Robert F. Engle | Academic Influence

Robert F. Engle's AcademicInfluence.com Rankings

Robert F. Engle

Economics

#116

World Rank

#153

Historical Rank

#80

USA Rank

economics Degrees

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Economics

Robert F. Engle's Degrees

PhD Economics Cornell University
Bachelors Physics Williams College

Why Is Robert F. Engle Influential?

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According to Wikipedia, Robert Fry Engle III is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility ".

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Robert F. Engle's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Papers

Co-integration and error correction: representation, estimation and testing (1987) (29539)
Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation (1982) (20579)
Dynamic Conditional Correlation (2002) (4420)
Multivariate Simultaneous Generalized ARCH (1995) (4296)
COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987) (4164)
A long memory property of stock market returns and a new model (1993) (3546)
A Capital Asset Pricing Model with Time-Varying Covariances (1988) (3169)
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987) (2633)
Forecasting and testing in co-integrated systems (1987) (2091)
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998) (1807)
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2003) (1743)
Dynamic Conditional Correlation : A Simple Class of Multivariate GARCH Models (2000) (1571)
Seasonal integration and cointegration (1990) (1512)
GARCH 101: The Use of ARCH/GARCH Models in Applied Econometrics (2001) (1220)
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988) (1088)
Long-Run Economic Relationships: Readings in Cointegration (1991) (1064)
ARCH MODELS a (1994) (1045)
Semiparametric estimates of the relation between weather and electricity sales (1986) (1005)
Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks † (2012) (938)
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994) (910)
The Econometrics of Ultra-High Frequency Data (1996) (855)
Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills (1988) (836)
SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016) (816)
The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes (2006) (792)
What good is a volatility model? (2001) (776)
Wald, likelihood ratio, and Lagrange multiplier tests in econometrics (1984) (734)
New Frontiers for Arch Models (2002) (698)
Volatility, Correlation and Tails for Systemic Risk Measurement (2012) (697)
Empirical Pricing Kernels (1999) (657)
Testing for Common Features (1990) (656)
Stock Volatility and the Crash of '87: Discussion (1990) (652)
A Permanent and Transitory Component Model of Stock Return Volatility (1993) (626)
Stock Market Volatility and Macroeconomic Fundamentals (2013) (623)
Time and the Price Impact of a Trade (1999) (606)
Chapter 49 Arch models (1994) (555)
A Multiple Indicators Model for Volatility Using Intra-Daily Data (2003) (539)
Risk and Volatility: Econometric Models and Financial Practice (2004) (522)
Common Trends and Common Cycles (1993) (511)
Alternative Algorithms for the Estimation of Dynamic Factor (1983) (505)
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model (1983) (502)
A SIMPLE ESTIMATOR OF COINTEGRATING VECTORS IN HIGHER ORDER INTEGRATED SYSTEMS (2007) (450)
A One-Factor Multivariate Time Series Model of Metropolitan Wage Rates (1981) (440)
Hourly volatility spillovers between international equity markets (1994) (409)
Dynamic Equicorrelation (2011) (376)
Short-run forecasts of electricity loads and peaks (1997) (375)
ARCH: Selected Readings (1995) (349)
Implied ARCH models from options prices (1992) (346)
Common Volatility in International Equity Markets (1993) (329)
