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

Applied Financial Economics / Taylor & Francis Journals

0.27

Impact Factor

0.3

5-Years IF

27

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
19900.09000 (%)0.03
19910.09282800 (%)0.04
19920.0928562828 (%)0.04
19930.1439910.015656 (%)0.05
19940.11481477199 (%)0.05
19950.195320091147 (%)0.07
19960.235925910101200 (%)0.09
19970.2714039946911223134 (7.2%)0.09
19980.040.270.02127526100.025081998343821 (4.1%)10.010.1
19990.090.310.05105631280.04302267234272326 (8.6%)10.010.13
20000.090.390.07126757420.06364232214843621 (5.8%)40.030.15
20010.080.410.1121878660.08379231195575422 (5.8%)40.030.16
20020.060.430.131681046970.09550247166197935 (6.4%)50.030.19
20030.150.450.29211381810.164092894364713227 (6.6%)130.140.19
20040.130.510.1513012681680.13575260336129132 (5.6%)70.050.21
20050.230.540.2611913873200.234812225163716420 (4.2%)90.080.22
20060.370.520.3912215094530.3508249916302469 (1.8%)170.140.21
20070.360.450.3314916583720.22416241866312115 (1.2%)100.070.18
20080.260.480.3413417924640.26195271706122114 (2.1%)100.070.2
20090.220.480.3515319455100.26217283626542306 (2.8%)60.040.19
20100.130.440.2715521004850.23238287376771862 (%)60.040.16
20110.180.530.2815122515320.24173308557131981 (%)100.070.21
20120.240.580.2715424055690.2413830673742202 (%)100.060.22
20130.230.710.2514625516870.277130571747185 (%)80.050.25
20140.270.810.312026717480.285930082759224 (%)380.320.28
 
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]

YearTitleCited
2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17.

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70
1997Regime switching in stock market returns. (1997). Schaller, Huntley ; van Norden, Simon . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

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62
1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

Full description at Econpapers || Download paper

59
2006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

55
1998Efficiency of multinational banks: an empirical investigation. (1998). Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696.

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54
1998Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614.

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50
2003Stock market integration and financial crises: the case of Asia. (2003). Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

Full description at Econpapers || Download paper

49
1998Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256.

Full description at Econpapers || Download paper

42
2000Long memory in the Greek stock market. (2000). Barkoulas, John T. ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

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39
2002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

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38
2006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

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36
2007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

35
1997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

Full description at Econpapers || Download paper

35
2002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, Jo. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

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33
1998Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243.

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33
2002Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911.

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31
2003Monetary policy rules and regime shifts. (2003). . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

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31
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Lean, Hooi Hooi . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373.

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30
2004International portfolio diversification to Central European stock markets. (2004). . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268.

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30
2005Financial development and economic growth in the Middle East. (2005). Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051.

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29
2002African stock markets: multiple variance ratio tests of random walks. (2002). Smith, Graham ; Jefferis, Keith ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484.

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29
2001Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571.

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28
1997Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464.

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28
2006Testing for Purchasing Power Parity using stationary covariates. (2006). . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39.

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28
2002Long memory in stock returns: some international evidence. (2002). . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

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27
1997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

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27
2004Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66.

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27
2002Forecasting volatility in the New Zealand stock market. (2002). . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202.

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27
2001Price spread and convenience yield behaviour in the international oil market. (2001). Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36.

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26
2001Volatility in the transition markets of Central Europe. (2001). Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105.

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26
2005Can mergers in Europe help banks hedge against macroeconomic risk?. (2005). . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326.

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26
1999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo D.. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511.

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25
2004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

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25
2003How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Chew, Boon-Kiat ; Manzur, Meher . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551.

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24
2006Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663.

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23
2007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

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23
1997Productivity growth in the Hellenic banking industry: state versus private banks. (1997). Noulas, Athanasios G.. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:3:p:223-228.

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23
1999Short- and long-term links among European and US stock markets. (1999). Yuce, Ayse ; Gerrits, Robert-Jan. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9.

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23
2000Purchasing power parity, nonlinearity and chaos. (2000). Serletis, Apostolos ; Gogas, Periklis . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-622.

