Gianna Figà-Talamanca : Citation Profile

Università degli Studi di Perugia

6

H index

3

i10 index

97

Citations

RESEARCH PRODUCTION:

16

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 5
   Journals where Gianna Figà-Talamanca has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 7 (6.73 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pfi362
   Updated: 2025-12-27    RAS profile: 2023-05-11    
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Relations with other researchers

Works with:

Patacca, Marco (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Gianna Figà-Talamanca.

Is cited by:

Stefanini, Luciano (6)

Guerra, Maria (6)

Suardi, Sandy (3)

Urquhart, Andrew (3)

Gonçalves, Tiago (3)

Harvey, Campbell (2)

Cheah, Jeremy Eng Tuck (2)

Ahmed, Walid (2)

Sévi, Benoît (2)

Reule, Raphael (2)

Milne, Alistair (2)

Cites to:

Patacca, Marco (19)

Fry, John (10)

Blau, Benjamin (10)

Ciaian, Pavel (8)

Kancs, d'Artis (8)

Rajcaniova, Miroslava (8)

Roubaud, David (8)

Bouri, Elie (8)

Urquhart, Andrew (6)

Tiwari, Aviral (6)

lucey, brian (6)

Main data

Where Gianna Figà-Talamanca has published?

Journals with more than one article published# docs
Decisions in Economics and Finance4

Working Papers Series with more than one paper published# docs
Quaderni del Dipartimento di Economia, Finanza e Statistica / Università di Perugia, Dipartimento Economia3

Recent works citing Gianna Figà-Talamanca (2025 and 2024)

YearTitle of citing document
2025Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2024Regulating Cryptocurrency and Decentralized Finance for an Inclusive Economy. (2024). Lakkanna, Muralidhar ; Muralidhar, Amrutha. In: Papers. RePEc:arx:papers:2407.01532.

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2025Multifactor Quadratic Hobson and Rogers models. (2025). Foschi, Paolo. In: Papers. RePEc:arx:papers:2508.08773.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2025What determines Bitcoins price over the past decade?. (2025). Zhang, Xinyu ; Wei, Yunjie ; Wang, Shouyang ; Chen, Muying. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002613.

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2024Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Liu, Jian. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013223.

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2024A comparative analysis of the price explosiveness in Bitcoin and forked coins. (2024). Baltas, Konstantinos ; Ren, Yi-Shuai ; Kong, Xiaolin ; Narayan, Seema ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013272.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:145:y:2024:i:c:s0261560624000950.

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2025Collapsing bubbles in the prices of cryptocurrencies. (2025). Oldani, Chiara ; Signorelli, Marcello. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000209.

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2025Can topological transitions in cryptocurrency systems serve as early warning signals for extreme fluctuations in traditional markets?. (2025). Song, Shijia ; Li, Handong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007039.

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2025News sentiment indicators and the cross-section of stock returns in the European stock market. (2025). Gambarelli, Luca ; Muzzioli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003703.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Aras, Serkan ; Ilgin, Cihan ; Zdemir, Mehmet Ozan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2025The role of whale investors in the bitcoin market. (2025). Shi, Guiqiang ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:78:y:2025:i:c:s0275531925002648.

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2025Option pricing in a sentiment-biased stochastic volatility model. (2025). Patacca, Marco ; Fig-Talamanca, Gianna ; Cretarola, Alessandra. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:1:d:10.1007_s10436-024-00448-3.

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2024Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?. (2024). Náñez Alonso, Sergio ; Jorge Vázquez, Javier ; Naez, Sergio Luis ; Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Sanz-Bas, David. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03220-0.

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2025Does Mining Activity Drive Crash Risks in Cryptocurrency Markets? An Application to Bitcoin. (2025). GUPTA, RANGAN ; Demirer, Riza ; Olaniran, Abeeb ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202530.

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2024Measuring cryptocurrency moment convergence using distance analysis. (2024). Dao, Thong ; Su, Haozhe ; Cheah, Jeremy Eng-Tuck. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05573-2.

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2024The great crypto crash in September 2018: why did the cryptocurrency market collapse?. (2024). Manahov, Viktor. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05575-0.

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2024Investor attention and cryptocurrency market liquidity: a double-edged sword. (2024). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Li, Tong ; Yao, Shouyu. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04915-w.

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2024Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y.

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2024An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk. (2024). Patacca, Marco ; Fig-Talamanca, Gianna. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05129-w.

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2025Cryptocurrency markets, macroeconomic news announcements and energy consumption. (2025). ben Omrane, Walid ; Qi, Qianru ; Saadi, Samir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05500-5.

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2025Exploring time and frequency linkages of green bond with renewable energy and crypto market. (2025). Yadav, Miklesh Prasad ; Singh, Anurag Bhadur ; Tandon, Priyanka ; Shore, Adam ; Gaur, Pali. In: Annals of Operations Research. RePEc:spr:annopr:v:348:y:2025:i:3:d:10.1007_s10479-022-05074-8.

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2024Optimal portfolio selection with volatility information for a high frequency rebalancing algorithm. (2024). Soylu, Pinar Kaya ; Baci, Mahmut. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00590-3.

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2024Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8.

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2025Bitcoin as a financial asset: a survey. (2025). Kang, Daeyun ; Ryu, Doojin ; Webb, Robert I. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00773-0.

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2024On Bubbles in Cryptocurrency Prices. (2024). van Oordt, Maarten. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240050.

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2024Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning. (2024). Koubova, Jana ; Berger, Theo. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2904-2916.

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2025The Economics of Liquid Staking Derivatives: Basis Determinants and Price Discovery. (2025). Jahanshahloo, Hossein ; Scharnowski, Stefan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:2:p:91-117.

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Works by Gianna Figà-Talamanca:

YearTitleTypeCited
2021Regime switches and commonalities of the cryptocurrencies asset class In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2020Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics In: Economics Letters.
[Full Text][Citation analysis]		article16
2005Runs tests for assessing volatility forecastability in financial time series In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2006Fitting prices with a complete model In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2012Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]		article2
2011Fuzzy uncertainty in the heston stochastic volatility model In: Fuzzy Economic Review.
[Citation analysis]		article2
2012On an implicit assessment of fuzzy volatility in the Black and Scholes environment, In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]		paper0
2008Limit results for discretely observed stochastic volatility models with leverage e¤ect In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]		paper0
2009Path properties of simulation schemes for the Heston stochastic volatility model. In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]		paper0
2021Detecting bubbles in Bitcoin price dynamics via market exuberance In: Annals of Operations Research.
[Full Text][Citation analysis]		article15
2019Does market attention affect Bitcoin returns and volatility? In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article14
2020Market attention and Bitcoin price modeling: theory, estimation and option pricing In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article4
2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article4
2021Blockchain and cryptocurrencies: economic and financial research In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article3
2019Model-based arbitrage in multi-exchange models for Bitcoin price dynamics In: Digital Finance.
[Full Text][Citation analysis]		article7
2020Disentangling the relationship between Bitcoin and market attention measures In: Economia e Politica Industriale: Journal of Industrial and Business Economics.
[Full Text][Citation analysis]		article8
2020Spiking the Volatility Punch In: Applied Mathematical Finance.
[Full Text][Citation analysis]		article1
2007Conditional tail behaviour and Value at Risk In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2004DETECTING AND MODELING TAIL DEPENDENCE In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article0
2023Cryptocurrencies as a Driver of Innovation for the Monetary System In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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