Andrea Beltratti

Finance · 2004–2012

A researcher in the Science corpus: 7 papers; trusts 39 researchers and is trusted by 45 researchers here, as inferred from the citation graph.

Subfields

• Finance — 67 citations into it; #1,196 of 10,518 by trust here, #1,009 by citations
• Economics and Econometrics — 56 citations into it; #3,451 of 23,481 by trust here, #3,187 by citations
• Accounting — 47 citations into it; #2,017 of 8,970 by trust here, #3,342 by citations
• Strategy and Management — 14 citations into it; #4,054 of 10,874 by trust here, #7,168 by citations
• Statistics and Probability — 6 citations into it
• Sociology and Political Science — 5 citations into it

Whom Andrea Beltratti trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Markus K. Brunnermeier
3. Allan G. Timmermann
4. Marc Henry
5. Andrew Ang
6. G. Caprio
7. Tobias Adrian
8. Douglas W. Diamond
9. N. Shephard
10. Peter M. Robinson

Who trusts Andrea Beltratti overall

1. L. Gambacorta
2. Yener Altunbaş
3. Bill Francis
4. Björn Imbierowicz
5. Francesco Vallascas
6. Marc van Essen
7. Tim King
8. Claudio Morana
9. A. Cheung
10. A. Sutantoputra

Papers from Andrea Beltratti's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. How accurate is the asymptotic approximation to the distribution of realised variance
3. Liquidity and Leverage
4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
5. An Introduction to Multivariate Statistical Analysis
6. Corporate Governance and Risk Taking
7. Long Memory and Regime Switching
8. Governance Mechanisms and Equity Prices
9. What moves stock prices?
10. Regime Switches in Interest Rates

Their papers

• Comovements in International Stock Markets (2008) — 171 citations
• The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2012) — 1,397 citations
• Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both? (2004) — 130 citations
• Breaks and persistency: macroeconomic causes of stock market volatility (2006) — 189 citations
• International house prices and macroeconomic fluctuations (2010) — 194 citations
• Why Did Some Banks Perform Better During the Credit Crisis? A Cross-Country Study of the Impact of Governance and Regulation (2009) — 373 citations
• The Complementarity between Corporate Governance and Corporate Social Responsibility (2005) — 163 citations