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Citations
Igor Ferreira Batista Martins : Citation Profile
Örebro Universitet | RESEARCH PRODUCTION: 2 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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2 years (2023 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Igor Ferreira Batista Martins. | Is cited by: | Cites to:
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Main data
Where Igor Ferreira Batista Martins has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Örebro University, School of Business | 3 |
| Papers / arXiv.org | 2 |
Recent works citing Igor Ferreira Batista Martins (2025 and 2024)
| Year | Title of citing document |
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Works by Igor Ferreira Batista Martins:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Stochastic volatility models with skewness selection In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | What events matter for exchange rate volatility ? In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | What events matter for exchange rate volatility?.(2025) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2025 | Good volatility, bad volatility and the cross section of commodity returns In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2025 | Long-Run Interest Rate Differentials and the Profitability of Currency Carry In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Fast and Slow Level Shifts in Intraday Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Volume-driven time-of-day effects in intraday volatility models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team