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]	37
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]	22
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]	16
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]	14
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]	14
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]	13
1998	Cointegration, forecasting and international stock prices RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204 [Citation Analysis]	13
2003	Determinants of emerging-market bond spreads: Cross-country evidence RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286 [Citation Analysis]	12
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]	12
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]	11
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]	11
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]	10
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]	10
2006	Global stock market reactions to scheduled U.S. macroeconomic news announcements RePEc:eee:glofin:v:17:y:2006:i:1:p:92-104 [Citation Analysis]	9
2005	An analysis of the determinants of sovereign ratings RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280 [Citation Analysis]	8
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]	7
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]	7
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]	6
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]	6
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]	6
2004	Financial market liberalization and stock market efficiency: Evidence from the Athens Stock Exchange RePEc:eee:glofin:v:15:y:2004:i:2:p:103-123 [Citation Analysis]	6
2002	Corporate risk management: Costs and benefits RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38 [Citation Analysis]	6
2006	Valuing volatility spillovers RePEc:eee:glofin:v:17:y:2006:i:1:p:1-22 [Citation Analysis]	6
2005	Technical trading, monetary policy, and exchange rate regimes RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302 [Citation Analysis]	6
2003	Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332 [Citation Analysis]	6
1999	The market-adjusted investment performance of ADR IPOs and SEOs RePEc:eee:glofin:v:10:y:1999:i:2:p:123-145 [Citation Analysis]	6
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	Nonlinear dynamics in foreign exchange rates RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23 [Citation Analysis]	5
2007	The determinants of international financial integration RePEc:eee:glofin:v:18:y:2007:i:2:p:228-250 [Citation Analysis]	5
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]	5
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]	5
1997	Political instability and country risk RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321 [Citation Analysis]	5
1999	The impact of listing Latin American ADRs on the risks and returns of the underlying shares RePEc:eee:glofin:v:10:y:1999:i:2:p:147-160 [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
2009	Volatility regimes and order book liquidity: Evidence from the Belgian segment of Euronext RePEc:eee:glofin:v:20:y:2009:i:1:p:80-97 [Citation Analysis]	5
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]	4
2005	Capital structure in new technology-based firms: Evidence from the Irish software sector RePEc:eee:glofin:v:15:y:2005:i:3:p:369-387 [Citation Analysis]	4
2007	Optimal currency hedging RePEc:eee:glofin:v:18:y:2007:i:1:p:16-33 [Citation Analysis]	4
1993	The linkages between the equity markets of pacific-basin countries and those of the U.S., U.K., and Japan: A vector autoregression analysis RePEc:eee:glofin:v:4:y:1993:i:1:p:49-64 [Citation Analysis]	4
2004	Filtering the BEER: A permanent and transitory decomposition RePEc:eee:glofin:v:15:y:2004:i:1:p:29-56 [Citation Analysis]	4
2006	Gulf Cooperation Council (GCC) stock markets: The dawn of a new era RePEc:eee:glofin:v:17:y:2006:i:1:p:75-91 [Citation Analysis]	4
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]	4
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]	4
2005	Multinationals and futures hedging under liquidity constraints RePEc:eee:glofin:v:16:y:2005:i:2:p:210-220 [Citation Analysis]	4
2006	How Norwegian managers view dividend policy RePEc:eee:glofin:v:17:y:2006:i:1:p:155-176 [Citation Analysis]	3
2005	Covered arbitrage with currency options: A theoretical analysis RePEc:eee:glofin:v:16:y:2005:i:1:p:86-98 [Citation Analysis]	3
1994	Global market place and causality RePEc:eee:glofin:v:5:y:1994:i:1:p:121-140 [Citation Analysis]	3
2006	Modeling country risk in Latin America: A country beta approach RePEc:eee:glofin:v:17:y:2006:i:2:p:192-213 [Citation Analysis]	3
2009	International stock market linkages: Evidence from Latin America RePEc:eee:glofin:v:20:y:2009:i:1:p:13-30 [Citation Analysis]	3
2004	Scale economies in hedging foreign exchange cash flow exposures RePEc:eee:glofin:v:15:y:2004:i:1:p:17-27 [Citation Analysis]	3

Citing documents used to compute impact factor 3:

Year	Title	See
2011	Cross-country effects in herding behaviour: Evidence from four south European markets RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460	[Citation Analysis]
2011	Are realized volatility models good candidates for alternative Value at Risk prediction strategies? RePEc:pra:mprapa:30364	[Citation Analysis]
2011	The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting RePEc:pra:mprapa:35252	[Citation Analysis]

Cites in year: CiY