Federico Nardari
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
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- Monetary Policy and Economic Impact
Papers in
- Finance 30
- Financial Markets and Investment Strategies 22
- Financial Risk and Volatility Modeling 9
- Stochastic processes and financial applications 4
- Global Financial Crisis and Policies 4
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- Market Dynamics and Volatility 6
- Housing Market and Economics 4
- Co-authors
- John M. Griffin (8 shared papers)Neil Shephard (4 shared papers)Siddhartha Chib (4 shared papers)René M. Stulz (5 shared papers)Patrick J. Kelly (2 shared papers)J. Spencer Martin (3 shared papers)John Griffin (1 shared paper)George D. Cashman (6 shared papers)
- Journals
- Journal of Financial and Quantitative Analysis (2 papers)Review of Financial Studies (2 papers)Journal of Econometrics (2 papers)Journal of Financial Economics (1 paper)The Review of Economics and Statistics (1 paper)
- Partner nations
- United StatesAustraliaBelgium
In The Last Decade
Federico Nardari
33 papers receiving 2.1k citations
Federico Nardari's Hit Papers
Peers
Comparison fields: 5 of 76
- Finance 1.9k
- General Economics, Econometrics and Finance 538
- Accounting 614
- Economics and Econometrics 1.3k
- Management Science and Operations Research 307
Countries citing papers authored by Federico Nardari
This map shows the geographic impact of Federico Nardari's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Federico Nardari with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Federico Nardari more than expected).
Fields of papers citing papers by Federico Nardari
This network shows the impact of papers produced by Federico Nardari. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Federico Nardari. The network helps show where Federico Nardari may publish in the future.
Co-authors
The 15 scholars most cited alongside Federico Nardari, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 33 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets Hit paper breakdown → | 2010 | 404 |
| 2 | 2002 | 397 | |
| 3 | 2010 | 363 | |
| 4 | 2006 | 243 | |
| 5 | 2005 | 219 | |
| 6 | 2004 | 189 | |
| 7 | 2018 | 48 | |
| 8 | 2008 | 45 | |
| 9 | 2002 | 41 | |
| 10 | 2012 | 40 | |
| 11 | 2005 | 34 | |
| 12 | 2009 | 30 | |
| 13 | 2012 | 27 | |
| 14 | 2006 | 26 | |
| 15 | Analysis of High Dimensional Multivariate Stochastic Volatility Models | 2001 | 25 |
| 16 | 2007 | 25 | |
| 17 | 2007 | 21 | |
| 18 | Markov Chain Monte Carlo Methods for Generalized Stochastic Volatility Models | 2000 | 19 |
| 19 | Time-Varying Short-Horizon Return Predictability | 2010 | 13 |
| 20 | 2004 | 12 |
About Federico Nardari
Federico Nardari is a scholar working on Finance, Economics and Econometrics, Accounting, General Economics, Econometrics and Finance and Strategy and Management, having authored 33 papers that have together received 2.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (22 papers), Corporate Finance and Governance (12 papers), Financial Risk and Volatility Modeling (9 papers), Monetary Policy and Economic Impact (9 papers), Market Dynamics and Volatility (6 papers), Stochastic processes and financial applications (4 papers), Housing Market and Economics (4 papers) and Global Financial Crisis and Policies (4 papers). The work is most often cited by research in Finance (1.9k citations), General Economics, Econometrics and Finance (538 citations), Accounting (614 citations), Economics and Econometrics (1.3k citations) and Management Science and Operations Research (307 citations). Federico Nardari has collaborated with scholars based in United States, Australia and Belgium. Frequent co-authors include John M. Griffin, Neil Shephard, Siddhartha Chib, René M. Stulz, Patrick J. Kelly, J. Spencer Martin, John Griffin, George D. Cashman, Daniel N. Deli and Sriram V. Villupuram. Their work appears in journals such as Journal of Financial and Quantitative Analysis, Review of Financial Studies, Journal of Econometrics, Journal of Financial Economics and The Review of Economics and Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.