Most cited documents in this series:

Year	Title	Cited
2007	Securitization and risk: empirical evidence on US banks RePEc:eme:jrfpps:v:8:y:2007:i:1:p:11-23 [Citation Analysis]	6
2007	Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital RePEc:eme:jrfpps:v:8:y:2007:i:4:p:330-348 [Citation Analysis]	6
2006	Approximating the growth optimal portfolio with a diversified world stock index RePEc:eme:jrfpps:v:7:y:2006:i:5:p:558-574 [Citation Analysis]	5
2006	Credit-default swap rates and equity volatility: a nonlinear relationship RePEc:eme:jrfpps:v:7:y:2006:i:4:p:348-371 [Citation Analysis]	5
2006	Determinants of dividend payout ratios in Ghana RePEc:eme:jrfpps:v:7:y:2006:i:2:p:136-145 [Citation Analysis]	4
2005	Modeling risk for long and short trading positions RePEc:eme:jrfpps:v:6:y:2005:i:3:p:226-238 [Citation Analysis]	4
2005	Value-at-risk with info-gap uncertainty RePEc:eme:jrfpps:v:6:y:2005:i:5:p:388-403 [Citation Analysis]	3
2005	Examining risk reporting in UK public companies RePEc:eme:jrfpps:v:6:y:2005:i:4:p:292-305 [Citation Analysis]	3
2007	Managing credit risk with info-gap uncertainty RePEc:eme:jrfpps:v:8:y:2007:i:1:p:24-34 [Citation Analysis]	3
2010	Presbyter takes Knight RePEc:eme:jrfpps:v:10:y:2010:i:1:p:5-8 [Citation Analysis]	2
2009	Risk management practices of Islamic banks of Brunei Darussalam RePEc:eme:jrfpps:v:10:y:2009:i:1:p:23-37 [Citation Analysis]	2
2005	The effect of capital structure on profitability: an empirical analysis of listed firms in Ghana RePEc:eme:jrfpps:v:6:y:2005:i:5:p:438-445 [Citation Analysis]	2
2008	Walds maximin model: a treasure in disguise! RePEc:eme:jrfpps:v:9:y:2008:i:3:p:287-291 [Citation Analysis]	2
2007	Weather derivatives: risk-hedging prospects for agriculture and power sectors in India RePEc:eme:jrfpps:v:8:y:2007:i:2:p:112-132 [Citation Analysis]	2
2006	The use of spectral analysis in insurance cycle research RePEc:eme:jrfpps:v:7:y:2006:i:2:p:177-188 [Citation Analysis]	2
2008	Trading indicators with information-gap uncertainty RePEc:eme:jrfpps:v:9:y:2008:i:5:p:467-476 [Citation Analysis]	2
2005	Asset and liability management in financial crisis RePEc:eme:jrfpps:v:6:y:2005:i:2:p:135-149 [Citation Analysis]	2
2007	Why hedge? Rationales for corporate hedging and value implications RePEc:eme:jrfpps:v:8:y:2007:i:5:p:434-449 [Citation Analysis]	2
2006	Business cycles in insurance and reinsurance: the case of France, Germany and Switzerland RePEc:eme:jrfpps:v:7:y:2006:i:2:p:160-176 [Citation Analysis]	2
2008	Impact of macroeconomic indicators on stock market performance: The case of the Ghana Stock Exchange RePEc:eme:jrfpps:v:9:y:2008:i:4:p:365-378 [Citation Analysis]	2
2007	On the use of value at risk for managing foreign-exchange exposure in large portfolios RePEc:eme:jrfpps:v:8:y:2007:i:3:p:260-287 [Citation Analysis]	2
2008	On loss-avoiding payoff distribution in a dynamic portfolio management problem RePEc:eme:jrfpps:v:9:y:2008:i:2:p:151-172 [Citation Analysis]	2
2009	Weather-risk hedging by farmers: An empirical study of willingness-to-pay in Rajasthan, India RePEc:eme:jrfpps:v:10:y:2009:i:1:p:54-66 [Citation Analysis]	2
2008	A practical approach to blend insurance in the banking network RePEc:eme:jrfpps:v:9:y:2008:i:2:p:106-124 [Citation Analysis]	2
2008	Defining and measuring business risk in an economic-capital framework RePEc:eme:jrfpps:v:9:y:2008:i:4:p:317-333 [Citation Analysis]	2
2009	Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets RePEc:eme:jrfpps:v:10:y:2009:i:3:p:261-276 [Citation Analysis]	2
2008	Jump liquidity risk and its impact on CVaR RePEc:eme:jrfpps:v:9:y:2008:i:5:p:477-492 [Citation Analysis]	2
2005	Theory of portfolio and risk based on incremental entropy RePEc:eme:jrfpps:v:6:y:2005:i:1:p:31-39 [Citation Analysis]	1
2009	Rethinking risk and return: part 2 – some felicitous Fourier frequencies RePEc:eme:jrfpps:v:10:y:2009:i:3:p:205-209 [Citation Analysis]	1
