Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

KIER Working Papers / Kyoto University, Institute of Economic Research

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16020000.09
19960.19000000.09
19970.2000000.09
19980.21010000.13
19990.27000000.16
20000.39000000.16
20010.37020000.17
20020.384402000.18
20030.250.4162080.41841010.060.19
20040.20.432242100.2424204050.230.19
20050.080.4595160.123538300.24
20060.260.461768110.1625318020.120.2
20070.190.39188690.18265020.110.17
20080.140.4118104170.16435500.18
20090.140.3728132170.13173652010.040.18
20100.040.3363195260.13784620100.160.16
20110.290.4551246650.268191267.7120.240.23
20120.470.4634280990.35261145418.5100.290.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:746.

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35
2005Frontiers of the New Economic Geography. (2005). Mori, Tomoya ; Fujita, Masahisa. In: KIER Working Papers. RePEc:kyo:wpaper:604.

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30
2010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:714.

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29
2011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:756.

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29
2012Robust Ranking of Journal Quality:An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:813.

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15
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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15
2011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: KIER Working Papers. RePEc:kyo:wpaper:765.

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14
2011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:781.

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14
2010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:720.

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12
2006Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James . In: KIER Working Papers. RePEc:kyo:wpaper:620.

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12
2003A Forward Projection of the Cross-Country Income Distribution. (2003). Stachurski, John ; Azariadis, Costas. In: KIER Working Papers. RePEc:kyo:wpaper:570.

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11
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto. In: KIER Working Papers. RePEc:kyo:wpaper:784.

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10
2010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:738.

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10
2004Knowledge Creation as a Square Dance on the Hilbert Cube. (2004). Fujita, Masahisa ; Berliant, Marcus. In: KIER Working Papers. RePEc:kyo:wpaper:580.

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9
2006Analysis of the Socioeconomic Difficulties Affecting the Suicide Rate in Japan. (2006). Ogura, Yoshiaki ; Nakamura, Ryota ; Furukawa, Masakazu ; Watanabe, Ryoichi. In: KIER Working Papers. RePEc:kyo:wpaper:626.

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7
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:757.

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7
2011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). McAleer, Michael ; Allen, David ; Amram, Ron . In: KIER Working Papers. RePEc:kyo:wpaper:805.

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7
2010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:727.

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6
2004A Divergence Statistic for Industrial Localization. (2004). Mori, Tomoya ; Nishikimi, Koji ; SMITH, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:587.

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5
2013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:852.

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5
2011Localized knowledge spillovers and patent citations: A distance-based approach. (2011). Nakajima, Ryo ; Murata, Yasusada ; Tamura, Ryuichi ; Okamoto, Ryosuke . In: KIER Working Papers. RePEc:kyo:wpaper:763.

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5
2006Monocentric Versus Polycentric Models in Urban Economics. (2006). Mori, Tomoya. In: KIER Working Papers. RePEc:kyo:wpaper:611.

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5
2007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). brunello, giorgio ; Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:630.

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5
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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4
2009Firm Heterogeneity and Different Modes of Internationalization: Evidence from Japanese Firms. (2009). Wakasugi, Ryuhei ; Tanaka, Ayumu. In: KIER Working Papers. RePEc:kyo:wpaper:681.

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3
2005Probabilistically Sophisticated Multiple Priors.. (2005). Kajii, Atsushi ; Grant, Simon. In: KIER Working Papers. RePEc:kyo:wpaper:608.

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3
2003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; WEBER, Shlomo . In: KIER Working Papers. RePEc:kyo:wpaper:569.

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3
2009How do high school graduates in Japan compete for regular, full time jobs? An empirical analysis based upon an internet survey of the youth. (2009). Sasaki, Masaru ; Ohtake, Fumio ; Kurosawa, Masako ; Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:678.

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3
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:761.

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3
2003Weather Risk Swap Valuation. (2003). Kariya, Takeaki . In: KIER Working Papers. RePEc:kyo:wpaper:568.

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3
2011Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:767.

