Alberto Plazzi : Citation Profile

Are you Alberto Plazzi?

Universitá della Svizzera Italiana (USI)

9

H index

9

i10 index

357

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

2

Chapters

RESEARCH ACTIVITY:

   18 years (2004 - 2022). See details.
   Cites by year: 19
   Journals where Alberto Plazzi has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 4 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl114
   Updated: 2024-11-04    RAS profile: 2023-05-09    
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Relations with other researchers

Works with:

Pelizzon, Loriana (3)

Gandhi, Priyank (2)

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

Is cited by:

GUPTA, RANGAN (26)

Engsted, Tom (11)

Pedersen, Thomas (11)

Salisu, Afees (8)

Ling, David (7)

Jahan-Parvar, Mohammad (6)

Cenedese, Gino (5)

Mallucci, Enrico (5)

Papadimitriou, Theophilos (4)

Cepni, Oguzhan (4)

Gogas, Periklis (4)

Cites to:

Campbell, John (16)

Shiller, Robert (13)

Gürkaynak, Refet (10)

Rey, Helene (9)

Valkanov, Rossen (7)

Clapp, John (6)

Mayer, Christopher (6)

Mei, Jianping (5)

Stambaugh, Robert (5)

Goetzmann, William (5)

French, Kenneth (5)

Main data

Where Alberto Plazzi has published?

Journals with more than one article published# docs
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Swiss Finance Institute Research Paper Series / Swiss Finance Institute15
SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE2

Recent works citing Alberto Plazzi (2024 and 2023)

YearTitle of citing document
2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2023Government Guarantees and Banks Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Papers. RePEc:arx:papers:2303.03661.

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2024Mapping research on corporate misconduct in banking: Lessons from literature on preventive and punitive actions. (2024). Vazquezordas, Camilo J ; Luna, Manuel ; Rodriguezarrojo, Rita ; Garciaolalla, Myriam. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s1:p:62-75.

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2023Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand. (2023). Demirer, Riza ; Hegde, Prasad ; Badshah, Ihsan ; Ali, Sara. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:3:p:666-679.

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2023The Long-Run Relationship Between House Prices and Rents. (2008). Gallin, Joshua . In: Real Estate Economics. RePEc:bla:reesec:v:36:y:2008:i:4:p:635-658.

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2023The determinants of office cap rates: The international evidence. (2023). Twite, Garry ; Titman, Sheridan ; Biakowski, Jdrzej. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:3:p:539-572.

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2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

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2023The Determinants of Office Cap Rates: The International Evidence. (2023). Twite, Garry ; Titman, Sheridan ; Biakowski, Jdrzej. In: Working Papers in Economics. RePEc:cbt:econwp:23/01.

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2023Global house prices since 1950. (2023). Sustek, Roman ; Mumtaz, Haroon. In: Discussion Papers. RePEc:cfm:wpaper:2307.

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2023Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis. (2023). Yang, Yiwen ; Yao, Jing. In: Economic Modelling. RePEc:eee:ecmode:v:129:y:2023:i:c:s0264999323003644.

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2023Term premia and short rate expectations in the euro area. (2023). Berardi, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000919.

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2023Stranded houses? The price effect of a minimum energy efficiency standard. (2023). Guin, Benjamin ; Gibberd, Alex ; Ferentinos, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000531.

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2023An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145.

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2023Sample frequency robustness and accuracy in forecasting Value-at-Risk for Brent Crude Oil futures. (2023). Haugom, Erik ; Hadina, Jelena ; Ewald, Christian ; Yahya, Muhammad ; Stordal, Stle ; Lien, Gudbrand. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300288x.

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2023Trimming extreme reports in preference aggregation. (2023). Xefteris, Dimitrios ; Nuñez, Matias ; Nuez, Matias ; Louis, Philippos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:137:y:2023:i:c:p:116-151.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

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2023Real estate illiquidity and returns: A time-varying regional perspective. (2023). Zhu, Yunyi ; Fu, XI ; Ellington, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:58-72.

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2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

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2023Dynamic linear models with adaptive discounting. (2023). Pavlidis, Efthymios G ; Yusupova, Alisa. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1925-1944.

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2024Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776.

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2023Zombies, again? The COVID-19 business support programs in Japan. (2023). Hoshi, Takeo ; Ueda, Kenichi ; Kawaguchi, Daiji. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622000218.

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2023The Pricing of Skewness Over Different Return Horizons. (2023). Arisoy, Eser Y ; Aretz, Kevin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s037842662200293x.

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2023Firm-bank linkages and optimal policies after a rare disaster. (2023). Villacorta, Alonso ; Segura, Anatoli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:296-322.

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2023Monetary policy and Bitcoin. (2023). Karau, Soren. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000815.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2023Trader positions and aggregate portfolio demand. (2023). Tuzun, Tugkan ; Roberts, John S ; Onur, Esen. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000482.

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2023Testing the forecasting power of global economic conditions for the volatility of international REITs using a GARCH-MIDAS approach. (2023). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:303-314.

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2023Skewness in energy returns: estimation, testing and retain-->implications for tail risk. (2023). Iguez, Trino-Manuel ; Leon, Angel ; Carnero, Angeles M. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:178-189.

