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

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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Journal of International Financial Markets, Institutions and Money / Elsevier

1.46

Impact Factor

1.45

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.09			0				0		0		(%)			0.03
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0	3			0		0		(%)			0.05
1994		0.11			0	1			0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0	1			0		0		(%)			0.09
1997		0.27		21	21			142	0		0		13 (9.2%)			0.09
1998	0.19	0.27	0.19	21	42	8	0.19	337	21	4	21	4	17 (5%)	3	0.14	0.1
1999	0.21	0.31	0.21	19	61	14	0.23	286	42	9	42	9	16 (5.6%)	3	0.16	0.13
2000	0.28	0.39	0.26	25	86	21	0.24	238	40	11	61	16	8 (3.4%)	3	0.12	0.15
2001	0.41	0.41	0.38	14	100	46	0.46	97	44	18	86	33	8 (8.2%)	3	0.21	0.16
2002	0.51	0.43	0.51	24	124	60	0.48	203	39	20	100	51	15 (7.4%)	3	0.13	0.19
2003	0.47	0.45	0.97	27	151	125	0.83	233	38	18	103	100	18 (7.7%)	1	0.04	0.19
2004	0.57	0.51	0.75	30	181	138	0.76	213	51	29	109	82	18 (8.5%)	11	0.37	0.21
2005	0.51	0.54	0.65	28	209	158	0.76	369	57	29	120	78	23 (6.2%)	7	0.25	0.22
2006	0.52	0.52	0.59	29	238	181	0.76	247	58	30	123	72	26 (10.5%)	5	0.17	0.21
2007	0.47	0.45	0.58	28	266	162	0.61	200	57	27	138	80	21 (10.5%)	7	0.25	0.18
2008	0.63	0.48	0.77	40	306	230	0.75	415	57	36	142	109	20 (4.8%)	19	0.48	0.2
2009	0.76	0.48	0.81	61	367	275	0.75	408	68	52	155	126	45 (11%)	19	0.31	0.19
2010	0.85	0.44	0.78	36	403	293	0.73	138	101	86	186	145	20 (14.5%)	2	0.06	0.16
2011	0.75	0.53	0.85	48	451	327	0.73	194	97	73	194	164	31 (16%)	10	0.21	0.21
2012	0.51	0.58	0.87	70	521	380	0.73	289	84	43	213	186	36 (12.5%)	14	0.2	0.22
2013	1.03	0.71	1.24	86	607	633	1.04	274	118	121	255	315	36 (13.1%)	40	0.47	0.25
2014	1.46	0.81	1.45	110	717	906	1.26	115	156	228	301	435	14 (12.2%)	53	0.48	0.28

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

[Click on heading to sort table]

Year	Title	Cited
2008	Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). . 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	94
2005	Bank provisioning behaviour and procyclicality. (2005). . 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	93
2002	Cost and profit efficiency in European banks. (2002). . 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	93
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	67
2012	The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael G.. 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	65
1998	Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). 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	62
1999	Assessing competitive conditions in the Greek banking system. (1999). Papapetrou, Evangelia ; Lolos, Sarantis . 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	53
1999	Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Gjerde, Oystein. 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	52
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	52
2003	Models of exchange rate expectations: how much heterogeneity?. (2003). Larribeau, Sophie . 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	49
2013	Financialization, crisis and commodity correlation dynamics. (2013). Silvennoinen, Annastiina ; Thorp, Susan . 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	47
2000	Intraday and interday volatility in the Japanese stock market. (2000). 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	46
2011	Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). 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	45
1997	The impact of exchange rate volatility on German-US trade flows. (1997). McKenzie, Michael D. ; Brooks, Robert 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	44
1998	Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). 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	42
2004	Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). . 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	41
2003	Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). . 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	36
1998	What determines real exchange rates?: The long and the short of it. (1998). . 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	36
2005	Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). 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	35
2006	Does herding behavior exist in Chinese stock markets?. (2006). 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	35
2006	Volatility spillovers and dynamic correlation in European bond markets. (2006). 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	35
2000	Intervention from an information perspective. (2000). Humpage, Owen F. ; 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	33
2006	Dynamics of bond market integration between established and accession European Union countries. (2006). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56. Full description at Econpapers \|\| Download paper	33
2008	Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526. Full description at Econpapers \|\| Download paper	33
1999	Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Barkoulas, John T.. 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
2012	Commodity volatility breaks. (2012). Vivian, Andrew ; Wohar, Mark E.. 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	32
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	30
2008	Comovements in international stock markets. (2008). Beltratti, Andrea ; Morana, Claudio . 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	30
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	30
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	30
2009	A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei G.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758. Full description at Econpapers \|\| Download paper	30
2009	Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta . 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	29
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	29
2008	Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). . 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	28
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	28
2000	Central bank intervention and exchange rate volatility -- Australian evidence. (2000). . 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	28
2008	Efficiency in emerging markets--Evidence from the MENA region. (2008). 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	28
2002	On measuring volatility and the GARCH forecasting performance. (2002). 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	28
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	26
2008	Cost efficiency of the banking industry in the South Eastern European region. (2008). Koutsomanoli-Filippaki, Anastasia ; Mamatzakis, Emmanuel ; 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	25
2000	The United States as an informed foreign-exchange speculator. (2000). Humpage, Owen F.. 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	25
2012	Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). Nguyen, Cuong C. ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773. Full description at Econpapers \|\| Download paper	25
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	25
2009	Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). 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	24
	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	24
2005	Financial markets and economic growth in Greece, 1986-1999. (2005). Papapetrou, Evangelia ; Lolos, Sarantis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188. Full description at Econpapers \|\| Download paper	23
2013	Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers \|\| Download paper	23
2011	Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742. Full description at Econpapers \|\| Download paper	22
2009	Do real interest rates converge? Evidence from the European union. (2009). Kontonikas, Alexandros ; 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	22
2013	Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:46-76. Full description at Econpapers \|\| Download paper	21