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22
2004Efficiency of Indian commercial banks during the reform period. (2004). Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686.

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22
2007Volatility transmission across markets: a Multichain Markov Switching model. (2007). . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:8:p:659-670.

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21
2006Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143.

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21
2002Does the introduction of stock index futures effectively reduce stock market volatility? Is the futures effect immediate? Evidence from the Italian stock exchange using GARCH. (2002). Cavallo, Laura . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-192.

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20
2010Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries. (2010). Belke, Ansgar ; Hendricks, Torben ; Bordon, Ingo . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:3:p:227-242.

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20
2005Are OECD stock prices characterized by a random walk? Evidence from sequential trend break and panel data models. (2005). . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:8:p:547-556.

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20
2005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

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20
1998Efficiency and technical change for Spanish banks. (1998). . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:289-300.

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20
2001Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402.

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20
2004Exchange-rate uncertainty and workers remittances. (2004). Hysenbegasi, Alketa ; Higgins, Matthew L.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:6:p:403-411.

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20
2011The euro introduction and noneuro currencies. (2011). Hafner, Christian ; van Dijk, Dick . In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:95-116.

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19

50 most relevant documents in this series:

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

YearTitleCited
2006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

31
2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Lean, Hooi Hooi . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373.

Full description at Econpapers || Download paper

30
2007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

21
1997Regime switching in stock market returns. (1997). Schaller, Huntley ; van Norden, Simon . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

Full description at Econpapers || Download paper

18
2006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

Full description at Econpapers || Download paper

17
1997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

Full description at Econpapers || Download paper

16
2003Stock market integration and financial crises: the case of Asia. (2003). Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

Full description at Econpapers || Download paper

16
2005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

Full description at Econpapers || Download paper

15
2010Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries. (2010). Belke, Ansgar ; Hendricks, Torben ; Bordon, Ingo . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:3:p:227-242.

Full description at Econpapers || Download paper

14
2000Long memory in the Greek stock market. (2000). Barkoulas, John T. ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

Full description at Econpapers || Download paper

14
2006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17.

Full description at Econpapers || Download paper

14
2007Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Ratanapakorn, Orawan ; Sharma, Subhash . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377.

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12
2007Volatility transmission across markets: a Multichain Markov Switching model. (2007). . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:8:p:659-670.

Full description at Econpapers || Download paper

12
2002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, Jo. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

Full description at Econpapers || Download paper

12
2007Why does the correlation between stock and bond returns vary over time?. (2007). Krylova, Elizaveta ; Vahamaa, Sami ; Andersson, Magnus . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2007:i:2:p:139-151.

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11
2004Money demand stability under currency substitution: some recent evidence. (2004). Chowdhury, Abdur R ; Sharma, Subhash C ; Chaisrisawatsuk, Santi . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:19-27.

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10
2006Pricing of non-ferrous metals futures on the London Metal Exchange. (2006). Watkins, Clinton . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:12:p:853-880.

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10
2007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

Full description at Econpapers || Download paper

10
2006What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958.

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10
2002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

Full description at Econpapers || Download paper

10
2009Spillovers and correlations between US and major European stock markets: the role of the euro. (2009). Savva, Christos ; Gill, Len ; Osborn, Denise . In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:19:p:1595-1604.

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10
2010Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis. (2010). Fung, Scott ; Cheung, William ; Tsai, Shih-Chuan . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103.

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10
1997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

Full description at Econpapers || Download paper

10
1998Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256.

Full description at Econpapers || Download paper

10
2001Price spread and convenience yield behaviour in the international oil market. (2001). Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36.

Full description at Econpapers || Download paper

9
2007Security transaction taxes and financial volatility: Athens stock exchange. (2007). Aristidou, Antonis. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:18:p:1455-1467.

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9
2002Long memory in stock returns: some international evidence. (2002). . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

Full description at Econpapers || Download paper

9
1998Precious metals and inflation. (1998). Taylor, Nicholas J.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:201-210.

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8
2013Financial education and investment attitudes in high schools: evidence from a randomized experiment. (2013). Coviello, Decio ; Caiazza, Stefano . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:10:p:817-836.

