Alexis Stenfors
Economics and Econometrics · 2010–2021
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 5 citations into it
Whom Alexis Stenfors trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- David Gabauer (in Economics and Econometrics)
- Matthew Greenwood‐Nimmo (in Economics and Econometrics)
- Yongcheol Shin (in Economics and Econometrics)
- Tomohiro Ando (in Finance)
Papers from Alexis Stenfors's perspective
Ordered by how strongly the researchers Alexis Stenfors trusts endorse each paper. Same corpus, a different order for every researcher.
- International Bond Risk Premia
- Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system (Journal of Multinational Financial Management)
- Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (Management Sciences)
- How connected is the global sovereign credit risk network? (Journal of Banking & Finance)
- How Sovereign is Sovereign Credit Risk
- International Asset Allocation With Regime Shifts
- Systemic risk spillovers in the European banking and sovereign network
- The VIX, the Variance Premium and Stock Market Volatility (Social Science Research Network)
- Determining the Number of Factors in Approximate Factor Models
- A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
Their papers
- Eurozone crisis: beggar thyself and thy neighbour (2010) — 186 citations
- Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (2021) — 437 citations