Citation profile for Roman MESTRE

Roman MESTRE : Citation Profile

Université de Montpellier

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 1
   Journals where Roman MESTRE has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 11 (52.38 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pme786
   Updated: 2025-11-15    RAS profile: 2024-12-07
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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 Roman MESTRE.

Is cited by:

Bekiros, Stelios (1)

Uddin, Gazi (1)

Cites to:

Sharpe, William (6)

Fama, Eugene (6)

Bekiros, Stelios (5)

Nguyen, Duc Khuong (4)

French, Kenneth (4)

Uddin, Gazi (4)

Nunes, Luis (4)

Rua, António (4)

Filis, George (4)

Baur, Dirk (4)

Tondl, Gabriele (3)

Main data

Where Roman MESTRE has published?

Journals with more than one article published	# docs
Financial Innovation	2
Economics Bulletin	2

Working Papers Series with more than one paper published	# docs
Post-Print / HAL	6
MPRA Paper / University Library of Munich, Germany	4

Recent works citing Roman MESTRE (2025 and 2024)

Year	Title of citing document
2024	Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress. (2024). Huang, Zishan ; Deng, XI ; Zeng, Tian ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008961. Full description at Econpapers \|\| Download paper
2024	Do market conditions affect interconnectedness pattern of socially responsible equities?. (2024). Anwer, Zaheer ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Paltrinieri, Andrea. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:611-630. Full description at Econpapers \|\| Download paper
2024	How likely is it to beat the target at different investment horizons: an approach using compositional data in strategic portfolios. (2024). Alonso-Gonzalez, Pablo J ; Vega-Gamez, Fernando. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00601-3. Full description at Econpapers \|\| Download paper
2024	Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network. (2024). Alasker, Thamir H ; Elamer, Ahmed A ; Ibrahim, Bassam A ; Mohamed, Marwa A ; Abdou, Hussein A. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00605-z. Full description at Econpapers \|\| Download paper
2024	Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic. (2024). Khosravi, Reza ; Ghazani, Majid Mirzaee ; Momeni, Ali Akbar. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00645-z. Full description at Econpapers \|\| Download paper

Works by Roman MESTRE:

Year	Title	Type	Cited
2021	Monetary Policy and Business Cycle Synchronization in Europe In: EconomiX Working Papers. [Full Text][Citation analysis]	paper	0
2018	Time-Frequency varying beta estimation -a continuous wavelets approach- In: Economics Bulletin. [Full Text][Citation analysis]	article	2
2018	Time-Frequency varying beta estimation - a continuous wavelets approach.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2024	A continuous wavelets approach of China opening reforms effects on relationships between mainland Chinese stock exchanges and Hong Kong In: Economics Bulletin. [Full Text][Citation analysis]	article	0
2018	Time-Frequency Analysis of CAPM: Application to the CAC 40 In: Post-Print. [Citation analysis]	paper	0
2018	Time-Frequency Analysis of capm: Application to the cac 40.(2018) In: Managing Global Transitions. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2021	A wavelet approach of investing behaviors and their effects on risk exposures In: Post-Print. [Full Text][Citation analysis]	paper	6
2021	A wavelet approach of investing behaviors and their effects on risk exposures.(2021) In: Financial Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	article
2021	Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors In: Post-Print. [Citation analysis]	paper	1
2021	Adjusted beta based on an empirical comparison of OLS ‐CAPM and the CAPM with EGARCH errors.(2021) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1	article
2023	Stock profiling using time–frequency-varying systematic risk measure In: Post-Print. [Full Text][Citation analysis]	paper	0
2023	Stock profiling using time–frequency-varying systematic risk measure.(2023) In: Financial Innovation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2019	Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework In: Post-Print. [Citation analysis]	paper	1
2017	Analyse Temps-fréquence du MEDAF –Application au CAC 40 – In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2017	Analyse Multidimensionnelle Temps-Fréquence du MEDAF In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2017	Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2018	Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Time-Frequency Multi-Betas Model-An Application with Gold and Oil - In: Cahiers de recherche. [Full Text][Citation analysis]	paper	0