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

Year	Title	Cited
2012	The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael G.. 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	65
2005	Bank provisioning behaviour and procyclicality. (2005). . 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	59
2008	Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). . 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	55
2013	Financialization, crisis and commodity correlation dynamics. (2013). Silvennoinen, Annastiina ; Thorp, Susan . 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	44
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	44
2011	Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). 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	40
2012	Commodity volatility breaks. (2012). Vivian, Andrew ; Wohar, Mark E.. 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	29
2002	Cost and profit efficiency in European banks. (2002). . 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	28
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	27
2012	Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). Nguyen, Cuong C. ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773. Full description at Econpapers \|\| Download paper	24
2008	Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526. Full description at Econpapers \|\| Download paper	23
2013	Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87. Full description at Econpapers \|\| Download paper	23
2009	A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei G.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758. Full description at Econpapers \|\| Download paper	22
2011	Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742. Full description at Econpapers \|\| Download paper	20
2006	Does herding behavior exist in Chinese stock markets?. (2006). 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	19
2013	Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:46-76. Full description at Econpapers \|\| Download paper	18
1999	Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Gjerde, Oystein. 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	18
2013	Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Balcilar, Mehmet ; Hammoudeh, Shawkat ; Demirer, Rza . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321. Full description at Econpapers \|\| Download paper	18
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	17
2006	Volatility spillovers and dynamic correlation in European bond markets. (2006). 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	17
2006	Dynamics of bond market integration between established and accession European Union countries. (2006). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56. Full description at Econpapers \|\| Download paper	16
2013	Oil shocks, policy uncertainty and stock market return. (2013). . 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	15
2014	Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). , FredericTeulon ; Guesmi, Khaled ; Moisseron, Jean-Yves ; Teulon, Frederic . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:204-212. Full description at Econpapers \|\| Download paper	15
2007	Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245. Full description at Econpapers \|\| Download paper	14
2005	Financial markets and economic growth in Greece, 1986-1999. (2005). Papapetrou, Evangelia ; Lolos, Sarantis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188. Full description at Econpapers \|\| Download paper	14
2009	Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta . 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	14
2008	Comovements in international stock markets. (2008). Beltratti, Andrea ; Morana, Claudio . 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	14
2012	Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718. Full description at Econpapers \|\| Download paper	14
2008	Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). . 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	14
2009	Do real interest rates converge? Evidence from the European union. (2009). Kontonikas, Alexandros ; 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	13
2000	Intraday and interday volatility in the Japanese stock market. (2000). 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	13
2013	Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed Abul ; Louis, Rosmy Jean . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:33-48. Full description at Econpapers \|\| Download paper	13
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	13
2012	The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis. (2012). Wang, Ping ; Moore, Tomoe . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:1-15. Full description at Econpapers \|\| Download paper	13
2011	Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). Economou, Fotini ; Philippas, Nikolaos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460. Full description at Econpapers \|\| Download paper	12
2008	Efficiency in emerging markets--Evidence from the MENA region. (2008). 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	12
2015	Oil price and stock returns of consumers and producers of crude oil. (2015). Narayan, Paresh Kumar ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262. Full description at Econpapers \|\| Download paper	11
2009	Asymmetric volatility in the foreign exchange markets. (2009). Wang, Jianxin ; Yang, Minxian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:597-615. Full description at Econpapers \|\| Download paper	11
1999	Assessing competitive conditions in the Greek banking system. (1999). Papapetrou, Evangelia ; Lolos, Sarantis . 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	11
2012	Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates. (2012). Aloui, Chaker ; Chkili, Walid . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:738-757. Full description at Econpapers \|\| Download paper	11
2008	Cost efficiency of the banking industry in the South Eastern European region. (2008). Koutsomanoli-Filippaki, Anastasia ; Mamatzakis, Emmanuel ; 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	11
2005	Cross-market linkages between U.S. and Japanese precious metals futures trading. (2005). Fung, Hung-Gay ; Xu, Xiaoqing Eleanor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:107-124. Full description at Econpapers \|\| Download paper	10
2013	Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). Tarazi, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221. Full description at Econpapers \|\| Download paper	10
2003	Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). . 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	10
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	10
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	10
2004	Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). . 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	10
2012	Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?. (2012). Wu, Eliza ; Kim, Suk-Joong ; Christopher, Rachel . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:1070-1089. Full description at Econpapers \|\| Download paper	10
2010	Diversification benefits of commodity futures. (2010). Miu, Peter ; Cheung, Sherman C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:20:y:2010:i:5:p:451-474. Full description at Econpapers \|\| Download paper	10
2012	Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). Nguyen, Cuong C. ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646. Full description at Econpapers \|\| Download paper	10

Citing documents used to compute impact factor 228:

