Juan M. Nave

484 total citations
23 papers, 311 citations indexed

About

Juan M. Nave is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Juan M. Nave has authored 23 papers receiving a total of 311 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Finance, 13 papers in Economics and Econometrics and 10 papers in General Economics, Econometrics and Finance. Recurrent topics in Juan M. Nave's work include Monetary Policy and Economic Impact (10 papers), Stochastic processes and financial applications (7 papers) and Financial Markets and Investment Strategies (6 papers). Juan M. Nave is often cited by papers focused on Monetary Policy and Economic Impact (10 papers), Stochastic processes and financial applications (7 papers) and Financial Markets and Investment Strategies (6 papers). Juan M. Nave collaborates with scholars based in Spain, United Kingdom and Mexico. Juan M. Nave's co-authors include Ricardo Gimeno, Gonzalo Rubio, Ángel León, Antonio Falcó and María del Carmen Boado‐Penas and has published in prestigious journals such as Journal of Banking & Finance, Journal of Financial and Quantitative Analysis and Computational Statistics & Data Analysis.

In The Last Decade

Juan M. Nave

20 papers receiving 286 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Juan M. Nave Spain	10	208	174	124	67	28	23	311
Thomas Drechsel United States	7	230 1.1×	273 1.6×	227 1.8×	47 0.7×	21 0.8×	15	423
Mario Cerrato United Kingdom	11	145 0.7×	227 1.3×	150 1.2×	45 0.7×	10 0.4×	35	301
Hideaki Hirata Japan	11	197 0.9×	202 1.2×	138 1.1×	72 1.1×	16 0.6×	25	327
Henri Fraisse France	10	275 1.3×	207 1.2×	127 1.0×	133 2.0×	24 0.9×	16	398
Abdul G. Abiad United States	11	346 1.7×	239 1.4×	237 1.9×	70 1.0×	22 0.8×	18	454
Ken Nyholm Germany	10	297 1.4×	164 0.9×	134 1.1×	37 0.6×	15 0.5×	29	362
Klaus Duellmann Germany	12	275 1.3×	150 0.9×	54 0.4×	82 1.2×	16 0.6×	26	331
Christian Heyerdahl-Larsen United States	11	233 1.1×	238 1.4×	171 1.4×	56 0.8×	10 0.4×	22	338
Alexandra Dias United Kingdom	6	181 0.9×	164 0.9×	61 0.5×	27 0.4×	20 0.7×	13	245
Grey Gordon United States	7	132 0.6×	246 1.4×	187 1.5×	53 0.8×	13 0.5×	28	312

Countries citing papers authored by Juan M. Nave

Since Specialization

Citations

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

Fields of papers citing papers by Juan M. Nave

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Juan M. Nave. 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 Juan M. Nave. The network helps show where Juan M. Nave may publish in the future.

Co-authorship network of co-authors of Juan M. Nave

This figure shows the co-authorship network connecting the top 25 collaborators of Juan M. Nave. A scholar is included among the top collaborators of Juan M. Nave 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 Juan M. Nave. Juan M. Nave 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

Boado‐Penas, María del Carmen, et al.. (2023). Financial Market Participation and Retirement Age of the UK Population. International Journal of Financial Studies. 11(1). 37–37. 1 indexed citations

Nave, Juan M., et al.. (2023). Financial knowledge and financial behaviour: The moderating role of home ownership. Finance research letters. 57. 104208–104208. 7 indexed citations

Nave, Juan M., et al.. (2020). Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity. Research in International Business and Finance. 53. 101236–101236. 7 indexed citations

Nave, Juan M., et al.. (2018). Impacto en las prestaciones de jubilación de la reforma del sistema público de pensiones español. Revista Hacienda Pública Española. 224(1). 113–137. 1 indexed citations

Nave, Juan M., et al.. (2017). Macroeconomic determinants of stock market betas. Journal of Empirical Finance. 45. 26–44. 24 indexed citations

Nave, Juan M., et al.. (2016). The implied equity duration when discounting and forecasting parameters are industry specific. Accounting and Finance. 58(S1). 179–209. 4 indexed citations

Nave, Juan M., et al.. (2016). Macroeconomic Determinants of Stock Market Betas. SSRN Electronic Journal. 1 indexed citations

Nave, Juan M., et al.. (2015). Risk aversion and monetary policy in a global context. Journal of Financial Stability. 20. 14–35. 19 indexed citations

Gimeno, Ricardo, et al.. (2014). Term Structure Estimation, Liquidity-Induced Heteroskedasticity and the Price of Liquidity Risk. SSRN Electronic Journal. 45 indexed citations

10.

Nave, Juan M., et al.. (2013). The Implied Equity Duration When Discounting and Forecasting Parameters are Industry-Specific. SSRN Electronic Journal. 1 indexed citations

11.

Nave, Juan M., et al.. (2013). Risk Aversion and Monetary Policy in a Global Context. SSRN Electronic Journal.

12.

Nave, Juan M., et al.. (2013). Testing the Building Blocks of the Ohlson-Feltham-Ohlson Models. SSRN Electronic Journal. 3 indexed citations

13.

Nave, Juan M., et al.. (2011). The Cross Section of Expected Returns with MIDAS Betas. Journal of Financial and Quantitative Analysis. 47(1). 115–135. 14 indexed citations

14.

Falcó, Antonio, et al.. (2010). On the calibration of a Gaussian Heath–Jarrow–Morton model using consistent forward rate curves. Quantitative Finance. 11(4). 495–504. 2 indexed citations

15.

Gimeno, Ricardo & Juan M. Nave. (2008). A genetic algorithm estimation of the term structure of interest rates. Computational Statistics & Data Analysis. 53(6). 2236–2250. 33 indexed citations

16.

León, Ángel, et al.. (2007). Modeling the Euro overnight rate. Journal of Empirical Finance. 14(5). 756–782. 16 indexed citations

17.

León, Ángel, Juan M. Nave, & Gonzalo Rubio. (2006). The relationship between risk and expected return in Europe. Journal of Banking & Finance. 31(2). 495–512. 50 indexed citations

18.

Gimeno, Ricardo & Juan M. Nave. (2006). Genetic Algorithm Estimation of Interest Rate Term Structure. SSRN Electronic Journal. 53 indexed citations

19.

Nave, Juan M., et al.. (2003). LA HIPÓTESIS DE LAS EXPECTATIVAS EN EL LARGO PLAZO: EVIDENCIA EN EL MERCADO ESPAÑOL DE DEUDA PÚBLICA. Investigación Económica. 27(3). 533–564. 4 indexed citations

20.

Nave, Juan M., et al.. (2001). The structure of spot rates and immunization: Some further results. 3(4). 273–294. 12 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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