Erwin Hansen : Citation Profile


Are you Erwin Hansen?

Universidad de Chile

6

H index

3

i10 index

148

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 8
   Journals where Erwin Hansen has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 4 (2.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha681
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Guidolin, Massimo (4)

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

Is cited by:

Ongena, Steven (14)

Yesin, Pinar (9)

Brown, Martin (9)

Hardy, Bryan (6)

Kirschenmann, Karolin (5)

Cowan, Kevin (5)

Ozmen, Erdal (5)

De Gregorio, Jose (5)

Kesriyeli, Mehtap (4)

Yigit, Serkan (4)

Alfaro, Laura (4)

Cites to:

Valdés, Rodrigo (14)

Rogoff, Kenneth (13)

Heckman, James (10)

Pratap, Sangeeta (9)

Rossi, Barbara (9)

De Gregorio, Jose (9)

Shanken, Jay (9)

Edwards, Sebastian (8)

Morandé, Felipe (7)

Gallego, Francisco (7)

Loayza, Norman (7)

Main data


Where Erwin Hansen has published?


Journals with more than one article published# docs
International Review of Finance2
Journal Economa Chilena (The Chilean Economy)2
Resources Policy2

Working Papers Series with more than one paper published# docs
IDB Publications (Working Papers) / Inter-American Development Bank3
Research Department Publications / Inter-American Development Bank, Research Department2

Recent works citing Erwin Hansen (2023 and 2022)


YearTitle of citing document
2022Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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2022Covid-19 pandemic and spillover effects in stock markets: A financial network approach. (2022). Polyzos, Stathis ; Kampouris, Elias ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003197.

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2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2022Foreign currency loans and credit risk: Evidence from U.S. banks. (2022). Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001380.

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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2022On the international co-movement of natural interest rates. (2022). Agnello, Luca ; Castro, Vitor ; Sousa, Ricardo M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000889.

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2022The welfare effects of FDI: A quantitative analysis. (2022). Zelity, Balazs. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:1:p:293-320.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s240585132100074x.

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2022Copper price: A brief analysis of China’s impact over its short-term forecasting. (2022). Demarco, Rodrigo ; Garces, Hugo O ; Jerez, Alejandro ; Becerra, Miguel. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004566.

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2022Copper cross-market volatility transition based on a coupled hidden Markov model and the complex network method. (2022). Huang, Shupei ; Shen, Junjie. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005250.

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2022A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction. (2022). Lin, Zixiao ; Liao, Qidong ; Tan, Bin ; Yu, Yuanyuan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003294.

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2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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2023Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685.

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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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2023The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange. (2023). Benfeddoul, Safae ; Taib, Asmaa Alaoui. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:47-:d:1097126.

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2023Evaluating the Effectiveness of Modern Forecasting Models in Predicting Commodity Futures Prices in Volatile Economic Times. (2023). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:27-:d:1044238.

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2022Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Khuong ; Goutte, Stephane ; Dinh, Theu. In: Working Papers. RePEc:hal:wpaper:halshs-03672469.

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2023Risk spillover in China’s real estate industry chain: a DCC-EGARCH-?CoVaR model. (2023). Zheng, Yuelong ; Wang, Lin ; Zhou, Liguo ; Chen, Xiaoyang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01934-1.

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2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

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Works by Erwin Hansen:


YearTitleTypeCited
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment In: BAFFI CAREFIN Working Papers.
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paper0
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2018Portfolio performance of linear SDF models: an out-of-sample assessment.(2018) In: Quantitative Finance.
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This paper has another version. Agregated cites: 0
article
2016Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile In: International Review of Finance.
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article3
2021When does the Central Bank intervene the foreign exchange market? Estimating a time?varying threshold intervention function In: International Review of Finance.
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article0
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
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article2
2005Currency Mismatches in Non-Financial Firms in Chile In: Journal Economía Chilena (The Chilean Economy).
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article6
2006Currency Mismatches in Chilean Nonfinancial Corporations In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter8
2005Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations In: Working Papers Central Bank of Chile.
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paper84
2005Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: IDB Publications (Working Papers).
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This paper has another version. Agregated cites: 84
paper
2005Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: Research Department Publications.
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This paper has another version. Agregated cites: 84
paper
2022Economic evaluation of asset pricing models under predictability In: Journal of Empirical Finance.
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article1
2022Asset pricing model uncertainty and portfolio choice In: Finance Research Letters.
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article0
2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach In: Journal of Financial Markets.
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article15
2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom In: Journal of Banking & Finance.
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article2
2022The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account In: Journal of International Money and Finance.
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article1
2020A random walk through the trees: Forecasting copper prices using decision learning methods In: Resources Policy.
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article9
2021Economic drivers of commodity volatility: The case of copper In: Resources Policy.
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article5
2008Inversión, desfase de madurez y choques de liquidez en Chile In: El Trimestre Económico.
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article0
2015Multinationals Stockpiling Cash: Exploring a Commodity Boom In: IDB Publications (Working Papers).
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paper0
2017Corporate Currency Risk and Hedging in Chile: Real and Financial Effects In: IDB Publications (Working Papers).
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paper12
2005Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas In: Research Department Publications.
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paper0
2021Economic policy uncertainty and presidential approval: Evidence from Latin America In: PLOS ONE.
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article0
2016Pricing S&P 500 Index Options: A Conditional Semi?Nonparametric Approach In: Journal of Futures Markets.
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article0

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