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Year	Title	See
2014	Revisiting Herding Behavior in REITs: A Regime-Switching Approach. (2014). Balcilar, Mehmet ; Gupta, Rangan ; Philippas, Nikolaos . In: Working Papers. RePEc:pre:wpaper:201448. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revisiting Herding Behavior in REITs: A RegimeSwitching Approach. (2014). Babalos, Vassilios ; Philippas, Nikolaos . In: Working Papers. RePEc:emu:wpaper:15-15.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sectoral herding behavior in the aftermarket of Malaysian IPOs. (2014). Dehghani, Pegah ; Ros Zam Zam Sapian, . In: Venture Capital. RePEc:taf:veecee:v:16:y:2014:i:3:p:227-246. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bank Failures and the Source of Strength Doctrine. (2014). Yang, Xi. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:56730. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficiency in Spanish banking: A multistakeholder approach analysis. (2014). Retolaza, Jose Luis ; San-Jose, Leire ; Pruonosa, Jose Torres . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:240-255. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What do we know about the impact of government interventions in the banking sector? An assessment of various bailout programs on bank behavior. (2014). Hryckiewicz, Aneta . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:246-265. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The problem with government interventions: The wrong banks, inadequate strategies, or ineffective measures?. (2014). Hryckiewicz, Aneta . In: MPRA Paper. RePEc:pra:mprapa:64074. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Clustering of intraday order-sizes by uninformed versus informed traders. (2014). Wu, Fei ; Garvey, Ryan . 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	What makes carbon traders cluster their orders?. (2014). Pardo, angel ; Palao, Fernando . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:158-165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan Carlos ; Mensi, Walid ; Hammoudeh, Shawkat . 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). . 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	The accrual anomaly in the U.K. stock market: Implications of growth and accounting distortions. (2014). Papanastasopoulos, Georgios A. ; Doukakis, Leonidas C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:256-277. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Contagion and Global Financial Crises: Lessons from Nine Crisis Episodes. (2014). Tang, Chrismin ; Fry-McKibbin, Renee ; Hsiao, Cody . In: Open Economies Review. RePEc:kap:openec:v:25:y:2014:i:3:p:521-570. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion. (2014). Martins, Luis ; Lagoa, Sergio ; Horta, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:140-153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing Time-Varying Stock Market Integration in EMU for Normal and Crisis Periods. (2014). Deisting, Florent ; Sehgal, Sanjay ; Gupta, Priyanshi . In: MPRA Paper. RePEc:pra:mprapa:64078. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The spillover effects of unremunerated reserve requirements: Evidence from Thailand. (2014). Tongurai, Jittima . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:338-351. 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 ; Chkili, Walid ; Hammoudeh, Shawkat . 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). Baur, Dirk G. ; Glover, Kristoffer J.. 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). 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 ; Chkili, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-325. 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). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-389. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The conditional dependence structure between precious metals: a copula-GARCH approach. (2014). Papie, Monika . In: MPRA Paper. RePEc:pra:mprapa:56664. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:166079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises. (2014). ULUSOY, Veysel . In: MPRA Paper. RePEc:pra:mprapa:59727. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial indicators signalling correlation changes in sovereign bond markets. (2014). Stein, Michael ; De Santis, Roberto A.. In: Working Paper Series. RePEc:ecb:ecbwps:20141746. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Vivian, Andrew J. ; Wohar, Mark E. ; Olson, Eric . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. (2014). Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:72-81. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence of stock and commodity futures markets in China: implications for portfolio investment. (2014). Reboredo, Juan Carlos ; Wen, Xiaoqian ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-561. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financialization of Commodity Markets. (2014). Cheng, Ing-Haw ; Xiong, Wei . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:6:y:2014:p:419-441. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Commodity returns co-movements: Fundamentals or style effect?. (2014). Charlot, Philippe ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01093631. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sufficient conditions under which SSD- and MR-efficient sets are identical. (2014). Auer, Benjamin R. ; Schuhmacher, Frank . In: European Journal of Operational Research. RePEc:eee:ejores:v:239:y:2014:i:3:p:756-763. 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 Kumar ; PEPIN, DOMINIQUE ; Albulescu, Claudiu Tiberiu . 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). . In: Papers. RePEc:arx:papers:1403.3627. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING OLD AND NEW SECOND GENERATION PANEL UNIT ROOT TESTS. (2014). . In: Working Papers. RePEc:hal:wpaper:hal-01089380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Dynamic Linkages between Islamic Index and the Major Stock Markets: New Evidence from Wavelet time-scale decomposition Analysis. (2014). Masih, Abul Mansur M., ; Bakar, Norhidayah Abu . In: MPRA Paper. RePEc:pra:mprapa:56977. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial liberalisation and international market interdependence: Evidence from Chinaâs stock market in the post-WTO accession period. (2014). He, Hongbo ; Yao, Shujie ; Chen, Shou ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:434-444. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic impacts of oil prices and underlying financial shocks. (2014). Kinkyo, Takuji ; Chen, Wang . 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	Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:59760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Broadstock, David C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate governance of banking group: international recommendations, european policies and national practices. (2014). Nedelchev, Miroslav . In: MPRA Paper. RePEc:pra:mprapa:64586. 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). Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial markets development and bank risk: Experience from Thailand during 1990â2012. (2014). . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The effect of financial market development on bank risk: evidence from Southeast Asian countries. (2014). Vithessonthi, Chaiporn . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:249-260. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bank Insolvency Risk and Z-Score Measures: A Refinement. (2014). . 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). Aysan, Ahmet Faruk ; Yildiran, Levent ; Akin, Guzin Gulsun ; 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). 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. (2014). Arik, Evren ; Yuksel, Serkan ; Eedem, Orhan . 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	Competition and financial stability in European cooperative banks. (2014). Mare, Davide Salvatore ; Fiordelisi, Franco . 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	On modeling banking risk. (2014). Tsionas, Efthymios G.. In: Working Papers. RePEc:bog:wpaper:183. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial Innovation and Fragility. (2014). Kuhnhausen, Fabian . In: Discussion Papers in Economics. RePEc:lmu:muenec:21173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Too big to succeed? Banking sector consolidation and efficiency. (2014). Montgomery, Heather ; Takahashi, Yuki ; Harimaya, Kozo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:86-106. 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 Rixtel, Adrian ; van Leuvensteijn, Michiel ; Xu, Bing . In: Banco de España Working Papers. RePEc:bde:wpaper:1404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring mutual fund herding â A structural approach. (2014). Walter, Andreas ; Frey, Stefan ; Herbst, Patrick . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:219-239. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Rault, Christophe ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-547. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic policy uncertainty, oil price shocks and GCC stock markets. (2014). Rault, Christophe ; Arouri, Mohamed . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil Price Pass-Through into Domestic Inflation: The Case of Iran. (2014). Abounoori, Abbas Ali ; Nazarian, Rafik ; Amiri, Ashkan . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2014-04-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Causal Link between Oil Price and Uncertainty in India. (2014). el Montasser, Ghassen ; Kemp, Shannon ; Gupta, Rangan ; Clark, Louise ; Aggad, Kenza . In: Working Papers. RePEc:pre:wpaper:201467. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shareholder wealth effects of stock dividends in a unique environment. (2014). Al-Yahyaee, Khamis Hamed . 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	Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets. (2014). Galagedera, Don U. A., . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:400-416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic interactions between Egyptian equity and currency markets prior to and during political unrest. (2014). Walid M. A. Ahmed, . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:20:p:1347-1359. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries. (2014). Su, Che-Yi ; Chang, Ming-Jen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:220-246. 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 ; Breitenlechner, Max . In: Working Papers. RePEc:inn:wpaper:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	International business cycle spillovers since the 1870s. (2014). Badinger, H.. In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:30:p:3682-3694. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Center Still Holds: Financial Integration in the Euro Area. (2014). Gill, Indermit S ; Sugawara, Naotaka ; Zalduendo, Juan . In: Comparative Economic Studies. RePEc:pal:compes:v:56:y:2014:i:3:p:351-375. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market impacts of trades for stocks listed on the Borsa Istanbul. (2014). Kryzanowski, Lawrence ; Aktas, Osman Ulas . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:152-175. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do ADR investors herd?: Evidence from advanced and emerging markets. (2014). Kutan, Ali M. ; Demirer, Rza ; 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	Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Characteristic liquidity, systematic liquidity and expected returns. (2014). Peat, Maurice ; Bradrania, Reza M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:78-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:397-414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are momentum and contrarian effects related? Evidence from the Chinese stock market. (2014). Hooy, Chee-Wooi ; Anusakumar, Shangkari V ; Ali, Ruhani . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00644. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effectiveness, cause and impact of price limitâEvidence from Chinas cross-listed stocks. (2014). Zheng, Dazhi ; Chen, Jun ; Li, Huimin . 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	Asymmetric changes in Australiaâs small business loan rate. (2014). Kotey, Bernice ; Chen, George . In: Small Business Economics. RePEc:kap:sbusec:v:43:y:2014:i:4:p:945-957. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Banking crises: Identifying dates and determinants. (2014). Brown, Christine ; Treepongkaruna, Sirimon ; Brooks, Robert ; Jutasompakorn, Pearpilai . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:150-166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach. (2014). Ali, Faek Menla ; Spagnolo, Nicola ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4881. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship. (2014). Yoon, Kyung Hwan ; Kang, Wensheng ; Ratti, Ronald A.. In: CAMA Working Papers. RePEc:een:camaaa:2014-71. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of prompt corrective action on the default risk of the U.S. commercial banking sector. (2014). Kanas, Angelos . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:43:y:2014:i:2:p:393-404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of information flow and trading activity on gold and oil futures volatility. (2014). Todorova, Neda . In: NCER Working Paper Series. RePEc:qut:auncer:2014_03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	U.S. stock market uncertainty and cross-market European stock returns. (2014). GhulamSarwar, . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:1-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors. (2014). Dimitriou, Dimitrios ; Kenourgios, Dimitris . In: Panoeconomicus. RePEc:voj:journl:v:61:y:2014:i:3:p:275-288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial crises and the global value premium: Revisiting Fama and French. (2014). Yamani, Ehab A. ; Swanson, Peggy E.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:115-136. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intra-market sovereign linkages of key Latin American markets. (2014). Thuraisamy, Kannan Sivananthan . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:2:p:140-160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market power in CEE banking sectors and the impact of the global financial crisis. (2014). 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). Leroy, Aurelien . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:171. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The nexus between competition and efficiency: The European banking industries experience. (2014). Cpraru, Bogdan . In: International Business Review. RePEc:eee:iburev:v:23:y:2014:i:3:p:566-579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fiscal Consolidation and Sovereign Risk in the Euro-zone Periphery. (2014). . In: Working Papers. RePEc:sap:wpaper:wp167. 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	Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2014). Nyholm, Juho ; Laina, Patrizio . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring aggregate risk: Can we robustly identify asset-price boomâbust cycles?. (2014). Borgy, Vladimir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:132-150. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Predicting distress in European banks. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Opric, Silviu ; Sarlin, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroprudential oversight, risk communication and visualization. (2014). Sarlin, Peter . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:61217. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Application of Visual Analytics to Financial Stability Monitoring. (2014). Flood, Mark D. ; B. L. William Wong, ; Varga, Margaret ; Lemieux, Victoria L.. In: Working Papers. RePEc:ofr:wpaper:14-02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Portfolio diversification strategy for Malaysia: International and sectoral perspectives. (2014). Hakim, Idwan . In: MPRA Paper. RePEc:pra:mprapa:58909. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Direct and indirect oil shocks and their impacts upon energy related stocks. (2014). Broadstock, David C. ; Wang, Rui ; Zhang, Dayong . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:3:p:451-467. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Diversification across ASEAN-wide sectoral and national equity returns. (2014). Luu, Mong Ngoc . In: Economic Modelling. RePEc:eee:ecmode:v:41:y:2014:i:c:p:398-407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Chatziantoniou, Ioannis . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A comprehensive study of liquidity before and after SEOs and SEO underpricing. (2014). John Wei, K. C., ; He, Yan ; Wang, Junbo . In: Journal of Financial Markets. RePEc:eee:finmar:v:20:y:2014:i:c:p:61-78. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Descriptive analysis of the Finnish stock market: Part II. (2014). 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). Kodongo, Odongo . In: MPRA Paper. RePEc:pra:mprapa:56100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61. 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	A state space approach to measuring the impact of sovereign and credit risk on interest rate convergence in the euro area. (2014). Arnold, Ivo J. M., ; van Ewijk, Saskia E.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:340-357. 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). Al-Shboul, Mohammad ; Anwar, Sajid . 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). Boubaker, Heni ; Sghaier, Nadia . 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). 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). Boubaker, Heni . In: Working Papers. RePEc:ipg:wpaper:2014-281. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil Price Uncertainty and Sectoral Stock Returns in China: A Time-Varying Approach. (2014). Ali, Faek Menla ; Spagnolo, Nicola ; Caporale, Guglielmo Maria . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4881. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula. (2014). Papie, Monika ; Wanat, Stanisaw ; Miech, Sawomir . In: MPRA Paper. RePEc:pra:mprapa:57706. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial Linkages between U.S. Sector Credit Default Swaps Markets. (2014). Jawadi, Fredj ; Hammoudeh, Shawkat ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-553. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility linkages in the spot and futures market in Australia: a copula approach. (2014). Hayat, Aziz ; Bhatti, M. ; Nguyen, Cuong . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:5:p:2589-2603. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial linkages between US sector credit default swaps markets. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Jawadi, Fredj . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:223-243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Broadstock, David C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Policy Uncertainty in China, Oil Shocks and Stock Returns. (2014). Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2014-32. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Sustainable Rent-Based Closed-Loop Supply Chain for Fashion Products. (2014). Li, Qing ; Hu, Zhi-Hua ; Wang, Yan-Feng ; Chen, Xian-Juan . In: Sustainability. RePEc:gam:jsusta:v:6:y:2014:i:10:p:7063-7088:d:41234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bank loans and borrower value during the global financial crisis: Empirical evidence from France. (2014). GODLEWSKI, Christophe J.. 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]
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2014	Greek sovereign bond index, volatility, and structural breaks. (2014). Tamakoshi, Go ; Hamori, Shigeyuki . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:38:y:2014:i:4:p:687-697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedging European government bond portfolios during the recent sovereign debt crisis. (2014). Wolff, Dominik ; Bessler, Wolfgang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:379-399. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are Bilateral Real Exchange Rates Stationary? Empirical Evidence from Nigeria. (2014). . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey. (2014). KARAASLAN, brahim ; AYAYDIN, Hasan . In: EconStor Open Access Articles. RePEc:zbw:espost:103466. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Market Development, Bank Concentration, Ownership Structure, and Bank Performance: Evidence from Turkey. (2014). KARAASLAN, brahim ; AYAYDIN, Hasan . In: Journal of Economics and Political Economy. RePEc:ksp:journ1:v:1:y:2014:i:1:p:49-67. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	MEASURING THE FINANCIAL PERFORMANCE OF THE EUROPEAN SYSTEMICALLY IMPORTANT BANKS. (2014). TOMULEASA, Ioana-Iuliana ; COCRI, Vasile . In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:18:y:2014:i:4:p:31-51. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	African stock market returns and liquidity premia. (2014). Mollick, Andre Varella ; Assefa, Tibebe A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:325-342. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The sovereign-bank rating channel and rating agencies downgrades during the European debt crisis. (2014). ap Gwilym, Owain ; Vu, Tuyet Nhung ; Alsakka, Rasha . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:235-257. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence structure between CEEC-3 and German government securities markets. (2014). . 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	Stock return outliers and beta estimation: The case of U.S. pharmaceutical companies. (2014). Theodossiou, Alexandra K.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:153-171. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence patterns among Banking Sectors in Asia: A Copula Approach. (2014). Premaratne, Gamini . In: MPRA Paper. RePEc:pra:mprapa:60119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the dividend smoothing, signaling and the global financial crisis. (2014). Al-Malkawi, Husam-Aldin Nizar ; Magableh, Sohail I. ; Bhatti, Ishaq M.. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:159-165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary policy and stock returns under the MPC and inflation targeting. (2014). Noikokyris, Emmanouil ; Chortareas, Georgios . 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	The impact of bank capital on profitability and risk in GCC countries: Islamic vs. Conventional. (2014). Hasnaoui, Habib ; Ftiti, Zied ; Fatnassi, Ibrahim . In: Working Papers. RePEc:ipg:wpaper:2014-413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What drives heterogeneity of loan loss provisionsâ procyclicality in the EU?. (2014). Kowalska, Iwona ; Roszkowska, Sylwia ; Pipie, Mateusz . In: MPRA Paper. RePEc:pra:mprapa:56834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial markets development and bank risk: Experience from Thailand during 1990â2012. (2014). . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Predicting distress in European banks. (2014). Betz, Frank ; Peltonen, Tuomas A. ; Opric, Silviu ; Sarlin, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:225-241. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Performance and performance persistence of UK closed-end equity funds. (2014). Nitzsche, Dirk ; Cuthbertson, Keith ; Thomas, Dylan C. ; Bredin, Don . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:189-199. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling risk concerns and returns preferences in performance appraisal: An application to global equity markets. (2014). Galagedera, Don U. A., . