Citation Profile: Journal of International Financial Markets, Institutions and Money / Elsevier Science Economics Articles Archive

Journal of International Financial Markets, Institutions and Money / Elsevier Science Economics Articles Archive

Most cited documents in this series:

Year Title Cited
2002 Cost and profit efficiency in European banks
RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58 [Citation Analysis] 35
1998 Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings
RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412 [Citation Analysis] 24
2000 Intervention from an information perspective
RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421 [Citation Analysis] 23
2000 Central bank intervention and exchange rates: the case of Sweden
RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322 [Citation Analysis] 20
1999 Assessing competitive conditions in the Greek banking system
RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391 [Citation Analysis] 20
2002 On measuring volatility and the GARCH forecasting performance
RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200 [Citation Analysis] 19
2008 Bank-specific, industry-specific and macroeconomic determinants of bank profitability
RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136 [Citation Analysis] 18
2003 Models of exchange rate expectations: how much heterogeneity?
RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136 [Citation Analysis] 17
2000 The United States as an informed foreign-exchange speculator
RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302 [Citation Analysis] 17
1998 An empirical examination of linkages between Pacific-Basin stock markets
RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173 [Citation Analysis] 17
2000 Intraday and interday volatility in the Japanese stock market
RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130 [Citation Analysis] 16
1998 What determines real exchange rates?: The long and the short of it
RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153 [Citation Analysis] 15
2005 Stock market linkages in emerging markets: implications for international portfolio diversification
RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106 [Citation Analysis] 15
1999 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376 [Citation Analysis] 14
1998 The impact of exchange rate volatility on Australian trade flows
RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38 [Citation Analysis] 13
2004 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan
RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36 [Citation Analysis] 12
2000 Central bank intervention and exchange rate volatility -- Australian evidence
RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405 [Citation Analysis] 12
2007 Why do central banks intervene secretly?: Preliminary evidence from the BoJ
RePEc:eee:intfin:v:17:y:2007:i:3:p:291-306 [Citation Analysis] 12
2000 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM
RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82 [Citation Analysis] 11
1999 Malmquist indices of productivity change in Australian financial services
RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320 [Citation Analysis] 11
1998 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares
RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356 [Citation Analysis] 11
2004 Banking competition and macroeconomic conditions: a disaggregate analysis
RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219 [Citation Analysis] 11
2005 Cost efficiency in the Latin American and Caribbean banking systems
RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72 [Citation Analysis] 10
2009 Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector
RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15 [Citation Analysis] 10
1999 A test of purchasing power parity for emerging economies
RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193 [Citation Analysis] 9
2007 Fiscal policy events and interest rate swap spreads: Evidence from the EU
RePEc:eee:intfin:v:17:y:2007:i:3:p:261-276 [Citation Analysis] 9
1999 Causal relations among stock returns and macroeconomic variables in a small, open economy
RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74 [Citation Analysis] 9
1998 The liquidity of automated exchanges: new evidence from German Bund futures
RePEc:eee:intfin:v:8:y:1998:i:3-4:p:225-241 [Citation Analysis] 9
2009 Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off
RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674 [Citation Analysis] 9
1998 Monetary-based models of the exchange rate: a panel perspective
RePEc:eee:intfin:v:8:y:1998:i:1:p:1-19 [Citation Analysis] 8
1998 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong
RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298 [Citation Analysis] 8
2003 Contagion and causality: an empirical investigation of four Asian crisis episodes
RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186 [Citation Analysis] 8
1999 Factor price misspecification in bank cost function estimation
RePEc:eee:intfin:v:9:y:1999:i:2:p:163-182 [Citation Analysis] 8
1997 The impact of exchange rate volatility on German-US trade flows
RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87 [Citation Analysis] 8
2008 The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks
RePEc:eee:intfin:v:18:y:2008:i:2:p:137-146 [Citation Analysis] 8
1998 Two months in the life of several gilt-edged market makers on the London Stock Exchange
RePEc:eee:intfin:v:8:y:1998:i:3-4:p:299-324 [Citation Analysis] 8
2003 Spillovers of stock return volatility to Asian equity markets from Japan and the US
RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399 [Citation Analysis] 8
2008 Chinese institutional investors sentiment
RePEc:eee:intfin:v:18:y:2008:i:4:p:374-387 [Citation Analysis] 7
2003 Information arrivals and intraday exchange rate volatility
RePEc:eee:intfin:v:13:y:2003:i:2:p:85-112 [Citation Analysis] 7
2004 Evidence to support the four-factor pricing model from the Canadian stock market
RePEc:eee:intfin:v:14:y:2004:i:4:p:313-328 [Citation Analysis] 7
2005 Bank provisioning behaviour and procyclicality
RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157 [Citation Analysis] 7
2000 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence
RePEc:eee:intfin:v:10:y:2000:i:3-4:p:229-247 [Citation Analysis] 7
1998 Price discovery in high and low volatility periods: open outcry versus electronic trading
RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260 [Citation Analysis] 7
2001 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules
RePEc:eee:intfin:v:11:y:2001:i:2:p:199-214 [Citation Analysis] 7
2009 Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan
RePEc:eee:intfin:v:19:y:2009:i:1:p:94-111 [Citation Analysis] 7
2008 Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression
RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63 [Citation Analysis] 7
2008 Cost efficiency of the banking industry in the South Eastern European region
RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497 [Citation Analysis] 7
2006 Volatility spillovers and dynamic correlation in European bond markets
RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40 [Citation Analysis] 7
1999 Local and global price memory of international stock markets
RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147 [Citation Analysis] 7
2003 Beta and returns revisited: Evidence from the German stock market
RePEc:eee:intfin:v:13:y:2003:i:1:p:1-18 [Citation Analysis] 7

