Rubens Moura : Citation Profile

Banco de México

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

4

Articles

6

Papers

RESEARCH ACTIVITY:

   5 years (2020 - 2025). See details.
   Cites by year: 1
   Journals where Rubens Moura has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 3 (25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo1324
   Updated: 2026-02-21    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Candelon, Bertrand (5)

Menna, Lorenzo (2)

Tobal, Martin (2)

Iania, Leonardo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rubens Moura.

Is cited by:

Valencia, Oscar (5)

Gomez-Gonzalez, Jose (5)

Uribe, Jorge (5)

Gaglianone, Wagner (2)

Araujo, Gustavo (1)

Cites to:

Campbell, John (5)

Singleton, Kenneth (5)

Pesaran, Mohammad (4)

Rudebusch, Glenn (4)

Shiller, Robert (4)

Chernov, Mikhail (4)

Ang, Andrew (3)

Piazzesi, Monika (3)

Calvo, Guillermo (3)

Disdier, Anne-Célia (2)

Kilian, Lutz (2)

Main data

Where Rubens Moura has published?

Working Papers Series with more than one paper published# docs
LIDAM Discussion Papers LFIN / Université catholique de Louvain, Louvain Finance (LFIN)3
LIDAM Reprints LFIN / Université catholique de Louvain, Louvain Finance (LFIN)2

Recent works citing Rubens Moura (2025 and 2024)

YearTitle of citing document
2025Macroeconomic Drivers of Brazils Yield Curve. (2025). Gaglianone, Wagner ; Araujo, Gustavo ; Machado, Jos Valentim. In: Working Papers Series. RePEc:bcb:wpaper:629.

Full description at Econpapers || Download paper

2025Determinants of the Risk Premium in Brazilian Nominal Interest Rates. (2025). Gaglianone, Wagner ; Machado, Jos Valentim ; Araujo, Gustavo Silva. In: Working Papers Series. RePEc:bcb:wpaper:637.

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2025Sovereign debt cost and economic complexity. (2025). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000113.

Full description at Econpapers || Download paper

2024Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model. (2024). Hong, Zhiwu ; Wang, Zhenhan ; Li, Xinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001624.

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2024Sovereign Risk and Economic Complexity. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13393.

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2024Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IDB Publications (Working Papers). RePEc:idb:brikps:13447.

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2024Asymmetric Sovereign Risk: Implications for Climate Change Preparation. (2024). Valencia, Oscar ; Uribe, Jorge ; Gomez-Gonzalez, Jose. In: IREA Working Papers. RePEc:ira:wpaper:202401.

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2025Impact of Global and Domestic Factors on Indian Government Bond Yields. (2025). Sehgal, Shivam ; Singh, Jaspal. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09459-6.

Full description at Econpapers || Download paper

Works by Rubens Moura:

YearTitleTypeCited
2020Bond Risk Premia in Emerging Markets: Evidence from Brazil, China, Mexico, and Russia In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper2
2021Bond risk premia in emerging markets: evidence from Brazil, China, Mexico, and Russia.(2021) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper0
2024A Multicountry Model of the Term Structures of Interest Rates with a GVAR.(2024) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024A Multicountry Model of the Term Structures of Interest Rates with a GVAR*.(2024) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022MultiATSM: An R Package for Arbitrage-free Multicountry Affine Term Structure of Interest Rates Models with Unspanned Macroeconomic Risk In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper0
2023Sovereign yield curves and the COVID-19 in emerging markets In: LIDAM Reprints LFIN.
[Citation analysis]		paper7
2023Sovereign yield curves and the COVID-19 in emerging markets.(2023) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2025Beyond the Literature: What Policymakers Reveal About Financial Asset Overvaluation? In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Beyond the literature: what policymakers reveal about financial asset overvaluation?.(2025) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article

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