Óscar J. Arce

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it
• Economics and Econometrics — 5 citations into it

Whom Óscar J. Arce trusts overall

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

1. J. Gonzalo
2. Roberto Blanco Escolar
3. Ian W. Marsh
4. Francis A. Longstaff

Papers from Óscar J. Arce's perspective

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

1. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
2. An empirical analysis of the dynamic relationship between investment grade bonds and credit default swaps
3. An Empirical Study of Bond Market Transactions
4. A new look at the statistical model identification
5. Working Paper Series
6. Inferential Theory for Factor Models of Large Dimensions
7. Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
8. MACROECONOMICS AND REALITY
9. Tests for Parameter Instability and Structural Change with Unknown Change Point
10. Sample Splitting and Threshold Estimation

Their papers

• Credit-Risk Valuation in the Sovereign CDS and Bonds Markets: Evidence from the Euro Area Crisis (2013) — 124 citations