 2023)


YearTitle of citing document
2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

Full description at Econpapers || Download paper

Works by Roberto Baltieri Mauad:


YearTitleTypeCited
2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series.
[Full Text][Citation analysis]
paper6
2017Volatility Risk Premia and Future Commodity Returns In: Working Papers Series.
[Full Text][Citation analysis]
paper15
2019Volatility risk premia and future commodity returns.(2019) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2019Implied Volatility Term Structure and Exchange Rate Predictability In: Working Papers Series.
[Full Text][Citation analysis]
paper7
2019Implied volatility term structure and exchange rate predictability.(2019) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2017Volatility risk premia and future commodities returns In: BIS Working Papers.
[Full Text][Citation analysis]
paper8
2014The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. In: Economics Bulletin.
[Full Text][Citation analysis]
article2
2015A common jump factor stochastic volatility model In: Finance Research Letters.
[Full Text][Citation analysis]
article5
2020The impact of co-jumps in the oil sector In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2012Non-Parametric Pricing of Interest Rates Options In: Brazilian Review of Econometrics.
[Full Text][Citation analysis]
article0

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