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Vance Lindsay Martin

Global rank #4533 94%

Institution: University of Melbourne

Primary Field: Finance (weighted toward more recent publications)

First Publication: 1990

Most Recent: 2023

RePEc ID: pma552 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 3.69 0.00 3.69
Last 10 Years 0.00 1.41 3.69 0.00 6.50
All Time 0.00 7.61 6.70 0.00 22.42

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 15.38

Publications (18)

Year Article Journal Tier Authors
2023 Household willingness to take financial risk: Stockmarket movements and life‐cycle effects Journal of Banking & Finance B 2
2023 Modeling Multi-horizon Electricity Demand Forecasts in Australia: A Term Structure Approach The Energy Journal B 3
2022 Modeling time varying risk of natural resource assets: Implications of climate change Quantitative Economics B 3
2021 Measuring financial interdependence in asset markets with an application to eurozone equities Journal of Banking & Finance B 3
2021 Forecasting the volatility of asset returns: The informational gains from option prices International Journal of Forecasting B 3
2019 Coastal dynamics and adaptation to uncertain sea level rise: Optimal portfolios for salt marsh migration Journal of Environmental Economics and Management A 5
2019 Real sectoral spillovers: A dynamic factor analysis of the great recession Journal of Monetary Economics A 2
2014 Financial contagion and asset pricing Journal of Banking & Finance B 3
2013 Intergenerational earnings mobility: A new decomposition of investment and endowment effects Labour Economics B 3
2009 Optimal conservation, extinction debt, and the augmented quasi-option value Journal of Environmental Economics and Management A 3
2008 International monetary policy surprise spillovers Journal of International Economics A 2
2005 Parametric pricing of higher order moments in S&P500 options Journal of Applied Econometrics B 3
1999 Indirect estimation of ARFIMA and VARFIMA models Journal of Econometrics A 2
1998 The distribution of exchange rate returns and the pricing of currency options Journal of International Economics A 4
1995 International Business Cycles and Financial Integration. Review of Economics and Statistics A 2
1994 A Model of the Distribution of Prices. Oxford Bulletin of Economics and Statistics B 2
1993 Multiple equilibria and hysteresis in simple exchange models Economic Modeling C 2
1990 Derivation of a Leading Index for the United States Using Kalman Filters. Review of Economics and Statistics A 1