3
H index
1
i10 index
29
Citations
Université du Luxembourg | 3 H index 1 i10 index 29 Citations RESEARCH PRODUCTION: 3 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Denitsa Stefanova. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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CFS Working Paper Series / Center for Financial Studies (CFS) | 4 |
Tinbergen Institute Discussion Papers / Tinbergen Institute | 3 |
LSF Research Working Paper Series / Luxembourg School of Finance, University of Luxembourg | 2 |
Year | Title of citing document |
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2022 | Sidedness in the interbank market. (2022). Harris, Jeffrey ; Mankad, Shawn ; Brunetti, Celso. In: Journal of Financial Markets. RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000446. Full description at Econpapers || Download paper |
2021 | Time-varying asymmetric tail dependence of international equities markets. (2021). Qin, Xiao ; Zhou, Chunyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000962. Full description at Econpapers || Download paper |
2022 | Experimenting with Financial Professionals. (2022). Huber, Christoph ; Konig-Kersting, Christian. In: Working Papers. RePEc:inn:wpaper:2022-07. Full description at Econpapers || Download paper |
2022 | American hedge funds industry, market timing and COVID-19 crisis. (2022). Benkraiem, Ramzi ; Guesmi, Khaled ; Urom, Christian ; ben Khelife, Soumaya. In: Journal of Asset Management. RePEc:pal:assmgt:v:23:y:2022:i:5:d:10.1057_s41260-022-00266-0. Full description at Econpapers || Download paper |
2022 | A note on the use of syndicated loan data. (2022). Tonzer, Lena ; Noth, Felix ; Muller, Isabella. In: IWH Discussion Papers. RePEc:zbw:iwhdps:172022. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2014 | The Evolving Beta-Liquidity Relationship of Hedge Funds In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
2017 | The evolving beta-liquidity relationship of hedge funds.(2017) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2014 | Hedge Fund Innovation In: LSF Research Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2016 | The European sovereign debt crisis: What have we learned? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
2017 | The European sovereign debt crisis: What have we learned?.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 2 |
2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Dynamic Hedging and Extreme Asset Co-movements In: Review of Financial Studies. [Full Text][Citation analysis] | article | 3 |
2011 | Dynamic Correlation or Tail Dependence Hedging for Portfolio Selection In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Market Liquidity and Exposure of Hedge Funds In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Stock Market Asymmetries: A Copula Diffusion In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Signaling or marketing? The role of discount control mechanisms in closed-end funds In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | A review on ESG investing: Investors expectations, beliefs and perceptions In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Closed-end funds and discount control mechanisms In: CFS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team