Bernard Herskovic : Citation Profile

University of California-Los Angeles (UCLA)

5

H index

5

i10 index

378

Citations

RESEARCH PRODUCTION:

1

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 23
   Journals where Bernard Herskovic has often published
   Relations with other researchers
   Recent citing documents: 72.    Total self citations: 6 (1.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe598
   Updated: 2026-03-28    RAS profile: 2023-02-24    
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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 Bernard Herskovic.

Is cited by:

Weber, Michael (35)

Schoenle, Raphael (27)

Pasten, Ernesto (24)

Ozdagli, Ali (11)

Carvalho, Vasco (9)

Baruník, Jozef (9)

Tahbaz-Salehi, Alireza (7)

Kaboski, Joseph (6)

Choi, Horag (6)

Alessandria, George (6)

Midrigan, Virgiliu (6)

Cites to:

Carvalho, Vasco (15)

Campbell, John (13)

Van Nieuwerburgh, Stijn (13)

Acemoglu, Daron (11)

Gabaix, Xavier (10)

Lustig, Hanno (9)

Tahbaz-Salehi, Alireza (9)

Morris, Stephen (8)

Pavan, Alessandro (8)

Constantinides, George (7)

Goyal, Sanjeev (7)

Main data

Where Bernard Herskovic has published?

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc4
2016 Meeting Papers / Society for Economic Dynamics2

Recent works citing Bernard Herskovic (2025 and 2024)

YearTitle of citing document
2025Reconstructing firm-level input-output networks from partial information. (2025). Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2023-05.

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2025Firm-level production networks: what do we (really) know?. (2025). Lafond, François ; Hoefer, Mads ; Borsos, Andrs ; Bacilieri, Andrea ; Astudillo-Estvez, Pablo. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-14.

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2024Games on Endogenous Networks. (2024). Golub, Benjamin ; Sadler, Evan. In: Papers. RePEc:arx:papers:2102.01587.

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2026Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024The Self-Organized Criticality Paradigm in Economics & Finance. (2024). Bouchaud, Jean-Philippe. In: Papers. RePEc:arx:papers:2407.10284.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2025Estimating Spillovers from Sampled Connections. (2024). Marray, Kieran. In: Papers. RePEc:arx:papers:2410.17154.

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2025Information Design for Adaptive Organizations. (2025). Tamura, Wataru. In: Papers. RePEc:arx:papers:2501.12669.

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2026Quasi maximum likelihood estimation of high-dimensional approximate dynamic matrix factor models via the EM algorithm. (2025). Barigozzi, Matteo ; Trapin, Luca. In: Papers. RePEc:arx:papers:2502.04112.

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2026Network Heterogeneity and Value of Information. (2025). Murayama, Kota. In: Papers. RePEc:arx:papers:2506.17660.

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2025Time-Varying Factor-Augmented Models for Volatility Forecasting. (2025). Chen, Elynn ; Mo, Junyi ; Li, Jiayu ; Zhang, Duo. In: Papers. RePEc:arx:papers:2508.01880.

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2026Inflation risk and yield spread changes. (2026). Bonelli, Diego. In: Working Papers. RePEc:bde:wpaper:2603.

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2026The impact of “Green Regulation” on firms’ innovation. (2026). Peasco, Cristina ; Mora-Sanguinetti, Juan S ; Spruk, Rok. In: Working Papers. RePEc:bde:wpaper:2611.

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2026Sub-Gaussian Estimation of the Scatter Matrix in Ultra-High Dimensional Elliptical Factor Models with 2 + eth Moment. (2025). Zheng, Xinghua ; Ding, YI. In: Working Papers. RePEc:boa:wpaper:202529.

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2026Tails of Cross-Sectional Return Distributions at High Frequencies. (2025). Todorov, Viktor ; Ding, YI ; Andersen, Torben G. In: Working Papers. RePEc:boa:wpaper:202530.

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2024Strategic Communication Among Banks. (2024). Fecht, Falko ; Pala, Melissa ; Saidi, Farzad ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_587.

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2025May Tax Evasion Help Control Public Debt?. (2025). LEVAGGI, ROSELLA ; Menoncin, Francesco ; Modena, Andrea. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_623.

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2024Unpacking Economic Uncertainty — Measuring the Firm, Sector and Aggregate Components. (2024). Treibich, Tania ; Piccillo, Giulia ; Mohades, Siavash. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10974.

