Bruno Gérard

2.5k total citations · 1 hit paper
32 papers, 1.8k citations indexed

About

Bruno Gérard is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Bruno Gérard has authored 32 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 15 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Bruno Gérard's work include Financial Markets and Investment Strategies (18 papers), Financial Risk and Volatility Modeling (13 papers) and Market Dynamics and Volatility (9 papers). Bruno Gérard is often cited by papers focused on Financial Markets and Investment Strategies (18 papers), Financial Risk and Volatility Modeling (13 papers) and Market Dynamics and Volatility (9 papers). Bruno Gérard collaborates with scholars based in Norway, United States and Netherlands. Bruno Gérard's co-authors include Giorgio De Santis, Vikram K. Nanda, Pierre Hillion, Jonathan A. Batten, Simone Manganelli, Lorenzo Cappiello, F.A. de Roon, Roberto A. De Santis, Frans de Roon and Guojun Wu and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and European Economic Review.

In The Last Decade

Bruno Gérard

31 papers receiving 1.6k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

International Asset Pricing and Portfolio Diversification with Time‐Varying Risk

1997 550 citations Giorgio De Santis, Bruno Gérard The Journal of Finance profile →

Peers

Bruno Gérard

FINAN

GEEF

ACCOU

Asani Sarkar United States

Laura E. Kodres United States

Huntley Schaller Canada

Timothy T. Simin United States

Carlo Altavilla Germany

Tomoe Moore United Kingdom

Sunil S. Poshakwale United Kingdom

Eli M. Remolona Switzerland

Kathryn M.E. Dominguez United States

Tyler Muir United States

Asani Sarkar United States

Bruno Gérard

1.5k ×1.0

FINAN

837 ×0.8

368 ×0.6

GEEF

506 ×1.0

ACCOU

73 ×0.5

Citations per year, relative to Bruno Gérard Bruno Gérard (= 1×) peers Asani Sarkar

Countries citing papers authored by Bruno Gérard

Since Specialization

Citations

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

Fields of papers citing papers by Bruno Gérard

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Bruno Gérard

This figure shows the co-authorship network connecting the top 25 collaborators of Bruno Gérard. A scholar is included among the top collaborators of Bruno Gérard 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 Bruno Gérard. Bruno Gérard is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Anuga, Samuel Weniga, et al.. (2024). A 4R Framework for Climate Finance: A Pathway for Effective Climate Finance Allocation. 3(2). 20–24.

Roon, Frans de, et al.. (2012). Currency Risk Hedging: No Free Lunch. SSRN Electronic Journal. 3 indexed citations

Roon, Frans de, et al.. (2012). Currency Risk Hedging: No Free Lunch. SSRN Electronic Journal. 2 indexed citations

Gérard, Bruno, et al.. (2012). International portfolio diversification: Currency, industry and country effects revisited. Journal of International Money and Finance. 31(5). 1249–1278. 39 indexed citations

Gérard, Bruno, et al.. (2011). Dispersion, Equity Returns Correlations and Market Integration. SSRN Electronic Journal. 11 indexed citations

Roon, Frans de, et al.. (2011). Speculative Profits or Hedging Benefits? Currency Investing in Global Portfolios. SSRN Electronic Journal. 3 indexed citations

Gérard, Bruno, et al.. (2009). Euro-Zone Equity Returns: Country Versus Industry Effects. SSRN Electronic Journal. 2 indexed citations

Roon, Frans de, et al.. (2009). Currency Investing in Global Portfolios: Hedging or Speculative Benefits?. SSRN Electronic Journal. 6 indexed citations

Gérard, Bruno, et al.. (2009). International portfolio reallocation: Diversification benefits and European monetary union. European Economic Review. 53(8). 1010–1027. 46 indexed citations

10.

Santis, Roberto A. De & Bruno Gérard. (2006). Financial Integration, International Portfolio Choice and the European Monetary Union. SSRN Electronic Journal. 28 indexed citations

11.

Gérard, Bruno & Guojun Wu. (2006). How Important Is Intertemporal Risk for Asset Allocation?*. The Journal of Business. 79(4). 2203–2241. 13 indexed citations

12.

Cappiello, Lorenzo, et al.. (2006). Financial Integration of New EU Member States. SSRN Electronic Journal. 14 indexed citations

13.

Cooper, Ilan, Guojun Wu, & Bruno Gérard. (2005). Investment Irreversibility, Real Activity and the Value Premium. SSRN Electronic Journal. 2 indexed citations

14.

Cappiello, Lorenzo, Simone Manganelli, & Bruno Gérard. (2005). Measuring Comovements by Regression Quantiles. Journal of Financial Econometrics. 12(4). 645–678. 28 indexed citations

15.

Gérard, Bruno, et al.. (2003). Are the East Asian markets integrated? Evidence from the ICAPM. Journal of Economics and Business. 55(5-6). 585–607. 69 indexed citations

16.

Santis, Giorgio De, Bruno Gérard, & Pierre Hillion. (2003). The relevance of currency risk in the EMU. Journal of Economics and Business. 55(5-6). 427–462. 69 indexed citations

17.

Santis, Giorgio De, Bruno Gérard, & Fulvio Ortu. (2000). Generalized Numeraire Portfolios. RePEc: Research Papers in Economics. 5 indexed citations

18.

Santis, Giorgio De & Bruno Gérard. (1998). How big is the premium for currency risk?1We thank Geert Bekaert, Tim Bollerslev, Peter Bossaerts, Mark Carhart, John Cochrane, Magnus Dahlquist, Wayne Ferson, Linda Goldberg, Campbell Harvey, Pierre Hillion, Robert Hodrick (the referee), Olivier Ledoit, John Matsusaka, Hans Mikkelsen, Angel Serrat and Ivo Welch, as well as workshop participants at INSEAD, University of California at Los Angeles, University of Southern California, University of Rochester, Southern Methodist University, University of California – Irvine, Koc University and participants at the 1996 UBC Global Investment Conference (Whistler, BC), 1996 Western Finance Association meetings (Sunriver, OR), 1996 European Finance Association meetings (Oslo, Norway), 1996 NBER Asset Pricing meeting (Evanston, IL), and the 1997 Econometric Society winter meetings (New Orleans, LA) for their comments. The paper was written while the second author was visiting the Anderson School at UCLA. Both authors acknowledge the financial support of a CIBEAR grant.1. Journal of Financial Economics. 49(3). 375–412. 360 indexed citations

19.

Santis, Giorgio De & Bruno Gérard. (1997). International Asset Pricing and Portfolio Diversification with Time-Varying Risk. The Journal of Finance. 52(5). 1881–1881. 195 indexed citations

20.

Santis, Giorgio De & Bruno Gérard. (1997). International Asset Pricing and Portfolio Diversification with Time‐Varying Risk. The Journal of Finance. 52(5). 1881–1912. 550 indexed citations breakdown →

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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