Carol Alexander

6.5k citations
175 papers · 4.2k indexed · h-index 33

Carol Alexander

168 papers receiving 3.8k citations

Peers

Carol Alexander
Comparison fields: 5 of 117
  • Finance 2.9k
  • General Economics, Econometrics and Finance 956
  • Economics and Econometrics 2.4k
  • Statistics and Probability 395
  • Management Science and Operations Research 469
Replace Stephen Satchell with:
Stephen Satchell United Kingdom
André Lucas Netherlands
Olivier Scaillet Switzerland
Asger Lunde Denmark
Victor DeMiguel United Kingdom
Stephen J. Leybourne United Kingdom
George Kapetanios United Kingdom
Andrew J. Patton United States
Dick van Dijk Netherlands
Luc Bauwens Belgium
Carol Alexander relative to Stephen Satchell United Kingdom Stephen Satchell's profile →
Citations per field
00.5×1.7×
Stephen Satchell · 1×
Citations per year

Countries citing papers authored by Carol Alexander

Since Specialization
Citations

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

Fields of papers citing papers by Carol Alexander

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network

The 25 scholars most cited alongside Carol Alexander, 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 Carol Alexander Line = papers co-authored together Carol Alexander links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 202311
2 202312
3
The role of binance in bitcoin volatility transmission
202222
4 202213
5
ROM Simulation with Rotation Matrices
20112
6 201119
7
Market risk analysis. Volume IV. Value at risk models
200930
8
The professional risk managers' guide to finance theory and application
20081
9
Market risk analysis III: pricing, hedging and trading financial instruments
200813
10
Market risk analysis. Volume I. Quantitative methods in finance
20089
11
Market risk analysis IV: value-at-risk models
200812
12
Quantitative methods in finance
200818
13
Market risk analysis. Volume II. Practical financial econometrics
200833
14
The professional risk manager’s guide to financial markets
20080
15
The professional risk managers' guide to finance markets
20080
16
Mastering risk, volume 2: applications
200120
17
Visions of risk
20004
18
Risk management and analysis volume 1: measuring and modelling financial risk
199815
19
Risk management and analysis volume 2: new markets and products
19981
20
The handbook of risk management and analysis
199635

About Carol Alexander

Carol Alexander is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics, having authored 175 papers that have together received 4.2k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (73 papers), Financial Markets and Investment Strategies (58 papers), Market Dynamics and Volatility (45 papers), Stochastic processes and financial applications (39 papers), Monetary Policy and Economic Impact (29 papers), Complex Systems and Time Series Analysis (24 papers), Blockchain Technology Applications and Security (18 papers) and Credit Risk and Financial Regulations (13 papers). The work is most often cited by research in Finance (2.9k citations), General Economics, Econometrics and Finance (956 citations) and Economics and Econometrics (2.4k citations). Carol Alexander has collaborated with scholars based in United Kingdom, China and Brazil. Frequent co-authors include Andreas Kaeck, Emese Lazar, José Marı́a Sarabia, Michael Barrow, Gauss M. Cordeiro, Edwin M. M. Ortega, Elizabeth Sheedy, Jaehyuk Choi, Sungbin Sohn and Heungju Park. Their work appears in journals such as European Journal of Operational Research, Journal of Banking & Finance and Journal of the Operational Research Society.

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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2026