Miguel A. Segoviano

Finance · 2002–2006

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #8,148 of 10,518 by trust here, #4,732 by citations
• Economics and Econometrics — 9 citations into it; #17,740 of 23,481 by trust here, #14,051 by citations

Whom Miguel A. Segoviano trusts overall

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

1. Eugene F. Fama
2. Geoffrey J. McLachlan
3. Huaiyu Zhu
4. Andrew J. Patton
5. C. Borio
6. Alexander J. McNeil
7. José A. López
8. Paul Glasserman
9. Craig Furfine
10. Rüdiger Frey

Who trusts Miguel A. Segoviano overall

1. María Rodríguez-Moreno
2. C. Borio
3. Juan Ignacio Peña
4. Anil K. Kashyap
5. Peterson K. Ozili
6. Mark D. Behn

Papers from Miguel A. Segoviano's perspective

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

1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
2. Mixture models : inference and applications to clustering
3. Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
4. Asset Prices, Financial and Monetary Stability: Exploring the Nexus
5. Stability of ratings transitions
6. Procyclicality of the financial system and financial stability: issues and policy options
7. Statistical Methods for Research Workers
8. An academic response to Basel II
9. The Behavior of Stock-Market Prices
10. Is the crisis problem growing more severe

Their papers

• Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (2002) — 116 citations
• Consistent information multivariate density optimizing methodology (2006) — 71 citations
• Bank Regulation and Macroeconomic Fluctuations (2004) — 187 citations