2026 Richard T. Baillie: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	52	1222	1086	136	121	159	22044

Richard T. Baillie publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Richard T. Baillie sits on this spectrum.

42 publications 521+

This scientist: 159 publications — 46th percentile

46% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Richard T. Baillie D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Richard T. Baillie sits on this spectrum.

30 D-Index 101+

This scientist: 52 D-Index — 68th percentile

68% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

2001 - Fellow of the American Statistical Association (ASA)

Overview

Richard T. Baillie is affiliated with King's College London in the United Kingdom. Their research primarily centers on Economics, Econometrics, and Finance, with 21 publications in this main field. The subfields covered by their work include Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Control and Systems Engineering, as well as Statistics and Probability.

Key topics addressed in Baillie's research span Monetary Policy and Economic Impact, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Complex Systems and Time Series Analysis, Fault Detection and Control Systems, and Advanced Statistical Methods and Models.

Recent papers authored by Baillie include:

A new test for market efficiency and uncovered interest parity, 2022, Journal of International Money and Finance
On robust inference in time-series regression, 2024, Econometrics Journal
Hierarchical Time-Varying Estimation of Asset Pricing Models, 2022, Journal of risk and financial management
Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs, 2022, Econometrics and Statistics
A New Test for Market Efficiency and Uncovered Interest Parity, 2022, SSRN Electronic Journal

Baillie frequently collaborates with several researchers, including George Kapetanios, Kun Ho Kim, Francis X. Diebold, Dooyeon Cho, and Seunghwa Rho.

Publication venues where Baillie has contributed multiple works include SSRN Electronic Journal, Journal of International Money and Finance, arXiv (Cornell University), Econometrics Journal, and Journal of risk and financial management.

In 2001, Baillie was awarded the status of Fellow of the American Statistical Association (ASA).

Best Publications

Fractionally integrated generalized autoregressive conditional heteroskedasticity

Richard T. Baillie;Tim Bollerslev;Hans Ole Mikkelsen

3296
Citations
Long memory processes and fractional integration in econometrics

Richard T. Baillie

2638
Citations
The Message in Daily Exchange Rates: A Conditional-Variance Tale

Richard T. Baillie;Tim Bollerslev

1451
Citations
Stock Returns and Volatility

Richard T. Baillie;Ramon P. DeGennaro

1145
Citations
Bivariate garch estimation of the optimal commodity futures Hedge

Richard T. Baillie;Robert J. Myers

1132
Citations
Common Stochastic Trends in a System of Exchange Rates

Richard T. Baillie;Tim Bollerslev

934
Citations
Analysing inflation by the fractionally integrated ARFIMA–GARCH model

Richard T. Baillie;Ching-Fan Chung;Margie A. Tieslau

854
Citations
Intra-Day and Inter-Market Volatility in Foreign Exchange Rates

Richard T. Baillie;Tim Bollerslev

728
Citations
Price discovery and common factor models

Richard T. Baillie;G. Geoffrey Booth;Yiuman Tse;Tatyana Zabotina

709
Citations
The Foreign Exchange Market: Theory and Econometric Evidence

Patrick Minford;Richard Baillie;Patrick McMahon

483
Citations
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics

Richard T. Baillie;Tim Bollerslev

481
Citations
The forward premium anomaly is not as bad as you think

Richard T. Baillie;Tim Bollerslev

463
Citations
A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets

Richard T. Baillie;Tim Bollerslev

456
Citations
Prediction in dynamic models with time-dependent conditional variances

Richard T. Baillie;Tim Bollerslev

420
Citations
Cointegration and models of exchange rate determination

Richard T. Baillie;David D. Selover

378
Citations
The Long-Memory of the Forward Premium

Richard T Baillie;Tim Bollerslev

314
Citations
The Message in Daily Exchange Rates: A Conditional-Variance Tale

Unknown

313
Citations
Why do central banks intervene

Richard T. Baillie;William P. Osterberg

302
Citations
The Message in Daily Exchange Rates: A Conditional-Variance Tale

Unknown

290
Citations
Testing rational expectations and efficiency in the foreign exchange market

Richard T. Baillie;Robert E. Lippens;Patrick C. McMahon

279
Citations
Modelling long memory and structural breaks in conditional variances: An adaptive FIGARCH approach

Richard T. Baillie;Richard T. Baillie;Claudio Morana

237
Citations
Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly

Richard T. Baillie;Richard T. Baillie;Rehim Kiliç

210
Citations
Handbook of econometrics : Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771

Unknown

22
Citations

Frequent Co-Authors

Tim Bollerslev Duke University

George Kapetanios King's College London

Hira L. Koul Michigan State University

Theo Vermaelen INSEAD

Yiuman Tse University of Missouri–St. Louis

G. Geoffrey Booth Michigan State University

Francis X. Diebold University of Pennsylvania

Badi H. Baltagi Syracuse University

Donatas Surgailis Vilnius University

External Links

Personal website of Richard T. Baillie Google Scholar page

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