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8
2010Testing market efficiency in the EU carbon futures market. (2010). Milunovich, George ; Joyeux, Roselyne . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:10:p:803-809.

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8
2001The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance. (2001). Crook, Jonathan . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:83-91.

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8
2011Changes in euro area monetary transmission?. (2011). Worms, Andreas ; Gerke, Rafael ; Weber, Axel A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:3:p:131-145.

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8
2004International portfolio diversification to Central European stock markets. (2004). . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268.

Full description at Econpapers || Download paper

8
2011Modelling the Phillips curve with unobserved components. (2011). . In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:7-17.

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7
2006Seasonality, risk and return in daily COMEX gold and silver data 1982-2002. (2006). Tully, Edel. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:319-333.

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7
2012Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074.

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7
2001Volatility in the transition markets of Central Europe. (2001). Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105.

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7
2006Dynamic relationship between stock and property markets. (2006). Liow, Kim Hiang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:5:p:371-376.

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2005Undervaluation, private information, agency costs and the decision to go private. (2005). Weir, C. ; Laing, D.. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:13:p:947-961.

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7
2010The efficiency of cooperative banks: the impact of environmental economic conditions. (2010). Battaglia, Francesca ; Farina, Vincenzo ; Ricci, Ornella ; Fiordelisi, Franco . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:17:p:1363-1376.

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7
1997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

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7
2011Combining forecasts - forty years later. (2011). . In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:33-41.

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7
2011Analysts awareness of systematic bias in management earnings forecasts. (2011). Ota, Koji . In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:18:p:1317-1330.

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6
2004The Greek implied volatility index: construction and properties. (2004). . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:16:p:1187-1196.

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6
2008Evidence on growth and financial development using principal components. (2008). Saci, Karima ; Holden, Ken . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:19:p:1549-1560.

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6
2007REIT markets and rational speculative bubbles: an empirical investigation. (2007). Payne, James E.. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:9:p:747-753.

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6
2012The effects of financial and real wealth on consumption: new evidence from OECD countries. (2012). De Bonis, Riccardo . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:5:p:409-425.

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6
2005Exchange rates and stock prices interaction during good and bad times: evidence from the ASEAN4 countries. (2005). . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:8:p:539-546.

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6
2000Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242.

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6
2004Stock market and aggregate economic activity: evidence from Australia. (2004). Smiles, S.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:2:p:121-129.

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Citing documents used to compute impact factor 82:

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YearTitleSee
2014Calendar 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.

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2014How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?. (2014). Maximilian J. B. Hall, ; Zhou, Zhongbao ; Liu, Wenbin B. ; Simper, Richard . In: CEPA Working Papers Series. RePEc:qld:uqcepa:98.

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2014The Impact of Financial Education on Adolescents Intertemporal Choices. (2014). Winter, Joachim ; Luhrmann, Melanie ; Serra-Garcia, Marta . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4925.

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2014The impact of financial education on adolescents intertemporal choices. (2014). Lhrmann, Melanie ; Winter, Joachim ; Serra-Garcia, Marta . In: IFS Working Papers. RePEc:ifs:ifsewp:14/18.

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2014Exploring the role of technology, tourism and financial development: an empirical study of Vietnam. (2014). Kumar, Ronald . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:5:p:2881-2898.

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2014Currency excess returns and global downside market risk. (2014). Atanasov, Victoria . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:47:y:2014:i:c:p:268-285.

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2014Dependence 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.

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2014Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566.

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2014Differential income taxation and household asset allocation. (2014). Ochmann, Richard . In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:8:p:880-894.

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2014Precious metals shine? A market efficiency perspective. (2014). Charles, Amelie ; Darne, Olivier . In: Working Papers. RePEc:hal:wpaper:hal-01010516.

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2014Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey. (2014). Gencer, Hatice Gaye ; Musoglu, Zafer . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-03-02.

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2014Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey. (2014). Gencer, Hatice Gaye ; Musoglu, Zafer . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-04-02.

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2014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2014). Aye, Goodness C ; Ozdemir, Zeynel Abidin ; Miller, Stephen M. In: Working Papers. RePEc:emu:wpaper:15-24.pdf.

