David E. Guerrero : Citation Profile


Universidad Complutense de Madrid

3

H index

2

i10 index

42

Citations

RESEARCH PRODUCTION:

4

Articles

9

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 3
   Journals where David E. Guerrero has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 4 (8.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu285
   Updated: 2025-12-27    RAS profile: 2025-02-24    
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Relations with other researchers


Works with:

Garcia-Hiernaux, Alfredo (2)

Gonzalez-Perez, Maria T. (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with David E. Guerrero.

Is cited by:

Garcia-Hiernaux, Alfredo (5)

Gonzalez-Perez, Maria T. (2)

Cannon, Edmund (2)

Cassidy, Daniel (2)

Hanley, Nick (2)

Brunt, Liam (2)

Dobado González, Rafael (2)

Lindert, Peter (2)

Smith, Gregor (2)

Crucini, Mario (2)

Santiago-Caballero, Carlos (1)

Cites to:

Bernard, Andrew (6)

Durlauf, Steven (6)

Phillips, Peter (6)

Lütkepohl, Helmut (5)

Shiue, Carol (4)

Saikkonen, Pentti (4)

Dobado González, Rafael (4)

Garcia-Hiernaux, Alfredo (4)

Sul, Donggyu (4)

Keller, Wolfgang (4)

Lanne, Markku (3)

Main data


Where David E. Guerrero has published?


Working Papers Series with more than one paper published# docs
Working Papers / Banco de España2
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico2

Recent works citing David E. Guerrero (2025 and 2024)


YearTitle of citing document
2025Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade. (2025). Ramsey, Ford A ; Ghosh, Sujit K. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361103.

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2024Monetary Policy, Divergence, and the Euro. (2024). Schnabl, Gunther ; Pfeifer, Moritz. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11442.

Full description at Econpapers || Download paper

2025Do supply chain pressures affect consumer prices in major economies? New evidence from time-varying causality analysis. (2025). Alsamara, Mouyad ; Mrabet, Zouhair ; Awwad, Abdulkareem ; Mimouni, Karim. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002712.

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2024Reassessing grain price variability in early modern Europe (c. 1500–1800). (2024). Seim, Andrea ; Ljungqvist, Fredrik Charpentier. In: European Economic Review. RePEc:eee:eecrev:v:170:y:2024:i:c:s0014292124001818.

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2024The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Albers, Stefan ; Kestner, Lars N. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162.

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2025Day of the week effect on the cryptomarket: A high-frequency asymmetric multifractal analysis. (2025). Tabak, Benjamin Miranda ; Kristjanpoller, Werner. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:658:y:2025:i:c:s0378437124008161.

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2024The impact of macroeconomic announcements on risk, preference, and risk premium. (2024). Kiriu, Takuya ; Hibiki, Norio. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:842-857.

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2025VIX maturity interpolation. (2025). Gonzalez-Perez, Maria T ; Andersen, Torben G ; Bondarenko, Oleg. In: Review of Derivatives Research. RePEc:kap:revdev:v:28:y:2025:i:1:d:10.1007_s11147-025-09210-x.

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2025Do first-generation immigrant scholars outperform native researchers? Evidence from US business schools. (2025). Torgler, Benno ; Bi, Weilong. In: Scientometrics. RePEc:spr:scient:v:130:y:2025:i:7:d:10.1007_s11192-025-05374-3.

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Works by David E. Guerrero:


YearTitleTypeCited
2015West versus Far East: early globalization and the great divergence In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]
article6
2020Eurozone prices: a tale of convergence and divergence In: Working Papers.
[Full Text][Citation analysis]
paper2
2023How to measure inFLAtion volatility. A note In: Working Papers.
[Full Text][Citation analysis]
paper0
2012The Integration of Grain Markets in the Eighteenth Century: Early Rise of Globalization in the West In: The Journal of Economic History.
[Full Text][Citation analysis]
article18
2016Market integration dynamics and asymptotic price convergence in distribution In: Economic Modelling.
[Full Text][Citation analysis]
article3
2015Market Integration Dynamics and Asymptotic Price Convergence in Distribution.(2015) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013Market Integration Dynamics and Asymptotic Price Convergence in Distribution.(2013) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013Market Integration Dynamics and Asymptotic Price Convergence in Distribution.(2013) In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2013Day-of-the-week effect on the VIX. A parsimonious representation In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article12
2013West versus East: Early Globalization and the Great Divergence In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2013West versus East: Early globalization and thr great divergence.(2013) In: Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2011Convergence and Cointegration In: Documentos de Trabajo del ICAE.
[Full Text][Citation analysis]
paper0
2009The Integration of Western Hemisphere Grain Markets in the Eighteenth Century: Early Progress and Decline of Globalization In: Working Papers del Instituto Complutense de Estudios Internacionales.
[Full Text][Citation analysis]
paper0

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