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2024The Dynamic, the Static, and the Weak Factor Models and the Analysis of High-Dimensional Time Series. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/377116.

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2025Trade policy uncertainty and market diversification by risk-averse firms. (2025). Zhu, Ting ; Wang, Zhihao ; Chen, Zhiyuan ; Gu, Kejian ; Tang, Ying. In: China Economic Review. RePEc:eee:chieco:v:91:y:2025:i:c:s1043951x25000586.

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2024Climate shocks, institutional investors, and the information content of stock prices. (2024). Martin-Flores, Jose M ; Blanco, Ivan ; Remesal, Alvaro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:86:y:2024:i:c:s0929119924000294.

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2024Information and immigrant settlement. (2024). Yang, Dean ; Steinmayr, Andreas ; Barsbai, Toman ; Licuanan, Victoria ; Tiongson, Erwin. In: Journal of Development Economics. RePEc:eee:deveco:v:170:y:2024:i:c:s0304387824000543.

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2024Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999.

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2024Financial decisions involving credit default swaps over the business cycle. (2024). Yang, Zhaojun ; Gan, Liu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:161:y:2024:i:c:s0165188924000228.

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2024Dynamic mean-variance portfolio selection under factor models. (2024). Shi, Yun ; Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155.

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2025The stochastic implications of autonomous creation and destruction. (2025). Huffman, Gregory W. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002148.

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2025Does the supply network shape the firm size distribution? The Japanese case. (2025). Di Guilmi, Corrado ; Fujiwara, Yoshi. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002330.

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2024Systematic staleness. (2024). Reno, Roberto ; Bandi, Federico M ; Pirino, Davide. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002385.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2025Spanning latent and observable factors. (2025). Gagliardini, P ; Ghysels, E ; Rubin, M ; Andreou, E. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624000897.

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2025Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132.

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2025Cross-sectional dependence in idiosyncratic volatility. (2025). Kalnina, Ilze ; Tewou, Kokouvi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000570.

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2025Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations. (2025). Fan, Jianqing ; Kim, Donggyu ; Wang, Yazhen ; Shin, Minseok. In: Journal of Econometrics. RePEc:eee:econom:v:252:y:2025:i:pa:s0304407625001836.

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2024Asset prices in a production network. (2024). Ruge-Murcia, Francisco. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124000801.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963.

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2025Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects. (2025). Cheng, Mingmian ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001099.

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2024The sources of portfolio volatility and mutual fund performance. (2024). Vafai, Nima ; Rakowski, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300501x.

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2024Network centrality, information diffusion and asset pricing. (2024). Hu, Xiaolu ; Yu, Miao ; Zhong, Angel. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001558.

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2024Understanding co-movements based on heterogeneous information associations. (2024). Chen, Huayi ; Shi, Huai-Long. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400245x.

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2024The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679.

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2025Trade policy uncertainty, shipping risk, and commodity markets. (2025). Shang, Mengya ; Zhang, Lin ; Duan, Hongcheng ; Wang, Lizhi ; Xiao, Nanyun. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016337.

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2025Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. (2025). Cucuringu, Mihai ; Dong, Xiaowen ; Zhang, Chao ; Pu, Xingyue. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:377-397.

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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2025Housing markets: Auctions, granular shocks, and microstructure frictions. (2025). Arefeva, Alina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:180:y:2025:i:c:s0378426625001736.

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2025Intellectual property protection and firm risk: How service transition and knowledge intensity mitigate the loss of strategic resources. (2025). Hudson, Kerry ; Morgan, Robert E. In: Journal of Business Research. RePEc:eee:jbrese:v:188:y:2025:i:c:s0148296324006222.

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2024Demand shock propagation through input-output linkages in Japan. (2024). Arata, Yoshiyuki ; Miyakawa, Daisuke. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:219:y:2024:i:c:p:262-283.

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2024Kantian imperatives in public goods networks. (2024). Mohanty, Sambit ; Mallikarjuna, K S ; Roy, Jaideep. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:194-214.

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2025Echo chambers: Choosing interlocutors and messages. (2025). Wang, Siyu ; Meng, Delong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:236:y:2025:i:c:s0167268125002409.

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2025Segmentation and beliefs: A theory of self-fulfilling idiosyncratic risk. (2025). Zentefis, Alexander K ; Khorrami, Paymon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:223:y:2025:i:c:s0022053124001601.

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2025Attention, coordination, and bounded recall. (2025). Pavan, Alessandro. In: Journal of Economic Theory. RePEc:eee:jetheo:v:227:y:2025:i:c:s0022053125000596.