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:400-416. 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). . 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	Contagion Effects of the Global Financial Crisis in US and European Real Economy Sectors. (2014). Dimitriou, Dimitrios ; Kenourgios, Dimitris . In: Panoeconomicus. RePEc:voj:journl:v:61:y:2014:i:3:p:275-288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Fragmentation Indicator for Euro Area Sovereign Bond Markets. (2014). Moloney, Kitty ; Givlarry, Oliver ; Killeen, Neill . In: Economic Letters. RePEc:cbi:ecolet:11/el/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On financial contagion and implied market volatility. (2014). Kenourgios, Dimitris . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:21-30. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Impacts of the financial crisis on eurozone sovereign CDS spreads. (2014). Kaya, Orcun ; Gunduz, Yalin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:425-442. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The reaction of European credit default swap spreads to the U.S. credit rating downgrade. (2014). Blau, Benjamin M. ; Roseman, Brian S.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:131-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asset price volatility and financial contagion: analysis using the MS-VAR framework. (2014). Le, Chau ; David, Dickinson . In: Eurasian Economic Review. RePEc:spr:eurase:v:4:y:2014:i:2:p:133-162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040. Full description at Econpapers \|\| Download paper	[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). . 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	Stock Market Co-movement and Shock Transmission: Islamic versus Conventional Equity Indices. (2014). Alaoui, AbdelKader ; Bacha, Obiyathulla ; Dewandaru, Ginanjar . In: MPRA Paper. RePEc:pra:mprapa:56888. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	ECB Policy and Eurozone Fragility: Was De Grauwe Right?. (2014). Kalotychou, Elena ; Saka, Orkun . In: CEPS Papers. RePEc:eps:cepswp:9414. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hypnosis Before Wake-up Call?! The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Bordon, Ingo G. ; Schmidt, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4946. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: MPRA Paper. RePEc:pra:mprapa:58131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hypnosis Before Wake-up Call? The Revival of Sovereign Credit Risk Perception in the EMU-Crisis. (2014). Bordon, Ingo G. ; Schmidt, Michael . In: IMK Working Paper. RePEc:imk:wpaper:138-2014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:str:wpaper:1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Fiscal Policy Announcements of Italian Governments and Spread Reaction during the Sovereign Debt Crisis. (2014). . In: Working Papers. RePEc:bol:bodewp:wp961. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is Greece Turning the Corner? A Theory-Based Assessment of Recent Greek Macro-Policy. (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4995. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2014_10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Contagion in the European Sovereign Debt Crisis. (2014). Glover, Brent ; Richards-Shubik, Seth . In: NBER Working Papers. RePEc:nbr:nberwo:20567. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and Practice of Contagion in Monetary Unions: Domino Effects in EMU Mediterranean Countries. (2014). Bartolomeo, Giovanni ; Canofari, Paolo ; Piersanti, Giovanni . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:3:p:259-267. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the compensation for illiquidity in sovereign credit markets. (2014). Groba, Jonatan ; Serrano, Pedro ; Lafuente, Juan Angel . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb142911. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Contagion in the Euro crisis: capital flows and trade linkages. (2014). Galeazzi, Giorgio . In: Working Papers. RePEc:mcr:wpaper:wpaper00044. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The impact of the 2008 and 2010 financial crises on the Hurst exponents of international stock markets: Implications for efficiency and contagion. (2014). Martins, Luis ; Lagoa, Sergio ; Horta, Paulo . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:140-153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A unified approach to investigate pure and wake-up-call contagion: Evidence from the Eurozones first financial crisis. (2014). . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pa:p:125-146. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2014_18. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: Working Paper Series. RePEc:rim:rimwps:39_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial crises and the global value premium: Revisiting Fama and French. (2014). Yamani, Ehab A. ; Swanson, Peggy E.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:115-136. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The role of education in equity portfolios during the recent financial crisis. (2014). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:614. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Theory and practice of contagion in monetary unions: Domino effects in EMU Mediterranean countries. (2014). . In: wp.comunite. RePEc:ter:wpaper:0109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Strategic interactions and contagion effects under monetary unions. (2014). . In: wp.comunite. RePEc:ter:wpaper:0110. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Expectations and systemic risk in EMU government bond spreads. (2014). Giancarlo, Marini ; Giovanni, Piersanti . In: wp.comunite. RePEc:ter:wpaper:0113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing exchange rate dynamics of East Africa: fragmented or integrated?. (2014). Yabara, Masafumi . In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:7:y:2014:i:1:p:154-174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Value at risk estimation with entropy-based wavelet analysis in exchange markets. (2014). He, Kaijian ; Zou, Yingchao ; Wang, Lijun ; Lai, Kin Keung . 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	International business cycle spillovers since the 1870s. (2014). Badinger, H.. In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:30:p:3682-3694. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Sugimoto, Kimiko ; Matsuki, Takashi. In: Emerging Markets Review. RePEc:eee:ememar:v:21:y:2014:i:c:p:201-233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Role and impact of different types of financial institutions on economic performance and stability of the real sector in selected EU member states. (2014). Jurek, Michal . In: Working papers. RePEc:fes:wpaper:wpaper36. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Islamic Banksâ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values. (2014). Daher, Hassan ; Masih, A. Mansur M., . In: MPRA Paper. RePEc:pra:mprapa:56947. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P. ; Arvin, Mak B.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173. 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 ; Mensi, Walid ; Hammoudeh, Shawkat . 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	On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach. (2014). Aloui, Chaker . In: Working Papers. RePEc:ipg:wpaper:2014-184. 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 ; Chkili, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-325. 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). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-389. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker . In: Working Papers. RePEc:ipg:wpaper:2014-549. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Aloui, Chaker ; Chkili, Walid ; Nguyen, Duc Khuong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Market states, expectations, sentiment and momentum: How naive are investors?. (2014). Galariotis, Emilios C ; Ma, Xiaodong S ; Kallinterakis, Vasileios ; Holmes, Phil . In: Post-Print. RePEc:hal:journl:hal-00943345. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Ke, Yu-Pei . In: MPRA Paper. RePEc:pra:mprapa:57625. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Politically connected firms in Poland and their access to bank financing. (2014). Hasan, Iftekhar ; Kowalewski, Oskar ; Kozlowski, Lukasz ; Jackowicz, Krzysztof . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2014_002. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Political connections and operational performance of non-financial firms: New evidence from Poland. (2014). Jackowicz, Krzysztof ; Kozowski, ukasz ; Mielcarz, Pawe . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:109-135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Market Reactions to Sovereign Credit Rating Changes: Evidence from Four European Countries. (2014). Hasnaoui, Habib ; Fatnassi, Ibrahim . In: Working Papers. RePEc:ipg:wpaper:2014-111. Full description at Econpapers \|\| Download paper	[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	Effectiveness of Portfolio Diversification and the Dynamic Relationship between Stock and Currency Markets in the Emerging Eastern European and Russian Markets. (2014). Fang, Hao ; Lee, Yen-Hsien ; SU, Wei-Fan . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:64:y:2014:i:4:p:296-311. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Industry co-movement and cross-listing: Do home country factors matter?. (2014). Chang, Chi-Hung ; Chen, Mei-Ping ; Lee, Chien-Chiang . In: Japan and the World Economy. RePEc:eee:japwor:v:32:y:2014:i:c:p:96-110. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility persistence in crude oil markets. (2014). 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). Lahiani, Amine ; Guesmi, Khaled ; Belgacem, Aymen ; 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 ; Chkili, Walid ; Hammoudeh, Shawkat . 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). 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	Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-160. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Correlation between Islamic stock and Commodity markets: An investigation into the impact of financial crisis and financialization of commodity markets. (2014). Khan, Aftab . In: MPRA Paper. RePEc:pra:mprapa:56979. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic spillovers among major energy and cereal commodity prices. (2014). Yoon, Seong-Min ; Mensi, Walid ; Hammoudeh, Shawkat . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:225-243. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The relationship between energy and equity markets: Evidence from volatility impulse response functions. (2014). Vivian, Andrew J. ; Wohar, Mark E. ; Olson, Eric . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:297-305. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. (2014). Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:72-81. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Impact of off-balance sheet banking on the bank lending channel of monetary transmission: Evidence from South Asia. (2014). Perera, Anil ; Wickramanayake, J. ; 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	Corporate Governance and Corporate Social Responsibility Disclosure: Evidence from the US Banking Sector. (2014). Salama, Aly ; Dixon, Robert ; STRaTLING, Rebecca ; Jizi, Mohammad . In: Journal of Business Ethics. RePEc:kap:jbuset:v:125:y:2014:i:4:p:601-615. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The spillover effects of unremunerated reserve requirements: Evidence from Thailand. (2014). Tongurai, Jittima . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:45:y:2014:i:c:p:338-351. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