Band Spectrum Regression (1974) (325)
Value at Risk Models in Finance (2001) (320)
Time-Varying Arrival Rates of Informed and Uninformed Trades (2001) (319)
Testing superexogeneity and invariance in regression models (1993) (319)
Semiparametric ARCH Models (1991) (317)
COMMON PERSISTENCE IN CONDITIONAL VARIANCES (1993) (308)
Testing and Valuing Dynamic Correlations for Asset Allocation (2005) (305)
A general approach to lagrange multiplier model diagnostics (1982) (296)
Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing (2001) (291)
Testing Macroprudential Stress Tests: The Risk of Regulatory Risk Weights (2013) (289)
Hedging Climate Change News (2019) (282)
A GARCH Option Pricing Model with Filtered Historical Simulation (2008) (276)
Anticipating Correlations: A New Paradigm for Risk Management (2009) (261)
A Component Model for Dynamic Correlations (2009) (256)
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model (1997) (250)
Cointegration, causality, and forecasting : a festschrift in honour of Clive W.J. Granger (1999) (246)
Systemic Risk in Europe (2013) (242)
The intertemporal capital asset pricing model with dynamic conditional correlations (2010) (236)
Stochastic Permanent Breaks (1999) (220)
Merging short-and long-run forecasts: An application of seasonal cointegration to monthly electricity sales forecasting (1989) (216)
A multi-dynamic-factor model for stock returns (1992) (214)
Premiums-Discounts and Exchange Traded Funds (2006) (200)
Measuring Risk Aversion from Excess Returns on a Stock Index (1991) (191)
Forecasting Volatility and Option Prices of the S&P 500 Index (1994) (188)
CAViaR (2004) (184)
On the Economic Sources of Stock Market Volatility (2008) (184)
Combining competing forecasts of inflation using a bivariate arch model (1984) (181)
Modelling peak electricity demand (1992) (177)
Large Dynamic Covariance Matrices (2017) (175)
Statistical Models for Financial Volatility (1993) (168)
A Practical Guide to Volatility Forecasting through Calm and Storm (2011) (164)
Measuring and Modeling Execution Cost and Risk (2006) (163)
A Discrete-State Continuous-Time Model of Financial Transactions Prices and Times (2005) (160)
Impacts of Trades in an Error-Correction Model of Quote Prices (2000) (156)
Testing for Common Features: Reply (1993) (154)
The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes (2005) (146)
Forecasting intraday volatility in the US equity market. Multiplicative component GARCH (2012) (146)
Trades and Quotes: A Bivariate Point Process (1998) (145)
Small-Sample Properties of ARCH Estimators and Tests (1985) (140)
Empirical Asset Pricing: The Cross Section of Stock Returns (2016) (136)
The Japanese consumption function (1993) (134)
Correlations and Volatilities of Asynchronous Data (1998) (130)
Where Does the Meteor Shower Come from? the Role of Stochastic Policy Coordination (1990) (130)
Estimating common sectoral cycles (1995) (129)
Macroeconomic Announcements and Volatility of Treasury Futures (1998) (123)
Predicting VNET: A model of the dynamics of market depth (2001) (118)
Time-Varying Volatility and the Dynamic Behavior of the Term Structure (1991) (115)
Fitting Vast Dimensional Time-Varying Covariance Models (2017) (114)
Estimating Structural Models of Seasonality (1978) (106)
Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market (1999) (104)
Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks (1999) (102)
Caviar: Conditional Value at Risk by Quantile Regression (1999) (97)
Volatility Spillovers in East Asian Financial Markets: A Mem-Based Approach (2012) (95)
Cointegrated Economic Time Series: A Survey With New Results (1989) (95)
Testing Price Equations for Stability across Spectral Frequency Bands (1978) (89)