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2025Expected idiosyncratic volatility. (2025). Bekaert, Geert ; Bergbrant, Mikael ; Kassa, Haimanot. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000315.

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2025Climbing and falling off the ladder: Asset pricing implications of labor market event risk. (2025). , Lawrence. In: Journal of Financial Economics. RePEc:eee:jfinec:v:172:y:2025:i:c:s0304405x25001394.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2025Revisiting the role of investor sentiment in the stock market. (2025). Tiwari, Aviral ; Pham, Huy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002527.

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2025Measuring systemic risk from textual Analysis: Evidence from Chinese Banks. (2025). Fang, YI ; Lu, Liping ; Lin, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005180.

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2025Global uncertainty, macroprudence and export value: Quality up or quantity up. (2025). Fan, Zhiguo ; Guo, Fenghua. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002217.

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2025Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648.

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2025Connectivity and Contagion: How Industry Networks Shape the Transmission of Shocks in Global Value Chains. (2025). Joyez, Charlie. In: GREDEG Working Papers. RePEc:gre:wpaper:2025-36.

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2025Extreme Risk Connectedness in China’s Stock Market: Fresh Insights from Time-Varying General Dynamic Factor Models. (2025). Jin, Xiaoye. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10779-y.

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2025Impact of Listed Firms’ Correlation on Idiosyncratic Volatility Co-movement—A Network and Wavelet Analysis. (2025). Chen, Jian ; Zhao, Yang. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10780-5.

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2024The Macroeconomic Impact of Global and Country-Specific Climate Risk. (2024). Byrne, Joseph ; Vitenu-Sackey, Prince Asare. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00831-0.

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2024Vertical propagation of default risk along the supply chain. (2024). Yun, Mu-Shu. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01251-x.

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2025Strategic Complementarity in Labor Demand: Evidence from US Industry Leading Firms. (2025). Liu, Andrew Yizhou. In: Review of Economic Dynamics. RePEc:red:issued:24-209.

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2024Real-time forward-looking skewness over the business cycle. (2024). Dew-Becker, Ian. In: Review of Economic Dynamics. RePEc:red:issued:24-39.

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2025Crypto market betas: the limits of predictability and hedging. (2025). Weber, Thomas ; Sila, Jan ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Mark, Michael. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00777-w.

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2024Capital risk, fiscal policy, and the distribution of wealth. (2024). Modena, Andrea ; Regis, Luca. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00359-x.

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2024Exploiting social influence in networks. (2024). Nora, Vladyslav ; Winter, Eyal. In: Theoretical Economics. RePEc:the:publsh:5068.

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2024Factor and Idiosyncratic VAR-Ito Volatility Models for Heavy-Tailed High-Frequency Financial Data. (2024). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok ; Wang, Yazhen. In: Working Papers. RePEc:ucr:wpaper:202415.

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2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

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2024Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors. (2024). Hu, Nan ; Yang, KE ; Tian, Fengping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1429-1446.

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Works by Bernard Herskovic:

YearTitleTypeCited
2011EfeitosRecíprocos entre Finanças eInovação In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2008Efeitos recíprocos entre finanças e inovação.(2008) In: Textos para Discussão Cedeplar-UFMG.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2011Diferenciais salariaisde sexo ao longo da vida In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2008CRESCIMENTO PRÓ-POBRE NO SUDESTE BRASILEIRO In: Anais do XIII Semin·rio sobre a Economia Mineira [Proceedings of the 13th Seminar on the Economy of Minas Gerais].
[Full Text][Citation analysis]		chapter0
2017Firm Volatility in Granual Networks In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper135
2013Firm Volatility in Granular Networks.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 135		paper
2016The common factor in idiosyncratic volatility: Quantitative asset pricing implications In: Journal of Financial Economics.
[Full Text][Citation analysis]		article172
2014The Common Factor in Idiosyncratic Volatility: Quantitative Asset Pricing Implications.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		paper
2023Information Leakage from Short Sellers In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2024Interdealer Price Dispersion and Intermediary Capacity In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2014The Common Factor in Idiosyncratic Volatility In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper18
2015Networks in Production: Asset Pricing Implications In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper27
2016Acquiring information through peers In: 2016 Meeting Papers.
[Full Text][Citation analysis]		paper22
2016Risk Reallocation in OTC Derivatives Networks In: 2016 Meeting Papers.
[Citation analysis]		paper0

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