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Year	Title	See
2014	Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series. (2014). Nordin, Peter ; Lloyd, Stefan ; Cirillo, Simone . In: Papers. RePEc:arx:papers:1411.2153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach. (2014). Benlagha, Noureddine . In: Review of Economics & Finance. RePEc:bap:journl:140404. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The role of implicit costs and product quality in determining the customer costs of using personal current accounts. (2014). Gregoriou, Andros ; Ashton, John . In: Working Papers. RePEc:bng:wpaper:14001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Technology Upgrades in Emerging Equity Markets: Effects on Liquidity, Trading Activity and Volatility. (2014). Arik, Evren ; Eraslan, Veysel ; Erdem, Orhan ; Yilmaz, Kemal M.. In: Working Paper. RePEc:bor:wpaper:1420. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric behavior of Australias Big-4 banks in the mortgage market. (2014). Valadkhani, Abbas ; Worthington, Andrew . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:57-66. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). alvarez-Diaz, Marcos ; Hammoudeh, Shawkat ; Gupta, Rangan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:154-166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries. (2014). Su, Che-Yi ; Chang, Ming-Jen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:220-246. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamics of exchange rate volatility: A panel VAR approach. (2014). Love, Inessa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:1-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bank efficiency and shareholder value in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:200-222. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedging European government bond portfolios during the recent sovereign debt crisis. (2014). Wolff, Dominik ; Bessler, Wolfgang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:379-399. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Broadstock, David C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial markets development and bank risk: Experience from Thailand during 1990â2012. (2014). . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand. (2014). . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:89-113. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financialisation and the Financial and Economic Crises: The Case of Sweden. (2014). Stenfors, Alexis . In: FESSUD studies. RePEc:fes:fstudy:fstudy27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Who is to Blame: Foreign Ownership or Foreign Funding?. (2014). Feyen, Erik ; Maimbo, Samuel Munzele ; Rocha, Roberto ; Letelier, Raquel ; Love, Inessa . In: Working Papers. RePEc:hai:wpaper:201423. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk . In: IMF Working Papers. RePEc:imf:imfwpa:14/190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-365. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Portfolio Protection: A Scenarios-Based Approach. (2014). Mankai, Selim . In: Working Papers. RePEc:ipg:wpaper:2014-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Further evidence on the determinants of regional stock market integration in Latin America. (2014). Nguyen, Duc Khuong ; Guesmi, Khaled . In: Working Papers. RePEc:ipg:wpaper:2014-415. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Greeceâs Stock Market Integration with Southeast Europe. (2014). Abid, Ilyes ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-440. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-444. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Finn Kydland et les cycles dâaffaires rÃ©els. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exploring the Causality Links between Energy and Employment in African Countries. (2014). ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; MHenni, Hatem ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-475. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles . In: Working Papers. RePEc:ipg:wpaper:2014-500. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). Ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Joseph Stiglitz : une vision dÃ©senchantÃ©e de la mondialisation. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-559. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2014). ben Aissa, Mohamed Safouane ; Aloui, Riadh . In: Working Papers. RePEc:ipg:wpaper:2014-564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed . In: Working Papers. RePEc:ipg:wpaper:2014-569. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). de Bandt, Olivier ; Razafindrabe, Tovonony . In: Working Papers. RePEc:ipg:wpaper:2014-576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Belanes, Amel ; Ftiti, Zied ; Guesmi, Khaled ; Tiwari, Aviral . In: Working Papers. RePEc:ipg:wpaper:2014-577. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does Profit Loss Sharing (PLS) solve moral hazard problems?. (2014). YOUSFI, Ouidad . In: Working Papers. RePEc:ipg:wpaper:2014-581. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Real Financial Market Exchange Rates and Capital Flows. (2014). . In: Kiel Working Papers. RePEc:kie:kieliw:1946. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Vliv externÃho financovÃ¡nÃ na mikrofinanÄnÃ rozvoj - makro perspektiva. (2014). Janda, Karel ; Tran, Quang ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:58166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Influence of External Funding on Microfinance Performance. (2014). Janda, Karel ; Van Tran, Quang ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:58170. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors. (2014). Rahim, Adam Mohamed . In: MPRA Paper. RePEc:pra:mprapa:58832. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Uncertainty and Volatility in MENA Stock Markets During the Arab Spring. (2014). Al Shugaa, Ameen . In: MPRA Paper. RePEc:pra:mprapa:58867. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk . In: MPRA Paper. RePEc:pra:mprapa:59444. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:59760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The link between transparency and independence of central banks. (2014). . In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:1:y:2014:i:1:p:51-60. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2013

