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The North American Journal of Economics and Finance / Elsevier


0.81

Impact Factor

0.85

5-Years IF

28

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.09121221002 (9.5%)0.04
19930.1152730.112612122 (7.7%)0.05
19940.070.110.07144130.07112722721 (9.1%)0.05
19950.030.20.05135450.09422914122 (4.8%)0.07
19960.190.230.152478150.19302755488 (26.7%)20.080.09
19970.030.270.08189660.0618937178614 (7.4%)0.09
19980.190.290.1413109170.163942884124 (10.3%)0.1
19990.10.320.052012950.041093138245 (4.6%)0.13
20000.030.40.0813142180.134733188713 (27.7%)50.380.15
20010.240.40.1918160350.22404338881721 (5.2%)50.280.15
20020.940.420.5419179900.53233129824414 (4.3%)150.790.18
20031.350.440.82191981050.532703750836816 (5.9%)40.210.19
20041.420.490.98192171350.62179385489878 (4.5%)170.890.2
20050.950.531.17232401600.6740638368810316 (3.9%)100.430.21
20060.740.511.2252651710.6530742319811829 (9.4%)60.240.2
20070.830.450.8172821550.5518848401058420 (10.6%)20.120.18
20080.810.481.26223042530.83184423410313016 (8.7%)30.140.2
20090.970.471.08173212230.69182393810611413 (7.1%)50.290.19
20100.590.450.94233442200.6421839231049824 (11%)80.350.16
20111.430.521.45203643360.92122405710415134 (27.9%)80.40.2
20121.350.551.26223863600.9313943589912539 (28.1%)90.410.2
20131.380.621.44844705211.114174258104150102 (24.5%)480.570.22
20141.270.641.33675374850.920410613516622050 (24.5%)190.280.21
20151.280.691.22706075190.8611315119321626419 (16.8%)180.260.22
20160.810.850.85736804410.65611371112632236 (9.8%)140.190.26
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:


#YearTitleCited
12001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

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164
21997Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

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152
32002Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146.

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149
42006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

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129
52001Fragmentation in simple trade models. (2001). Deardorff, Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137.

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116
62007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

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94
72006Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281.

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74
82004Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Shiratsuka, Shigenori ; Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100.

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67
92010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105.

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59
102005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

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55
112002The great exchange rate debate after Argentina. (2002). Edwards, Sebastian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252.

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54
122003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

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54
132013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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49
142003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

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49
152013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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48
161999From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yunez-Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:10:y:1999:i:1:p:5-38.

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48
172005How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; Worms, Andreas ; Gerberding, Christina . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:277-292.

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44
182005Vertical specialization and three facts about U.S. international trade. (2005). Yi, Kei-Mu ; Chen, Hogan ; Kondratowicz, Matthew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:35-59.

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39
192009Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, João. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280.

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38
202009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

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37
212005International fragmentation and the new economic geography. (2005). Kierzkowski, Henryk ; Jones, Ronald W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:1-10.

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37
222013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

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35
232005Patterns of international fragmentation of production and the relative demand for labor. (2005). Tajoli, Lucia ; Helg, Rodolfo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:233-254.

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33
242005Fragmentation and services. (2005). Soubeyran, Antoine ; Riezman, Raymond ; Long, Ngo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:137-152.

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31
252005International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Hanley, Aoife ; Gorg, Holger . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269.

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31
262009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

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31
272002An evaluation of monetary regime options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:213-235.

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31
282008Fiscal convergence in the European Union. (2008). Yigit, Taner ; Kutan, Ali ; Kočenda, Evžen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:319-330.

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29
292002Monetary union: European lessons, Latin American prospects. (2002). Schmidt-Hebbel, Klaus ; Hochreiter, Eduard ; Winckler, Georg . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:297-321.

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28
302002Monetary integration in the Southern Cone. (2002). Gros, Daniel ; Belke, Ansgar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:323-349.

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28
312010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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27
322005The relevance of real-time data in estimating reaction functions for the euro area. (2005). Roffia, Barbara ; Gerdesmeier, Dieter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:293-307.

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27
332001The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). Wolfmayr, Yvonne ; Pfaffermayr, Michael ; Egger, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272.

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27
342008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

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25
352010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

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25
362001Cross-border sourcing and outward processing in EU manufacturing. (2001). Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:243-256.

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24
372003An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356.

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24
382003Trade integration and synchronization between the business cycles of Mexico and the United States. (2003). ALBERTOTORRES, ; Vela, Oscar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:319-342.

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24
392004Monetary policy in deflation: the liquidity trap in history and practice. (2004). Orphanides, Athanasios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:101-124.

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24
402011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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23
412005Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries. (2005). Chiquiar, Daniel ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:187-216.

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23
422010Causes of banking crises revisited. (2010). Klomp, Jeroen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87.

