10
H index
10
i10 index
380
Citations
Márcio Laurini : Citation Profile
Universidade de São Paulo | RESEARCH PRODUCTION: 55 Articles 41 Papers EDITOR: Series edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 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 Márcio Laurini. | Is cited by:
| Cites to:
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Main data
Where Márcio Laurini has published?
| Journals with more than one article published | # docs |
|---|---|
| Brazilian Review of Finance | 4 |
| Economics Letters | 4 |
| Brazilian Review of Econometrics | 4 |
| Econometrics | 3 |
| Economics Bulletin | 3 |
| Mathematics | 2 |
| Stats | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| IBMEC RJ Economics Discussion Papers / Economics Research Group, IBMEC Business School - Rio de Janeiro | 8 |
Recent works citing Márcio Laurini (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | La medición de las expectativas de inflación en Argentina: consultoras económicas versus mercados financieros. (2024). Temperley, Patricio. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4766. Full description at Econpapers || Download paper |
| 2024 | Predicting Value at Risk for Cryptocurrencies Using Generalized Random Forests. (2022). Gorgen, Konstantin ; Schienle, Melanie ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224. Full description at Econpapers || Download paper |
| 2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper |
| 2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper |
| 2024 | Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x. Full description at Econpapers || Download paper |
| 2024 | Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models. (2024). Wong, Patrick ; Ignatieva, Katja. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000549. Full description at Econpapers || Download paper |
| 2024 | Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty. (2024). Hsu, Yuan-Teng ; Vigne, Samuel A ; Wang, Jying-Nan ; Liu, Hung-Chun. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005553. Full description at Econpapers || Download paper |
| 2024 | Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490. Full description at Econpapers || Download paper |
| 2024 | No reward—no effort: Will Bitcoin collapse near to the year 2140?. (2024). Grobys, Klaus. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003246. Full description at Econpapers || Download paper |
| 2024 | The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises. (2024). Gou, Shangde ; Julaiti, Jiansuer ; Aibai, Abuduwali. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007803. Full description at Econpapers || Download paper |
| 2024 | If GPU(time) == money: Sustainable crypto-asset market? Analysis of similarity among crypto-asset financial time series. (2024). Ziba, Damian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:863-912. Full description at Econpapers || Download paper |
| 2024 | Impacts of bitcoin on monetary system: Is Chinas bitcoin ban necessary?. (2024). Wang, Chen ; Wu, Ruoxi ; Li, Xiao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000291. Full description at Econpapers || Download paper |
| 2024 | Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539. Full description at Econpapers || Download paper |
| 2024 | Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
| 2025 | A hybrid deep learning model for cryptocurrency returns forecasting: Comparison of the performance of financial markets and impact of external variables. (2025). Jirou, Ismail ; Jebabli, Ikram ; Lahiani, Amine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003684. Full description at Econpapers || Download paper |
| 2024 | Whether The Cr Whether The Crypto Market Is Efficient? E et Is Efficient? Evidence F vidence From Testing The Validity Of The Efficient Market Hypothesis. (2024). Iftikhar, Sundas ; Ul, Asad ; Zcan, Rasim. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:1e:p:113-132. Full description at Econpapers || Download paper |
| 2024 | Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7. Full description at Econpapers || Download paper |
| 2024 | Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416. Full description at Econpapers || Download paper |
| 2024 | Time-varying spillovers in high-order moments among cryptocurrencies. (2024). Azimli, Asil. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00612-8. Full description at Econpapers || Download paper |
| 2024 | FDI for forestry: an impact evaluation of regional development. (2024). Pereyra, Martn ; Alonso, Cecilia. In: Review of Regional Research: Jahrbuch für Regionalwissenschaft. RePEc:spr:jahrfr:v:44:y:2024:i:1:d:10.1007_s10037-023-00196-3. Full description at Econpapers || Download paper |
| 2024 | Foreign exchange interventions and monetary policy: evidence from emerging economies. (2024). Thanh, Bui Trung. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:24:y:2024:i:2-3:p:71-89:n:1002. Full description at Econpapers || Download paper |
Márcio Laurini is editor of
| Journal | |
|---|---|
| Brazilian Review of Finance |
Works by Márcio Laurini:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | MODELO NELSON-SIEGEL COM CONDIÇÕES DE NÃO ARBITRAGEM PARA PREVISÃO DE INFLAÇÃO A PARTIR DO MERCADO DE TÃTULOS BRASILEIRO In: Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting]. [Full Text][Citation analysis] | paper | 0 |
| 2014 | A Noisy Principal Component Analysis for Forward Rate Curves In: Papers. [Full Text][Citation analysis] | paper | 13 |
| 2015 | A noisy principal component analysis for forward rate curves.(2015) In: European Journal of Operational Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2016 | Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets In: Working Papers Series. [Full Text][Citation analysis] | paper | 3 |
