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 Updated January, 4 2010 234.510 documents processed, 5.249.629 references and 2.248.145 citations

 

 
 

Journal of International Financial Markets, Institutions and Money

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.180000.09
19970.212120000.08
19980.252111121020.10.1
19990.120.321983425020.110.15
20000.180.4325103407030.120.19
20010.140.411423446020.140.17
20020.210.442463398020.080.2
20030.290.4727463811010.040.22
20040.220.5230405111070.230.23
20050.350.5628375720070.250.25
20060.290.5729185817020.070.24
20070.210.4828205712040.140.22
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

 

Most cited documents in this series:

(1) RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58 Cost and profit efficiency in European banks (2002).
Cited: 23 times.

(2) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412 Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings (1998).
Cited: 23 times.

(3) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421 Intervention from an information perspective (2000).
Cited: 18 times.

(4) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322 Central bank intervention and exchange rates: the case of Sweden (2000).
Cited: 15 times.

(5) RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153 What determines real exchange rates?: The long and the short of it (1998).
Cited: 15 times.

(6) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302 The United States as an informed foreign-exchange speculator (2000).
Cited: 15 times.

(7) RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130 Intraday and interday volatility in the Japanese stock market (2000).
Cited: 14 times.

(8) RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391 Assessing competitive conditions in the Greek banking system (1999).
Cited: 14 times.

(9) RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200 On measuring volatility and the GARCH forecasting performance (2002).
Cited: 14 times.

(10) RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? (1999).
Cited: 13 times.

(11) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405 Central bank intervention and exchange rate volatility -- Australian evidence (2000).
Cited: 12 times.

(12) RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173 An empirical examination of linkages between Pacific-Basin stock markets (1998).
Cited: 11 times.

(13) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:229-247 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence (2000).
Cited: 10 times.

(14) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (1998).
Cited: 10 times.

(15) RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38 The impact of exchange rate volatility on Australian trade flows (1998).
Cited: 10 times.

(16) RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193 A test of purchasing power parity for emerging economies (1999).
Cited: 9 times.

(17) RePEc:eee:intfin:v:17:y:2007:i:3:p:261-276 Fiscal policy events and interest rate swap spreads: Evidence from the EU (2007).
Cited: 9 times.

(18) RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147 Local and global price memory of international stock markets (1999).
Cited: 8 times.

(19) RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM (2000).
Cited: 8 times.

(20) RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136 Models of exchange rate expectations: how much heterogeneity? (2003).
Cited: 8 times.

(21) RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106 Stock market linkages in emerging markets: implications for international portfolio diversification (2005).
Cited: 8 times.

(22) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:225-241 The liquidity of automated exchanges: new evidence from German Bund futures (1998).
Cited: 8 times.

(23) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong (1998).
Cited: 8 times.

(24) RePEc:eee:intfin:v:9:y:1999:i:2:p:163-182 Factor price misspecification in bank cost function estimation (1999).
Cited: 8 times.

(25) RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399 Spillovers of stock return volatility to Asian equity markets from Japan and the US (2003).
Cited: 7 times.

(26) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:299-324 Two months in the life of several gilt-edged market makers on the London Stock Exchange (1998).
Cited: 7 times.

(27) RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74 Causal relations among stock returns and macroeconomic variables in a small, open economy (1999).
Cited: 7 times.

(28) RePEc:eee:intfin:v:8:y:1998:i:1:p:1-19 Monetary-based models of the exchange rate: a panel perspective (1998).
Cited: 7 times.

(29) RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2008).
Cited: 7 times.

(30) RePEc:eee:intfin:v:13:y:2003:i:2:p:85-112 Information arrivals and intraday exchange rate volatility (2003).
Cited: 7 times.

(31) RePEc:eee:intfin:v:11:y:2001:i:1:p:75-96 Inflation and rates of return on stocks: evidence from high inflation countries (2001).
Cited: 6 times.

(32) RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219 Banking competition and macroeconomic conditions: a disaggregate analysis (2004).
Cited: 6 times.

(33) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:363-379 Deviations from daily uncovered interest rate parity and the role of intervention (2000).
Cited: 6 times.

(34) RePEc:eee:intfin:v:11:y:2001:i:2:p:199-214 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules (2001).
Cited: 5 times.

(35) RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan (2004).
Cited: 5 times.

(36) RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320 Malmquist indices of productivity change in Australian financial services (1999).
Cited: 5 times.

(37) RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87 The impact of exchange rate volatility on German-US trade flows (1997).
Cited: 5 times.

