6
H index
3
i10 index
83
Citations
Domenico Sartore : Citation Profile
Università Ca' Foscari Venezia | RESEARCH PRODUCTION: 13 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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35 years (1986 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Domenico Sartore. | Is cited by:
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Main data
Where Domenico Sartore has published?
| Journals with more than one article published | # docs |
|---|---|
| The European Journal of Finance | 4 |
| Advances in Decision Sciences | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 13 |
Recent works citing Domenico Sartore (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017. Full description at Econpapers || Download paper |
| 2022 | Detecting signed spillovers in global financial markets: A Markov-switching approach. (2022). Kangogo, Moses ; Volkov, Vladimir. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001259. Full description at Econpapers || Download paper |
| 2022 | Exchange rate dependence and economic fundamentals: A Copula-MIDAS approach. (2022). Chen, Qiang ; Ma, Chao ; Gong, Yuting. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s0261560621002485. Full description at Econpapers || Download paper |
| 2022 | Copper 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. Full description at Econpapers || Download paper |
| 2023 | Persistence of Large-Cap Equity Funds performance, market timing ability, and selectivity: evidence from India. (2023). Balakrishnan, A. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09367-7. Full description at Econpapers || Download paper |
| 2022 | A multicountry measure of comovement and contagion in international markets: definition and applications. (2022). Venezia, Itzhak ; Tessler, Nina. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-021-01025-9. Full description at Econpapers || Download paper |
| 2022 | An Epidemiological Model of Economic Crisis Spread across Sectors in the United States. (2022). , Sebastiaan ; Lumsdaine, Robin L ; Janssens, Eva F. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:885-919. Full description at Econpapers || Download paper |
Works by Domenico Sartore:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | A Scoring Rule for Factor and Autoregressive Models Under Misspecification In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2018 | A scoring rule for factor and autoregressive models under misspecification.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2020 | Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2018 | Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 1987 | Square Root Iterative Filter: Theory and Applications to Econometric Models In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
| 1986 | Intermediate targets and instruments of monetary policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2013 | Deciphering the Libor and Euribor Spreads during the subprime crisis In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2013 | Deciphering the Libor and Euribor Spreads during the subprime crisis.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2000 | La Style Analysis nel mercato azionario italiano In: Rivista italiana degli economisti. [Full Text][Citation analysis] | article | 0 |
| 2002 | La copertura dei rischi finanziari nelle imprese non finanziarie italiane attraverso gli strumenti derivati In: Moneta e Credito. [Full Text][Citation analysis] | article | 1 |
| 2005 | Relative benchmark rating and persistence analysis: Evidence from Italian equity funds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 11 |
| 2000 | Combining forecasts: some results on exchange and interest rates In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2002 | Guest Editorial In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2002 | US dollar/Euro exchange rate: a monthly econometric model for forecasting In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 2018 | A Bayesian Markov-Switching Correlation Model for Contagion Analysis on Exchange Rate Markets In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 15 |
| 2008 | Matrix-State Particle Filter for Wishart Stochastic Volatility Processes In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2007 | Matrix-State Particle Filter for Wishart Stochastic Volatility Processes.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2006 | Methodological aspects of time series back-calculation In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Bayesian Inference on Dynamic Models with Latent Factors In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | CDS Industrial Sector Indices, credit and liquidity risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Bayesian Markov Switching Stochastic Correlation Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Fund Ratings: The method reconsidered In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Non Central Moments of the Truncated Normal Variable In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Weak Dependence of CRRA on Standard Deviation in the Case of Truncated Normal Distribution of Returns In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Risk Aversion: Differential Conditions for the Concavity in Transformed Two-Parameter Distributions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | European Social Funds lifelong learning and regional development: a case study In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | NON-CENTRAL MOMENTS OF THE TRUNCATED NORMAL VARIABLE IN FINANCE In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team