| 2022 | Spatial heterogeneities, institutions, and income: Evidence for Brazil In: Papers in Regional Science. [Full Text][Citation analysis] | article | 3 |
| 2016 | Poverty Elasticity: A Note on a New Empirical Approach In: Review of Income and Wealth. [Full Text][Citation analysis] | article | 2 |
| 2013 | A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2012 | A Hybrid Data Cloning Maximum Likelihood Estimator for Stochastic Volatility Models.(2012) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | Lista de Avaliadores - 2014 In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | List of Reviewers - 2015 In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Brazilian Review of Finance 2015 Editorial Report In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Variance Swaps in BM&F: Pricing and Viability of Hedge In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | A note on the use of quantile regression in beta convergence analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2007 | A note on the use of quantile regression in beta convergence analysis.(2007) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Bayesian Factor Selection in Dynamic Term Structure Models In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Bayesian Factor Selection in Dynamic Term Structure Models.(2011) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2014 | The stochastic volatility model with random jumps and its application to BRL/USD exchange rate. In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2004 | Income Convergence Clubs for Brazilian Municipalities: a Non-Parametric Analysis In: Econometric Society 2004 Latin American Meetings. [Full Text][Citation analysis] | paper | 22 |
| 2005 | Income convergence clubs for Brazilian Municipalities: a non-parametric analysis.(2005) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | article | |
| 2010 | Exchange rate movements and monetary policy in Brazil: Econometric and simulation evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 16 |
| 2008 | Exchange Rate Movements and Monetary Policy In Brazil: Econometric and Simulation Evidence.(2008) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2019 | Nonlinear dependence in cryptocurrency markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 30 |
| 2009 | Conditional stochastic kernel estimation by nonparametric methods In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
| 2007 | Conditional Stochastic Kernel Estimation by Nonparametric Methods.(2007) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2012 | New evidence on the role of cognitive skill in economic development In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2010 | New Evidence on the Role of Cognitive Skill in Economic Development.(2010) In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2018 | Volatility and return jumps in bitcoin In: Economics Letters. [Full Text][Citation analysis] | article | 98 |
| 2004 | Convergence clubs among Brazilian municipalities In: Economics Letters. [Full Text][Citation analysis] | article | 25 |
| 2003 | Convergence Clubs Among Brazilian Municipalities.(2003) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
| 2008 | Empirical market microstructure: An analysis of the BRL/US$ exchange rate market In: Emerging Markets Review. [Full Text][Citation analysis] | article | 2 |
| 2010 | Bayesian extensions to Diebold-Li term structure model In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 10 |
| 2008 | Bayesian extensions to diebold-li term structure model.(2008) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2015 | A common jump factor stochastic volatility model In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
| 2010 | Constrained smoothing B-splines for the term structure of interest rates In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 13 |
| 2007 | Constrained Smoothing Splines for the Term Structure of Interest Rates.(2007) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2013 | Indirect Inference in fractional short-term interest rate diffusions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2019 | Is Bitcoin a bubble? In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 56 |
| 2017 | The spatio-temporal dynamics of ethanol/gasoline price ratio in Brazil In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 5 |
| 2016 | A macro-finance term structure model with multivariate stochastic volatility In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2020 | The impact of co-jumps in the oil sector In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2024 | Lottery stocks in Brazil: investigating risk premium and investor behavior In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
| 2014 | Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach In: International Econometric Review (IER). [Full Text][Citation analysis] | article | 0 |
| 2009 | Modelos de fatores latentes generalizados para curvas de juros em múltiplos mercados In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados.(2009) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2009 | Modelos de Fatores Latentes Generalizados para Curvas de Juros em Múltiplos Mercados.(2009) In: Insper Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Multivariate Stochastic Volatility Modeling via Integrated Nested Laplace Approximations: A Multifactor Extension In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Bayesian Inference for Long Memory Stochastic Volatility Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Tornado Occurrences in the United States: A Spatio-Temporal Point Process Approach In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Factor Sufficiency in Asset Pricing: An Application for the Brazilian Market In: IJFS. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2003 | Long Memory int the R$/US$ Exchange Rate: A Robust Analysis In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Long memory in the R$ / US$ exchange rate: A robust analysis.(2004) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
