Peter A. Abken

406 total citations
19 papers, 194 citations indexed

About

Peter A. Abken is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Peter A. Abken has authored 19 papers receiving a total of 194 indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 5 papers in General Economics, Econometrics and Finance and 5 papers in Economics and Econometrics. Recurrent topics in Peter A. Abken's work include Market Dynamics and Volatility (4 papers), Monetary Policy and Economic Impact (4 papers) and Financial Markets and Investment Strategies (3 papers). Peter A. Abken is often cited by papers focused on Market Dynamics and Volatility (4 papers), Monetary Policy and Economic Impact (4 papers) and Financial Markets and Investment Strategies (3 papers). Peter A. Abken collaborates with scholars based in United States. Peter A. Abken's co-authors include Robert R. Bliss, Tao Zha, Ehud I. Ronn, Larry D. Wall, Ellis W. Tallman and Dilip B. Madan and has published in prestigious journals such as Econometric Reviews, Journal of Futures Markets and The Journal of Derivatives.

In The Last Decade

Peter A. Abken

16 papers receiving 158 citations

Peers

Peter A. Abken
Peter A. Abken
Citations per year, relative to Peter A. Abken Peter A. Abken (= 1×) peers Alessandro Sbuelz

Countries citing papers authored by Peter A. Abken

Since Specialization
Citations

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

Fields of papers citing papers by Peter A. Abken

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter A. Abken. 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 Peter A. Abken. The network helps show where Peter A. Abken may publish in the future.

Co-authorship network of co-authors of Peter A. Abken

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

All Works

19 of 19 papers shown
1.
Abken, Peter A.. (2000). An Empirical Evaluation of Value at Risk by Scenario Simulation. The Journal of Derivatives. 7(4). 12–29. 16 indexed citations
2.
Bliss, Robert R., et al.. (1997). Movements in the Term Structure of Interest Rates. Econometric Reviews. 82. 16–33. 66 indexed citations
3.
Abken, Peter A., et al.. (1997). The Role of Currency Derivatives in Internationally Diversified Portfolios. Econometric Reviews. 82. 34–59. 25 indexed citations
4.
Abken, Peter A., et al.. (1996). Pricing S&P 500 index options using a Hilbert space basis. RePEc: Research Papers in Economics. 2 indexed citations
5.
Wall, Larry D., Ellis W. Tallman, & Peter A. Abken. (1996). The Impact of a Dealer's Failure on Otc Derivatives Market Liquidity During Volatile Periods. SSRN Electronic Journal. 5 indexed citations
6.
Abken, Peter A.. (1995). Using Eurodollar futures options: gauging the market's view of interest rate movements. Econometric Reviews. 80. 10–30. 6 indexed citations
7.
Abken, Peter A.. (1994). Over-the-counter financial derivatives: risky business?. Econometric Reviews. 79. 1–22. 8 indexed citations
8.
Abken, Peter A.. (1993). Inflation and the yield curve. Econometric Reviews. 13–31. 10 indexed citations
9.
Abken, Peter A.. (1992). Corporate pensions and government insurance: deja vu all over again?. Econometric Reviews. 1–16. 2 indexed citations
10.
Abken, Peter A.. (1991). Beyond plain vanilla: a taxonomy of swaps. Econometric Reviews. 12–29. 13 indexed citations
11.
Abken, Peter A.. (1991). Globalization of stock, futures, and options markets. Econometric Reviews. 1–22. 1 indexed citations
12.
Abken, Peter A., et al.. (1990). Covered call options: a proposal to ease LDC debt. Econometric Reviews. 2–13.
13.
Abken, Peter A.. (1990). Innovations in modeling the term structure of interest rates. Econometric Reviews. 2–27. 3 indexed citations
14.
Abken, Peter A.. (1989). Interest-rate caps, collars, and floors. Econometric Reviews. 2–25. 1 indexed citations
15.
Abken, Peter A.. (1989). An analysis of intra‐market spreads in heating oil futures. Journal of Futures Markets. 9(1). 77–86. 4 indexed citations
16.
Abken, Peter A.. (1989). An analysis of intra-market spreads in heating oil futures. Journal of Futures Markets. 9(1). 77–86. 5 indexed citations
17.
Abken, Peter A.. (1988). Stock market activity in October 1987: the Brady, CFTC, and SEC Reports. Econometric Reviews. 36–43.
18.
Abken, Peter A.. (1987). An introduction to portfolio insurance. Econometric Reviews. 2–25. 2 indexed citations
19.
Abken, Peter A.. (1980). The Economics of Gold Price Movements. SSRN Electronic Journal. 25 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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