Most cited documents in this series:

Year	Title	Cited
2006	Oil price risk and emerging stock markets RePEc:eee:glofin:v:17:y:2006:i:2:p:224-251 [Citation Analysis]	23
2005	A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85 [Citation Analysis]	11
2001	Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33 [Citation Analysis]	10
2000	Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries RePEc:eee:glofin:v:11:y:2000:i:1-2:p:87-108 [Citation Analysis]	10
1999	Common stochastic trends and volatility in Asian-Pacific equity markets RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172 [Citation Analysis]	7
1992	Intervention and the foreign exchange risk premium: An empirical investigation of daily effects RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50 [Citation Analysis]	7
2002	International linkage of interest rates: Evidence from the emerging economies of Asia RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235 [Citation Analysis]	6
1997	Co-movements of major European community stock markets: A vector autoregression analysis RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277 [Citation Analysis]	6
1998	Cointegration, forecasting and international stock prices RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204 [Citation Analysis]	6
2003	Determinants of emerging-market bond spreads: Cross-country evidence RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286 [Citation Analysis]	5
1998	On the relationship between stock returns and exchange rates: Tests of granger causality RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251 [Citation Analysis]	5
2007	A modified finite-lived American exchange option methodology applied to real options valuation RePEc:eee:glofin:v:17:y:2007:i:3:p:419-438 [Citation Analysis]	5
2004	International transmission of stock exchange volatility: Empirical evidence from the Asian crisis RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137 [Citation Analysis]	5
2006	Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263 [Citation Analysis]	5
2007	How important is participation of different venture capitalists in German IPOs? RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378 [Citation Analysis]	5
1999	Cointegration and causality between macroeconomic variables and stock market returns RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81 [Citation Analysis]	4
2007	The determinants of international financial integration RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250 [Citation Analysis]	4
1997	Political instability and country risk RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321 [Citation Analysis]	4
2000	The interaction and volatility asymmetry of unexpected returns in the greater China stock markets RePEc:eee:glofin:v:11:y:2000:i:1-2:p:129-149 [Citation Analysis]	4
2002	Corporate risk management: Costs and benefits RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38 [Citation Analysis]	4
2007	Optimal currency hedging RePEc:eee:glofin:v:18:y:2007:i:1:p:16-33 [Citation Analysis]	3
2009	Forecasting Value-at-Risk using high frequency data: The realized range model RePEc:eee:glofin:v:20:y:2009:i:2:p:128-136 [Citation Analysis]	3
2005	Contagion and impulse response of international stock markets around the 9-11 terrorist attacks RePEc:eee:glofin:v:16:y:2005:i:1:p:48-68 [Citation Analysis]	3
2006	Valuing volatility spillovers RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22 [Citation Analysis]	3
2004	Financial markets and the financing choice of firms: Evidence from developing countries RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70 [Citation Analysis]	3
1992	Portfolio diversification and the inter-temporal stability of international stock indices RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77 [Citation Analysis]	3
2000	The determination and international transmission of stock market volatility RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52 [Citation Analysis]	3
2005	An analysis of the determinants of sovereign ratings RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280 [Citation Analysis]	3
2005	Biases in FX-forecasts: Evidence from panel data RePEc:eee:glofin:v:16:y:2005:i:1:p:99-111 [Citation Analysis]	3
1993	Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods RePEc:eee:glofin:v:4:y:1993:i:1:p:1-19 [Citation Analysis]	3
2001	US exports and time-varying volatility of real exchange rate RePEc:eee:glofin:v:12:y:2001:i:1:p:109-119 [Citation Analysis]	2
1998	The Latin American foreign debt revisited RePEc:eee:glofin:v:9:y:1998:i:2:p:173-180 [Citation Analysis]	2
2001	Price and volatility spillovers between interest rate and exchange value of the US dollar RePEc:eee:glofin:v:12:y:2001:i:1:p:95-107 [Citation Analysis]	2
2002	The impact of financial crises on international diversification RePEc:eee:glofin:v:13:y:2002:i:2:p:147-161 [Citation Analysis]	2
1998	Causal relations among stock returns, inflation, real activity, and interest rates: Evidence from Japan RePEc:eee:glofin:v:9:y:1998:i:1:p:71-80 [Citation Analysis]	2
	repec:eee:glofin:v:15:y:2004:i:1:p:81-102 [Citation Analysis]	2
2005	New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances RePEc:eee:glofin:v:15:y:2005:i:3:p:303-320 [Citation Analysis]	2
2001	An empirical investigation of trading volume and return volatility of the Taiwan Stock Market RePEc:eee:glofin:v:12:y:2001:i:1:p:55-77 [Citation Analysis]	2
1997	Growth effects of integration among unequal countries RePEc:eee:glofin:v:8:y:1997:i:1:p:113-128 [Citation Analysis]	2
2003	Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation RePEc:eee:glofin:v:14:y:2003:i:2:p:159-179 [Citation Analysis]	2
1999	Nonlinear dynamics in foreign exchange rates RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23 [Citation Analysis]	2
2002	Propagative causal price transmission among international stock markets: evidence from the pre- and postglobalization period RePEc:eee:glofin:v:13:y:2002:i:1:p:63-91 [Citation Analysis]	2
2005	Technical trading, monetary policy, and exchange rate regimes RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302 [Citation Analysis]	2
2005	Market quality and price discovery: Introduction of the E-mini energy futures RePEc:eee:glofin:v:16:y:2005:i:2:p:164-179 [Citation Analysis]	2
2001	Chaotic behavior in national stock market indices: New evidence from the close returns test RePEc:eee:glofin:v:12:y:2001:i:1:p:35-53 [Citation Analysis]	2
2006	Effects of size and international exposure of the US firms on the relationship between stock prices and exchange rates RePEc:eee:glofin:v:17:y:2006:i:2:p:214-223 [Citation Analysis]	2
2007	A future global economy to be built by BRICs RePEc:eee:glofin:v:18:y:2007:i:2:p:143-156 [Citation Analysis]	2
2004	Filtering the BEER: A permanent and transitory decomposition RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56 [Citation Analysis]	2
1996	Foreign direct investment: The factors affecting the location of foreign branch plants in the United States RePEc:eee:glofin:v:7:y:1996:i:2:p:209-222 [Citation Analysis]	2
2003	State equity ownership and firm market performance: evidence from Chinas newly privatized firms RePEc:eee:glofin:v:14:y:2003:i:1:p:65-82 [Citation Analysis]	2

Citing documents used to compute impact factor 4:

Year	Title	See
2010	Regressive Oil Price Expectations Toward More Fundamental Values of the Oil Price RePEc:jns:jbstat:v:230:y:2010:i:4:p:454-466	[Citation Analysis]
2010	Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market RePEc:tor:tecipa:tecipa-401	[Citation Analysis]
2010	Dynamic Correlation Analysis of Financial Spillover to Asian and Latin American Markets in Global Financial Turmoil RePEc:hkg:wpaper:1001	[Citation Analysis]
2010	Nonlinearities in Stock Returns for Some Recent Entrants to the EU RePEc:nbs:wpaper:2010/1	[Citation Analysis]

Cites in year: CiY