Citing documents used to compute impact factor 35:

Year Title See
2010 The Demand for Money in Cote dâIvoire: Evidence from the Cointegration Test.
RePEc:pra:mprapa:20131 [Citation Analysis]
2010 Financial Markets Interactions between Economic Theory and Practice
RePEc:ddj:fseeai:y:2010:i:2:p:27-36 [Citation Analysis]
2010 Financial Markets Interactions between Economic Theory and Practice
RePEc:pra:mprapa:27322 [Citation Analysis]
2010 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
RePEc:pra:mprapa:19853 [Citation Analysis]
2010 Fracaso de bancos comerciales. Un estudio de eficiencia y productividad
RePEc:ris:revlde:0005 [Citation Analysis]
2010 Accounting for environmental factors, bias and negative numbers in efficiency estimation: A bootstrapping application to the Hong Kong banking sector
RePEc:lbo:lbowps:2010_03 [Citation Analysis]
2010 Nonparametric estimates of technical efficiency of Russian banks and crisis impact
RePEc:ris:apltrx:0096 [Citation Analysis]
2010 The Link between International Supervision and Banking Crises
RePEc:voj:journl:v:57:y:2010:i:3:p:321-332 [Citation Analysis]
2010 Supervisory effectiveness and bank risk
RePEc:pra:mprapa:16836 [Citation Analysis]
2010 Housing, consumption and monetary policy - how different are the US and the euro area?
RePEc:ecb:ecbwps:20101161 [Citation Analysis]
2010 Collateralizable Wealth, Asset Returns, and Systemic Risk: International Evidence
RePEc:nip:nipewp:15/2010 [Citation Analysis]
2010 How Do Central Banks React to Wealth Composition and Asset Prices?
RePEc:gmf:wpaper:2010-19 [Citation Analysis]
2010 Fiscal Policy and Asset Prices
RePEc:nip:nipewp:25/2010 [Citation Analysis]
2010 Spillover impacts of the US macroeconomic news: Australian sectoral perspective
RePEc:ebl:ecbull:eb-10-00096 [Citation Analysis]
2010 A Productivity analysis of Eastern European banking taking into account risk decomposition and environmental variables
RePEc:lbo:lbowps:2010_02 [Citation Analysis]
2010 The Greek Debt Crisis: Likely Causes, Mechanics and Outcomes
RePEc:cdf:wpaper:2010/3 [Citation Analysis]
2010 Testing Purchasing Power Parity in Transition Countries: Evidence from Structural Breaks
RePEc:aes:amfeco:v:12:y:2010:i:27:p:190-198 [Citation Analysis]
2010 Financial Fragility in a General Equilibrium Model: the Brazilian case
RePEc:bcb:wpaper:229 [Citation Analysis]
2010 An econometric model to quantify benchmark downturn LGD on residential mortgages
RePEc:pra:mprapa:25588 [Citation Analysis]
2010 Credit risk model for the Estonian banking sector
RePEc:eea:boewps:wp2010-01 [Citation Analysis]
2010 Forecasting volatility with support vector machine-based GARCH model
RePEc:jof:jforec:v:29:y:2010:i:4:p:406-433 [Citation Analysis]
2010 Cointegration and conditional correlations among German and Eastern Europe equity markets
RePEc:pra:mprapa:21732 [Citation Analysis]
2010 Analysis of Korean IT startups initial public offering and their post-IPO performance
RePEc:kap:jproda:v:34:y:2010:i:2:p:133-149 [Citation Analysis]
2010 Interest rates and bank risk-taking
RePEc:pra:mprapa:20132 [Citation Analysis]
2010 Are Mergers a Solution to Bank Distress in MENA Countries?
RePEc:ebl:ecbull:eb-10-00285 [Citation Analysis]
2010 Post-Crisis Bank Behavior: Lessons from Mercosur
RePEc:imf:imfwpa:10/1 [Citation Analysis]
2010 Non-linear unit root properties of stock prices: Evidence from India, Pakistan and Sri Lanka
RePEc:ebl:ecbull:v:30:y:2010:i:1:p:274-281 [Citation Analysis]
2010 Nonlinear Dependence in Stock Returns: Evidences from India
RePEc:jqe:jqenew:v:8:y:2010:i:1:p:69-85 [Citation Analysis]
2010 Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
RePEc:pra:mprapa:19853 [Citation Analysis]
2010 Bank cost efficiency in Kazakhstan and Russia
RePEc:hhs:bofitp:2010_001 [Citation Analysis]
2010 Cost and profit efficiency of conventional and Islamic banks in GCC countries
RePEc:kap:jproda:v:34:y:2010:i:1:p:45-62 [Citation Analysis]
2010 Eficiencia Bancaria en Chile: un Enfoque de Frontera de Beneficios
RePEc:chb:bcchwp:603 [Citation Analysis]
2010 How do Greek banking institutions react after significant events?--A DEA approach
RePEc:eee:jomega:v:38:y:2010:i:5:p:294-308 [Citation Analysis]
2010 Nonparametric estimates of technical efficiency of Russian banks and crisis impact
RePEc:ris:apltrx:0096 [Citation Analysis]
2010 The Dynamic Relationship between Price and Trading Volume: Evidence from Indian Stock Market
RePEc:ess:wpaper:id:2379 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See