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2014The Swiss francs honeymoon. (2014). Janssen, Alexandra ; Studer-Suter, Rahel . In: ECON - Working Papers. RePEc:zur:econwp:170.

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2014An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Maria del Carmen Ramos-Herrera, ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201404.

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2014“EMU sovereign debt market crisis: Fundamentals-based or pure contagion?”. (2014). Gomez-Puig, Marta ; Sosvilla-Rivero, Simon . In: IREA Working Papers. RePEc:ira:wpaper:201402.

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2014“An Update on EMU Sovereign Yield Spread Drivers in Times of Crisis: A Panel Data Analysis”. (2014). Maria del Carmen Ramos-Herrera, ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201407.

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2014The role of education in equity portfolios during the recent financial crisis. (2014). MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2014_18.

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2014The 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.

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2014The integration of direct real estate and stock markets in Asia. (2014). Fuerst, Franz ; Lin, Pin-te . In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:12:p:1323-1334.

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2014China’s Promoting Energy-Efficient Products for the Benefit of the People Program in 2012: Results and analysis of the consumer impact study. (2014). Li, Jiayang ; Yu, Yang ; Zeng, Lei . In: Applied Energy. RePEc:eee:appene:v:133:y:2014:i:c:p:22-32.

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2014Spread trading strategies in the crude oil futures market. (2014). Lubnau, Thorben . In: Discussion Papers. RePEc:zbw:euvwdp:353.

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2014Competition, performance and portfolio quality in microfinance markets. (2014). Kar, Ashim Kumar ; Swain, Ranjula Bali . In: Working Paper Series. RePEc:hhs:uunewp:2014_008.

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2014Relationship Lending, Bank Competition and Financial Stability. (2014). Niinimaki, Juha-Pekka . In: Czech Economic Review. RePEc:fau:aucocz:au2014_102.

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2014The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis. (2014). Tee, Kai-Hong ; Chevapatrakul, Thanaset . In: Discussion Papers. RePEc:not:notcfc:14/08.

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2014How Relevant is the Choice of Risk Management Control Variable to Non-parametric Bank Profit Efficiency Analysis?. (2014). Maximilian J. B. Hall, ; Zhou, Zhongbao ; Liu, Wenbin B. ; Simper, Richard . In: CEPA Working Papers Series. RePEc:qld:uqcepa:98.

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2014The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range. (2014). Souek, Michael ; Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:332-340.

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2014Determinants of financial distress in u.s. large bank holding companies. (2014). Xie, Li ; Zhang, Zhuang ; lu, xiangyun . In: MPRA Paper. RePEc:pra:mprapa:53545.

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2014The impacts of Gramm–Leach–Bliley bank diversification on value and risk. (2014). Filson, Darren ; Olfati, Saman . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:41:y:2014:i:c:p:209-221.

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2014Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all?. (2014). Lozano-Vivas, Ana ; Zelenyuk, Valentin ; Curi, Claudia . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps18.

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2014Corporate governance, financial management decisions and firm performance: Evidence from the maritime industry. (2014). Louca, Christodoulos ; Panayides, Photis M. ; Andreou, Panayiotis C.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:63:y:2014:i:c:p:59-78.

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2014Systemic risk and causality dynamics of the world international shipping market. (2014). Podobnik, Boris ; Zhang, Xin ; EugeneStanley, H. ; Kenett, Dror Y.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:415:y:2014:i:c:p:43-53.

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2014Corporate social responsibility disclosure: The case of international shipping. (2014). Merikas, Andreas ; Drobetz, Wolfgang ; Tsionas, Mike G.. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:71:y:2014:i:c:p:18-44.

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2014Does fairness matter for the success of fiscal consolidation?. (2014). Kaplanoglou, Georgia ; Bardakas, loanna C.. In: Working Papers. RePEc:bog:wpaper:180.

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2014Monetary Developments and Expansionary Fiscal Consolidations: Evidence from the EMU. (2014). . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp122014.

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2014How Much is A Lot? Historical Evidence on the Size of Fiscal Adjustments. (2014). Mulas-Granados, Carlos ; Jaramillo, Laura ; Escolano, Julio ; Terrier, G.. In: IMF Working Papers. RePEc:imf:imfwpa:14/179.