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23
432003Fragmentation and agglomeration matter: Japanese multinationals in Latin America and East Asia. (2003). Kimura, Fukunari ; Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:287-317.

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23
442005Do unskilled workers always lose from fragmentation?. (2005). Gorg, Holger ; Geishecker, Ingo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:81-92.

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22
452003The distributional effects of international outsourcing in a 2 x 2 production model. (2003). Falkinger, Josef ; Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:189-206.

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22
462001A specific-factors view on outsourcing. (2001). Kohler, Wilhelm . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:31-53.

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22
472005Do consumer-confidence indexes help forecast consumer spending in real time?. (2005). Croushore, Dean. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:435-450.

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22
482001Unit roots and structural breaks in North American unemployment rates. (2001). Wunnava, Phanindra ; Ewing, Bradley. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:273-282.

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21
492013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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20
502007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. (2007). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:2:p:155-174.

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20

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

Full description at Econpapers || Download paper

38
22013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

Full description at Econpapers || Download paper

31
32009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

Full description at Econpapers || Download paper

22
42006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

Full description at Econpapers || Download paper

20
52014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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19
62013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

Full description at Econpapers || Download paper

19
72014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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18
82014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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17
92005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

Full description at Econpapers || Download paper

17
102006Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281.

Full description at Econpapers || Download paper

16
112012Recent trends in measures to manage capital flows in emerging economies. (2012). Pasricha, Gurnain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:286-309.

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15
122010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105.

Full description at Econpapers || Download paper

15
132001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

Full description at Econpapers || Download paper

13
142013Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265.

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13
152015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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12
162015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

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12
172001Fragmentation in simple trade models. (2001). Deardorff, Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137.

Full description at Econpapers || Download paper

12
182007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

Full description at Econpapers || Download paper

12
192003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

Full description at Econpapers || Download paper

12
202016On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191.

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12
212003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

Full description at Econpapers || Download paper

12
222010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

Full description at Econpapers || Download paper

11
232010Causes of banking crises revisited. (2010). Klomp, Jeroen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87.

Full description at Econpapers || Download paper

11
242013Nonlinear dynamics and recurrence plots for detecting financial crisis. (2013). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:416-435.

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11
252013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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11
262008The impact of bank supervision on loan growth. (2008). Ramirez, Carlos ; Fissel, Gary ; Curry, Timothy J.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:2:p:113-134.

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10
272015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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9
282013Determinants of credit spreads: The role of ambiguity and information uncertainty. (2013). Guo, Liang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:279-297.

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291997Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

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302013The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52.

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312008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

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322013Was the 2007 crisis really a global banking crisis?. (2013). Shehzad, Choudhry Tanveer ; de Haan, Jakob. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:113-124.

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332013Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216.

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342013The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:70-93.

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352003An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356.

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362014Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos . 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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372006Financial development and financial liberalization in Asia: Thresholds, institutions and the sequence of liberalization. (2006). Ito, Hiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:303-327.

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382012The effect of episodes of large capital inflows on domestic credit. (2012). Furceri, Davide ; Rusticelli, Elena ; Guichard, Stephanie . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:325-344.

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392012Monetary policy announcements and stock reactions: An international comparison. (2012). Mayes, David ; Wang, Shen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:2:p:145-164.

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402013How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456.

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412009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

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422016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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7
432003The distributional effects of international outsourcing in a 2 x 2 production model. (2003). Falkinger, Josef ; Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:189-206.

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442010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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452005The use of real-time information in Phillips-curve relationships for the euro area. (2005). Paloviita, Maritta ; Mayes, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:415-434.

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462014Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks. (2014). Shahbaz, Muhammad ; Ali, Imran ; Rehman, Ijaz Ur ; Tahir, Mohammad Iqbal . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:190-205.

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472014Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 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.

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482002Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146.

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492010Comparing the New Keynesian Phillips Curve with time series models to forecast inflation. (2010). Valderrama, Maria ; Rumler, Fabio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:126-144.

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502011Weights and pools for a Norwegian density combination. (2011). Thorsrud, Leif ; Smith, Christie ; Bjørnland, Hilde ; Jore, Anne Sofie ; Gerdrup, Karsten . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:61-76.

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Citing documents used to compute impact factor 111:


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2016Optimal Credit Guarantee Ratio for Asia. (2016). Yoshino, Naoyuki ; TAGHIZADEH-HESARY, Farhad. In: ADBI Working Papers. RePEc:ris:adbiwp:0586.

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2016Foreign entry and the Turkish banking system in 2000s. (2016). Levent, Haluk ; Suer, Omur . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:420-435.

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2016Determinants of bank CDS spreads in Europe. (2016). Samaniego-Medina, Reyes ; di Pietro, Filippo ; Parrado-Martinez, Purificacion ; Trujillo-Ponce, Antonio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:1-15.