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3
2004Collusion, Fluctuating Demand, and Price Rigidity. (2004). Yang, Huanxing ; HANAZONO, Makoto . In: KIER Working Papers. RePEc:kyo:wpaper:589.

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3
2010Constrained Inefficiency and Optimal Taxation with Uninsurable Risks. (2010). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: KIER Working Papers. RePEc:kyo:wpaper:694.

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3
2012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:817.

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3
2013Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2013). McAleer, Michael ; Asai, Manabu. In: KIER Working Papers. RePEc:kyo:wpaper:840.

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3
2002Some Empirical Regularities of Spatial Economies: A Relationship between Industrial Location and City Size. (2002). Mori, Tomoya ; Nishikimi, Koji ; SMITH, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:551.

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2
2009ASYMPTOTICS OF STOCHASTIC RECURSIVE ECONOMIES UNDER MONOTONICITY. (2009). Stachurski, John ; Kamihigashi, Takashi. In: KIER Working Papers. RePEc:kyo:wpaper:666.

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2
2011Global Liquidity Trap. (2011). Teranishi, Yuki ; Sudo, Nao ; Nakajima, Tomoyuki ; Fujiwara, Ippei. In: KIER Working Papers. RePEc:kyo:wpaper:780.

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2
2004The Folk Theorem for Repeated Games with Observation Costs. (2004). Miyagawa, Eiichi ; Miyahara, Yasuyuki ; Sekiguchi, Tadashi . In: KIER Working Papers. RePEc:kyo:wpaper:597.

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2
2012Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2012). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: KIER Working Papers. RePEc:kyo:wpaper:839.

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2
2009Heterogeneous Impatience in a Continuous-Time Model. (2009). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:665.

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2
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:870.

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2
2004Trade with Heterogeneous Multiple Priors. (2004). Kajii, Atsushi ; Ui, Takashi . In: KIER Working Papers. RePEc:kyo:wpaper:582.

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2
2009An Industrial Agglomeration Approach to Central Place and City Size Regularities. (2009). Mori, Tomoya ; SMITH, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:687.

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2
2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: KIER Working Papers. RePEc:kyo:wpaper:821.

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2
2010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi. In: KIER Working Papers. RePEc:kyo:wpaper:718.

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2
2009A Probabilistic Modeling Approach to the Detection of Industrial Agglomerations. (2009). Mori, Tomoya ; SMITH, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:682.

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2
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:715.

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2
2009Trade Structure and Equilibrium Indeterminacy in a Two-Country Model. (2009). Mino, Kazuo ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:690.

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1
2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:815.

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1

Citing documents used to compute impact factor 54:

YearTitleSee
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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[Citation Analysis]
2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1226.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:806.

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[Citation Analysis]
2012How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:808.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/02.

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[Citation Analysis]
2012Robust Ranking of Journal Quality:An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:813.

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[Citation Analysis]
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Emory Economics. RePEc:emo:wp2003:1204.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1201.

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[Citation Analysis]
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1205.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1212.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012The Dynamic Heckscher-Ohlin Model: A diagrammatic analysis. (2012). Nishimura, Kazuo ; Iwasa, Kazumichi ; Bond, Eric ; Kazumichi, Iwasa ; Kazuo, NISHIMURA . In: Discussion papers. RePEc:eti:dpaper:12008.

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[Citation Analysis]
2012Non-Classical Measures of Investment Risk on the Market of Precious Non-Ferrous Metals Using the Methodology of Stable Distributions. (2012). Krezolek, Dominik . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:89-104.

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[Citation Analysis]
2012On the diversification benefits of commodities from the perspective of euro investors. (2012). Dorfleitner, Gregor ; Belousova, Julia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2455-2472.

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[Citation Analysis]
2012Volatility Transmission across Currency, Commodity and Equity Markets under Multi-Chain Regime Switching: Implications for Hedging and Portfolio Allocation. (2012). Otranto, Edoardo ; Hammoudeh, Shawkat ; Khalifa, A. ; Ramchander, S.. In: Working Paper CRENoS. RePEc:cns:cnscwp:201214.