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2014The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa. (2014). Hearn, Bruce . In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:91-110.

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2014Return and volatility dynamics among four African equity markets: A multivariate VAR-EGARCH analysis. (2014). Kuttu, Saint . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:1:p:56-69.

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2014Modeling volatility and conditional correlations between socially responsible investments, gold and oil. (2014). Sadorsky, Perry . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:609-618.

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2014Performance of Portfolios Composed of British SRI Stocks. (2014). McIntosh, Graham ; Brzeszczyski, Janusz . In: Journal of Business Ethics. RePEc:kap:jbuset:v:120:y:2014:i:3:p:335-362.

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2014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-295.

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2014The Housing Market-Bank Credit Relationship: Some Thoughts on Its Causality. (2014). Gonzlez, Ana Rosa ; Arestis, Philip . In: Panoeconomicus. RePEc:voj:journl:v:61:y:2014:i:2:p:145-160.

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2014Long-term government bond yields and macroeconomic fundamentals: Evidence for Greece during the crisis-era. (2014). Chionis, Dionysios ; Schizas, Panagiotis ; Pragidis, Ioannis . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:254-258.

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2014Distinguishing the components of household financial wealth: the impact of liabilities on assets in Euro Area countries. (2014). Kukk, Merike . In: Bank of Estonia Working Papers. RePEc:eea:boewps:wp2014-2.

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2014The effect of housing and stock market wealth on consumption in emerging and developed countries. (2014). onje, Amina Ahec ; asni, Anita eh . In: Economic Systems. RePEc:eee:ecosys:v:38:y:2014:i:3:p:433-450.

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2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression. (2014). Karathanasopoulos, Andreas ; BREITNER, MICHAEL H. ; Theofilatos, Konstantinos ; Mettenheim, Hans-Jorg ; Sermpinis, Georgios ; Neely, Christopher ; Dunis, Christian ; Stasinakis, Charalampos . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487.

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2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms. (2014). Karatahansopoulos, Andreas ; Laws, Jason ; Sermpinis, Georgios ; Dunis, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610.

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2014Prediction Markets and Election Polling: Granger Causality Tests Using InTrade and RealClearPolitics Data. (2014). Duquette, Christopher ; Upadhyaya, Kamal ; Mixon, Franklin . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:42:y:2014:i:4:p:357-366.

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2014Are There Profit (Returns) in Shariah-Compliant Exchange Traded Funds? The Multiscale Propensity. (2014). Farouk, Faizal . In: MPRA Paper. RePEc:pra:mprapa:58869.

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2014Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Abul, Basher Syed ; Hui, Zhu ; Salem, Nechi . In: MPRA Paper. RePEc:pra:mprapa:56566.

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2014Portfolio Investments and Asset Prices Relationship in Turkey. (2014). Bakin, Bilge ; Gurgun, Gozde . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:0201138.

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2014Effectiveness, cause and impact of price limit—Evidence 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.

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2014Forecasting gains of robust realized variance estimators: evidence from European stock markets. (2014). Sharma, Prateek . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00886.

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2014The 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.

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2014The Impact of Software Piracy on Inclusive Human Development: Evidence from Africa. (2014). Andres, Antonio Rodriguez . In: Working Papers. RePEc:agd:wpaper:14/035.

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2014The Impact of Software Piracy on Inclusive Human Development: Evidence from Africa. (2014). Andres, Antonio R.. In: MPRA Paper. RePEc:pra:mprapa:65303.

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2014Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1426.

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2014Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J.. In: Working Papers in Economics. RePEc:cbt:econwp:14/23.

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2014The Eurozone crisis and its contagion effects on the European stock markets. (2014). Sehgal, Sanjay ; Ahmad, Wasim . In: Studies in Economics and Finance. RePEc:eme:sefpps:v:31:y:2014:i:3:p:325-352.

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2014Volatility Spillovers from Australia's Major Trading Partners across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J. ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140106.

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2014Volatility equicorrelation: A cross-market perspective. (2014). Chevallier, Julien ; Aboura, Sofiane . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:289-295.