Recent citations received in: 2009

Year	Title	See
2009	Central bank interventions and implied exchange rate correlations RePEc:eee:empfin:v:16:y:2009:i:5:p:862-873	[Citation Analysis]
2009	Capturing the time dynamics of central bank intervention RePEc:eee:intfin:v:19:y:2009:i:5:p:950-968	[Citation Analysis]
2009	Intervention policy of the BoJ: A unified approach RePEc:eee:jbfina:v:33:y:2009:i:5:p:904-913	[Citation Analysis]
2009	Announcements, financial operations or both? Generalizing central banks FX reaction functions RePEc:eee:jjieco:v:23:y:2009:i:4:p:367-394	[Citation Analysis]
2009	A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks RePEc:gla:glaewp:2009_17	[Citation Analysis]
2009	Determinants of interest rate exposure of Spanish banking industry RePEc:ivi:wpasec:2009-07	[Citation Analysis]
2009	On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data RePEc:kyu:dpaper:35	[Citation Analysis]
2009	A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector RePEc:lbo:lbowps:2009_20	[Citation Analysis]
2009	The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data RePEc:pqs:wpaper:032009	[Citation Analysis]
2009	Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments RePEc:pqs:wpaper:042009	[Citation Analysis]
2009	International comovement of stock market returns: a wavelet analysis RePEc:ptu:wpaper:w200904	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries RePEc:bog:wpaper:73	[Citation Analysis]
2008	Assessing Output and Productivity Growth in the Banking Industry RePEc:bog:wpaper:92	[Citation Analysis]
2008	Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling RePEc:cii:cepidt:2008-23	[Citation Analysis]
2008	Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship RePEc:gla:glaewp:2008_29	[Citation Analysis]
2008	Global and local sources of risk in Eastern European emerging stock markets RePEc:hhs:bofitp:2008_027	[Citation Analysis]
2008	What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? RePEc:hkg:wpaper:0810	[Citation Analysis]
2008	Common Influences, Spillover and Integration in Chinese Stock Markets RePEc:hum:wpaper:sfb649dp2008-072	[Citation Analysis]
2008	International shocks and national house prices RePEc:icr:wpmath:14-2008	[Citation Analysis]
2008	A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t RePEc:kap:compec:v:31:y:2008:i:3:p:225-241	[Citation Analysis]
2008	Purchasing power parity and cultural convergence: evidence from the global video games market RePEc:kap:jculte:v:32:y:2008:i:3:p:201-214	[Citation Analysis]
2008	Sentiment Dynamics and Stock Returns: The Case of the German Stock Market RePEc:kie:kieliw:1470	[Citation Analysis]
2008	Indebtedness, macroeconomic conditions and banksâ loan losses: evidence from Italy RePEc:mod:wcefin:08014	[Citation Analysis]
2008	Cost and profit efficiency of banks in Haiti: do domestic banks perform better than foreign banks? RePEc:pra:mprapa:11953	[Citation Analysis]
2008	Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts RePEc:pra:mprapa:12788	[Citation Analysis]
2008	Competitive conditions in the Central and Eastern European banking systems RePEc:pra:mprapa:13890	[Citation Analysis]
2008	Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System RePEc:pra:mprapa:16378	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers RePEc:bdi:wptemi:td_629_07	[Citation Analysis]
2007	An assessment of some open issues in the analysis of foreign exchange intervention RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:155-170	[Citation Analysis]
2007	The Influence of Actual and Unrequited Interventions RePEc:mie:wpaper:561	[Citation Analysis]
2007	The Influence of Actual and Unrequited Interventions RePEc:nbr:nberwo:12953	[Citation Analysis]
2007	The stability of money demand function in Japan: Evidence from rolling cointegration approach RePEc:pra:mprapa:19807	[Citation Analysis]

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.