Diaa Noureldin : Citation Profile


Are you Diaa Noureldin?

International Monetary Fund (IMF)

3

H index

2

i10 index

80

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 5
   Journals where Diaa Noureldin has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 3 (3.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pno257
   Updated: 2024-12-03    RAS profile: 2024-07-08    
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Relations with other researchers


Works with:

Tavares, Marina (2)

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

Is cited by:

Bauwens, Luc (7)

Maheu, John (5)

Francq, Christian (4)

Braione, Manuela (4)

Laurent, Sébastien (4)

Bollerslev, Tim (4)

darolles, serge (4)

Storti, Giuseppe (4)

Andersen, Torben (3)

Fengler, Matthias (3)

Brownlees, Christian (3)

Cites to:

Rogoff, Kenneth (14)

Engle, Robert (14)

Shephard, Neil (9)

Bauwens, Luc (8)

Vona, Francesco (8)

Obstfeld, Maurice (8)

Bollerslev, Tim (7)

Sheppard, Kevin (7)

Frankel, Jeffrey (7)

Laurent, Sébastien (7)

Campbell, John (7)

Main data


Where Diaa Noureldin has published?


Journals with more than one article published# docs
Review of Middle East Economics and Finance2

Working Papers Series with more than one paper published# docs
IMF Working Papers / International Monetary Fund2
Economics Series Working Papers / University of Oxford, Department of Economics2

Recent works citing Diaa Noureldin (2024 and 2023)


YearTitle of citing document
2024A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

Full description at Econpapers || Download paper

2023Civil Conflicts and Exchange Rate Misalignment: Evidence from MENA and Arab League Members. (2023). Lemaire, Thibault ; Thibault, Lemaire. In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:19:y:2023:i:2:p:101-130:n:3.

Full description at Econpapers || Download paper

2024Great Layoff, Great Retirement and Post-pandemic Inflation. (2024). Massaro, Dominico ; Grazzini, Jakob ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:812.

Full description at Econpapers || Download paper

2023Dynamic conditional eigenvalue GARCH. (2023). Rahbek, Anders ; Pedersen, Rasmus Sondergaard ; Hetland, Simon. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407621002141.

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2023One Hundred Inflation Shocks: Seven Stylized Facts. (2023). Zhao, Wei ; Ratnovski, Lev ; Mylonas, Victor ; Mulas-Granados, Carlos ; Ari, Anil. In: IMF Working Papers. RePEc:imf:imfwpa:2023/190.

Full description at Econpapers || Download paper

2023Explicit minimal representation of variance matrices, and its implication for dynamic volatility models. (2023). Abadir, Karim M. In: The Econometrics Journal. RePEc:oup:emjrnl:v:26:y:2023:i:1:p:88-104..

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Works by Diaa Noureldin:


YearTitleTypeCited
2018Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]
article4
2023What Drives Business Cycles in Egypt? An Analysis of Coincident and Leading Indicators In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]
article0
2014Multivariate rotated ARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]
article40
2014Multivariate rotated ARCH models.(2014) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2012Multivariate Rotated ARCH Models.(2012) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2012Multivariate Rotated ARCH models.(2012) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2023Transitioning to a greener labor market: Cross-country evidence from microdata In: Energy Economics.
[Full Text][Citation analysis]
article0
2022Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata.(2022) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2022The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2020Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2008Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors In: IMF Working Papers.
[Full Text][Citation analysis]
paper2
2011Multivariate High-Frequency-Based Volatility (HEAVY) Models In: Economics Papers.
[Full Text][Citation analysis]
paper34
2011Multivariate High-Frequency-Based Volatility (HEAVY) Models.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34
paper
2022Volatility Prediction Using a Realized-Measure-Based Component Model* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2014Time-varying Dependence in the Term Structure of Interest Rates: A Copula-based Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

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