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2014An empirical study on pre-trade transparency and intraday stealth trading. (2014). Lin, Yaling . In: International Review of Economics & Finance. RePEc:eee:reveco:v:30:y:2014:i:c:p:26-40.

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2014Cross-Prefecture Expansion of Regional Banks in Japan and Its Effects on Lending-Based Income. (2014). Kondo, Kazumine . In: MPRA Paper. RePEc:pra:mprapa:52978.

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2014Market 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.

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2014Do Credit Associations Compete with Each Other in Japanese Regional Lending Markets?. (2014). Kondo, Kazumine . In: MPRA Paper. RePEc:pra:mprapa:56669.

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2014Optimally sampled realized range-based volatility estimators. (2014). Vortelinos, Dimitrios I.. In: Research in International Business and Finance. RePEc:eee:riibaf:v:30:y:2014:i:c:p:34-50.

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2014Market 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.

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2014Low interest rate policy and the use of reserve requirements in emerging markets. (2014). Hoffmann, Andreas ; Loffler, Axel . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:3:p:307-314.

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2014A 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.

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2014.

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2014Does the composition of the board matter? On the relationship between corporate governance and value creation. (2014). Rivo-Lopez, Elena ; Lago-Peas, Santiago ; Villanueva-Villar, Monica . In: MPRA Paper. RePEc:pra:mprapa:56597.

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2014What do we know about the effects of macroprudential policy?. (2014). Galati, Gabriele ; Moessner, Richhild . In: DNB Working Papers. RePEc:dnb:dnbwpp:440.

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2014The Determinant of Commercial Banks’ Interest Margin in Indonesia: An Analysis of Fixed Effect Panel Regression. (2014). Manurung, Adler Hayman ; Tubagus N. A. Maulana, ; Raharjo, Pamuji Gesang ; Hakim, Dedi Budiman . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2014-02-7.

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2014Calibrating the Italian smile with time-varying volatility and heavy-tailed models. (2014). Fabozzi, Frank J. ; Rachev, Svetlozar T. ; Bianchi, Michele Leonardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_944_14.

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2014Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective. (2014). Bianchi, Michele Leonardo . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_957_14.

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2014Discussion of ‘on simulation and properties of the stable law’ by Devroye and James. (2014). Fabozzi, Frank ; Bianchi, Michele . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:3:p:353-357.

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2014Quantifying Catastrophic and Climate Impacted Hazards Based on Local Expert Opinions. (2014). Truck, Stefan ; Keighley, Tim ; Longden, Thomas ; Mathew, Supriya . In: Working Papers. RePEc:fem:femwpa:2014.93.

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2014Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?. (2014). Jung, R. C. ; Maderitsch, R.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:331-342.

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2014Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

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2014Financial development and poverty reduction nexus: A cointegration and causality analysis in Bangladesh. (2014). , FredericTeulon ; Shahbaz, Muhammad ; Arouri, Mohamed ; Uddin, Gazi Salah ; Teulon, Frederic . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:405-412.

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2014Multivariate-based Granger causality between financial deepening and poverty: the case of Pakistan. (2014). Rehman, Ijaz ; Shahbaz, Muhammad . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:48:y:2014:i:6:p:3221-3241.

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2014How does bad and good volatility spill over across petroleum markets?. (2014). . In: Papers. RePEc:arx:papers:1405.2445.

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Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Why does the Euro fail? The DCCA approach. (2014). Dionisio, Andreia ; Ferreira, Paulo ; Zebende, Gilney . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2014_15.

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2014Detecting 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.

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2014Causal 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.

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2014Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending. (2014). Bellucci, Andrea ; Favaretto, Ilario ; Giombini, Germana . In: IAW Discussion Papers. RePEc:iaw:iawdip:104.

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2014A Macro Assessment of China Effects on Malaysian Exports and Trade Balances. (2014). Hooy, Chee-Wooi ; Chan, Tze-Haw ; Lean, Hooi-Hooi . In: Working Papers. RePEc:ipg:wpaper:2014-458.

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2014The Effect of Weather-Induced Internal Migration on Local Labor Markets Evidence from Uganda. (2014). Stobl, Eric ; Valfort, Marie-Anne . In: Working Papers. RePEc:ipg:wpaper:2014-460.

