Antonio Cosma

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #18,477 of 23,481 by trust here, #16,151 by citations
• Finance — 17 citations into it; #8,490 of 10,518 by trust here, #6,671 by citations

Whom Antonio Cosma trusts overall

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

1. Erik Skaden
2. Geert Bekaert
3. Philipp Hartmann
4. Torben G. Andersen

Who trusts Antonio Cosma overall

1. Heni Boubaker

Papers from Antonio Cosma's perspective

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

1. MODELING AND FORECASTING REALIZED VOLATILITY
2. Foreign Speculators and Emerging Equity Markets
3. Asset Market Linkages in Crisis Periods (Review of Economics and Statistics)
4. Does Financial Liberalization Spur Growth
5. Generalized autoregressive conditional heteroskedasticity
6. No Contagion, Only Interdependence: Measuring Stock Market Comovements
7. Consumption, aggregate wealth and expected stock returns
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. Inflation Forecast Uncertainty
10. Contagion as a Wealth Effect

Their papers

• The Dark Side of Global Integration: Increasing Tail Dependence (2010) — 206 citations