CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated July, 3 2014 639.049 documents
processed, 16.613.935 references and 6.218.529 citations
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| 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 |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2006 | Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17. Full description at Econpapers || Download paper | 63 |
| 1998 | Efficiency of multinational banks: an empirical investigation. (1998). HASAN, IFTEKHAR ; Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696. Full description at Econpapers || Download paper | 54 |
| 1997 | Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35. Full description at Econpapers || Download paper | 51 |
| 1997 | Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191. Full description at Econpapers || Download paper | 51 |
| 1998 | Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614. Full description at Econpapers || Download paper | 49 |
| 2006 | Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729. Full description at Econpapers || Download paper | 42 |
| 2003 | Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486. Full description at Econpapers || Download paper | 37 |
| 2000 | Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184. Full description at Econpapers || Download paper | 34 |
| 1998 | Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256. Full description at Econpapers || Download paper | 34 |
| 2002 | Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798. Full description at Econpapers || Download paper | 33 |
| 2002 | Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, José. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911. Full description at Econpapers || Download paper | 30 |
| 1998 | Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243. Full description at Econpapers || Download paper | 29 |
| 2002 | African stock markets: multiple variance ratio tests of random walks. (2002). Jefferis, Keith ; Smith, Graham ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484. Full description at Econpapers || Download paper | 27 |
| 2006 | Testing for Purchasing Power Parity using stationary covariates. (2006). Papell, David ; Amara, Jomana. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39. Full description at Econpapers || Download paper | 26 |
| 2006 | Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302. Full description at Econpapers || Download paper | 26 |
| 2003 | Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535. Full description at Econpapers || Download paper | 26 |
| 2005 | Financial development and economic growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051. Full description at Econpapers || Download paper | 26 |
| 2005 | Can mergers in Europe help banks hedge against macroeconomic risk?. (2005). Weill, Laurent ; Méon, Pierre-Guillaume. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326. Full description at Econpapers || Download paper | 26 |
| 2007 | Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138. Full description at Econpapers || Download paper | 26 |
| 1997 | Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464. Full description at Econpapers || Download paper | 25 |
| 1997 | A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74. Full description at Econpapers || Download paper | 25 |
| 1997 | Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201. Full description at Econpapers || Download paper | 24 |
| 2001 | Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571. Full description at Econpapers || Download paper | 24 |
| 2004 | Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66. Full description at Econpapers || Download paper | 24 |
| 2002 | Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, Jo. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170. Full description at Econpapers || Download paper | 24 |
| 2004 | International portfolio diversification to Central European stock markets. (2004). Syriopoulos, Theodore. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268. Full description at Econpapers || Download paper | 24 |
| 2002 | Forecasting volatility in the New Zealand stock market. (2002). Yu, Jun. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202. Full description at Econpapers || Download paper | 23 |
| 2002 | Long memory in stock returns: some international evidence. (2002). Henry, Ãlan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729. Full description at Econpapers || Download paper | 23 |
| 2003 | How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551. Full description at Econpapers || Download paper | 23 |
| 2006 | Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143. Full description at Econpapers || Download paper | 22 |
| 1999 | Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511. Full description at Econpapers || Download paper | 22 |
| 2001 | Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105. Full description at Econpapers || Download paper | 22 |
| 1997 | Productivity growth in the Hellenic banking industry: state versus private banks. (1997). Noulas, Athanasios G.. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:3:p:223-228. Full description at Econpapers || Download paper | 21 |
| 2004 | Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342. Full description at Econpapers || Download paper | 20 |
| 2001 | Price spread and convenience yield behaviour in the international oil market. (2001). Milonas, Nikolaos ; Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36. Full description at Econpapers || Download paper | 19 |
| 1998 | Efficiency and technical change for Spanish banks. (1998). Lozano-Vivas, Ana. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:289-300. Full description at Econpapers || Download paper | 19 |
| 2004 | Efficiency of Indian commercial banks during the reform period. (2004). Rangasamy, Shanmugam ; Das, Abhiman ; Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686. Full description at Econpapers || Download paper | 19 |