(38) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260 Price discovery in high and low volatility periods: open outcry versus electronic trading (1998).
Cited: 5 times.

(39) RePEc:eee:intfin:v:10:y:2000:i:2:p:199-212 Further evidence on alternative continuous time models of the short-term interest rate (2000).
Cited: 5 times.

(40) RePEc:eee:intfin:v:13:y:2003:i:5:p:429-449 Bank deregulation is better than mergers (2003).
Cited: 5 times.

(41) RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72 Cost efficiency in the Latin American and Caribbean banking systems (2005).
Cited: 5 times.

(42) RePEc:eee:intfin:v:14:y:2004:i:4:p:367-383 Return and risk interactions in Chinese stock markets (2004).
Cited: 4 times.

(43) RePEc:eee:intfin:v:14:y:2004:i:2:p:165-183 Growth, financial development, societal norms and legal institutions* (2004).
Cited: 4 times.

(44) RePEc:eee:intfin:v:13:y:2003:i:3:p:271-289 Gold factor exposures in international asset pricing (2003).
Cited: 4 times.

(45) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:349-362 Central bank interventions and exchange rates: an analysis with high frequency data (2000).
Cited: 4 times.

(46) RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157 Bank provisioning behaviour and procyclicality (2005).
Cited: 4 times.

(47) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:261-276 A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange (1998).
Cited: 4 times.

(48) RePEc:eee:intfin:v:16:y:2006:i:2:p:180-197 Empirical analysis of GARCH models in value at risk estimation (2006).
Cited: 4 times.

(49) RePEc:eee:intfin:v:10:y:2000:i:2:p:131-150 Cross-sectional variations in the degree of global integration: the case of Russian equities (2000).
Cited: 4 times.

(50) RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327 International portfolio diversification: a synthesis and an update (1997).
Cited: 4 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:bdi:wptemi:td_629_07 Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers (2007). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(2) RePEc:bpj:bejmac:v:7:y:2007:i:1:n:28 Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007). The B.E. Journal of Macroeconomics

(3) RePEc:mie:wpaper:561 The Influence of Actual and Unrequited Interventions (2007). Research Seminar in International Economics, University of Michigan / Working Papers

(4) RePEc:nbr:nberwo:12953 The Influence of Actual and Unrequited Interventions (2007). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2006

(1) RePEc:kap:atlecj:v:34:y:2006:i:4:p:367-384 The Euro and Other Major Currencies Floating Against the U.S. Dollar (2006). Atlantic Economic Journal

(2) RePEc:rbp:esteco:ree-13-01 El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004 (2006). Revista Estudios Económicos

Recent citations received in: 2005

(1) RePEc:chb:bcchwp:333 Sovereign Spread in Emerging Markets: A Principal Component Analysis (2005). Central Bank of Chile / Working Papers Central Bank of Chile

(2) RePEc:crt:wpaper:0521 Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets (2005). University of Crete, Department of Economics / Working Papers

(3) RePEc:hal:journl:halshs-00201309_v1 Detection of the Industrial Business Cycle using SETAR models (2005). HAL / Post-Print

(4) RePEc:kap:iaecre:v:11:y:2005:i:4:p:347-357 Determining a Modified Currency Boards Two-Period Exchange Rate Strategy (2005). International Advances in Economic Research

(5) RePEc:pid:journl:v:44:y:2005:i:4:p:1021-1047 Regulatory Changes and Productivity of the Banking Sector in the Indian Sub-Continent (2005). The Pakistan Development Review

(6) RePEc:pra:mprapa:4389 Detection of the industrial business cycle using SETAR models (2005). University Library of Munich, Germany / MPRA Paper

(7) RePEc:wpa:wuwpfi:0512017 Do European Stock Markets Affect Latin American Stock Markets? (2005). EconWPA / Finance

Recent citations received in: 2004

(1) RePEc:hhs:bofrdp:2004_027 Less cash on the counter: Forecasting Finnish payment preferences (2004). Bank of Finland / Research Discussion Papers

(2) RePEc:mmf:mmfc04:26 Competition and Concentration (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(3) RePEc:mmf:mmfc04:7 The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(4) RePEc:mmf:mmfc04:90 Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(5) RePEc:wpa:wuwpfi:0411010 Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls (2004). EconWPA / Finance

(6) RePEc:wpa:wuwpif:0405016 Financial Crises and the Presence of Foreign Banks (2004). EconWPA / International Finance

(7) RePEc:wpa:wuwpif:0410008 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection (2004). EconWPA / International Finance

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

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