Remzi Uctum : Citation Profile


Are you Remzi Uctum?

Université Paris-Nanterre (Paris X)

7

H index

5

i10 index

142

Citations

RESEARCH PRODUCTION:

16

Articles

69

Papers

RESEARCH ACTIVITY:

   32 years (1989 - 2021). See details.
   Cites by year: 4
   Journals where Remzi Uctum has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 18 (11.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/puc7
   Updated: 2024-12-03    RAS profile: 2023-05-14    
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Relations with other researchers


Works with:

Prat, Georges (4)

Uctum, Merih (2)

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

Is cited by:

nicet - chenaf, dalila (8)

ROUGIER, ERIC (8)

Kočenda, Evžen (7)

Shanmugam, K.R. (6)

Reitz, Stefan (5)

Hanousek, Jan (5)

Prat, Georges (4)

Czudaj, Robert (4)

Das, Nimai (3)

Paladino, Giovanna (3)

Cifarelli, Giulio (3)

Cites to:

Prat, Georges (51)

MacDonald, Ronald (24)

Frankel, Jeffrey (16)

Verschoor, Willem (15)

Bai, Jushan (13)

Bollerslev, Tim (11)

Pearce, Douglas (11)

Obstfeld, Maurice (11)

Campbell, John (10)

Rogoff, Kenneth (10)

Engel, Charles (10)

Main data


Where Remzi Uctum has published?


Journals with more than one article published# docs
Applied Economics3

Working Papers Series with more than one paper published# docs
Post-Print / HAL52
EconomiX Working Papers / University of Paris Nanterre, EconomiX11
Working Papers / Department of Research, Ipag Business School2

Recent works citing Remzi Uctum (2024 and 2023)


YearTitle of citing document
2023Fiscal or monetary? Efficacy of regulatory regimes and energy trilemma of the inflation reduction act (IRA). (2023). Abbas, Syed Kumail ; Naqvi, Bushra ; Mirza, Nawazish ; Umar, Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s105752192300337x.

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2023Stranding ahoy? Heterogeneous transition beliefs and capital investment choices. (2023). Cahen-Fourot, Louison ; Campiglio, Emanuele ; Yardley, Andrew ; Miess, Michael Gregor ; Daumas, Louis. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:216:y:2023:i:c:p:535-567.

Full description at Econpapers || Download paper

2023.

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2023Sustainability and Threshold Value of Public Debt of Centre and All State Governments in India. (2023). Shanmugam, K.R. ; Renjith, P S. In: Working Papers. RePEc:mad:wpaper:2023-240.

Full description at Econpapers || Download paper

2023Vazba korupce a hospodářské svobody na veřejné finance a investice nových členů EU. (2011). Kočenda, Evžen ; Hanousek, Jan ; Koenda, Even. In: Politická ekonomie. RePEc:prg:jnlpol:v:2011:y:2011:i:3:id:793:p:310-328.

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2023The role of expectations for currency crisis dynamics—The case of the Turkish lira. (2023). Czudaj, Robert ; Beckmann, Joscha. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:3:p:625-642.

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Works by Remzi Uctum:


