Most cited documents in this series:

Year	Title	Cited
1998	Efficiency of multinational banks: an empirical investigation RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696 [Citation Analysis]	46
1998	Linkages between the US and European equity markets: further evidence from cointegration tests RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614 [Citation Analysis]	44
2006	Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17 [Citation Analysis]	39
1997	Regime switching in stock market returns RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191 [Citation Analysis]	35
1997	Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35 [Citation Analysis]	33
2002	Evaluating the hedging performance of the constant-correlation GARCH model RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798 [Citation Analysis]	28
2003	Stock market integration and financial crises: the case of Asia RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486 [Citation Analysis]	26
2002	Credit risk and efficiency in the European banking system: A three-stage analysis RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911 [Citation Analysis]	26
1998	Chaos in an emerging capital market? The case of the Athens Stock Exchange RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243 [Citation Analysis]	25
1998	Volatility spillovers across equity markets: European evidence RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256 [Citation Analysis]	22
2003	Monetary policy rules and regime shifts RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535 [Citation Analysis]	21
2005	Can mergers in Europe help banks hedge against macroeconomic risk? RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326 [Citation Analysis]	21
2005	Financial development and economic growth in the Middle East RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051 [Citation Analysis]	21
2002	African stock markets: multiple variance ratio tests of random walks RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484 [Citation Analysis]	21
2002	Forecasting volatility in the New Zealand stock market RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202 [Citation Analysis]	20
2001	Efficiency and productivity change in UK banking RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571 [Citation Analysis]	20
1999	Short-term and long-term price linkages between the equity markets of Australia and its major trading partners RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511 [Citation Analysis]	20
1997	Security price anomalies in the London International Stock Exchange: a 60 year perspective RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464 [Citation Analysis]	19
1997	Productivity growth in the Hellenic banking industry: state versus private banks RePEc:taf:apfiec:v:7:y:1997:i:3:p:223-228 [Citation Analysis]	19
2004	Testing for inconsistencies in the estimation of UK capital structure determinants RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66 [Citation Analysis]	19
2001	Volatility in the transition markets of Central Europe RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105 [Citation Analysis]	18
2006	Dependence patterns across financial markets: a mixed copula approach RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729 [Citation Analysis]	18
2000	Long memory in the Greek stock market RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184 [Citation Analysis]	18
2002	Relationship between debt, R&D and physical investment, evidence from US firm-level data RePEc:taf:apfiec:v:12:y:2002:i:2:p:105-121 [Citation Analysis]	17
2000	Purchasing power parity, nonlinearity and chaos RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-622 [Citation Analysis]	17
1997	A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74 [Citation Analysis]	17
1999	Macroeconomic determinants of long-term stock market comovements among major EMS countries RePEc:taf:apfiec:v:9:y:1999:i:1:p:73-85 [Citation Analysis]	17
2004	International portfolio diversification to Central European stock markets RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268 [Citation Analysis]	17
2001	The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange RePEc:taf:apfiec:v:11:y:2001:i:3:p:299-315 [Citation Analysis]	17
2002	Capital structure and its determinants in the UK - a decompositional analysis RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170 [Citation Analysis]	17