[Click on heading to sort table]

Year	Title	See
2013	Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). 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). . 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). van Rixtel, Adrian ; Gambacorta, Leonardo . 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 Rixtel, Adrian ; van Leuvensteijn, Michiel ; Xu, Bing . 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). Betz, Frank ; Peltonen, Tuomas A. ; Oprica, Silviu ; Sarlin, Peter . 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). Boubaker, Adel ; Mensi, Walid ; Managi, Shunsuke ; 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). 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). Ferreira, Mario Pedro Leite, ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . 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). . 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). 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). SIRIOPOULOS, COSTAS ; Philippas, Dionisis . 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 ; Matsi, Maria ; Andreou, Elena . 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). Stewart, Chris ; Matousek, Roman ; Radi, Nemanja ; Akinci, Dervis Ahmet . 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	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). 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 ; Haq, Mamiza ; Fonceca, Ana Rosa . 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). 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). Gupta, Rangan ; Chen, Wen-Yi ; Chang, Tsangyao . 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). Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika ; Imai, Katsushi S.. In: Discussion Paper Series. RePEc:kob:dpaper:dp2013-22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	. 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	Office of Financial Research 2013 Annual Report. (2013). . In: Reports. RePEc:ofr:report:13-2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Boubaker, Adel ; Mensi, Walid ; Managi, Shunsuke ; Beljid, Makram . In: MPRA Paper. RePEc:pra:mprapa:44395. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics. (2013). . In: MPRA Paper. RePEc:pra:mprapa:52043. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Should Shariah-compliant investors include commodities in their portfolios? New evidence. (2013). Nagayev, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:58851. 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 ; Chen, Wen-Yi ; Chang, Tsangyao ; Gupta, Rangan . 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	The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil. (2013). Heumesser, Christine ; Ederer, Stefan ; Staritz, Cornelia . In: Working Papers. RePEc:zbw:oefsew:42. 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). Kratschell, Karoline ; Schmidt, Torsten . 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

