Eric Engström

2.1k total citations · 1 hit paper
33 papers, 1.2k citations indexed

About

Eric Engström is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Eric Engström has authored 33 papers receiving a total of 1.2k indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 25 papers in Economics and Econometrics and 18 papers in General Economics, Econometrics and Finance. Recurrent topics in Eric Engström's work include Financial Markets and Investment Strategies (19 papers), Monetary Policy and Economic Impact (17 papers) and Market Dynamics and Volatility (10 papers). Eric Engström is often cited by papers focused on Financial Markets and Investment Strategies (19 papers), Monetary Policy and Economic Impact (17 papers) and Market Dynamics and Volatility (10 papers). Eric Engström collaborates with scholars based in United States and United Kingdom. Eric Engström's co-authors include Geert Bekaert, Yuhang Xing, Nancy R. Xu, Andrey Ermolov, Steven A. Sharpe and Steven R. Grenadier and has published in prestigious journals such as Journal of Financial Economics, Management Science and Journal of Political Economy.

In The Last Decade

Eric Engström

33 papers receiving 1.1k citations

Hit Papers

The Time Variation in Risk Appetite and Uncertainty 2021 2026 2022 2024 2021 50 100 150 200
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.

  1. The Time Variation in Risk Appetite and Uncertainty
    2021 209 citations Geert Bekaert, Eric Engström et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Eric Engström United States 16 912 812 514 126 60 33 1.2k
Ivan Shaliastovich United States 13 1.2k 1.3× 1.1k 1.4× 614 1.2× 153 1.2× 38 0.6× 38 1.5k
Hossein Asgharian Sweden 12 571 0.6× 667 0.8× 258 0.5× 86 0.7× 36 0.6× 50 825
Alexandros Kostakis United Kingdom 16 795 0.9× 654 0.8× 301 0.6× 281 2.2× 73 1.2× 40 1.0k
Ólan T. Henry Australia 15 677 0.7× 882 1.1× 529 1.0× 87 0.7× 17 0.3× 33 1.0k
Bradley S. Paye United States 9 682 0.7× 627 0.8× 342 0.7× 181 1.4× 67 1.1× 24 929
Lars A. Lochstoer United States 14 714 0.8× 752 0.9× 391 0.8× 187 1.5× 27 0.5× 30 984
Mbodja Mougoué United States 15 498 0.5× 613 0.8× 411 0.8× 144 1.1× 43 0.7× 35 774
Timothy W. Koch United States 18 1.1k 1.2× 1.2k 1.5× 458 0.9× 319 2.5× 58 1.0× 45 1.5k
Andrew C. Szakmary United States 16 872 1.0× 916 1.1× 471 0.9× 250 2.0× 63 1.1× 24 1.2k
Juan M. Londoño United States 15 543 0.6× 585 0.7× 448 0.9× 54 0.4× 24 0.4× 54 835

Countries citing papers authored by Eric Engström

Since Specialization
Citations

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

Fields of papers citing papers by Eric Engström

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Eric Engström

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

All Works

20 of 20 papers shown
1.
Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2021). Macro risks and the term structure of interest rates. Journal of Financial Economics. 141(2). 479–504. 27 indexed citations
2.
Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2020). Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis. SSRN Electronic Journal. 16 indexed citations
3.
Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2020). Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis. Finance and Economics Discussion Series. 2020.0(49). 29 indexed citations
4.
Engström, Eric & Steven A. Sharpe. (2019). The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror. Finance and Economics Discussion Series. 2018.0(055r1). 4 indexed citations
5.
Engström, Eric & Steven A. Sharpe. (2019). The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror. Financial Analysts Journal. 75(4). 37–49. 31 indexed citations
6.
Sharpe, Steven A. & Eric Engström. (2018). The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror. Finance and Economics Discussion Series. 2018.0(55). 13 indexed citations
7.
Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2018). Macro Risks and the Term Structure of Interest Rates. SSRN Electronic Journal. 2 indexed citations
8.
Bekaert, Geert, Eric Engström, & Nancy R. Xu. (2017). The Time Variation in Risk Appetite and Uncertainty. SSRN Electronic Journal. 23 indexed citations
9.
Bekaert, Geert & Eric Engström. (2015). Asset Return Dynamics Under Habits and Bad-Environment Good-Environment Fundamentals. SSRN Electronic Journal. 3 indexed citations
10.
Bekaert, Geert & Eric Engström. (2015). Asset Return Dynamics Under Habits and Bad-Environment-Good Environment Fundamentals. SSRN Electronic Journal. 1 indexed citations
11.
Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2014). Bad environments, good environments: A non-Gaussian asymmetric volatility model. Journal of Econometrics. 186(1). 258–275. 77 indexed citations
12.
Bekaert, Geert, Eric Engström, & Andrey Ermolov. (2014). Bad Environments Good Environments: A Non-Gaussian Asymmetric Volatility Model. SSRN Electronic Journal. 2 indexed citations
13.
Bekaert, Geert & Eric Engström. (2011). Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals. SSRN Electronic Journal. 28 indexed citations
14.
Bekaert, Geert & Eric Engström. (2010). Asset Return Dynamics under Bad Environment-Good Environment Fundamentals. SSRN Electronic Journal. 16 indexed citations
15.
Bekaert, Geert & Eric Engström. (2009). Inflation and the Stock Market:Understanding the. SSRN Electronic Journal. 12 indexed citations
16.
Bekaert, Geert & Eric Engström. (2008). Inflation and the Stock Market: Understanding the 'Fed Model'. SSRN Electronic Journal. 3 indexed citations
17.
Bekaert, Geert, Eric Engström, & Yuhang Xing. (2008). Risk, uncertainty, and asset prices. Journal of Financial Economics. 91(1). 59–82. 288 indexed citations
18.
Bekaert, Geert & Eric Engström. (2008). Inflation and the Stock Market: Understanding the 'Fed Model'. SSRN Electronic Journal. 32 indexed citations
19.
Bekaert, Geert, Eric Engström, & Yuhang Xing. (2008). Risk, Uncertainty, and Asset Prices. Finance and Economics Discussion Series. 2008.0(40r). 1–57. 13 indexed citations
20.
Bekaert, Geert, Eric Engström, & Steven R. Grenadier. (2004). Stock and Bond Returns with Moody Investors. SSRN Electronic Journal. 26 indexed citations

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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Ivan Shaliastovich Breakdown of academic impact, for papers by Hossein Asgharian Breakdown of academic impact, for papers by Alexandros Kostakis Breakdown of academic impact, for papers by Ólan T. Henry Breakdown of academic impact, for papers by Bradley S. Paye Breakdown of academic impact, for papers by Lars A. Lochstoer Breakdown of academic impact, for papers by Mbodja Mougoué Breakdown of academic impact, for papers by Timothy W. Koch Breakdown of academic impact, for papers by Andrew C. Szakmary Breakdown of academic impact, for papers by Juan M. Londoño
Rankless by CCL
2026