Georges Tsafack

494 total citations
12 papers, 335 citations indexed

About

Georges Tsafack is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Georges Tsafack has authored 12 papers receiving a total of 335 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 7 papers in Economics and Econometrics and 2 papers in Management Science and Operations Research. Recurrent topics in Georges Tsafack's work include Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (6 papers) and Complex Systems and Time Series Analysis (5 papers). Georges Tsafack is often cited by papers focused on Financial Risk and Volatility Modeling (8 papers), Market Dynamics and Volatility (6 papers) and Complex Systems and Time Series Analysis (5 papers). Georges Tsafack collaborates with scholars based in United States, France and Canada. Georges Tsafack's co-authors include René García, Éric Renault, Abderrahim Taamouti, Lin Guo, Natalia Beliaeva, Yifei Li, Shahriar Khaksari and Ki C. Han and has published in prestigious journals such as Management Science, Journal of Banking & Finance and Journal of International Money and Finance.

In The Last Decade

Georges Tsafack

12 papers receiving 321 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Georges Tsafack United States	7	264	260	88	30	27	12	335
Madhusudan Karmakar India	10	277 1.0×	263 1.0×	87 1.0×	51 1.7×	27 1.0×	23	333
Roméo Tédongap France	12	337 1.3×	513 2.0×	139 1.6×	32 1.1×	55 2.0×	36	568
Lorán Chollete United States	6	261 1.0×	312 1.2×	100 1.1×	23 0.8×	38 1.4×	24	371
Filip Žikeš United Kingdom	12	400 1.5×	388 1.5×	187 2.1×	33 1.1×	35 1.3×	41	524
Bernd Wilfling Germany	10	300 1.1×	242 0.9×	114 1.3×	34 1.1×	47 1.7×	29	363
Langnan Chen China	11	235 0.9×	185 0.7×	100 1.1×	73 2.4×	45 1.7×	33	316
George Christodoulakis United Kingdom	7	195 0.7×	149 0.6×	126 1.4×	31 1.0×	15 0.6×	32	245
Theodore Simos Greece	7	364 1.4×	296 1.1×	147 1.7×	12 0.4×	25 0.9×	22	418
Bruno Feunou Canada	12	400 1.5×	592 2.3×	137 1.6×	33 1.1×	26 1.0×	47	656
Juan‐Ángel Jiménez‐Martín Spain	12	228 0.9×	282 1.1×	123 1.4×	38 1.3×	17 0.6×	40	329

Countries citing papers authored by Georges Tsafack

Since Specialization

Citations

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

Fields of papers citing papers by Georges Tsafack

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Georges Tsafack

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

All Works

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12 of 12 papers shown

Tsafack, Georges, et al.. (2023). Measuring financial contagion: Dealing with the volatility Bias in the correlation dynamics. International Review of Financial Analysis. 90. 102863–102863. 1 indexed citations

Tsafack, Georges, et al.. (2023). Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. Pacific-Basin Finance Journal. 79. 102029–102029. 1 indexed citations

Tsafack, Georges & Lin Guo. (2021). Foreign shareholding, corporate governance and firm performance: Evidence from Chinese companies. Journal of Behavioral and Experimental Finance. 31. 100516–100516. 17 indexed citations

Tsafack, Georges, Yifei Li, & Natalia Beliaeva. (2020). Too-big-to-fail: The value of government guarantee. Pacific-Basin Finance Journal. 68. 101313–101313. 17 indexed citations

Tsafack, Georges, et al.. (2020). Backtesting and estimation error: value-at-risk overviolation rate. Empirical Economics. 61(3). 1351–1396. 1 indexed citations

Beliaeva, Natalia, Shahriar Khaksari, & Georges Tsafack. (2015). Implicit Government Guarantee and the CDS Spreads. The Journal of Fixed Income. 25(2). 25–37. 2 indexed citations

Taamouti, Abderrahim, et al.. (2011). What drives international equity correlations? Volatility or market direction?. Journal of International Money and Finance. 30(6). 1234–1263. 29 indexed citations

García, René & Georges Tsafack. (2011). Dependence structure and extreme comovements in international equity and bond markets. Journal of Banking & Finance. 35(8). 1954–1970. 190 indexed citations

Taamouti, Abderrahim & Georges Tsafack. (2009). Asymmetric Effects of Return and Volatility on Correlation between International Equity Markets. SSRN Electronic Journal. 5 indexed citations

10.

Tsafack, Georges. (2009). Asymmetric Dependence Implications for Extreme Risk Management. The Journal of Derivatives. 17(1). 7–20. 17 indexed citations

11.

Tsafack, Georges & René García. (2008). Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects. SSRN Electronic Journal. 13 indexed citations

12.

García, René, Éric Renault, & Georges Tsafack. (2007). Proper Conditioning for Coherent VaR in Portfolio Management. Management Science. 53(3). 483–494. 42 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.

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