Citation profile for Rubens Moura

Rubens Moura : Citation Profile

Banco de México

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2020 - 2023). See details.
   Cites by year: 1
   Journals where Rubens Moura has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (50 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1324
   Updated: 2024-04-18    RAS profile: 2024-02-07
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Relations with other researchers

Works with:

Candelon, Bertrand (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rubens Moura.

Is cited by:

Gomez-Gonzalez, Jose (3)

Valencia, Oscar (3)

Uribe, Jorge (3)

Cites to:

Singleton, Kenneth (5)

Chernov, Mikhail (4)

Rudebusch, Glenn (4)

Pesaran, Mohammad (4)

Piazzesi, Monika (3)

Ang, Andrew (3)

Zhu, Haoxiang (2)

Head, Keith (2)

Disdier, Anne-Célia (2)

Creal, Drew (2)

Bauer, Michael (2)

Main data

Where Rubens Moura has published?

Working Papers Series with more than one paper published	# docs
LIDAM Discussion Papers LFIN / Universit� catholique de Louvain, Louvain Finance (LFIN)	3

Recent works citing Rubens Moura (2024 and 2023)

Year	Title of citing document
2023	Sovereign Risk and Economic Complexity: Machine Learning Insights on Causality and Prediction. (2023). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202315. Full description at Econpapers \|\| Download paper

Works by Rubens Moura:

Year	Title	Type	Cited
2020	Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2021	Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia.(2021) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2021	A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2022	MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis]	paper	0
2023	Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN. [Citation analysis]	paper	3
2023	Sovereign yield curves and the COVID-19 in emerging markets.(2023) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	article