Oscar Bernal

Finance · 2014–2016

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 46 citations into it; #8,492 of 10,518 by trust here, #5,523 by citations
• Economics and Econometrics — 38 citations into it; #18,488 of 23,481 by trust here, #13,596 by citations

Whom Oscar Bernal trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Alberto Abadie
2. Xin Huang
3. Monica Billio
4. Carlo A. Favero
5. Philipp Hartmann
6. G. Bruno
7. Hao Zhou
8. Roger W. Koenker
9. Mila Getmansky
10. Nicholas Bloom

Who trusts Oscar Bernal overall

1. Bernardina Algieri
2. Arturo Leccadito

Papers from Oscar Bernal's perspective

Ordered by how strongly the researchers Oscar Bernal trusts endorse each paper. Same corpus, a different order for every researcher.

1. A framework for assessing the systemic risk of major financial institutions
2. Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models
3. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
4. Systemic Risk: A Survey (Social Science Research Network)
5. Deciphering the Liquidity and Credit Crunch 2007-08
6. Common risk factors in the returns on stocks and bonds
7. Dynamic Conditional Correlation
8. Market liquidity and funding liquidity
9. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Assessing the Contribution of Banks, Insurance and Other Financial Services to Systemic Risk (2014) — 177 citations
• Economic Policy Uncertainty and risk spillovers in the Eurozone (2016) — 172 citations