2006	Can the student-t distribution provide accurate value at risk? RePEc:eme:jrfpps:v:7:y:2006:i:3:p:292-300 [Citation Analysis]	1
2010	Value-at-risk: Techniques to account for leptokurtosis and asymmetric behavior in returns distributions RePEc:eme:jrfpps:v:10:y:2010:i:5:p:464-480 [Citation Analysis]	1
2005	An autoregressive conditional duration model of credit-risk contagion RePEc:eme:jrfpps:v:6:y:2005:i:3:p:208-225 [Citation Analysis]	1
2007	Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507 [Citation Analysis]	1
2009	Are bank stocks sensitive to risk management? RePEc:eme:jrfpps:v:10:y:2009:i:1:p:7-22 [Citation Analysis]	1
2010	Gearing investments with uncertainty RePEc:eme:jrfpps:v:10:y:2010:i:1:p:107-110 [Citation Analysis]	1
2011	Revisiting the capital-structure puzzle: UK evidence RePEc:eme:jrfpps:v:11:y:2011:i:4:p:329-338 [Citation Analysis]	1
2007	Input hedging: generalizations RePEc:eme:jrfpps:v:8:y:2007:i:3:p:309-312 [Citation Analysis]	1
2008	Moments of the time of ruin in a renewal risk model with discounted penalty RePEc:eme:jrfpps:v:9:y:2008:i:2:p:173-187 [Citation Analysis]	1
2009	Corporate risk management and investment decisions RePEc:eme:jrfpps:v:10:y:2009:i:2:p:155-168 [Citation Analysis]	1
2006	Foreign-exchange trading risk management with value at risk: Case analysis of the Moroccan market RePEc:eme:jrfpps:v:7:y:2006:i:3:p:273-291 [Citation Analysis]	1
2010	Volatility persistence and trading volume in an emerging futures market: Evidence from NSE Nifty stock index futures RePEc:eme:jrfpps:v:10:y:2010:i:3:p:296-309 [Citation Analysis]	1
2007	The impact of capital structure on the performance of microfinance institutions RePEc:eme:jrfpps:v:8:y:2007:i:1:p:56-71 [Citation Analysis]	1
2009	Effect of futures trading on spot-price volatility: evidence for NSE Nifty using GARCH RePEc:eme:jrfpps:v:10:y:2009:i:1:p:67-77 [Citation Analysis]	1
2009	Forecast of value at risk for equity indices: an analysis from developed and emerging markets RePEc:eme:jrfpps:v:10:y:2009:i:4:p:393-409 [Citation Analysis]	1
2006	Financial applications of ARMA models with GARCH errors RePEc:eme:jrfpps:v:7:y:2006:i:5:p:525-543 [Citation Analysis]	1
2011	The structural fragility of financial systems: Analysis and modeling implications for early warning systems RePEc:eme:jrfpps:v:11:y:2011:i:4:p:270-290 [Citation Analysis]	1
2005	VaR stress tests for highly non-linear portfolios RePEc:eme:jrfpps:v:6:y:2005:i:5:p:382-387 [Citation Analysis]	1
2009	Prediction of variability in mortgage rates: interval computing solutions RePEc:eme:jrfpps:v:10:y:2009:i:2:p:142-154 [Citation Analysis]	1
2006	Predicting probability of default of Indian corporate bonds: logistic and Z-score model approaches RePEc:eme:jrfpps:v:7:y:2006:i:3:p:255-272 [Citation Analysis]	1
2010	Uncertainty principles in risk finance RePEc:eme:jrfpps:v:10:y:2010:i:3:p:245-248 [Citation Analysis]	1

Citing documents used to compute impact factor 6:

Year	Title	See
2011	What drives the volume-volatility relationship on Euronext Paris? RePEc:eee:finana:v:20:y:2011:i:4:p:200-206	[Citation Analysis]
2011	An empirical comparative analysis of various issues of foreign trade among firms in South-East Asian countries RePEc:eme:jrfpps:v:11:y:2011:i:5:p:371-388	[Citation Analysis]
2011	Voluntary risk reporting to enhance institutional and organizational legitimacy: Evidence from Portuguese banks RePEc:eme:jfrcpp:v:19:y:2011:i:3:p:271-289	[Citation Analysis]
2011	Development of marketing-driven measure of risk perception RePEc:eme:jrfpps:v:11:y:2011:i:2:p:140-152	[Citation Analysis]
2011	Factors influencing Shaanxi and Gansu farmers willingness to purchase weather insurance RePEc:eme:caerpp:v:3:y:2011:i:4:p:423-440	[Citation Analysis]
2011	Risk management in Indian companies: EWRM concerns and issues RePEc:eme:jrfpps:v:11:y:2011:i:2:p:121-139	[Citation Analysis]

Cites in year: CiY