Citations ranking for series: Journal of International Financial Markets, Institutions and Money / Elsevier

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Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

Journal of International Financial Markets, Institutions and Money / Elsevier

[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
1990		0.09		0	0		0	0		0			0.04
1991		0.09		0	0		0	0		0			0.04
1992		0.09		0	0		0	0		0			0.04
1993		0.1		0	3		0	0		0			0.05
1994		0.11		0	1		0	0		0			0.05
1995		0.2		0	0		0	0		0			0.08
1996		0.24		0	1		0	0		0			0.1
1997		0.3	21	21	0		124	0		0			0.11
1998	0.19	0.29	21	42	8	0.19	300	21	4	75	3	0.14	0.11
1999	0.21	0.34	19	61	14	0.23	248	42	9	11.1	3	0.16	0.15
2000	0.2	0.42	25	86	18	0.21	209	40	8	25	3	0.12	0.16
2001	0.39	0.44	14	100	45	0.45	85	44	17	11.8	3	0.21	0.17
2002	0.54	0.45	24	124	60	0.48	176	39	21	4.8	4	0.17	0.2
2003	0.39	0.47	27	151	105	0.7	196	38	15	0	1	0.04	0.2
2004	0.57	0.53	30	181	136	0.75	186	51	29	17.2	11	0.37	0.22
2005	0.53	0.56	28	209	158	0.76	262	57	30	0	7	0.25	0.23
2006	0.52	0.55	29	238	181	0.76	177	58	30	6.7	6	0.21	0.22
2007	0.47	0.47	28	266	161	0.61	153	57	27	3.7	8	0.29	0.19
2008	0.6	0.5	40	306	220	0.72	330	57	34	11.8	19	0.48	0.21
2009	0.76	0.51	61	367	265	0.72	291	68	52	7.7	19	0.31	0.21
2010	0.84	0.47	36	403	289	0.72	85	101	85	7.1	2	0.06	0.17
2011	0.68	0.55	48	451	306	0.68	111	97	66	6.1	10	0.21	0.22
2012	0.49	0.67	70	521	362	0.69	128	84	41	7.3	14	0.2	0.26
2013	0.97	0.92	86	607	593	0.98	85	118	114	17.5	36	0.42	0.34
2014	0.57	0.68	64	671	351	0.52	6	156	89	11.2	6	0.09	0.24

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:

Year	Title	Cited
2002	Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, JosÃ© ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers \|\| Download paper	79
2008	Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136. Full description at Econpapers \|\| Download paper	69
2005	Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157. Full description at Econpapers \|\| Download paper	57
1998	Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412. Full description at Econpapers \|\| Download paper	57
1999	Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391. Full description at Econpapers \|\| Download paper	49
1998	An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173. Full description at Econpapers \|\| Download paper	43
2000	Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130. Full description at Econpapers \|\| Download paper	42
1998	Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356. Full description at Econpapers \|\| Download paper	41
1997	The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87. Full description at Econpapers \|\| Download paper	40
2003	Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, AgnÃ¨s. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136. Full description at Econpapers \|\| Download paper	39
2005	Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; WOOD, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352. Full description at Econpapers \|\| Download paper	39
1999	Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). SÃ¦ttem, Frode ; Gjerde, Ãystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74. Full description at Econpapers \|\| Download paper	38
2004	Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219. Full description at Econpapers \|\| Download paper	35
1999	Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376. Full description at Econpapers \|\| Download paper	33
2000	Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421. Full description at Econpapers \|\| Download paper	31
2003	Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186. Full description at Econpapers \|\| Download paper	31
1998	What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153. Full description at Econpapers \|\| Download paper	31
2011	Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106. Full description at Econpapers \|\| Download paper	30
2005	Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106. Full description at Econpapers \|\| Download paper	28
2003	Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399. Full description at Econpapers \|\| Download paper	27
2002	On measuring volatility and the GARCH forecasting performance. (2002). RenÃ², Roberto ; Barucci, Emilio ; Reno, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200. Full description at Econpapers \|\| Download paper	26
2005	Cost efficiency in the Latin American and Caribbean banking systems. (2005). Kasman, Adnan ; Carvallo, Oscar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72. Full description at Econpapers \|\| Download paper	26
2006	Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40. Full description at Econpapers \|\| Download paper	26
2009	Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674. Full description at Econpapers \|\| Download paper	25
2000	Central bank intervention and exchange rates: the case of Sweden. (2000). Aguilar, Javiera ; Nydahl, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322. Full description at Econpapers \|\| Download paper	25
2008	Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105. Full description at Econpapers \|\| Download paper	25
2009	Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833. Full description at Econpapers \|\| Download paper	24
2000	The United States as an informed foreign-exchange speculator. (2000). Humpage, Owen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302. Full description at Econpapers \|\| Download paper	24
