Peter A. Abken
Impact in
- Finance top 5%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Credit Risk and Financial Regulations
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
Papers in
- Finance 6
- Financial Markets and Investment Strategies 3
- Stochastic processes and financial applications 3
- European Monetary and Fiscal Policies 1
- Capital Investment and Risk Analysis 1
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- Monetary Policy and Economic Impact 4
- Co-authors
- Tao Zha (1 shared paper)Robert R. Bliss (1 shared paper)Ehud I. Ronn (1 shared paper)Larry D. Wall (1 shared paper)Ellis W. Tallman (1 shared paper)Dilip B. Madan (1 shared paper)
- Journals
- Econometric Reviews (13 papers)Journal of Futures Markets (2 papers)The Journal of Derivatives (1 paper)SSRN Electronic Journal (2 papers)RePEc: Research Papers in Economics (1 paper)
- Partner nations
- United States
In The Last Decade
Peter A. Abken
16 papers receiving 158 citations
Peers
Comparison fields: 5 of 27
- Finance 145
- General Economics, Econometrics and Finance 82
- Economics and Econometrics 85
- Accounting 33
- Management Science and Operations Research 23
Countries citing papers authored by Peter A. Abken
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
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-authors
The 6 scholars most cited alongside Peter A. Abken, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Movements in the Term Structure of Interest Rates | 1997 | 66 |
| 2 | The Role of Currency Derivatives in Internationally Diversified Portfolios | 1997 | 25 |
| 3 | The Economics of Gold Price Movements | 1980 | 25 |
| 4 | 2000 | 16 | |
| 5 | Beyond plain vanilla: a taxonomy of swaps | 1991 | 13 |
| 6 | Inflation and the yield curve | 1993 | 10 |
| 7 | Over-the-counter financial derivatives: risky business? | 1994 | 8 |
| 8 | Using Eurodollar futures options: gauging the market's view of interest rate movements | 1995 | 6 |
| 9 | 1996 | 5 | |
| 10 | 1989 | 5 | |
| 11 | 1989 | 4 | |
| 12 | Innovations in modeling the term structure of interest rates | 1990 | 3 |
| 13 | An introduction to portfolio insurance | 1987 | 2 |
| 14 | Pricing S&P 500 index options using a Hilbert space basis | 1996 | 2 |
| 15 | Corporate pensions and government insurance: deja vu all over again? | 1992 | 2 |
| 16 | Globalization of stock, futures, and options markets | 1991 | 1 |
| 17 | Interest-rate caps, collars, and floors | 1989 | 1 |
| 18 | Covered call options: a proposal to ease LDC debt | 1990 | 0 |
| 19 | Stock market activity in October 1987: the Brady, CFTC, and SEC Reports | 1988 | 0 |
About Peter A. Abken
Peter A. Abken is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Accounting and Renewable Energy, Sustainability and the Environment, having authored 19 papers that have together received 194 indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (4 papers), Market Dynamics and Volatility (4 papers), Financial Markets and Investment Strategies (3 papers), Risk Management in Financial Firms (3 papers), Global Energy and Sustainability Research (3 papers), Stochastic processes and financial applications (3 papers), European Monetary and Fiscal Policies (1 paper) and Capital Investment and Risk Analysis (1 paper). The work is most often cited by research in Finance (145 citations), General Economics, Econometrics and Finance (82 citations), Economics and Econometrics (85 citations), Accounting (33 citations) and Management Science and Operations Research (23 citations). Peter A. Abken has collaborated with scholars based in United States. Frequent co-authors include Tao Zha, Robert R. Bliss, Ehud I. Ronn, Larry D. Wall, Ellis W. Tallman and Dilip B. Madan. Their work appears in journals such as Econometric Reviews, Journal of Futures Markets, The Journal of Derivatives, SSRN Electronic Journal and RePEc: Research Papers in Economics.
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.