Advances in Econometrics: The Kalman filter: applications to forecasting and rational-expectations models (1987) (87)
Dynamic Conditional Beta is Alive and Well in the Cross-Section of Daily Stock Returns (2016) (87)
Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model (1998) (86)
Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market (1997) (86)
The Factor-Spline-GARCH Model for High- and Low-Frequency Correlations (2011) (82)
Analysis of High-Frequency Data (2010) (81)
Long Term Skewness and Systemic Risk (2011) (80)
Testing for Regression Coefficient Stability with a Stationary AR(1) Alternative (1985) (79)
Forecasting Transaction Rates: The Autoregressive Conditional Duration Model (1994) (75)
Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns (1991) (73)
Execution Risk (2006) (72)
The ACD Model: Predictability of the Time Between Concecutive Trades (2000) (69)
Meteor showers or heat waves (1990) (69)
Index-option pricing with stochastic volatility and the value of accurate variance forecasts (1993) (65)
Model selection for forecasting (1986) (63)
GARCH 101: An Introduction to the Use of Arch/Garch Models in Applied Econometrics (2001) (63)
A dymimic model of housing price determination (1985) (62)
Centralized Clearing for Credit Derivatives (2009) (61)
Testing the Volatility Term Structure Using Option Hedging Criteria (1997) (61)
Semiparametric Vector MEM (2008) (60)
GARCH Options in Incomplete Markets (2006) (59)
Evaluating the Specification of Covariance Models for Large Portfolios (2007) (59)
On the Theory of Growth Controls (1992) (59)
Band spectrum regressions (1972) (57)
Modeling the Dynamics of Correlations Among Implied Volatilities (2014) (56)
Fitting and Testing Vast Dimensional Time-Varying Covariance Models (2007) (54)
Long-Run Economic Relationships: Readings in Cointegration. (1993) (52)
Vector Multiplicative Error Models:Representation and Inference (2006) (52)
Common trends and common cycles in Latin America (1993) (51)
Liquidity, Volatility, and Flights to Safety in the U.S. Treasury Market: Evidence from a New Class of Dynamic Order Book Models (2012) (51)
Analysis of High Frequency Financial Data (2004) (50)
Transportation costs and the rent gradient (1987) (47)
Financial econometrics : A new discipline with new methods (2001) (46)
A long-run Pure Variance Common Features model for the common volatilities of the Dow Jones (2006) (44)
A Model for Multivariate Non-Negative Valued Processes in Financial Econometrics (2009) (44)
Priced Risk and Asymmetric Volatility in the Cross-Section of Skewness (2009) (44)
On the determination of regional base and regional base multipliers (1992) (44)
Effects of Aggregation Over Time on Dynamic Characteristics of an Econometric Model (1972) (44)
11 – Estimating Diffusion Models of Stochastic Volatility (1996) (43)
An Asset Price Model of Aggregate Investment (1975) (42)
The Specification of the Disturbance for Efficient Estimation (1974) (40)
Pricing Exchange Traded Funds (2002) (40)
High Dimension Dynamic Correlations (2007) (39)
Applications of spectral analysis in econometrics (1983) (39)
Banks Non-Interest Income and Global Financial Stability (2014) (38)
When is Noise Not Noise - A Microstructure Estimate of Realized Volatility (2007) (37)
The Kalman Filter: Applications to Forecasting and Rational Expectations Models // Invited Paper to the World Congress of the Econometric Society, Cambridge, 1985, in Advances in Econometrics Fifth World Congress, Volume I, ed. Truman Bewley), pp. 245-283. (1994) (35)
Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions (1980) (35)
Residential load curves and time-of-day pricing: An econometric analysis (1979) (33)
A disequilibrium model of regional investment (1974) (33)
Common Seasonal Features: Global Unemployment (1996) (33)
