Andreas Pericli

485 citations
12 papers · 359 · h-index 7

Impact in

  • Finance top 2%
    • Financial Risk and Volatility Modeling
    • Financial Markets and Investment Strategies
    • Global Financial Crisis and Policies
    • Stochastic processes and financial applications
    • Monetary Policy and Economic Impact

Papers in

    • Housing Market and Economics 5
    • Market Dynamics and Volatility 5
    • Complex Systems and Time Series Analysis 3
    • Financial Risk and Volatility Modeling 5
    • Financial Markets and Investment Strategies 4
    • Stochastic processes and financial applications 2
    • Capital Investment and Risk Analysis 1

Andreas Pericli

11 papers receiving 328 citations

Peers

Andreas Pericli
Comparison fields: 5 of 21
  • Finance 323
  • General Economics, Econometrics and Finance 108
  • Economics and Econometrics 321
  • Accounting 30
  • Management Science and Operations Research 19
Replace Allan M. Malz with:
Allan M. Malz United States
Edward Howorka United States
Eirini Konstantinidi United Kingdom
Paolo Vitale Italy
Anthony H. Tu Taiwan
Panayiotis F. Diamandis Greece
Jérôme Lahaye United States
Kent G. Becker United States
Thomas Nitschka Switzerland
Mark Illing Canada
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Citations per field
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Citations per year

Countries citing papers authored by Andreas Pericli

Since Specialization
Citations

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

Fields of papers citing papers by Andreas Pericli

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andreas Pericli. 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 Andreas Pericli. The network helps show where Andreas Pericli may publish in the future.

Co-authors

The 6 scholars most cited alongside Andreas Pericli, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Andreas Pericli Line = papers co-authored together Andreas Pericli links everyone, so they are left out of the graph.

All Works

12 of 12 papers shown
#Work
1 2004144
2 199984
3 199770
4 200615
5 199913
6 200012
7 199811
8 19984
9 19983
10
The Prepayment of Fixed-Rate Mortgages: A Comparison of Logit with Proportional Hazard Models
19962
11
Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging
19991
12 19990

About Andreas Pericli

Andreas Pericli is a scholar working on Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Accounting and Infectious Diseases, having authored 12 papers that have together received 359 indexed citations. Recurring topics across this work include Housing Market and Economics (5 papers), Financial Risk and Volatility Modeling (5 papers), Market Dynamics and Volatility (5 papers), Financial Markets and Investment Strategies (4 papers), Complex Systems and Time Series Analysis (3 papers), Stochastic processes and financial applications (2 papers), Monetary Policy and Economic Impact (2 papers) and Capital Investment and Risk Analysis (1 paper). The work is most often cited by research in Finance (323 citations), General Economics, Econometrics and Finance (108 citations), Economics and Econometrics (321 citations), Accounting (30 citations) and Management Science and Operations Research (19 citations). Andreas Pericli has collaborated with scholars based in United States, Hungary and Greece. Frequent co-authors include Gregory Koutmos, Antonios Antoniou, Andreas C. Christofi, Lenos Trigeorgis, Kenneth F. Kroner and Panayiotis Theodossiou. Their work appears in journals such as Journal of Futures Markets, Journal of Empirical Finance, The Journal of Portfolio Management, Real Estate Economics and Journal of Multinational Financial Management.

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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