Pablo Jose Campos de Carvalho : Citation Profile

Are you Pablo Jose Campos de Carvalho?

Banco Central do Brasil


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   3 years (2015 - 2018). See details.
   Cites by year: 3
   Journals where Pablo Jose Campos de Carvalho has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 0 (0 %)


   Updated: 2023-08-19    RAS profile: 2019-08-09    
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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 Pablo Jose Campos de Carvalho.

Is cited by:

Ji, Qiang (2)

Gabauer, David (1)

Le, Chau (1)

Balcilar, Mehmet (1)

Le, Anh (1)

Zhang, Dayong (1)

Cites to:

Mantegna, Rosario (6)

Stein, Jeremy (4)

Tabak, Benjamin (4)

Shleifer, Andrei (3)

Lamont, Owen (3)

Ang, Andrew (3)

Valdesogo Robles, Alfonso (2)

Heinen, Andréas (2)

De-Losso, Rodrigo (2)

Bekaert, Geert (2)

Campbell, John (2)

Main data

Where Pablo Jose Campos de Carvalho has published?

Working Papers Series with more than one paper published# docs
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Pablo Jose Campos de Carvalho (2022 and 2021)

YearTitle of citing document
2021Financialization, idiosyncratic information and commodity co-movements. (2021). Pan, Jiaofeng ; Wu, Fei ; Ji, Qiang ; Ma, Yan-Ran. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304230.

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2022Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19. (2022). Jin, Xiu ; Wang, Haiying ; Yuan, Ying. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200268x.

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2022Sovereign risk spillovers: A network approach. (2022). Le, Anh ; Dickinson, David. In: Journal of Financial Stability. RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000341.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2022Credit booms and crisis-emergent asset comovement: The problem of latent correlation. (2022). Gimenez, Gabriel A ; Chibane, Messaoud ; Gabriel, Amadeus. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:270-279.

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2023Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning. (2023). Uddin, Gazi Salah ; Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s027553192200232x.

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2021Regional housing price dependency in the UK: A dynamic network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Horsewood, Nicholas J ; Zhao, Wan-Li. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:5:p:1014-1031.

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2023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Hao, Jun ; Li, Jianping ; Yang, Xian ; Zhang, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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Works by Pablo Jose Campos de Carvalho:

2015The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks In: Working Papers Series.
[Full Text][Citation analysis]
2018Multivariate Jump Diffusion Model with Markovian Contagion In: Working Papers Series.
[Full Text][Citation analysis]
2018A network approach to unravel asset price comovement using minimal dependence structure In: Journal of Banking & Finance.
[Full Text][Citation analysis]

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