Allan M. Malz

724 total citations
19 papers, 411 citations indexed

About

Allan M. Malz is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Allan M. Malz has authored 19 papers receiving a total of 411 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Finance, 9 papers in General Economics, Econometrics and Finance and 5 papers in Economics and Econometrics. Recurrent topics in Allan M. Malz's work include Monetary Policy and Economic Impact (8 papers), Financial Risk and Volatility Modeling (7 papers) and Stochastic processes and financial applications (7 papers). Allan M. Malz is often cited by papers focused on Monetary Policy and Economic Impact (8 papers), Financial Risk and Volatility Modeling (7 papers) and Stochastic processes and financial applications (7 papers). Allan M. Malz collaborates with scholars based in United States. Allan M. Malz's co-authors include Adam B. Ashcraft and Joshua V. Rosenberg and has published in prestigious journals such as Journal of International Money and Finance, Quantitative Finance and The Journal of Derivatives.

In The Last Decade

Allan M. Malz

18 papers receiving 366 citations

Peers

Allan M. Malz
Comparison fields: 5 of 40
  • Finance 368
  • Economics and Econometrics 164
  • General Economics, Econometrics and Finance 141
  • Demography 22
  • Accounting 19
Replace Florian Ielpo with:
Florian Ielpo France
Jérôme Lahaye United States
William R. Melick United States
Jaroslav Borovička United States
Claudio Impenna Italy
Wolfgang Lemke Germany
Bruno Feunou Canada
Fulvio Pegoraro France
Roland Meeks United Kingdom
Michele Manna Italy
Florian Ielpo France View profile →
Citations per field, relative to Allan M. Malz
Allan M. Malz · 1×
Citations per year, relative to Allan M. Malz
Allan M. Malz · 1×

Countries citing papers authored by Allan M. Malz

Since Specialization
Citations

This map shows the geographic impact of Allan M. Malz'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 Allan M. Malz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Allan M. Malz more than expected).

Fields of papers citing papers by Allan M. Malz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Allan M. Malz. 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 Allan M. Malz. The network helps show where Allan M. Malz may publish in the future.

Co-authorship network of co-authors of Allan M. Malz

This figure shows the co-authorship network connecting the top 25 collaborators of Allan M. Malz. A scholar is included among the top collaborators of Allan M. Malz based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Allan M. Malz. Allan M. Malz is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

19 of 19 papers shown
# Work Indexed citations
1 2
2 9
3 2
4 36
5
Implied rate correlations and policy expectations
1
6 7
7
The Federal Reserve's Term Asset-Backed Securities Loan Facility
9
8 18
9 2
10 4
11 26
12 1
13
Interbank interest rates as term structure indicators
3
14 159
15 32
16 88
17
Currency Option Markets and Exchange Rates: A Case Study of the U.S. Dollar in March 1995
3
18
Using option prices to estimate realignment probabilities in the European Monetary System
2
19 7

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.

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