A GARCH Option Pricing Model in Incomplete Markets (2007) (32)
An Econometric Simulation Model of Intra-Metropolitan Housing Location: Housing, Business, Transportation and Local Government (1972) (31)
Modeling Variance of Variance: The Square-Root, the Affine, and the CEV GARCH Models ∗ (2002) (30)
The Risk that Risk Will Change (2010) (30)
Structural GARCH: The Volatility-Leverage Connection (2016) (30)
Why Did Bank Stocks Crash during COVID-19? (2021) (29)
DE FACTO DISCRIMINATION IN RESIDENTIAL ASSESSMENTS: BOSTON (1973) (28)
Value at risk models in finance ECB Working (2001) (28)
Value at risk models in finance ECB Working (2001) (28)
Some finite sample properties of spectral estimators of a linear regression (1976) (28)
Conditional Volatility of Exchange Rates Under a Target Zone (1997) (27)
And Now, The Rest of the News: Volatility and Firm Specific News Arrival (2012) (27)
Issues in the specification of an econometric model of metropolitan growth (1974) (25)
Systemic Risk 10 Years Later (2018) (25)
Derivatives: The Ultimate Financial Innovation (2009) (25)
Forecasting Volatility Using Tick by Tick Data (2005) (24)
The Factor–Spline–GARCH Model for High and Low Frequency Correlations (2012) (24)
A comparison of adaptive structural forecasting methods for electricity sales (1988) (24)
The Underlying Dynamics of Credit Correlations (2005) (23)
Dynamic Conditional Beta (2012) (23)
Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share (1990) (23)
GARCH Gamma (1995) (22)
Valuation of Variance Forecast with Simulated Option Markets (1990) (22)
Liquidity and Volatility in the U.S. Treasury Market (2018) (22)
A MEM-Based Analysis of Volatility Spillovers in East Asian Financial Markets (2008) (21)
Measuring the probability of a financial crisis (2019) (20)
Estimating Sectoral Cycles Using Cointegration and Common Features (1993) (20)
Option Hedging Using Empirical Pricing Kernels (1997) (20)
A general Approach to the Construction of Model Diagnostics based upon the Lagrange Multiplier Principle (1979) (19)
Autoregressive Condditional Duration: A New Model for. . . (1997) (18)
Resurrecting the Conditional CAPM with Dynamic Conditional Correlations (2010) (18)
High Frequency Multiplicative Component GARCH (2005) (17)
Large Dynamic Covariance Matrices: Enhancements Based on Intraday Data (2020) (17)
Simultaneous Estimation of the Supply and Demand for Housing Location in a Multizoned Metropolitan Area (1977) (17)
Investigating Icapm with Dynamic Conditional Correlations (2008) (16)
TESTING SOME PROPOSITIONS ABOUT PROPOSITION 13 (1979) (16)
ARCH/GARCH Models in Applied Financial Econometrics (2008) (15)
Hedging Options in a GARCH Environment: Testing the Term Structure of Stochastic Volatility Models (1994) (14)
High and Low Frequency Correlations in Global Equity Markets (2009) (14)
The Conditional CAPM Explains the Value Premium (2014) (13)
A Test of Efficiency for the S&P Index Option Market Using Variance Forecasts (1993) (12)
The Risk Management Approach to Macro-Prudential Policy (2021) (11)
Environmental, social, governance: Implications for businesses and effects for stakeholders (2019) (11)
What Type of Process Underlies Options ? (2002) (11)
Econometric forecasting: A brief survey of current and future techniques (1987) (10)
Climate Stress Testing (2021) (10)
Estimation of the price elasticity of demand facing metropolitan producers (1979) (10)
Hypothesis Testing in Spectral Regression; the Lagrange Multiplier Test as a Regression Diagnostic (1980) (10)
Probabilistic methods in forecasting hourly loads (1993) (10)
The billing cycle and weather variables in models of electricity sales (1984) (10)
Scenario Generation for Long-Run Interest Rate Risk Assessment (2016) (9)
Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity (2017) (9)
Measuring and Hedging Geopolitical Risk (2020) (9)
Globalization: Contents and Discontents (2018) (7)
A Cross-Sectional Investigation of the Conditional ICAPM (2009) (7)
News and Idiosyncratic Volatility: The Public Information Processing Hypothesis* (2020) (7)
On the limitations of comṕaring mean square forecast errors: Comment (1993) (7)
SYMPOSIUM ON FORECASTING AND EMPIRICAL METHODS IN MACROECONOMICS AND FINANCE (1999) (6)
VALUE AT RISK MODELS IN FINANCE BY SIMONE MANGANELLI AND ROBERT F. ENGLE (2001) (6)
ERROR-CORRECTION MODEL OF QUOTE PRICES * (2001) (6)
VALUE AT RISK MODELS IN FINANCE BY SIMONE MANGANELLI AND ROBERT F. ENGLE (2001) (6)
Term Structure of Risk, the Role of Known and Unknown Risks and Non-Stationary Distributions (2007) (6)
Policy pills for a metropolitan economy (1975) (6)
The econometrics of macroeconomics, finance, and the interface (2006) (5)
Modeling Commodity Prices with Dynamic Conditional Beta (2014) (5)
An Exploratory Policy-Oriented Econometric Model of a Metropolitan Area: Boston (1980) (5)
Bayesian Analysis of Stochastic Volatility Models: Comment (1994) (5)
How Much SRISK Is Too Much? (2018) (5)
Multi-regime Forecasting Model for the Impact of COVID-19 Pandemic on Volatility in Global Equity Markets (2020) (4)
Systemic Risk in the Financial System: Capital Shortfalls Under Brexit, the US Elections and the Italian Referendum (2018) (4)
Multiperiod Asset Allocation with Dynamic Volatilities (2004) (4)
Execution Risk (2007) (3)
ARCH MODELS Prepared for The Handbook of Econometrics , Volume 4 (1993) (3)
Vector Multiplicative Error Models: Representation and Inference (2006) (3)
Reply to Cosimano and Jansen (1988) (3)
Handbook on Systemic Risk: Measuring Systemic Risk (2013) (3)
COMMON SEASONAL FEATURES: GLOBAL UNEMPLOYMENT: COMMON SEASONAL FEATURES: GLOBAL UNEMPLOYMENT (2009) (3)
Regional load-curve models: QUERI's model specification, estimation and validation. Final report (1981) (2)
Global Systemic Risk: What's Driving the Shadow Banking System? (2015) (2)
Modeling a Time-Varying Order Statistic (1999) (2)
TERM STRUCTURE FORECASTING AND SCENARIO GENERATION (2015) (2)
ARCH/GARCH Models in Applied (2007) (2)
Aspects of Regional Financial Stability: A Policy Approach (2014) (2)
Modelling Volatility Cycles: The (MF)^2 GARCH Model (2021) (2)
Anatomy of Trading and Liquidity in the Credit Default Swaps Market (2009) (2)
Department of Economics Multivariate Simultaneous Generalized Arch Multivariate Simultaneous Generalized Arch* (1993) (2)
Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management (2016) (2)
CFEnetwork: The annals of computational and financial econometrics, 3rd issue (2014) (2)
Factor Modeling for Volatility (2022) (1)
Constraints Often Overlooked in Analyses of Simultaneous Equation Models: Comment (1976) (1)
Volatility and Firm Specic News Arrival (2013) (1)
Robert F Engle: Understanding volatility as a process (2004) (1)
What Is Happening With Financial Market Volatility and Why (2011) (1)
Paradise Lost and Found? The Econometric Contributions of Clive W. J. Granger and (2004) (1)
What are the events that shake our world? Measuring and hedging global COVOL (2022) (1)
EQUILIBRIUM IN REGIONAL INVESTMENT: A REPLY (1975) (1)
Stress Testing with Market Data (2020) (1)
The inconsistency of distributed lag estimators due to misspecification by time aggregation (1970) (1)
Interview with the 2003 Economics Laureates, Clive W.J. Granger and Robert F. Engle III (2003) (1)
Analysis of High Freqeuncy Data (2002) (1)
Econometric Views Version I.0 (Micro TSP for Windows and the Macintosh). (1995) (1)
9. Anticipating Correlations (2009) (1)
MODEL OF HOUSING PRICE DETERMINATION (1985) (1)