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2014The Role of Renewable Energy Consumption and Trade: Environmental Kuznets Curve Analysis for Sub-Saharan Africa Countries. (2014). Ozturk, Ilhan ; ben Youssef, Slim ; ben Jebli, Mehdi . In: Working Papers. RePEc:ipg:wpaper:2014-467.

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2014ESTIMATING SHADOW PRICES OF POLLUTION IN OECD ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-479.

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2014Circular economy: what regulatory framework in France?. (2014). LEVILLAIN, Alexandre ; Fernandez, Dominique Bonet . In: Working Papers. RePEc:ipg:wpaper:2014-482.

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2014Key success factors for the integration of Circular economy by energy sector firms in the early 21st century? A research agenda. (2014). Fernandez, Dominique Bonet ; Gael -Miguel JUILLARD, . In: Working Papers. RePEc:ipg:wpaper:2014-483.

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2014Regulation of water demand in arid and semi-arid countries. (2014). Bouchrika, Ali ; Arouri, Mohamed ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-484.

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2014ADJUSTING PRODUCTIVITY FOR POLLUTION IN SELECTED ASIAN ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-491.

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2014Le capitalisme liberal vu par Friedrich von Hayek. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-493.

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2014THE EFFECT OF GREEN TAXATION AND ECONOMIC GROWTH ON ENVIRONMENT HAZARDS: THE CASE OF MALAYSIA. (2014). Loganathan, Nanthakumar ; Taha, Roshaiza . In: Working Papers. RePEc:ipg:wpaper:2014-494.

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2014L’intégration des entreprises des pays en développement dans les CGV permet-elle l’apprentissage environnemental ? Une application aux entreprises oléicoles tunisiennes. (2014). Akli, ACHABOU ; Mohamed, HAMDOUN ; Sihem, DEKHILI . In: Working Papers. RePEc:ipg:wpaper:2014-496.

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2014Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles . In: Working Papers. RePEc:ipg:wpaper:2014-500.

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2014The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-516.

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2014Gary Becker et l’approche économique du comportement humain. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-521.

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2014Relire Marx (et les marxistes !). (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-526.

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2014Milton Friedman (1912-2006) : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-530.

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2014Corporate 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.

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2014Robert Mundell et les relations monétaires internationales. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-534.

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2014Charles Kindleberger (1910-2003) et les dysfonctionnements de l’économie mondiale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-538.

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2014A la recherche de Maurice Allais. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-548.

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2014Paul Krugman et la nouvelle économie internationale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-550.

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2014John Kenneth Galbraith, un économiste hétérodoxe dans le siècle. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-551.

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2014Linking FDI inflows to economic growth in North African countries. (2014). Sassi-Tmar, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-558.

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2014Joseph Stiglitz : une vision désenchantée de la mondialisation. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-559.

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Paccagnini, Alessia ; kanda, Patrick T. ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014James Tobin, père fondateur de la finance moderne. (2014). , FredericTeulon ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-571.

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2014Ce que nous devons à James Mead (1907-1995). (2014). , FredericTeulon ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-574.

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2014Stock 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.

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2014Market Timing Skill of Socially Responsible Investing Fund Managers: North America versus Europe. (2014). Gregoriou, Greg N. ; Ang, Wei Rong . In: Working Papers. RePEc:ipg:wpaper:2014-599.

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2014Corporate 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.

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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). Morana, Claudio . In: Working Papers. RePEc:mib:wpaper:273.

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2014The determinants of abandoned M&As in the banking sector. (2014). Caiazza, Stefano . In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp14074.

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2014Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efficiency?. (2014). Zotti, Roberto . In: MPRA Paper. RePEc:pra:mprapa:60065.

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2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). de Gracia, Ferando Perez ; Gupta, Rangan ; Gil-Alana, Luis A.. In: Working Papers. RePEc:pre:wpaper:201450.

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Recent citations received in: 2013

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2013La microfinance : quelles leçons tirées des expériences des pays en développement ?. (2013). Arrassen, Wassini . In: Economics Thesis from University Paris Dauphine. RePEc:dau:thesis:123456789/12692.

