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

International Journal of Finance & Economics / John Wiley & Sons, Ltd.

[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
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.23000000.09
19970.29000000.1
19980.29000000.11
19990.33000000.14
20000.42000000.16
20010.44000000.17
20020.44000000.19
20030.46000000.2
20040.53000000.22
20050.56000000.23
20060.53000000.22
20070.46000000.19
20080.49000000.21
20090.5000000.2
20100.46030000.16
20110.572626120.46410090.350.22
20120.770.661945290.64212620060.320.26
 
 
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
2011Short‐ and long‐run determinants of sovereign debt credit ratings. (2011). Rother, Philipp ; Gomes, Pedro ; Afonso, Antonio. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:1:p:1-15.

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13
OIL PRICES AND STOCK MARKETS IN GCC COUNTRIES: EMPIRICAL EVIDENCE FROM PANEL ANALYSIS. (2012). Rault, Christophe ; AROURI, Mohamed El Hedi ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:3:p:242-253.

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8
2011Probability of informed trading on the euro overnight market rate. (2011). Idier, Julien ; Nardelli, Stefano. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:2:p:131-145.

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5
2011Cross‐dynamics of exchange rate expectations: a wavelet analysis. (2011). Vähämaa, Sami ; Nikkinen, Jussi ; Pynnonen, Seppo ; Vahamaa, Sami ; Ranta, Mikko . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:3:p:205-217.

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4
2012ASSET PRICE MISALIGNMENTS AND MONETARY POLICY. (2012). Bask, Mikael. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:3:p:221-241.

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4
2011Exchange rate regimes and banking crises: the channels of influence investigated. (2011). Angkinand Prabha, Apanard ; Willett, Thomas D.. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:3:p:256-274.

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4
2012What explains comovement in stock market returns during the 2007–2008 crisis?. (2012). Martinez Peria, Maria ; Love, Inessa ; Didier, Tatiana ; Maria Soledad Martinez Peria, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:2:p:182-202.

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4
2011Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi‐parametric approach. (2011). Boero, Gianna ; Tursunalieva, Ainura ; Silvapulle, Param . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:4:p:357-374.

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3
2013HOW RELIABLE ARE DE FACTO EXCHANGE RATE REGIME CLASSIFICATIONS?. (2013). Razo-Garcia, Raul ; Eichengreen, Barry ; RazoGarcia, Raul . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:18:y:2013:i:3:p:216-239.

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3
2011Does money matter in the ECB strategy? New evidence based on ECB communication. (2011). Sturm, Jan-Egbert ; de Haan, Jakob ; Berger, Helge. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:1:p:16-31.

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3
Can financial development cure the Dutch disease?. (2011). Saborowski, Christian. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:3:p:218-236.

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3
2012Can oil diversify away the unpriced risk of a portfolio?. (2012). Cifarelli, Giulio ; Paladino, Giovanna . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:1:p:73-88.

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1
2011Monetary policy transmission and real estate investment trusts. (2011). O'Reilly, Gerard ; Bredin, Don ; Stevenson, Simon . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:1:p:92-102.

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1
2011What explains the spread between the Euro overnight rate and the ECBs policy rate?. (2011). SCHMIDT, SANDRA ; Linzert, Tobias . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:3:p:275-289.

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1
2011Uncovered interest parity and the efficiency of the foreign exchange market: a re‐examination of the evidence. (2011). Olmo, Jose ; Pilbeam, Keith . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:2:p:189-204.

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1
2012Yes, the choice of performance measure does matter for ranking of us mutual funds. (2012). ORNELAS, JOSE ; Antonio Francisco Silva Junior, ; Jose Renato Haas Ornelas, ; Jose Luiz Barros Fernandes, . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:1:p:61-72.

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1
2011Sources of economic fluctuations in oil‐exporting economies: implications for choice of exchange rate regimes. (2011). Rafiq, M. S.. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:1:p:70-91.

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1
2011Macroeconomic announcements, communication and order flow on the Hungarian foreign exchange market. (2011). Frömmel, Michael ; Pinter, Klara ; Norbert Kiss M., ; Frommel, Michael . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:2:p:172-188.