COMMON PERSISTENCE IN CONDITIONAL VARIANCES' BY TIM (2007) (1)
Testing Price Equations for Stability Across Frequencies (1974) (1)
R 2 0 1 6 / 0 4 Copula – based Specification of vector MEMs (2016) (0)
10. Credit Risk and Correlations (2009) (0)
The Econometrics of Panel Data. Annales de l'insee 30-31. (1979) (0)
Exploration and Comparison of New Methods for Electric Demand Forecasting (1985) (0)
CENTRE FOR ECONOMETRIC ANALYSIS CEA@Cass (2009) (0)
Discussion of Paper by D.F. Hendry and J.-F. Richard (1983) (0)
Financial Institutions Center Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think (1999) (0)
Handbook of Econometrics, volume 4: Econometric Theory (1997) (0)
Department of Economics Stochastic Permanent Breaks Stochastic Permanent Breaks (1998) (0)
CORRELATIONS AND VOLATILITIES OF ASYNCHRONOUS DATA BY PATRICK BURNS (1998) (0)
An Agnostic and Practically Useful Estimator of the Stochastic Discount Factor By Kuntara Pukthuanthong and Richard Roll (2016) (0)
DISCUSSION PAPER SERIES FITTING VAST DIMENSIONAL TIME-VARYING COVARIANCE MODELS (2008) (0)
The Reviewof Economicsand Statistics (1999) (0)
A Supply Function Model of Aggregate Investment (1972) (0)
The ICL regression package (program XDS3) (1973) (0)
WORKING PAPER SERIES 13 (2006) (0)
Housing Location in a Multizoned Metropolitan Area (2007) (0)
Estimating SRISK for Latin America (2023) (0)
Regional load-curve models: QUERI's model long-run forecasts and sensitivity analysis. Volume 4. Final report. [Hourly demand in 32 US regions] (1981) (0)
Market Volatility Is the Highest Since Hoover‐FDR Transition (2009) (0)
Global Equity Market Volatility during the Initial Stages of the COVID-19 Pandemic: Drivers and Policy Responses (2022) (0)
to establish bounds on parameters in single and simultaneous equation models based on a careful interpretation of the conventional specification. This note argues that these bounds are inefficient and uninformative when estimated from (1976) (0)
Long-term residential load forecasting. Final report (1978) (0)
Empirical pricing kernels August 1999 (1999) (0)
Reminiscing on the 1984 NSF-NBER Time Series Meeting at UC Davis (2010) (0)
This PDF is a selection from an out-of-print volume from the National Bureau of Economic Research Volume Title: Seasonal Analysis of Economic Time Series (1979) (0)
NBER's research program in Economic Fluctuations. Any opinions (1988) (0)
Practical Applications of Issues in Applying Financial Econometrics to Factor-Based Modeling in Investment Management (2016) (0)
On the Welfare Costs of Business-Cycle Fluc- tuations (2012) (0)
Probabilistic methods in forecasting hourly loads. Final report (1993) (0)
Copula-Based Specification of Vector MEMs (2016) (0)
CAHIER 29-2001 (2002) (0)
NBER WORKING PAPER SERIES WHY DID BANK STOCKS CRASH DURING COVID-19? (2021) (0)
Weather normalization of electricity sales. Final report (1983) (0)
FINANCIAL ECONOMETRICS FALL 2002 (2002) (0)
Forecast Master Program case studies: Final report (1987) (0)
The volatility outlook for commodities prices (2012) (0)
The Mathematics and Statistics of Quantitative Risk Management (2015) (0)
Long-term residential load forecasting. Volume 2. Statistical appendix (1977) (0)
Factor Mimicking Portfolios for Climate Risk (2023) (0)
2. Correlations in Theory (2009) (0)
UC San Diego Recent Work Title Trades and Quotes : A Bivariate Point Process Permalink (1998) (0)
Don ’ t Miss Cutting-Edge Insights From Over 100 Leading Global Academics And Derivatives Practitioners Including : Don ’ t Miss Presentations From These Renowned Global Financial Minds (2004) (0)
Title GARCH Options in Incomplete Markets (2018) (0)
Invited Editorial Comment (2010) (0)
Common trends and common cydes in Latiu America * (2012) (0)

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