Francisco Blasques

48 papers and 496 indexed citations i.

Francisco Blasques has authored 48 papers that have received a total of 496 indexed citations. This includes 35 papers in Finance, 33 papers in Economics and Econometrics and 21 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (31 papers), Monetary Policy and Economic Impact (21 papers) and Market Dynamics and Volatility (15 papers). Francisco Blasques is often cited by papers focused on Financial Risk and Volatility Modeling (31 papers), Monetary Policy and Economic Impact (21 papers) and Market Dynamics and Volatility (15 papers) and collaborates with scholars based in The Netherlands, Denmark and Italy. Francisco Blasques's co-authors include André Lucas, Siem Jan Koopman, Falk Bräuning, Olivier Wintenberger and Iman van Lelyveld and has published in prestigious journals such as Journal of Econometrics, Biometrika and International Journal of Forecasting.