1997	Financial constraints on the growth of high technology small firms in the United Kingdom RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201 [Citation Analysis]	16
2004	Efficiency of Indian commercial banks during the reform period RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686 [Citation Analysis]	16
2000	Hedging downside risk with futures contracts RePEc:taf:apfiec:v:10:y:2000:i:2:p:163-170 [Citation Analysis]	15
1999	Efficiency and risk management in Spanish banking: a method to decompose risk RePEc:taf:apfiec:v:9:y:1999:i:4:p:371-384 [Citation Analysis]	15
2006	Testing for Purchasing Power Parity using stationary covariates RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39 [Citation Analysis]	15
1999	Productive efficiency, technological change and productivity in Portuguese banking RePEc:taf:apfiec:v:9:y:1999:i:5:p:513-521 [Citation Analysis]	15
2006	Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663 [Citation Analysis]	15
2002	Competition and efficiency in the Spanish banking sector: the importance of specialization RePEc:taf:apfiec:v:12:y:2002:i:7:p:505-516 [Citation Analysis]	15
2001	Nonparametric cointegration analysis of real exchange rates RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8 [Citation Analysis]	14
1999	Lending rate stickiness and monetary transmission mechanism: the case of Canada and the United States RePEc:taf:apfiec:v:9:y:1999:i:6:p:533-538 [Citation Analysis]	14
2002	Testing for cointegration between international stock prices RePEc:taf:apfiec:v:12:y:2002:i:12:p:851-861 [Citation Analysis]	14
2004	Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342 [Citation Analysis]	14
2002	Long memory in stock returns: some international evidence RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729 [Citation Analysis]	14
1999	Short- and long-term links among European and US stock markets RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9 [Citation Analysis]	13
1998	Estimating structural exchange rate models by artificial neural networks RePEc:taf:apfiec:v:8:y:1998:i:5:p:541-551 [Citation Analysis]	13
2002	Does the introduction of stock index futures effectively reduce stock market volatility? Is the futures effect immediate? Evidence from the Italian stock exchange using GARCH RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-192 [Citation Analysis]	13
2004	Exchange-rate uncertainty and workers remittances RePEc:taf:apfiec:v:14:y:2004:i:6:p:403-411 [Citation Analysis]	13
2003	How rewarding is technical analysis? Evidence from Singapore stock market RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551 [Citation Analysis]	13
2006	Disappearing anomalies: a dynamic analysis of the persistence of anomalies RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302 [Citation Analysis]	13
2001	Positive feedback trading in emerging capital markets RePEc:taf:apfiec:v:11:y:2001:i:3:p:291-297 [Citation Analysis]	13

Citing documents used to compute impact factor 45:

Year	Title	See
2011	Currency Total Return Swaps: Valuation and Risk Factor Analysis RePEc:lvl:lacicr:1128	[Citation Analysis]
2011	The impact of corporate governance measures on the performance of West African IPO firms RePEc:eee:ememar:v:12:y:2011:i:2:p:130-151	[Citation Analysis]
2011	Measuring the impact of financial flows on macroeconomic variables: the case of Brazil after the 2008 crisis RePEc:fup:wpaper:0117	[Citation Analysis]
2011	The Role of Decision-Making Biases in Irelands Banking Crisis RePEc:esr:wpaper:wp389	[Citation Analysis]
2011	Cointegration in Central and East European markets in light of EU accession RePEc:eee:intfin:v:21:y:2011:i:1:p:144-155	[Citation Analysis]
2011	The Japanese economy in crises: A time series segmentation study RePEc:zbw:ifwedp:201124	[Citation Analysis]
2011	Transfer of financial risk in emerging eastern European stock markets: A sectoral perspective RePEc:hhs:bofitp:2011_024	[Citation Analysis]
2011	Macro-finance interactions in the US: A global perspective RePEc:tur:wpaper:23	[Citation Analysis]
2011	Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis RePEc:ebl:ecbull:eb-11-00752	[Citation Analysis]
2011	Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union RePEc:eee:jbfina:v:35:y:2011:i:11:p:2916-2930	[Citation Analysis]
