Concepedia

Raúl Susmel

RS

Statistics

Publications

21

Citations

4.1K

H-Index

16

Active since

1993

Affiliations

University of Houston(Current)

University of California San Diego

National Bureau of Economic Research

Raúl Susmel is an author at University of Houston specializing in economics, financial economics, and finance.

Publications per year

1993–2008

21

Publications

21

Autoregressive conditional heteroskedasticity and changes in regime

James D. Hamilton, Raúl Susmel · Journal of Econometrics · 1994 · 1.9K citations

Social Sciences, Economics, Finance +12

Volatility and cross correlation across major stock markets

Latha Ramchand, Raúl Susmel · Journal of Empirical Finance · 1998 · 508 citations

Business, Economics, Finance +17

Hourly volatility spillovers between international equity markets

Raúl Susmel, Robert F. Engle · Journal of International Money and Finance · 1994 · 398 citations

Business, Economics, Finance +14

Common Volatility in International Equity Markets

Robert F. Engle, Raúl Susmel · Journal of Business and Economic Statistics · 1993 · 272 citations

Social Sciences, Economics, Finance +17

Volatility dependence and contagion in emerging equity markets

Sebastián Edwards, Raúl Susmel · Journal of Development Economics · 2001 · 262 citations

Business, Economics, Finance +17

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