Nicola Lesley Anderson : Citation Profile

Are you Nicola Lesley Anderson?

Bank of England

5

H index

5

i10 index

170

Citations

RESEARCH PRODUCTION:

5

Papers

RESEARCH ACTIVITY:

   19 years (1996 - 2015). See details.
   Cites by year: 8
   Journals where Nicola Lesley Anderson has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (0.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan496
   Updated: 2023-08-19    RAS profile: 2016-01-03    
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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 Nicola Lesley Anderson.

Is cited by:

Chadha, Jagjit (5)

Joyce, Michael (5)

Sorensen, Steffen (5)

Waters, Alex (4)

Wright, Jonathan (4)

Milas, Costas (4)

Breedon, Francis (4)

Meldrum, Andrew (4)

Schultefrankenfeld, Guido (3)

Panagiotidis, Theodore (3)

Carriero, Andrea (3)

Cites to:

Benos, Evangelos (3)

Shleifer, Andrei (2)

Vahey, Shaun (2)

Vogt, Erik (2)

Adrian, Tobias (2)

Jiang, Wei (2)

Haldane, Andrew (2)

Shiller, Robert (2)

Fleming, Michael (2)

McCulloch, J. Huston (2)

Miles, David (2)

Main data

Where Nicola Lesley Anderson has published?

Recent works citing Nicola Lesley Anderson (2022 and 2021)

YearTitle of citing document
2021Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm. (2021). Zhang, Amber ; Pintar, Andrej ; Lakhany, Asif. In: Papers. RePEc:arx:papers:2108.01760.

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2021Preferred habitat investors in the UK government bond market. (2021). Worlidge, Jack ; Meaning, Jack ; Joyce, Michael ; Giese, Julia. In: Bank of England working papers. RePEc:boe:boeewp:0939.

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2022Links between government bond and futures markets: dealer-client relationships and price discovery in the UK. (2022). Mankodi, Aakash ; Lazarov, Vladimir ; di Gangi, Domenico ; Silvestri, Laura. In: Bank of England working papers. RePEc:boe:boeewp:0991.

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2022Fractal Dimension Option Hedging Strategy Implementation During Turbulent Market Conditions in Developing and Developed Countries. (2022). Dickason-Koekemoer, Zandri ; Ferreira-Schenk, Sune ; Basson, L J. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-9.

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2021Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX. (2021). Ioan, Roxana ; Dima, Tefana Maria. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000489.

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2021The Financial Integration in the European Capital Market Using a Clustering Approach on Financial Data. (2021). Such, Erik ; Danko, Jakub. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:89-:d:570085.

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2021Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda. (2021). Sharma, Gagan ; Chopra, Ritika. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:526-:d:672223.

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2021.

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2022The Ethics of Financial Market Making and Its Implications for High-Frequency Trading. (2022). Ferrero, Ignacio ; Roncella, Andrea. In: Journal of Business Ethics. RePEc:kap:jbuset:v:181:y:2022:i:1:d:10.1007_s10551-021-04901-5.

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2022A theory of very short-time price change: security price drivers in times of high-frequency trading. (2022). , Gianluca. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00371-4.

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2023Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA. (2023). Bamba, Lambert Ngaladjo ; Gbongue, Florent Kanga. In: Region et Developpement. RePEc:tou:journl:v:57:y:2023:p:101-145.

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Works by Nicola Lesley Anderson:

YearTitleTypeCited
2001New estimates of the UK real and nominal yield curves In: Bank of England working papers.
[Full Text][Citation analysis]		paper117
1996UK Asset Price Volatility Over the Last 50 Years In: Bank of England working papers.
[Full Text][Citation analysis]		paper10
2013Financial Stability Paper No 23: The Fractal Market Hypothesis and its implications for the stability of financial markets In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper13
2015Financial Stability Paper 33: A European Capital Markets Union: implications for growth and stability In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper11
2015Financial Stability Paper 34: The resilience of financial market liquidity In: Bank of England Financial Stability Papers.
[Full Text][Citation analysis]		paper19

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team