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2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

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2024Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option. (2024). Zhou, Xin ; Jiang, Zhengyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:378-399.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2024Time-varying Persistence of House Price Growth: The Role of Expectations and Credit Supply. (2024). Smallwood, Aaron ; Chudik, Alexander ; Choi, Chi-Young. In: Globalization Institute Working Papers. RePEc:fip:feddgw:98241.

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2023Co-Movement of Indonesian State-Owned Enterprise Stocks. (2023). Huruta, Andrian Dolfriandra ; Robiyanto, Robiyanto ; Rambu, Apriani Dorkas. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:2:p:46-:d:1054615.

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2023.

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2023Geographic Disaggregation of House Price Stress Paths: Implications for Single-Family Credit Risk Measurement. (2023). Tsai, Andrew ; Smith, Scott ; Landeryou, Kirsten ; Ealey, Larhonda ; Bogin, Alexander N. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:23-02.

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2023Government Guarantees and Banks’ Income Smoothing. (2023). , Felipe ; Merkley, Kenneth J ; Dantas, Manuela M. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:2:d:10.1007_s10693-023-00398-3.

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2023Acquisitions and the Opportunity Set. (2023). Shimizu, Yoshiki ; Kallberg, Jarl G. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:66:y:2023:i:4:d:10.1007_s11146-021-09859-9.

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2023Interest rate swaps: a comparison of compounded daily versus discrete reference rates. (2023). Jarrow, Robert ; Li, Siguang. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09191-1.

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2024Quantile-based Inflation Risk Models. (2018). Striaukas, Jonas ; Iania, Leonardo ; Ghysels, Eric. In: Working Paper Research. RePEc:nbb:reswpp:201810-349.

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2023Long-Horizon Stock Returns Are Positively Skewed. (2023). Hjalmarsson, Erik ; Farago, Adam. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:2:p:495-538..

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2023Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market. (2023). Badhani, K N ; Ali, Asgar. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:1:d:10.1057_s41260-022-00290-0.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323.

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2023Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202336.

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2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409.

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2024Forecasting low?frequency macroeconomic events with high?frequency data. (2022). Owyang, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:7:p:1314-1333.

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2023Modeling skewness in portfolio choice. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Le, Trung H. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:734-770.

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2023Pricing the Bund term structure with linear regressions – without an observable short rate. (2023). Speck, Christian. In: Discussion Papers. RePEc:zbw:bubdps:082023.

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2023Inflation news coverage, expectations and risk premium. (2023). Ortiz, Daniel Perico. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:052023.

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Works by Alberto Plazzi:

YearTitleTypeCited
2019Direct Versus Iterated Multiperiod Volatility Forecasts In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article20
2007Valuation in US Commercial Real Estate In: European Financial Management.
[Full Text][Citation analysis]		article18
2016Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry In: Journal of Finance.
[Full Text][Citation analysis]		article81
200413-04 Expected Returns and the Expected Growth in Rents of Commercial Real Estate In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper0
2011Conditional Skewness of Stock Market Returns in Developed and Emerging Markets and its Economic Fundamentals In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper20
2011Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper8
2011Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation.(2011) In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2013What Constrains Liquidity Provision? Evidence From Hedge Fund Trades In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper8
2019What Constrains Liquidity Provision? Evidence From Hedge Fund Trades.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Birds of a Feather – Do Hedge Fund Managers Flock Together? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper1
2016Equity is Cheap for Large Financial Institutions: The International Evidence In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper10
2016Equity Is Cheap for Large Financial Institutions: The International Evidence.(2016) In: Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016Equity is Cheap for Large Financial Institutions: The International Evidence.(2016) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016A False Sense of Security: Why U.S. Banks Diversify and Does it Help? In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper3
2016Does Corporate Governance Matter? Evidence from the AGR Governance Rating In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2017Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2017Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper14
2019Financial Market Misconduct and Public Enforcement: The Case of Libor Manipulation.(2019) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2018Inflation Risk Premia, Yield Volatility and Macro Factors In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper7
2019Inflation Risk Premia, Yield Volatility, and Macro Factors.(2019) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2019Mind the (Convergence) Gap: Bond Predictability Strikes Back! In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2019Dissecting the Yield Curve: The International Evidence In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper5
2022Dissecting the yield curve: The international evidence.(2022) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2021Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2021The Core, the Periphery, and the Disaster: Corporate-Sovereign Nexus in COVID-19 Times In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper5
2021The core, the periphery, and the disaster: Corporate-sovereign nexus in COVID-19 times.(2021) In: SAFE Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013Forecasting Real Estate Prices In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter71
2021What Constrains Liquidity Provision? Evidence from Institutional Trades* In: Review of Finance.
[Full Text][Citation analysis]		article4
2010Expected Returns and Expected Growth in Rents of Commercial Real Estate In: The Review of Financial Studies.
[Full Text][Citation analysis]		article70
2020Equity Is Cheap for Large Financial Institutions In: The Review of Financial Studies.
[Full Text][Citation analysis]		article10
2020What You See Is What You Get But Do Investors Reward Good Corporate Governance When They See It? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0
2020Does monetary policy impact international market co-movements? In: SAFE Working Paper Series.
[Full Text][Citation analysis]		paper2

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