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1
2012Fiscal activism and the cost of debt financing. (2012). Toffano, C. Priscilla ; Dewachter, Hans. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:1:p:14-22.

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1
2011The impact of FX intervention on FX markets: a market microstructure analysis. (2011). Vitale, Paolo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:1:p:41-62.

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1
2011Common determinants of currency crises: the role of external balance sheet variables. (2011). Licchetta, Mirko . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:3:p:237-255.

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1
2012Risk of liquidity and contagion of the crisis on the United States, United Kingdom and euro zone money markets. (2012). Maveyraud, Samuel ; Blancheton, Bertrand ; Rous, Philippe ; Bordes, Christian . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:2:p:124-146.

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1
2012International stock market indices comovements: a new look. (2012). Pinho, Carlos ; Madaleno, Mara . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:17:y:2012:i:1:p:89-102.

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1
2011A Markov‐switching approach to measuring exchange market pressure. (2011). Kumah, Francis Y.. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:2:p:114-130.

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1
2011Funding liquidity risk and deviations from interest‐rate parity during the financial crisis of 2007–2009. (2011). Genberg, Hans ; Hui, ChoHoi ; Chung, TszKin . In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:16:y:2011:i:4:p:307-323.

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1

Citing documents used to compute impact factor 20:

YearTitleSee
2012Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis. (2012). Chevallier, Julien. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:3:p:943-973.

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[Citation Analysis]
2012Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro. (2012). Antonakakis, Nikolaos. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:080.

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[Citation Analysis]
2012Exchange return co-movements and volatility spillovers before and after the introduction of Euro. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:37869.

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[Citation Analysis]
2012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

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[Citation Analysis]
2012Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil. (2012). Zagaglia, Paolo ; Marzo, Massimiliano ; Liberati, Caterina ; Zappa, Paola . In: Papers. RePEc:arx:papers:1207.5269.

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[Citation Analysis]
2012The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2012). Idier, Julien ; Avouyi-Dovi, Sanvi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:428-438.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets. (2012). Fernandez-Macho, Javier. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:4:p:1097-1104.

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[Citation Analysis]
2012Real estate markets and the macroeconomy: A dynamic coherence framework. (2012). Ftiti, Zied ; Bouchouicha, Ranoua . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1820-1829.

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[Citation Analysis]
2012FOREIGN EXCHANGE MARKET EFFICIENCY. EMPIRICAL RESULTS FOR THE USD/EUR MARKET. (2012). Waszkowski, Adam ; Czech, Katarzyna Anna . In: e-Finanse. RePEc:rze:efinan:v:8:y:2012:i:3:p:1-9.

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[Citation Analysis]
2012The finance-growth nexus revisited: From origins to a modern theoretical landscape. (2012). Stolbov, Mikhail. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201245.

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[Citation Analysis]
2012Estimating changes in supervisory standards and their economic effects. (2012). Lee, Seung Jung ; Bassett, William F. ; Spiller, Thomas W.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-55.

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[Citation Analysis]
2012THE RATING AGENCIES IN THE INTERNATIONAL POLITICAL ECONOMY. (2012). KOTIOS, Aggelos ; ROUKANAS, Spyros ; GALANOS, George . In: Scientific Bulletin - Economic Sciences. RePEc:pts:journl:y:2012:i:1:p:3-15.

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[Citation Analysis]
2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp362012.

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[Citation Analysis]
2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: Working Papers. RePEc:gla:glaewp:2012_14.

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[Citation Analysis]
2012Rating Agencies: Role and Influence of Their Sovereign Credit Risk Assessment in the Eurozone. (2012). Eijffinger, Sylvester ; Sylvester C. W. Eijffinger, . In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:50:y:2012:i:6:p:912-921.

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[Citation Analysis]
2012Sovereign credit ratings and financial markets linkages: Application to European data. (2012). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:3:p:606-638.

