4
H index
1
i10 index
32
Citations
Adam Golinski : Citation Profile
University of York | RESEARCH PRODUCTION: 5 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2012 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Adam Golinski. | Is cited by:
| Cites to:
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Main data
Where Adam Golinski has published?
Recent works citing Adam Golinski (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Hedging longevity risk under non-Gaussian state-space stochastic mortality models: A mean-variance-skewness-kurtosis approach. (2023). Chan, Wai-Sum ; Liu, Yanxin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:113:y:2023:i:c:p:96-121. Full description at Econpapers || Download paper |
| 2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper |
| 2023 | The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293. Full description at Econpapers || Download paper |
| 2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper |
Works by Adam Golinski:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices In: Dundee Discussion Papers in Economics. [Full Text][Citation analysis] | paper | 6 |
| 2014 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model of Stock Prices.(2014) In: SIRE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2016 | Long memory affine term structure models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2021 | Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet In: European Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2017 | The advantages of using excess returns to model the term structure In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2021 | Estimating the Term Structure with Linear Regressions: Getting to the Roots of the Problem In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2019 | Estimating the term structure with linear regressions: Getting to the roots of the problem.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2024 | Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
| 2014 | Fractional Integration of the Price-Dividend Ratio in a Present-Value Model. In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | The Meiselman forward interest rate revision regression as an Affine Term Structure Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Coronametrics: The UK turns the corner In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Modeling the Covid-19 Epidemic Using Time Series Econometrics In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team