[Click on heading to sort table]

Year	Title	See
2012	On the links between stock and commodity markets volatility. (2012). Creti, Anna ; Mignon, Valerie ; 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). Creti, Anna ; Mignon, Valerie ; 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). de Haan, Jakob ; Poghosyan, Tigran . 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). 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). . 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

[Click on heading to sort table]

Year	Title	See
2011	Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Palladini, Giorgia ; Portes, Richard . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8651. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The forward-bias puzzle: Still unsolved. (2011). . 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). 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). Osler, Carol ; Savaser, Tanseli . 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). . 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). 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). 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). . In: MPRA Paper. RePEc:pra:mprapa:34265. Full description at Econpapers \|\| Download paper	[Citation Analysis]

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	MPRA Paper / University Library of Munich, Germany	150
	Journal of International Financial Markets, Institutions and Money / Elsevier	131
	Journal of Banking & Finance / Elsevier	83
	Economic Modelling / Elsevier	54
	International Review of Financial Analysis / Elsevier	43
	Research in International Business and Finance / Elsevier	31
	Economics Bulletin / AccessEcon	27
	International Review of Economics & Finance / Elsevier	26
	Pacific-Basin Finance Journal / Elsevier	24
	The Quarterly Review of Economics and Finance / Elsevier	24
	Journal of International Money and Finance / Elsevier	22

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.

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