2011	The dynamic dependence between the Chinese market and other international stock markets: A time-varying copula approach RePEc:eee:reveco:v:20:y:2011:i:4:p:654-664	[Citation Analysis]
2011	A study on the volatility forecast of the US housing market in the 2008 crisis RePEc:pra:mprapa:41033	[Citation Analysis]
2011	A binomial model of Geithners toxic asset plan RePEc:eee:jebusi:v:63:y:2011:i:5:p:349-371	[Citation Analysis]
2011	Twist-of-the-Monday Effect: Evidence from United State and 18 Selected European Union Stock Markets RePEc:ebl:ecbull:eb-11-00610	[Citation Analysis]
2011	Politicians “on board”! Do political connections affect banking activities in Italy? RePEc:pra:mprapa:33549	[Citation Analysis]
2011	Day-of-the-week effect in the Canadian money market RePEc:eme:mfipps:v:37:y:2011:i:9:p:855-866	[Citation Analysis]
2011	Efficiency of financial micro intermediation in the WAEMU countries: A stochastic frontier production analysis. RePEc:pra:mprapa:33446	[Citation Analysis]
2011	How important are real interest rates for oil prices? RePEc:pra:mprapa:35883	[Citation Analysis]
2011	Ambiguity made easier RePEc:flo:wpaper:2011-07	[Citation Analysis]
2011	On the effects of banks’ equity ownership on credit markets RePEc:kap:annfin:v:7:y:2011:i:1:p:31-52	[Citation Analysis]
2011	Fiscal policy and the duration of financial crises RePEc:pra:mprapa:40836	[Citation Analysis]
2011	Are GCC stock markets predictable? RePEc:eee:ememar:v:12:y:2011:i:3:p:217-237	[Citation Analysis]
2011	Ownership, control, and pyramids in Spanish commercial banks RePEc:eee:jbfina:v:35:y:2011:i:6:p:1464-1476	[Citation Analysis]
2011	Cost and profit efficiency of french commercial banks RePEc:pra:mprapa:34245	[Citation Analysis]
2011	Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304	[Citation Analysis]
2011	International diversification with frontier markets RePEc:eee:jfinec:v:101:y:2011:i:1:p:227-242	[Citation Analysis]
2011	Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities RePEc:tas:wpaper:11817	[Citation Analysis]
2011	Systematic and liquidity risk in subprime-mortgage backed securities RePEc:fip:fedawp:2011-15	[Citation Analysis]
2011	Systematic and Liquidity Risk in Subprime-Mortgage Backed SecuritiesM RePEc:may:mayecw:n219-11	[Citation Analysis]
2011	Daily CDS pricing in emerging markets before and during the global financial crisis RePEc:mar:magkse:201139	[Citation Analysis]
2011	Co-movements of Shanghai and New York Stock prices by time-varying regressions RePEc:hhs:bofitp:2011_016	[Citation Analysis]
2011	Co-movements of Shanghai and New York stock prices by time-varying regressions RePEc:eee:jcecon:v:39:y:2011:i:4:p:577-583	[Citation Analysis]
2011	A survey of announcement effects on foreign exchange volatility and jumps RePEc:fip:fedlrv:y:2011:i:sep:p:361-385:n:v.93no.5	[Citation Analysis]
2011	Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns RePEc:bog:wpaper:134	[Citation Analysis]
2011	Is the Average Investor Smarter than the Average Euro? RePEc:kap:jfsres:v:40:y:2011:i:3:p:143-161	[Citation Analysis]
2011	Financial market spillovers around the globe RePEc:hlj:hljwrp:20-2011	[Citation Analysis]
2011	The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares RePEc:eee:jbfina:v:35:y:2011:i:8:p:2123-2136	[Citation Analysis]
2011	Stock market reaction to dividend announcements: Evidence from the Greek stock market RePEc:eee:reveco:v:20:y:2011:i:2:p:302-311	[Citation Analysis]
2011	Modeling intraday volatility: A new consideration RePEc:eee:intfin:v:21:y:2011:i:3:p:388-418	[Citation Analysis]
2011	Creating a synthetic after-tax zero-coupon bond using US Treasury STRIP bonds: implications for the true after-tax spot rate RePEc:taf:apfiec:v:21:y:2011:i:10:p:695-705	[Citation Analysis]
2011	Renminbi Rules: The Conditional Imminence of the Reserve Currency Transition RePEc:iie:wpaper:wp11-14	[Citation Analysis]
2011	Macroeconomic Variables and the Stock Market: the Case of Lithuania RePEc:rfb:journl:v:03:y:2011:i:1:p:031-037	[Citation Analysis]
2011	The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications RePEc:eco:journ1:2011-01-2	[Citation Analysis]
2011	The Joint Dynamics of Equity Market Factors RePEc:aah:create:2011-45	[Citation Analysis]
2011	A brief history and recent developments in day-of-the-week effect literature RePEc:eme:mfipps:v:37:y:2011:i:9:p:808-816	[Citation Analysis]

Cites in year: CiY