2008	Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63. Full description at Econpapers \|\| Download paper	23
1998	The impact of exchange rate volatility on Australian trade flows. (1998). McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38. Full description at Econpapers \|\| Download paper	23
1998	Price discovery in high and low volatility periods: open outcry versus electronic trading. (1998). Martens, Martin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260. Full description at Econpapers \|\| Download paper	22
2008	Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45. Full description at Econpapers \|\| Download paper	22
2006	Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142. Full description at Econpapers \|\| Download paper	22
2009	Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:2:p:289-305. Full description at Econpapers \|\| Download paper	21
2008	Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497. Full description at Econpapers \|\| Download paper	20
2000	Central bank intervention and exchange rate volatility -- Australian evidence. (2000). Sheen, Jeffrey ; Kortian, Tro ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405. Full description at Econpapers \|\| Download paper	20
2009	Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15. Full description at Econpapers \|\| Download paper	19
1999	Malmquist indices of productivity change in Australian financial services. (1999). Worthington, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320. Full description at Econpapers \|\| Download paper	19
2012	Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422. Full description at Econpapers \|\| Download paper	19
	Why do central banks intervene secretly?: Preliminary evidence from the BoJ. (2007). Beine, Michel ; Bernal, Oscar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:291-306. Full description at Econpapers \|\| Download paper	19
2012	The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677. Full description at Econpapers \|\| Download paper	19
1999	Local and global price memory of international stock markets. (1999). Knif, Johan ; Pynnonen, Seppo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147. Full description at Econpapers \|\| Download paper	18
2004	The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan. (2004). Pierdzioch, Christian ; Stadtmann, Georg ; Frenkel, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36. Full description at Econpapers \|\| Download paper	17
1999	A test of purchasing power parity for emerging economies. (1999). Salehizadeh, Mehdi ; Taylor, Robert . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193. Full description at Econpapers \|\| Download paper	17
2013	Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65. Full description at Econpapers \|\| Download paper	17
2011	Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327. Full description at Econpapers \|\| Download paper	17
2004	Evidence to support the four-factor pricing model from the Canadian stock market. (2004). L'Her, Jean-Francois ; Masmoudi, Tarek ; Suret, Jean-Marc . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:4:p:313-328. Full description at Econpapers \|\| Download paper	16
2008	Explaining the European exchange rates deviations: Long memory or non-linear adjustment?. (2008). PEGUIN-FEISSOLLE, Anne ; Mignon, ValÃ©rie ; DufrÃ©not, Gilles ; MATHIEU, Laurent ; Lardic, Sandrine . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:3:p:207-215. Full description at Econpapers \|\| Download paper	16
2003	Beta and returns revisited: Evidence from the German stock market. (2003). Theissen, Erik ; El-Shaer, Mahmoud ; Elsas, Ralf . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:1:p:1-18. Full description at Econpapers \|\| Download paper	16
2009	Do real interest rates converge? Evidence from the European union. (2009). Kontonikas, Alexandros ; Arghyrou, Michael ; Gregoriou, Andros . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:3:p:447-460. Full description at Econpapers \|\| Download paper	16

Citing documents used to compute impact factor 89:

Year	Title	See
2014	Bank Failures and the Source of Strength Doctrine. (2014). Brei, Michael ; Bouvatier, Vincent ; Yang, Xi. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Clustering of intraday order-sizes by uninformed versus informed traders. (2014). Garvey, Ryan ; Wu, Fei . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:222-235. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Nguyen, Duc Khuong ; Reboredo, Juan Carlos ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007â2009 US financial crisis. (2014). Yamamoto, Shugo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:88-103. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pricing of the currency risk in the Canadian equity market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:173-194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:172077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid. In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Speculators, commodities and cross-market linkages. (2014). Buyuksahin, Bahattin ; Buyukahin, Bahattin ; Robe, Michel A.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:38-70. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW GENERATIONS OF PANEL UNIT ROOT TESTS. (2014). Tiwari, Aviral ; PÃ©pin, Dominique ; Albulescu, Claudiu ; Pepin, Dominique . In: Working Papers. RePEc:hal:wpaper:hal-00959475. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A re-examination of real interest parity in CEECs using old and new generations of panel unit root tests. (2014). Tiwari, Aviral ; PÃ©pin, Dominique ; Albulescu, Claudiu. In: Papers. RePEc:arx:papers:1403.3627. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic impacts of oil prices and underlying financial shocks. (2014). Hamori, Shigeyuki ; Chen, Wang ; Kinkyo, Takuji . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:1-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Competition and financial stability in European cooperative banks. (2014). Fiordelisi, Franco ; Mare, Davide Salvatore . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:1-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bank systemic risk and macroeconomic shocks: Canadian and U.S. evidence. (2014). Calmes, Christian ; Theoret, Raymond . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:388-402. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	La titrisation aux Ãtats-Unis et au Canada. (2014). Racicot, FranÃ§ois-Ãric ; Theoret, Raymond ; Calmes, Christian . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bank Insolvency Risk and Z-Score Measures: A Refinement. (2014). Strobel, Frank. In: Discussion Papers. RePEc:bir:birmec:14-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Formal and Informal Regulations for Credit Card Payment Services. (2014). Yildiran, Levent ; Akin, Guzin Gulsun ; Aysan, Ahmet Faruk ; Gollu, Gultekin . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:1-33. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Agency and Transparency in Financial Markets. (2014). Citci, Sadettin Haluk . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:110-120. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Inflation Dynamics and Business Cycles. (2014). Arslaner, Ferhat ; Kal, Suleyman Hilmi . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:121-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comovement and Polarization of Interest Rate and Stock Market in Turkey. (2014). Duran, Ahmet ; Izgi, Burhaneddin . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:130-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul. (2014). Balcilar, Mehmet ; Demirer, RIza. In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:142-172. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility and Transparency of Financial Markets in the MENA Region. (2014). Mohtadi, Hamid ; Ruediger, Stefan . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:173-195. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedging Strategy for Electricity Market Price Volatility: The Case of Turkish Electricity Market. (2014). Kahyaoglu, Sezer Bozkus ; Pazarlioglu, Vedat M.. In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:196-210. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Financial Innovation on Firm Stability. (2014). Kuehnhausen, Fabian . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:211-239. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assembling International Equity Datasets â Review of Studies on the Cross-Section of Common Stocks. (2014). Waszczuk, Antonina . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:34-65. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trading Puzzle, Puzzling Trade. (2014). Eedem, Orhan ; Yuksel, Serkan ; Arik, Evren . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:66-81. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The effect of investors confidence on monetary policy- economic growth relationship: a Multivariate GARCH approach. (2014). Yazgan, Ege . In: BIFEC Book of Abstracts & Proceedings. RePEc:bor:bifeca:v:1:y:2014:i:2:p:82-109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring bank competition in China: A comparison of new versus conventional approaches applied to loan markets. (2014). Van Leuvensteijn, Michiel ; van Rixtel, Adrian ; Xu, Bing . In: Banco de España Working Papers. RePEc:bde:wpaper:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market power in CEE banking sectors and the impact of the global financial crisis. (2014). Efthyvoulou, Georgios ; Yildirim, Canan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:11-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Heterogeneous monetary transmission process in the Eurozone: Does banking competition matter?. (2014). Lucotte, Yannick ; Leroy, Aurelien . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:171. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ending over-lending: Assessing systemic risk with debt to cash flow. (2014). Ramsay, Bruce A. ; Sarlin, Peter . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroprudential oversight, risk communication and visualization. (2014). Sarlin, Peter . In: Papers. RePEc:arx:papers:1404.4550. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Basher, Syed ; Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shareholder wealth effects of stock dividends in a unique environment. (2014). Al-Yahyaee, Khamis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:66-81. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?. (2014). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max . In: Working Papers. RePEc:inn:wpaper:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do ADR investors herd?: Evidence from advanced and emerging markets. (2014). Kutan, Ali ; Demirer, Riza ; Zhang, Huacheng . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:138-148. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effectiveness, cause and impact of price limitâEvidence from Chinas cross-listed stocks. (2014). Li, Huimin ; Chen, Jun ; Zheng, Dazhi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:217-241. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Descriptive analysis of the Finnish stock market: Part II. (2014). Vaihekoski, Mika ; Nyberg, Peter . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Persistent exchange-rate movements and stock returns. (2014). Du, Ding . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:36-53. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The conditional pricing of currency and inflation risks in Africas equity markets. (2014). Ojah, Kalu ; Kodongo, Odongo . In: MPRA Paper. RePEc:pra:mprapa:56100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo ; van Ewijk, Saskia . In: DNB Working Papers. RePEc:dnb:dnbwpp:425. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Pricing of the currency risk in the Canadian equity market. (2014). Al-Shboul, Mohammad ; Anwar, Sajid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:173-194. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Time-varying exchange rate exposure and exchange rate risk pricing in the Canadian Equity Market. (2014). Anwar, Sajid ; Al-Shboul, Mohammad . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:451-463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Speculative dynamics and price behavior in the Shanghai Stock Exchange. (2014). Koutmos, Dimitrios ; Song, Wei . In: Research in International Business and Finance. RePEc:eee:riibaf:v:31:y:2014:i:c:p:74-86. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Sghaier, Nadia ; Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2014-094. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Empirical linkage between oil price and stock market returns and volatility: Evidence from international developed markets. (2014). Khraief, Naceur ; Dhaoui, Abderrazak . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns. (2014). Zhu, Hui-Ming ; Li, Sufang . In: International Review of Economics & Finance. RePEc:eee:reveco:v:29:y:2014:i:c:p:208-223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the dynamic dependence between US and other developed stock markets: An extreme-value time-varying copula approach. (2014). Sghaier, Nadia ; Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2014-281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Bank loans and borrower value during the global financial crisis: Empirical evidence from France. (2014). Godlewski, Christophe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:100-130. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria. (2014). Aworinde, Olalekan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence structure between CEEC-3 and German government securities markets. (2014). Yang, Lu ; Hamori, Shigeyuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:109-125. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Politically connected firms in Poland and their access to bank financing. (2014). Kowalewski, Oskar ; Jackowicz, Krzysztof ; Hasan, Iftekhar ; Kozlowski, Lukasz . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary policy and stock returns under the MPC and inflation targeting. (2014). Chortareas, Georgios ; Noikokyris, Emmanouil . In: International Review of Financial Analysis. RePEc:eee:finana:v:31:y:2014:i:c:p:109-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Performance of Survey Forecasts by Professional Analysts: Did the European Debt Crisis Make it Harder or Perhaps Even Easier?. (2014). Kunze, Frederik ; Gruppe, Mario . In: Social Sciences. RePEc:gam:jscscx:v:3:y:2014:i:1:p:128-139:d:33261. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries. (2014). Ftiti, Zied ; Fatnassi, Ibrahim ; Hasnaoui, Habib . In: Working Papers. RePEc:ipg:wpaper:2014-111. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Do international equity investors rebalance to manage currency exposure? A study of Greece foreign investor flows data. (2014). Ulku, Numan ; Karpova, Yekaterina . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:150-169. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility persistence in crude oil markets. (2014). DarnÃ©, Olivier ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-00940312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility spillovers and macroeconomic announcements evidence from crude oil markets. (2014). Belgacem, Aymen ; Lahiani, Amine ; Guesmi, Khaled ; Creti, Anna . In: Working Papers. RePEc:ipg:wpaper:201409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid. In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The role of regulatory uncertainty in certificate markets: A case study of the Swedish/Norwegian market. (2014). Fagiani, Riccardo ; Hakvoort, Rudi . In: Energy Policy. RePEc:eee:enepol:v:65:y:2014:i:c:p:608-618. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility persistence in crude oil markets. (2014). DarnÃ©, Olivier ; Charles, Amelie ; Darne, Olivier . In: Energy Policy. RePEc:eee:enepol:v:65:y:2014:i:c:p:729-742. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Yoon, Seong-Min ; Hammoudeh, Shawkat ; Mensi, Walid . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:101-119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia. (2014). Wickramanayake, Jayasinghe ; Perera, Anil ; Ralston, Deborah . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:195-216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of the global financial crisis on mortgage pricing and credit supply. (2014). Lou, Weifang ; Yin, Xiangkang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:29:y:2014:i:c:p:336-363. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market power and its determinants in the Chinese airline industry. (2014). Zhang, Anming ; Wang, Qiang ; Yang, Hangjun . In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:64:y:2014:i:c:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:42:y:2014:i:c:p:343-354. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamics in the correlations of the Credit Default Swapsâ G14 dealers: Are there any contagion effects due to Lehman Brothersâ bankruptcy and the global financial crisis?. (2014). Kazi, Irfan Akbar ; Salloy, Suzanne . In: Working Papers. RePEc:ipg:wpaper:2014-237. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillovers among CDS indexes in the US financial sector. (2014). Tamakoshi, Go ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:104-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	The global financial crisis and integration in European retail banking. (2014). Rughoo, Aarti ; Sarantis, Nicholas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:28-41. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Integration of European bond markets. (2014). Christiansen, Charlotte. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:191-198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Credit Risk Determinants for the Bulgarian Banking System. (2014). Nikolaidou, Eftychia ; Vogiazas, Sofoklis . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:1:p:87-102. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Value at risk estimation with entropy-based wavelet analysis in exchange markets. (2014). He, Kaijian ; Lai, Kin Keung ; Zou, Yingchao ; Wang, Lijun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:408:y:2014:i:c:p:62-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach. (2014). Nguyen, Duc Khuong ; Aloui, Chaker . In: Working Papers. RePEc:ipg:wpaper:2014-184. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014		[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Basher, Syed ; Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
2013	Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1346. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Rischio e concorrenza nel sistema bancario italiano durante la crisi finanziaria globale. (2013). Zazzaro, Alberto ; Marchionne, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:86. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Structural bank regulation initiatives: approaches and implications. (2013). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Measuring bank competition in China: a comparison of new versus conventional approaches applied to loan markets. (2013). Van Leuvensteijn, Michiel ; Xu, Bing ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:422. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Intra-market Sovereign Linkages of Latin American International Bonds. (2013). Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2013_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20131509. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Oprica, Silviu . In: Working Paper Series. RePEc:ecb:ecbwps:20131597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe. In: Journal of Asian Economics. RePEc:eee:asieco:v:29:y:2013:i:c:p:91-100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An alternative approach to the modelling of interest rate pass through and asymmetric adjustment. (2013). Valadkhani, Abbas ; Bollen, Bernard . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:491-494. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Institutional industry herding: Intentional or spurious?. (2013). Gavriilidis, Konstantinos ; Ferreira, Mario Pedro Leite, ; Kallinterakis, Vasileios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:192-214. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Time-variations in herding behavior: Evidence from a Markov switching SUR model. (2013). Klein, Arne C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:291-304. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald ; Kang, Wensheng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:394-412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Putting the âCâ into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Stock and foreign exchange market linkages in emerging economies. (2013). Savvides, Andreas ; Andreou, Elena ; Matsi, Maria . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:248-268. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Monetary policy and the banking sector in Turkey. (2013). Matousek, Roman ; Akinci, Dervis Ahmet ; Stewart, Chris ; Radi, Nemanja . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:269-285. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Commodity and equity markets: Some stylized facts from a copula approach. (2013). Lopez, Claude ; Delatte, Anne-Laure. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5346-5356. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand. (2013). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:23:y:2013:i:5:p:446-469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets. (2013). Demirer, Riza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:29:y:2013:i:c:p:77-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Increasing Trends in the Excess Comovement of Commodity Prices. (2013). Okimoto, Tatsuyoshi ; Kazuhiko, Ohashi ; Tatsuyoshi, OKIMOTO . In: Discussion papers. RePEc:eti:dpaper:13048. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: PSE Working Papers. RePEc:hal:psewpa:halshs-00911415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Market Discipline and Bank Charter Value: The Case of Two Safe Banking Industries. (2013). TARAZI, Amine ; Avkiran, Necmi ; Fonceca, Ana Rosa ; Haq, Mamiza . In: Working Papers. RePEc:hal:wpaper:hal-00955135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-00862256. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: Working Papers. RePEc:hal:wpaper:halshs-00911415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). JoÃ«ts, Marc ; Joets, Marc . In: Working Papers. RePEc:ipg:wpaper:2013-031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:ipg:wpaper:2013-036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:ipg:wpaper:36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Mathur, Kritika ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi . In: Discussion Paper Series. RePEc:kob:dpaper:dp2013-22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Commodity and Asset Pricing Models: An Integration. (2013). Schwartz, Eduardo S. ; Kovacevic, Ivo ; Cortazar, Gonzalo . In: NBER Working Papers. RePEc:nbr:nberwo:19167. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: MPRA Paper. RePEc:pra:mprapa:44395. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201360. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The early warnings of balance-of-payments problems: Kaminsky and Reinhart revisited. (2013). Lang, Michael . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?. (2013). Schmidt, Torsten ; Kratschell, Karoline . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79798. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
2012	On the links between stock and commodity markets volatility. (2012). Mignon, ValÃ©rie ; JoÃ«ts, Marc ; Creti, Anna ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2012-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Financial Crisis Manual Causes, Consequences, and Lessons of the Financial Crisis. (2012). Beachy, Ben . In: GDAE Working Papers. RePEc:dae:daepap:12-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the links between stock and commodity markets volatility. (2012). Mignon, ValÃ©rie ; JoÃ«ts, Marc ; Creti, Anna ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Is currency risk priced for emerging stock markets?. (2012). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach. (2012). You, Kefei ; Sarantis, Nicholas . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1146-1163. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign exchange volatility and stock returns. (2012). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1202-1216. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Size and earnings volatility of US bank holding companies. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3008-3016. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Rhee, Ghon S. ; Ahmad, Rubi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1574-1592. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Wagner versus Keynes: Public spending and national income in Italy. (2012). Magazzino, Cosimo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:890-905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International tax arbitrage and residence vs. source-based capital income taxation. (2012). Strobel, Frank. In: Research in Economics. RePEc:eee:reecon:v:66:y:2012:i:4:p:391-397. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does CEO turnover matter in China? Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are bank loans still âspecialâ (especially during a crisis)? Empirical evidence from a European country. (2012). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8651. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The forward-bias puzzle: Still unsolved. (2011). MÃ¼ller, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:605-610. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle. (2011). Chang, Sanders ; Sanders S., Chang, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:611-616. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A comment on: The solution to the forward-bias puzzleÃ¢ÂÂ. (2011). Alan, King . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:623-628. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The solution to the forward-bias puzzle: Reply. (2011). John, Pippenger . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:629-636. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A survey of announcement effects on foreign exchange volatility and jumps. (2011). Neely, Christopher. In: Review. RePEc:fip:fedlrv:y:2011:i:sep:p:361-385:n:v.93no.5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Capital flows and Japanese asset volatility. (2011). Neely, Christopher ; Fawley, Brett W.. In: Working Papers. RePEc:fip:fedlwp:2011-034. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia . In: NBER Working Papers. RePEc:nbr:nberwo:17586. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The threshold nonstationary panel data approach to forward premiums. (2011). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:34265. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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