| 2003 | Markov Switching Based Nonlinear Tests for Market Efficiency Using the R$/US$ Exchange Rate In: Finance Lab Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Empirical Market Microstructure: An Analysis Of The Brl/Us$ Exchange Rate Market Using High-Frequency Data In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2008 | Inferência indireta em modelos fracionários de taxas de juros de curto prazo In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Funções de Cópula na Precificação de Opções In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Estimação de Equações Diferenciais Estocásticas Usando Verossimilhança EmpÃrica e MÃnimo Contraste Generalizado In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Uma investigação sobre os Estilos Gerenciais e Riscos de Mercado de Fundos Multimercados Brasileiros In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Futuros de Swap de Variância e Volatilidade Na BM&F - Apreçamento e Viabilidade de Hedge In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Teste de estabilidades dos coeficientes betas do mercado acionário brasileiro In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Estimação de modelos de volatilidade estocástica usando métodos de verossimilhança empÃrica/mÃnimo constraste generalizados In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Arbitragem na Estrutura a Termo das Taxas de Juros: Uma Abordagem Bayesiana In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Inferência Bayesiana Aplicada ao Modelo Dinâmico de Nelson-Siegel com Volatilidade Estocástica nos Fatores In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Testing Convergence Across Municipalities in Brazil Using Quantile Regression In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | Clubes de Convergência de Renda para os MunicÃpios Brasileiros: Uma Análise Não-Paramétrica In: Insper Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Income Convergence Clubs for Brazilian Municipalities: A Non-Parametric Analysis (english version of WPE-6/2003) In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Extensões Bayesianas do Modelo de Estrutura a Termo de Diebold-Li In: Insper Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Imposing No-Arbitrage Conditions In Implied Volatility Surfaces Using Constrained Smoothing Splines In: Insper Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Microestrutura EmpÃrica e Mercado - Uma Análise para a Taxa de Câmbio Brl/Us$ Usando Dados de Alta Freqüência In: Insper Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations.(2014) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Dynamic Functional Data Analysis with Nonparametric State Space Models. In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Dynamic functional data analysis with non-parametric state space models.(2014) In: Journal of Applied Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2012 | Generalized Tests of Investment Fund Performance In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Generalized Tests of Investment Fund Performance.(2011) In: Brazilian Review of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2012 | Some Comments on a Macro-Finance Model with Stochastic Volatility In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Bayesian Unit Root Testing in Stochastic Volatility Models Using INLA In: IBMEC RJ Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Does Ownership Affect the Variability of the Production Process? Evidence from International Courier Services In: Organization Science. [Full Text][Citation analysis] | article | 6 |
| 2020 | Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A spatial error model with continuous random effects and an application to growth convergence In: Journal of Geographical Systems. [Full Text][Citation analysis] | article | 4 |
| 2017 | Implicit Inflation and Risk Premiums in the Brazilian Fixed Income Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 4 |
| 2012 | Poverty Elasticity- a New Empirical Approach In: Série Textos para Discussão (Working Papers). [Full Text][Citation analysis] | paper | 0 |
| 2010 | Bayesian Inference Applied to Dynamic Nelson-Siegel Model with Stochastic Volatility In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2012 | Non-Parametric Pricing of Interest Rates Options In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2017 | A continuous spatio-temporal model for house prices in the USA In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 1 |
| 2023 | Time-varying higher moments in Bitcoin In: Digital Finance. [Full Text][Citation analysis] | article | 1 |
| 2023 | Bayesian spatio-temporal modeling of real estate launch prices In: Journal of Spatial Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Brazilian stock market bubble in the 2010s In: SN Business & Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | A Dynamic Econometric Model for Inflationary Inertia In Brazil In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] | article | 2 |
| 2011 | Imposing no‐arbitrage conditions in implied volatilities using constrained smoothing splines In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 4 |
| 2019 | A spatio‐temporal approach to estimate patterns of climate change In: Environmetrics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Spillovers and jumps in global markets: A comparative analysis In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Interest Rate Forecasting with Principal Component Analysis Based on Long-Run Covariance Matrix In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team