Kevin Sheppard

21 papers and 1.9k indexed citations i.

Kevin Sheppard has authored 21 papers that have received a total of 1.9k indexed citations. This includes 19 papers in Finance, 12 papers in Economics and Econometrics and 9 papers in General Economics, Econometrics and Finance. The topics of these papers are Financial Risk and Volatility Modeling (15 papers), Monetary Policy and Economic Impact (9 papers) and Financial Markets and Investment Strategies (8 papers). Kevin Sheppard is often cited by papers focused on Financial Risk and Volatility Modeling (15 papers), Monetary Policy and Economic Impact (9 papers) and Financial Markets and Investment Strategies (8 papers) and collaborates with scholars based in United Kingdom, United States and France. Kevin Sheppard's co-authors include Neil Shephard, Andrew J. Patton, Jean‐Marc Tallon, Sujoy Mukerji and Fabrice Collard and has published in prestigious journals such as The Review of Economics and Statistics, Journal of Econometrics and Journal of Business and Economic Statistics