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[Citation Analysis]
2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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[Citation Analysis]
2012Localization of Interfirm Transaction Relationships and Industry Agglomeration. (2012). Uesugi, Iichiro ; Saito, Yukiko ; Nakajima, Kentaro ; Umeno, SAITO Yukiko ; Iichiro, UESUGI . In: Discussion papers. RePEc:eti:dpaper:12023.

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[Citation Analysis]
2012The Localization of Interfirm Transaction Relationships and Industry Agglomeration. (2012). Uesugi, Iichiro ; Saito, Yukiko ; Nakajima, Kentaro. In: Working Paper Series. RePEc:hit:cinwps:17.

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[Citation Analysis]
2012The agglomeration of R&D labs. (2012). Hunt, Robert ; Carlino, Gerald ; SMITH, Tony E. ; Carr, Jake K.. In: Working Papers. RePEc:fip:fedpwp:12-22.

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[Citation Analysis]
2012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1211.

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[Citation Analysis]
2012Asset bubbles, economic growth, and a self-fulfilling financial crisis: a dynamic general equilibrium model of infinitely lived heterogeneous agents. (2012). Shibata, Akihisa ; Kunieda, Takuma. In: MPRA Paper. RePEc:pra:mprapa:37309.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012A non-parametric and entropy based analysis of the relationship between the VIX and S&P500. (2012). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, A. K. ; Kramadibrata, A.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1219.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1208.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:806.

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[Citation Analysis]
2012How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:808.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/02.

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[Citation Analysis]
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Emory Economics. RePEc:emo:wp2003:1204.

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[Citation Analysis]
2012Robust Ranking of Journal Quality:An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:813.

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[Citation Analysis]
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1205.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1201.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1212.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1209.

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[Citation Analysis]
2012Oil shocks and their impact on energy related stocks in China. (2012). Zhang, Dayong ; Broadstock, David ; Cao, Hong . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1888-1895.

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[Citation Analysis]
2012Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia. (2012). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1202.

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2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1226.

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2012Portfolio Risk Evaluation An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: AMSE Working Papers. RePEc:aim:wpaimx:1208.

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2012Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: MPRA Paper. RePEc:pra:mprapa:41624.

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2012Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, R.. In: Working Papers. RePEc:hal:wpaper:halshs-00793068.

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Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed El Hedi ; Arouri, Mohamed El Hedi, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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2012.

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2012.

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2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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2012Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model. (2012). Sudo, Nao ; Muto, Ichiro. In: MPRA Paper. RePEc:pra:mprapa:42550.

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2012Endogenous Timing of Moves in Bertrand-Edgeworth Triopolies. (2012). Tasnádi, Attila ; Tasnadi, Attila . In: MPRA Paper. RePEc:pra:mprapa:47610.

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2012[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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Recent citations received in: 2011

YearTitleSee
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio ; Santos, Paulo Araujo . In: Working Papers in Economics. RePEc:cbt:econwp:11/28.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/43.

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2011Cooperative fiscal policy at the zero lower bound. (2011). Devereux, Michael ; Cook, David. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:25:y:2011:i:4:p:465-486.

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2011.

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2011.

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2011.

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2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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2011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Chen, Cathy W. S. ; Gerlach, Richard ; Wcw Lee, ; Edward MH Lin, ; Cathy WS Chen, . In: Working Papers. RePEc:syb:wpbsba:03/2011.

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2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1133.

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2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1139.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments. (2010). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:10/09.

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2010Are Forecast Updates Progressive?. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/12.

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2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

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2010Combining Non-Replicable Forecasts. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/35.

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2010Analyzing and forecasting volatility spillovers, asymmetries and hedging in major oil markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Energy Economics. RePEc:eee:eneeco:v:32:y:2010:i:6:p:1445-1455.

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2010.

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Recent citations received in: 2009

YearTitleSee
2009An Industrial Agglomeration Approach to Central Place and City Size Regularities. (2009). Mori, Tomoya ; SMITH, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:687.

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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.