6
H index
4
i10 index
170
Citations
Erwin Hansen : Citation Profile
Universidad de Chile | RESEARCH PRODUCTION: 16 Articles 9 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 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 Erwin Hansen. | Is cited by:
| Cites to:
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Main data
Where Erwin Hansen has published?
| Journals with more than one article published | # docs |
|---|---|
| Resources Policy | 2 |
| Journal Economía Chilena (The Chilean Economy) | 2 |
Recent works citing Erwin Hansen (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2024 | Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274. Full description at Econpapers || Download paper |
| 2023 | Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x. Full description at Econpapers || Download paper |
| 2023 | Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587. Full description at Econpapers || Download paper |
| 2024 | Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Jansen, Maarten ; Hanauer, Matthias X ; Zhou, Weili. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x. Full description at Econpapers || Download paper |
| 2023 | Foreign currency borrowing, balance sheet shocks, and real outcomes. (2023). Hardy, Bryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001705. Full description at Econpapers || Download paper |
| 2023 | Commodity prices under the threat of operational disruptions: Labor strikes at copper mines. (2023). Wagner, Rodrigo ; Fernandez, Viviana ; Tapia-Grien, Pablo ; Pasten-Henriquez, Boris. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000557. Full description at Econpapers || Download paper |
| 2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
| 2023 | Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685. Full description at Econpapers || Download paper |
| 2023 | Forecasting rare earth stock prices with machine learning. (2023). Sadorsky, Perry ; Henriques, Irene. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009595. Full description at Econpapers || Download paper |
| 2023 | “Watch your tone!â€: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625. Full description at Econpapers || Download paper |
| 2024 | Reliable novel hybrid extreme gradient boosting for forecasting copper prices using meta-heuristic algorithms: A thirty-year analysis. (2024). Dehghani, Hesam ; Mirzehi, Mohammad ; Nabavi, Zohre. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400151x. Full description at Econpapers || Download paper |
| 2024 | A novel copper price forecasting ensemble method using adversarial interpretive structural model and sparrow search algorithm. (2024). Yan, Dairong ; Wang, Qizhou ; Li, Jiaojiao ; Jia, Mingtao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002599. Full description at Econpapers || Download paper |
| 2023 | News-based economic policy uncertainty and financial contagion: An international evidence. (2023). Hadhri, Sinda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:63-76. Full description at Econpapers || Download paper |
| 2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203. Full description at Econpapers || Download paper |
| 2024 | Does enhancing the vividness in connection with the future self increase savings behavior? A field experiment. (2024). Chacon, Alvaro ; Larach, Francisco ; Reyes, Tomas ; Kausel, Edgar E ; Enei, Gonzalo. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:110:y:2024:i:c:s2214804324000429. Full description at Econpapers || Download paper |
| 2023 | The Empirical Explanatory Power of CAPM and the Fama and French Three-Five Factor Models in the Moroccan Stock Exchange. (2023). Benfeddoul, Safae ; Taib, Asmaa Alaoui. In: IJFS. RePEc:gam:jijfss:v:11:y:2023:i:1:p:47-:d:1097126. Full description at Econpapers || Download paper |
| 2023 | Evaluating the Effectiveness of Modern Forecasting Models in Predicting Commodity Futures Prices in Volatile Economic Times. (2023). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:2:p:27-:d:1044238. Full description at Econpapers || Download paper |
| 2023 | Risk spillover in China’s real estate industry chain: a DCC-EGARCH-?CoVaR model. (2023). Zheng, Yuelong ; Wang, Lin ; Zhou, Liguo ; Chen, Xiaoyang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01934-1. Full description at Econpapers || Download paper |
| 2024 | Presidential Approval Ratings and Stock Market Performance in Latin America. (2024). GUPTA, RANGAN ; van Eyden, Renee ; Jaichand, Yuvana. In: Working Papers. RePEc:pre:wpaper:202411. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
Works by Erwin Hansen:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | Portfolio performance of linear SDF models: an out-of-sample assessment.(2018) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Time-Varying Risk Aversion and International Stock Returns In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile In: International Review of Finance. [Full Text][Citation analysis] | article | 5 |
| 2013 | Determinants of corporate exchange rate exposure in Chilean firms In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 2 |
| 2005 | Currency Mismatches in Non-Financial Firms in Chile In: Journal EconomÃa Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 6 |
| 2006 | Currency Mismatches in Chilean Nonfinancial Corporations In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 8 |
| 2005 | Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations In: Working Papers Central Bank of Chile. [Full Text][Citation analysis] | paper | 85 |
| 2005 | Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: IDB Publications (Working Papers). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
| 2005 | Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: Research Department Publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
| 2024 | On the robustness of the relationship between tax progressivity, growth, and inequality in the US In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Economic evaluation of asset pricing models under predictability In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
| 2024 | Machine-learning stock market volatility: Predictability, drivers, and economic value In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 2022 | Asset pricing model uncertainty and portfolio choice In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2019 | Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 19 |
| 2017 | Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2023 | Gold risk premium estimation with machine learning methods In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 0 |
| 2020 | A random walk through the trees: Forecasting copper prices using decision learning methods In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
| 2021 | Economic drivers of commodity volatility: The case of copper In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
| 2008 | Inversión, desfase de madurez y choques de liquidez en Chile In: El Trimestre Económico. [Full Text][Citation analysis] | article | 0 |
| 2015 | Multinationals Stockpiling Cash: Exploring a Commodity Boom In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 0 |
| 2017 | Corporate Currency Risk and Hedging in Chile: Real and Financial Effects In: IDB Publications (Working Papers). [Full Text][Citation analysis] | paper | 13 |
| 2005 | Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas In: Research Department Publications. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Economic policy uncertainty and presidential approval: Evidence from Latin America In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team