| 2006 | Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663. Full description at Econpapers || Download paper | 19 |
| 1999 | Short- and long-term links among European and US stock markets. (1999). Yuce, Ayse ; Gerrits, Robert-Jan. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9. Full description at Econpapers || Download paper | 19 |
| 2000 | Purchasing power parity, nonlinearity and chaos. (2000). Serletis, Apostolos ; Gogas, Periklis. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-622. Full description at Econpapers || Download paper | 19 |
| 2000 | Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242. Full description at Econpapers || Download paper | 18 |
| 2002 | Does the introduction of stock index futures effectively reduce stock market volatility? Is the futures effect immediate? Evidence from the Italian stock exchange using GARCH. (2002). Bologna, Pierluigi ; Cavallo, Laura . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-192. Full description at Econpapers || Download paper | 18 |
| 1999 | Efficiency and risk management in Spanish banking: a method to decompose risk. (1999). PASTOR, Jose M.. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:4:p:371-384. Full description at Econpapers || Download paper | 18 |
| 2002 | Competition and efficiency in the Spanish banking sector: the importance of specialization. (2002). perez, francisco ; Pastor, José ; Maudos, Joaquin ; Joaquín Maudos, . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:505-516. Full description at Econpapers || Download paper | 17 |
| 2007 | International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297. Full description at Econpapers || Download paper | 17 |
| 2001 | The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange. (2001). Lux, Thomas. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:299-315. Full description at Econpapers || Download paper | 17 |
| 2005 | Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models. (2005). Smyth, Russell ; Narayan, Paresh. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:8:p:547-556. Full description at Econpapers || Download paper | 17 |
| 2001 | Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402. Full description at Econpapers || Download paper | 17 |
| 2001 | Nonparametric cointegration analysis of real exchange rates. (2001). Fuertes, Ana-Maria ; Coakley, Jerry. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8. Full description at Econpapers || Download paper | 17 |
| 2000 | Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95. (2000). Dickinson, David G.. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:261-276. Full description at Econpapers || Download paper | 17 |
Citing documents used to compute impact factor 32:
| Year | Title | See |
|---|---|---|
| 2014 | Spread trading strategies in the crude oil futures market. (2014). Lubnau, Thorben . In: Discussion Papers. RePEc:zbw:euvwdp:353. 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 | 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 | Differential income taxation and household asset allocation. (2014). Ochmann, Richard. In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:8:p:880-894. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201404. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | âEMU sovereign debt market crisis: Fundamentals-based or pure contagion?â. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201402. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | âAn Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysisâ. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Maria del Carmen Ramos-Herrera, . In: IREA Working Papers. RePEc:ira:wpaper:201407. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range. (2014). Soucek, Michael ; Souek, Michael ; Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:332-340. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Determinants of financial distress in u.s. large bank holding companies. (2014). Zhang, Zhichao ; Lu, Xiangyun ; Xie, Li. In: MPRA Paper. RePEc:pra:mprapa:53545. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The impacts of GrammâLeachâBliley bank diversification on value and risk. (2014). Filson, Darren ; Olfati, Saman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:209-221. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Corporate governance, financial management decisions and firm performance: Evidence from the maritime industry. (2014). Andreou, Panayiotis C. ; Panayides, Photis M. ; Louca, Christodoulos . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:63:y:2014:i:c:p:59-78. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa. (2014). Hearn, Bruce . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:91-110. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis. (2014). Kuttu, Saint . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:1:p:56-69. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Modeling volatility and conditional correlations between socially responsible investments, gold and oil. (2014). Sadorsky, Perry . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:609-618. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Performance of Portfolios Composed of British SRI Stocks. (2014). Brzeszczyski, Janusz ; McIntosh, Graham . In: Journal of Business Ethics. RePEc:kap:jbuset:v:120:y:2014:i:3:p:335-362. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Nguyen, Duc Khuong ; Lean, Hooi Hooi. In: Working Papers. RePEc:ipg:wpaper:2014-295. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | [Citation Analysis] | |