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[Citation Analysis]
2012A new country risk index for emerging markets: A stochastic dominance approach. (2012). Stengos, Thanasis ; Pinar, Mehmet ; Agliardi, Elettra ; Topaloglou, Nikolas . In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:5:p:741-761.

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[Citation Analysis]
2012Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries. (2012). Bundala, Ntogwa. In: MPRA Paper. RePEc:pra:mprapa:47626.

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[Citation Analysis]
2012Central bank interventions and limit order behavior in the foreign exchange market. (2012). Yoshida, Yushi ; Susai, Masayuki . In: Discussion Papers. RePEc:kyu:dpaper:56.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks. (2012). Zhu, Hui-Ming ; Li, Su-Fang ; Yu, Keming . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1951-1958.

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[Citation Analysis]
2012False discoveries in volatility timing of mutual funds. (2012). In, Francis ; Kim, Sangbae . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2083-2094.

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[Citation Analysis]
2012Emerging economies in the 2000s: Real decoupling and financial recoupling. (2012). Williams, Tomas ; Levy Yeyati, Eduardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:8:p:2102-2126.

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[Citation Analysis]
2012The Dynamics of Return Comovement and Spillovers Between the Czech and European Stock Markets in the Period 1997–2010. (2012). Dajcman, Silvo. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:4:p:368-390.

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[Citation Analysis]
2012International Capital Mobility: Which Structural Policies Reduce Financial Fragility?. (2012). Schwellnus, Cyrille ; Goujard, Antoine ; Ahrend, Rudiger. In: OECD Economic Policy Papers. RePEc:oec:ecoaab:2-en.

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[Citation Analysis]
2012Emerging economies in the 2000s : real decoupling and financial recoupling. (2012). Williams, Tomas ; Levy Yeyati, Eduardo. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:5961.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011The impact of unconventional monetary policy on the market for collateral: The case of the French bond market. (2011). Idier, Julien ; Avouyi-Dovi, Sanvi. In: Working papers. RePEc:bfr:banfra:339.

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[Citation Analysis]
2011Dollar Illiquidity and Central Bank Swap Arrangements During the Global Financial Crisis. (2011). Spiegel, Mark ; Rose, Andrew. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8557.

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[Citation Analysis]
2011Heterogeneity in money holdings across euro area countries: The role of housing. (2011). Wolff, Guntram ; Van den Noord, Paul ; Setzer, Ralph. In: European Journal of Political Economy. RePEc:eee:poleco:v:27:y:2011:i:4:p:764-780.

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[Citation Analysis]
2011Classifying international aspects of currency regimes. (2011). Ouyang, Alice ; Ghosh, Ramya ; Willett, Thomas ; Dechsakulthorn, Sirathorn ; Kim, Kenneth ; Eric M. P. Chiu, ; Kibesse, Bernard . In: Journal of Financial Economic Policy. RePEc:eme:jfeppp:v:3:y:2011:i:4:p:288-303.

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[Citation Analysis]
2011International comparisons of bank regulation, liberalization, and banking crises. (2011). Wihlborg, Clas ; Angkinand Prabha, Apanard ; Amri, Puspa . In: Journal of Financial Economic Policy. RePEc:eme:jfeppp:v:3:y:2011:i:4:p:322-339.

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[Citation Analysis]
2011Sovereign credit ratings and financial markets linkages: application to European data. (2011). Gomes, Pedro ; Furceri, Davide ; Afonso, Antonio. In: Working Papers Department of Economics. RePEc:ise:isegwp:wp142011.

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[Citation Analysis]
2011Reforming the Indian financial system.. (2011). Shah, Ajay ; Patnaik, Ila. In: Working Papers. RePEc:npf:wpaper:11/80.

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[Citation Analysis]
2011Determinants of the Dinar-Euro Nominal Exchange Rate. (2011). Urosevic, Branko ; Nedeljkovic, Milan . In: Working papers. RePEc:nsb:wpaper:18.

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[Citation Analysis]
2011Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB. (2011). Sturm, Jan-Egbert ; de Haan, Jakob. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:147:y:2011:i:1:p:41-58.

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[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.