Rafael B. De Rezende : Citation Profile


3

H index

3

i10 index

76

Citations

RESEARCH PRODUCTION:

5

Articles

5

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 5
   Journals where Rafael B. De Rezende has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pre194
   Updated: 2025-12-13    RAS profile: 2025-02-10    
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Relations with other researchers


Works with:

Ristiniemi, Annukka (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Rafael B. De Rezende.

Is cited by:

Creel, Jerome (5)

El Herradi, Mehdi (5)

Österholm, Pär (3)

Juelsrud, Ragnar (3)

Laséen, Stefan (3)

Grodecka-Messi, Anna (3)

Dinger, Valeriya (3)

Cao, Jin (3)

Ristiniemi, Annukka (2)

Cepni, Oguzhan (2)

Belfrage, Carl-Johan (2)

Cites to:

Swanson, Eric (16)

Rudebusch, Glenn (14)

Gürkaynak, Refet (13)

Svensson, Lars (10)

Bauer, Michael (9)

Christensen, Jens (7)

Campbell, John (6)

Piazzesi, Monika (6)

Cochrane, John (5)

Wu, Jing Cynthia (5)

Wright, Jonathan (5)

Main data


Where Rafael B. De Rezende has published?


Working Papers Series with more than one paper published# docs
Working Paper Series / Sveriges Riksbank (Central Bank of Sweden)3

Recent works citing Rafael B. De Rezende (2025 and 2024)


YearTitle of citing document
2024Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13.

Full description at Econpapers || Download paper

2025Fiscal policy and government bond yields: New evidence from the EU. (2025). Rzoca, Andrzej ; Ledchowski, Micha ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000495.

Full description at Econpapers || Download paper

2024Monetary and fiscal interplay: Does it work both ways?. (2024). Afonso, Antonio ; Sousa, Alexandre. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000104.

Full description at Econpapers || Download paper

2024Macroeconomic impacts of monetary and fiscal policy in the euro area in times of shifting policies: A SVAR approach. (2024). Verbič, Miroslav ; Rant, Vasja ; Ok, Mitja ; Puc, Anja. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004367.

Full description at Econpapers || Download paper

2024Asymmetric effects of monetary policy shocks on financial stability. (2024). Giannellis, Nikolaos ; Apostolakis, George N. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s170349492400029x.

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2024Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels. (2024). Salisu, Afees ; Cepni, Oguzhan ; Isah, Kazeem O. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924000966.

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2025Has US (Un)Conventional Monetary Policy Affected South African Financial Markets in the Aftermath of COVID-19? A Quantile–Frequency Connectedness Approach. (2025). Ngondo, Mashilana ; Phiri, Andrew. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:3:p:153-:d:1730853.

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2025Unconventional Monetary Policies in Small Open Economies. (2025). Lindé, Jesper ; Kolasa, Marcin ; Lasen, Stefan. In: Working Paper Series. RePEc:hhs:rbnkwp:0450.

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2025Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1441-1466.

Full description at Econpapers || Download paper

2024Changes in the euro area interest rate pass-through. (2024). Michaelis, Henrike. In: Discussion Papers. RePEc:zbw:bubdps:299243.

Full description at Econpapers || Download paper

Works by Rafael B. De Rezende:


YearTitleTypeCited
2008Giving flexibility to the Nelso-Siegel class of term structure models In: Anais do XXXVI Encontro Nacional de Economia [Proceedings of the 36th Brazilian Economics Meeting].
[Full Text][Citation analysis]
paper3
2011Giving Flexibility to the Nelson-Siegel Class of Term Structure Models.(2011) In: Brazilian Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2020A shadow rate without a lower bound constraint In: Bank of England working papers.
[Full Text][Citation analysis]
paper37
2023A shadow rate without a lower bound constraint.(2023) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
article
2018A shadow rate without a lower bound constraint.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37
paper
2023An event-driven bank stress indicator: The case of US regional banks In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2017The interest rate effects of government bond purchases away from the lower bound In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article20
2016The interest rate effects of government bond purchases away from the lower bound.(2016) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2015Risks in macroeconomic fundamentals and excess bond returns predictability In: Working Paper Series.
[Full Text][Citation analysis]
paper0
2013Modeling and Forecasting the Yield Curve by an Extended Nelson‐Siegel Class of Models: A Quantile Autoregression Approach In: Journal of Forecasting.
[Citation analysis]
article15

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team