Citation profile for Wen Shi

Wen Shi : Citation Profile

Columbus State University

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 5
   Journals where Wen Shi has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 4 (11.43 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh1105
   Updated: 2024-11-04    RAS profile: 2020-08-30
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Relations with other researchers

Works with:

Kim, Hyeongwoo (2)

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

Is cited by:

Kim, Hyeongwoo (9)

GUPTA, RANGAN (4)

Pierdzioch, Christian (3)

Pauwels, Laurent (2)

Farvaque, Etienne (1)

Hsu, Sara (1)

Park, Jaevin (1)

Lee, Chien-Chiang (1)

Yun, Youngjin (1)

Kartal, Mustafa (1)

Cites to:

Frankel, Jeffrey (16)

Rose, Andrew (12)

Phillips, Peter (7)

Reinhart, Carmen (6)

He, Dong (6)

Kim, Hyeongwoo (5)

Tornell, Aaron (4)

Berg, Andrew (4)

Pauwels, Laurent (4)

Kaminsky, Graciela (4)

Pauwels, Laurent (4)

Main data

Where Wen Shi has published?

Working Papers Series with more than one paper published	# docs
Auburn Economics Working Paper Series / Department of Economics, Auburn University	9
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Wen Shi (2024 and 2023)

Year	Title of citing document
2023	Forecasting Net Charge-Off Rates of Large U.S. Bank Holding Companies using Macroeconomic Latent Factors. (2023). Son, Jisoo ; Kim, Hyeongwoo. In: Auburn Economics Working Paper Series. RePEc:abn:wpaper:auwp2023-02. Full description at Econpapers \|\| Download paper
2024	Predicting systemic financial risk with interpretable machine learning. (2024). Lu, Chennuo ; Tang, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000123. Full description at Econpapers \|\| Download paper
2024	Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers \|\| Download paper
2023	Analysis of Systemic Risk Scenarios and Stabilization Effect of Monetary Policy under the COVID-19 Shock and Pharmaceutical Economic Recession. (2023). Li, NA ; Zheng, Yingrong ; Dong, Hao. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:1:p:880-:d:1024166. Full description at Econpapers \|\| Download paper
2024	Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407. Full description at Econpapers \|\| Download paper

Works by Wen Shi:

Year	Title	Type	Cited
2014	Estimating Interest Rate Setting Behavior in Korea: An Ordered Probit Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis]	paper	0
2014	The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis]	paper	0
2016	The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2016) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2017	The Determinants of the Benchmark Interest Rates in China: A Discrete Choice Model Approach.(2017) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2015	Estimating Interest Rate Setting Behavior in Korea: A Constrained Ordered Choices Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis]	paper	3
2016	Estimating interest rate setting behaviour in Korea: a constrained ordered choices model approach.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3	article
2018	Forecasting Financial Stress Indices in Korea: A Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis]	paper	18
2019	Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2019) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18	paper
2015	Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18	paper
2018	Forecasting Financial Stress Indices in Korea: A Factor Model Approach.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18	paper
2018	Forecasting Financial Vulnerability in the US: A Factor Model Approach In: Auburn Economics Working Paper Series. [Full Text][Citation analysis]	paper	6
2020	Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2020) In: Auburn Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2018	Forecasting Financial Vulnerability in the US: A Factor Model Approach.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	paper
2018	The determinants of the benchmark interest rates in China In: Journal of Policy Modeling. [Full Text][Citation analysis]	article	4