| 2014 | The Determinant of Commercial Banksâ Interest Margin in Indonesia: An Analysis of Fixed Effect Panel Regression. (2014). Tubagus N. A. Maulana, ; Hakim, Dedi Budiman ; Raharjo, Pamuji Gesang ; Manurung, Adler Hayman . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-02-7. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Calibrating the Italian smile with time-varying volatility and heavy-tailed models. (2014). Bianchi, Michele Leonardo ; Rachev, Svetlozar T. ; Fabozzi, Frank J.. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_944_14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective. (2014). Bianchi, Michele Leonardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_957_14. 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 | 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 | Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh. (2014). Teulon, Frédéric ; Shahbaz, Muhammad ; AROURI, Mohamed El Hedi ; Uddin, Gazi Salah . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:405-412. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, Evžen ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | An empirical study on pre-trade transparency and intraday stealth trading. (2014). Lin, Yaling . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:26-40. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Cross-Prefecture Expansion of Regional Banks in Japan and Its Effects on Lending-Based Income. (2014). Kondo, Kazumine . In: MPRA Paper. RePEc:pra:mprapa:52978. 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 | [Citation Analysis] | |
| 2014 | Optimally sampled realized range-based volatility estimators. (2014). VORTELINOS, DIMITRIOS. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:34-50. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does the composition of the board matter? On the relationship between corporate governance and value creation. (2014). Rivo López, Elena ; Rivo-Lopez, Elena ; Lago-Peas, Santiago ; Villanueva-Villar, Monica . In: MPRA Paper. RePEc:pra:mprapa:56597. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
| Year | Title | See |
|---|---|---|
| 2014 | Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
| Year | Title | See |
|---|---|---|
| 2013 | La microfinance : quelles leçons tirées des expériences des pays en développement ?. (2013). Avouyi-Dovi, Sanvi ; Arrassen, Wassini . In: Economics Thesis from University Paris Dauphine. RePEc:dau:thesis:123456789/12692. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Souek, Michael ; Todorova, Neda . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal. (2013). Costantini, Mauro ; Caporale, Guglielmo Maria ; Paradiso, Antonio . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal. (2013). Chen, Haojun ; Maher, Daniela . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:177-201. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | The Vulnerability of Microfinance to Financial Turmoil â Evidence from the Global Financial Crisis. (2013). Winkler, Adalbert ; Wagner, Charlotte . In: World Development. RePEc:eee:wdevel:v:51:y:2013:i:c:p:71-90. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Age Dependency and Labor Productivity Divergence. (2013). Choudhry, Misbah Tanveer . In: Quaderni del Dipartimento di Economia, Finanza e Statistica. RePEc:pia:wpaper:113/2013. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa. (2013). Hamori, Shigeyuki ; Inoue, Takeshi . In: MPRA Paper. RePEc:pra:mprapa:53417. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | Modelling the liquidity ratio as macroprudential instrument. (2012). End, Jan Willem ; van den End, Jan Willem ; Kruidhof, Mark . In: DNB Working Papers. RePEc:dnb:dnbwpp:342. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008â09 financial crisis. (2012). Hamori, Shigeyuki ; Xu, Haifeng . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:4:p:344-352. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Performance of Portfolios Composed of British SRI Stocks. (2012). Brzeszczynski, Janusz ; McIntosh, Graham . In: CFI Discussion Papers. RePEc:hwe:cfidps:1202. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The effects of volatility spillover in the US basis swap markets. (2012). Malhotra, D. K. ; Bhargava, Vivek . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:216-238. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:18554. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Firms Accruals and Tobinâs q. (2012). Racicot, François-Ãric ; Calmès, Christian. In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Do Socially Responsible Investment Indexes Outperform Conventional Indexes?. (2012). Okimoto, Tatsuyoshi ; Matsuda, Akimi ; Managi, Shunsuke. In: MPRA Paper. RePEc:pra:mprapa:36662. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Performances of Socially Responsible Investment and Environmentally Friendly Funds. (2012). Matsuda, Akimi ; Managi, Shunsuke ; Ito, Yutaka . In: MPRA Paper. RePEc:pra:mprapa:40654. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Intra-daily volatility spillovers between the US and German stock markets. (2012). Golosnoy, Vasyl ; Gribisch, Bastian ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Scattered Fiscal Forecasts. (2011). Pierdzioch, Christian ; Ruelke, Jan ; Stadtmann, Georg . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00353. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications. (2011). Hsing, Yu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2011-01-2. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia. (2011). Rao, B. ; Paradiso, Antonio . In: MPRA Paper. RePEc:pra:mprapa:29606. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | A Review and Bibliography of Early Warning Models. (2011). Yucel, Eray. In: MPRA Paper. RePEc:pra:mprapa:32893. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The instability of the correlation structure of the S&P 500. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: MPRA Paper. RePEc:pra:mprapa:34160. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?. (2011). kumar, saten ; Rao, Bhaskara B ; Antonio, Paradiso . In: MPRA Paper. RePEc:pra:mprapa:35296. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Tests for weak form market efficiency in stock prices: Monte Carlo evidence. (2011). Khaled, Mohammed S ; Keef, Stephen P. In: Working Paper Series. RePEc:vuw:vuwecf:1993. Full description at Econpapers || Download paper | [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.