YearTitleTypeCited
2006Public Debt, the Unit Root Hypothesis and Structural Breaks: A Multi-Country Analysis In: Economica.
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article41
2006Public debt, the unit root hypothesis and structural breaks: a multi-country analysis.(2006) In: Post-Print.
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This paper has nother version. Agregated cites: 41
paper
2007Switching between Expectation Processes in the Foreign Exchange Market: a Probabilistic Approach using Survey Data* In: Review of International Economics.
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article10
2007Switching Between Expectation Processes in the Foreign Exchange Market: A Probabilistic Approach Using Survey Data.(2007) In: Post-Print.
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This paper has nother version. Agregated cites: 10
paper
2021The European growth synchronization through crises and structural changes In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2021The European growth synchronization through crises and structural changes.(2021) In: Post-Print.
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This paper has nother version. Agregated cites: 0
paper
2010Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts In: Recherches économiques de Louvain.
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article1
2010Anticipations, prime de risque et structure par terme des taux d’intérêt : une analyse des comportements d’experts.(2010) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has nother version. Agregated cites: 1
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2006Anticipations, prime de risque et structure par terme des taux dintérêt : une analyse des comportements dexperts.(2006) In: EconomiX Working Papers.
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2007Anticipations, prime de risque et structure par terme des taux dintérêt: une analyse des comportements dexperts.(2007) In: Post-Print.
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This paper has nother version. Agregated cites: 1
paper
2008The dynamics of ex-ante risk premia in the foreign exchange market: Evidence from the yen/usd exchange rate Using survey data In: EconomiX Working Papers.
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2007The dynamics of ex-ante risk premia in the foreign exchange market: evidence from the yen/usd exchange rate using survey data.(2007) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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2009Modelling oil price expectations: evidence from survey data In: EconomiX Working Papers.
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paper15
2011Modelling oil price expectations: Evidence from survey data.(2011) In: The Quarterly Review of Economics and Finance.
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This paper has nother version. Agregated cites: 15
article
2012Modeling the horizon-dependent risk premium in the forex market: evidence from survey data In: EconomiX Working Papers.
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data In: EconomiX Working Papers.
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 6
article
2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Erudite Working Paper.
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
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2014Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 6
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2013Persistence of announcement effects on the intraday volatility of stock returns: evidence from individual data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 6
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2017Persistence of announcement effects on the intraday volatility of stock returns: Evidence from individual data.(2017) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 6
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data In: EconomiX Working Papers.
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paper17
2015Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2015) In: Post-Print.
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This paper has nother version. Agregated cites: 17
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2014Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17
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2014Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17
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2014Expectation formation in the foreign exchange market: a time varying heterogeneity approach using survey data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17
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2014Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 17
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2015Expectation formation in the foreign exchange market: a time-varying heterogeneity approach using survey data.(2015) In: Applied Economics.
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This paper has nother version. Agregated cites: 17
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2015Jumps in Equilibrium Prices and Asymmetric News in Foreign Exchange Markets In: EconomiX Working Papers.
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paper11
2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Economic Modelling.
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This paper has nother version. Agregated cites: 11
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2016Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
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2015Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
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2015Jumps in equilibrium prices and asymmetric news in foreign exchange markets.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11
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2016Do markets learn to rationally expect US interest rates? evidence from survey data In: EconomiX Working Papers.
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paper0
2016Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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2017Do markets learn to rationally expect US interest rates? Evidence from survey data.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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2016Do markets learn to rationally expect US interest rates? Evidence from survey data.(2016) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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2017The Eurozone Convergence through Crises and Structural Changes In: EconomiX Working Papers.
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2017The Eurozone convergence through crises and structural changes.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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2018Term structure of interest rates: modelling the risk premium using a two horizons framework In: EconomiX Working Papers.
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2021Term structure of interest rates: Modelling the risk premium using a two horizons framework.(2021) In: Journal of Economic Behavior & Organization.
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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print.
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2018Term structure of interest rates: modelling the risk premium using a two-horizons framework.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 0
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2021Term structure of interest rates: modelling the risk premium using a two horizons framework.(2021) In: Post-Print.
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2021Modeling ex-ante risk premia in the oil market In: EconomiX Working Papers.
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2021Modeling ex-ante risk premia in the oil market.(2021) In: Post-Print.
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2021Modeling ex-ante risk premia in the oil market.(2021) In: Post-Print.
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2021Modeling ex-ante risk premia in the oil market.(2021) In: Working Papers.
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2011Crises, portfolio flows, and foreign direct investment: An application to Turkey In: Economic Systems.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: Evidence from survey data In: Journal of International Financial Markets, Institutions and Money.
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2013Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2013) In: Post-Print.
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This paper has nother version. Agregated cites: 4
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2012Modeling the horizon-dependent ex-ante risk premium in the foreign exchange market: evidence from survey data.(2012) In: Post-Print.
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This paper has nother version. Agregated cites: 4
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2016Convergence of wages and their macroeconomic determinants in the Euro area In: Post-Print.
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2016Convergence of wages and their macroeconomic determinants in the Euro area.(2016) In: Post-Print.
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1996Changements dans les processus anticipatifs : quelle approche économétrique ? In: Post-Print.
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1996FF/$ exchange rate expectations formation : do the expectational processes change over time ? In: Post-Print.
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1995Formation des anticipations de change FF/$ : analyse de l’hypothèse de changements dans les processus au cours du temps In: Post-Print.
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1995Analysis of the endogenous changes in the expectational processes : the case of exchange rate expectations In: Post-Print.
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1994Formation des anticipations de change : l’hypothèse d’un processus mixte In: Post-Print.
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1996Formation des anticipations de change : lhypothèse dun processus mixte.(1996) In: Post-Print.
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1996Formation des anticipations de change : lhypothèse dun processus mixte.(1996) In: Économie et Prévision.
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1991Développements récents des modèles économétriques de déséquilibre et méthodes d’estimation In: Post-Print.
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1990A disequilibrium model for the French industrial sector: methods and evidence In: Post-Print.
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1990Difficultés liées aux estimations économétriques de déséquilibre à spécifications stochastiques In: Post-Print.
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1989Estimation of disequilibrium models with stochastic trade-offers In: Post-Print.
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1989Portée de la politique des changes dans une économie en déséquilibre In: Post-Print.
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1998Does the expectation generating process change over time ? A probabilistic choice approach applied to the foreign exchange market In: Post-Print.
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1998How are oil price expectations formed ? Evidence from survey data In: Post-Print.
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1998Econométrie des modèles à changements de régimes In: Post-Print.
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2018Do markets learn to rationally expect US interest rates? An anchoring approach In: Post-Print.
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paper1
2018Do markets learn to rationally expect US interest rates? An anchoring approach.(2018) In: Applied Economics.
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1995Théorie et Econométrie du Déséquilibre en Economie Ouverte In: Post-Print.
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2000Théorie et économétrie du déséquilibre en économie ouverte.(2000) In: Post-Print.
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This paper has nother version. Agregated cites: 3
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2020Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data In: Post-Print.
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2020Macroeconomic expectations and time varying heterogeneity:evidence from individual survey data.(2020) In: Applied Economics.
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2000The evidence of a mixed expectation generating process in the foreign exchange market In: Post-Print.
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2006Economically rational expectations theory: evidence from the WTI oil price survey data In: Post-Print.
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1991Difficultés liées aux estimations des modèles économétriques de déséquilibre avec rationnements stochastiques In: Post-Print.
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2007Econométrie des modèles à changements de régimes: un essai de synthèse In: Post-Print.
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2007Économétrie des modèles à changement de régimes : un essai de synthèse.(2007) In: L'Actualité Economique.
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This paper has nother version. Agregated cites: 3
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2010Impact des chocs évènementiels sur la volatilité intra-journalière des rentabilités boursières : une approche sur données individuelles In: Post-Print.
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2005Portfolio Flows, Foreign Direct Investment, Crises In: Computing in Economics and Finance 2005.
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