E. P. Davis

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 13 citations into it
• Finance — 9 citations into it

Whom E. P. Davis trusts overall

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

1. Boris Hofmann
2. Daniel B. Nelson
3. Tim Bollerslev
4. Kosuke Aoki
5. John M. Quigley
6. C. Borio
7. James Proudman
8. Stefan Gerlach
9. P. Hilbers

Papers from E. P. Davis's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
3. Asset Prices, Financial and Monetary Stability: Exploring the Nexus
4. Bank Lending and Property Prices: Some International Evidence
5. House Prices, Consumption, and Monetary Policy: A Financial Accelerator Approach
6. Financial Market Liberalisation, Wealth and Consumption
7. Real Estate Prices and Economic Cycles
8. Bank Lending and Property Prices in Hong Kong
9. Real Estate Market Developments and Financial Sector Soundness (Social Science Research Network)
10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers

• Bank lending and commercial property cycles: some cross-country evidence (2011) — 173 citations