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2013Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Souek, Michael ; Todorova, Neda . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597.

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2013Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal. (2013). Paradiso, Antonio ; Caporale, Guglielmo Maria . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225.

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2013On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal. (2013). Maher, Daniela ; Chen, Haojun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:177-201.

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2013The Vulnerability of Microfinance to Financial Turmoil – Evidence from the Global Financial Crisis. (2013). Winkler, Adalbert ; Wagner, Charlotte . In: World Development. RePEc:eee:wdevel:v:51:y:2013:i:c:p:71-90.

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2013Testing for contagion: the impact of US structured markets on international financial markets. (2013). Taylor, Nicholas ; Leung, Woon Sau . In: Chapters. RePEc:elg:eechap:14545_11.

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2013Age Dependency and Labor Productivity Divergence. (2013). Choudhry, Misbah Tanveer . In: Quaderni del Dipartimento di Economia, Finanza e Statistica. RePEc:pia:wpaper:113/2013.

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2013Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa. (2013). Hamori, Shigeyuki ; Inoue, Takeshi . In: MPRA Paper. RePEc:pra:mprapa:53417.

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2012Modelling the liquidity ratio as macroprudential instrument. (2012). van den End, Jan Willem ; Kruidhof, Mark . In: DNB Working Papers. RePEc:dnb:dnbwpp:342.

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2012Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis. (2012). Xu, Haifeng . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:4:p:344-352.

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2012Performance of Portfolios Composed of British SRI Stocks. (2012). McIntosh, Graham ; Brzeszczynski, Janusz . In: CFI Discussion Papers. RePEc:hwe:cfidps:1202.

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2012The effects of volatility spillover in the US basis swap markets. (2012). Malhotra, D. K. ; Bhargava, Vivek . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:216-238.

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2012Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan . In: NBER Working Papers. RePEc:nbr:nberwo:18554.

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2012Firms Accruals and Tobin’s q. (2012). . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012.

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2012Do Socially Responsible Investment Indexes Outperform Conventional Indexes?. (2012). Matsuda, Akimi ; Okimoto, Tatsuyoshi . In: MPRA Paper. RePEc:pra:mprapa:36662.

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2012Performances of Socially Responsible Investment and Environmentally Friendly Funds. (2012). Matsuda, Akimi ; Ito, Yutaka ; Managi, Shunsuke . In: MPRA Paper. RePEc:pra:mprapa:40654.

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2012Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284.

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2012Intra-daily volatility spillovers between the US and German stock markets. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206.

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2011ARE THERE STILL PORTFOLIO DIVERSIFICATION BENEFITS IN EASTERN EUROPE? AGGREGATE VERSUS SECTORAL STOCK MARKET DATA. (2011). Savva, Christos S. ; Aslanidis, Nektarios . In: Manchester School. RePEc:bla:manchs:v:79:y:2011:i:6:p:1323-1352.

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2011Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Fresoli, Diego ; Pascual, Lorenzo ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426.

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2011Scattered Fiscal Forecasts. (2011). Pierdzioch, Christian ; Ruelke, Jan ; Stadtmann, Georg . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00353.

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2011The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications. (2011). Hsing, YU. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2011-01-2.

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2011Estimating Central Bank preferences in a small open economy: Sweden 1995-2009. (2011). DAdamo, Gaetano . In: Working Papers. RePEc:eec:wpaper:1111.

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2011Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia. (2011). Paradiso, Antonio ; Rao, Bhaskara B.. In: MPRA Paper. RePEc:pra:mprapa:29606.

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2011A Review and Bibliography of Early Warning Models. (2011). . In: MPRA Paper. RePEc:pra:mprapa:32893.

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2011The instability of the correlation structure of the S&P 500. (2011). Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: MPRA Paper. RePEc:pra:mprapa:34160.

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2011A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?. (2011). Rao, Bhaskara B ; Kumar, Saten ; Antonio, Paradiso . In: MPRA Paper. RePEc:pra:mprapa:35296.

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2011Tests for weak form market efficiency in stock prices: Monte Carlo evidence. (2011). Khaled, Mohammed S ; Keef, Stephen P. In: Working Paper Series. RePEc:vuw:vuwecf:1993.

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