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2016Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level. (2016). Oxley, Les ; Hu, Yang . In: Working Papers in Economics. RePEc:wai:econwp:16/06.

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2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

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2016Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

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2016Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233.

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2016Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

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2016Asset market response to monetary policy news from SNB press releases. (2016). Huning, Hendrik . In: HWWI Research Papers. RePEc:zbw:hwwirp:177.

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2016Life cycle costing of diesel, natural gas, hybrid and hydrogen fuel cell bus systems: An Australian case study. (2016). Pryor, Trevor ; Ally, Jamie . In: Energy Policy. RePEc:eee:enepol:v:94:y:2016:i:c:p:285-294.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Hedging Inflation with Individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper Series. RePEc:rim:rimwps:16-11.

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2016Hedging inflation with individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:374-392.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

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2016Another explanation of the mutual fund fee puzzle. (2016). Hu, May ; Lim, Jin Hao ; Chao, Chi-Chur . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:134-152.

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2016Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53.

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2016Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9.

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2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

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2016Effect of Managerial Overconfidence and Compensation on Share Repurchase: Empirical Evidence from Taiwanese Firms. (2016). Liu, Tzu-Yu ; Diaz, John Francis . In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01201_153-179.

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2016Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy. (2016). Lian, Yu-Min ; Chen, Jun-Home . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:208-219.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69.

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2016Dynamic transmissions between Sukuk and bond markets. (2016). Awartani, Basel ; Maghyereh, Aktham I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:246-261.

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2016Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas. (2016). Naifar, Nader ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:148-165.

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2016Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44.

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2016Who is more visionary in mergers: Commercial vs. investment banks. (2016). Lin, Lin ; Yang, Chung-Chun ; Hsu, Chien-Lung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:133-152.

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2016Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359.

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2016Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339.

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2016The term structure of interest rates in an estimated New Keynesian policy model. (2016). Buncic, Daniel ; Lentner, Philipp . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:126-150.

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2016Filling the gaps smoothly. (2016). Itkin, Andrey ; Lipton, Alexander. In: Papers. RePEc:arx:papers:1608.05145.

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2016Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Vermeulen, Wessel ; Perego, Erica R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232.

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2016Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33.

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2016Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation. (2016). Bradford, Marc ; Lahiani, Amine ; Elmarzougui, Abdelaziz . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:42-53.

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2016Do long-term bonds hedge equity risk? Evidence from Spain. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n275-16.pdf.

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2016Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model. (2016). GUPTA, RANGAN ; Sun, Xiaojin . In: Working Papers. RePEc:pre:wpaper:201641.

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2016Knowledge recombination along the technology life cycle. (2016). Kalthaus, Martin. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-012.

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2016Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201639.

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2016Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note. (2016). Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:44:y:2016:i:3:d:10.1007_s11293-016-9508-4.

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2016Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis . In: Working Papers. RePEc:pre:wpaper:201637.

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2016Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201674.

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2016The impacts of financial development on growth:A time-varying causality analysis for Turkey. (2016). AK, Mehmet Zeki ; Altinta, Mehmet Nurullah ; Kirca, Mustafa . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:34:y:2016:i:2:p:529-554.

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2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

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2016Management, financing and taxation of housing stock in the shrinking cities of aging societies. (2016). Bogataj, David ; McDonnell, Diego Ros . In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:2-13.

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2016Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139.

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2016Is momentum trading profitable from Shariah compliant stocks?. (2016). , Mamunurrashid ; Ee, Mong Shan ; Li, Bob ; Rashid, Mamunur . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:56-63.

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2016Housing market volatility connectedness among G7 countries. (2016). Lee, Hahn Shik . In: Working Papers. RePEc:sgo:wpaper:1605.

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2016Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313.

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2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171.

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2016Asset Allocation Brewed Accross African Stock Markets. (2016). Mensah, Lord . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:3205757.

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2016Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897.

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2016Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen. In: MPRA Paper. RePEc:pra:mprapa:73302.

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2016Market integration between conventional and Islamic stock prices. (2016). JOUINI, Jamel ; Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457.

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2016Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39.

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2016Are Islamic Equity Markets “Safe Havens”? Testing the Contagion Effect using DCC-GARCH. (2016). Buğan, Mehmet ; Kilic, Yunus . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:167-176.

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2016Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201616.

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2016Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model. (2016). Nioi, Mihai ; Pochea, Maria Miruna . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:2:p:323-334.

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2016Inflation forecasts and forecaster herding: Evidence from South African survey data. (2016). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:62:y:2016:i:c:p:42-50.

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2016Risk Management in Energy Sector Using Short Call Ladder Strategy. (2016). Soltes, Michal ; Harcarikova, Monika . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:12:y:2016:i:3:p:39-54.

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2016Do foreign institutions outperform in the Taiwan options market?. (2016). Lin, William T ; Chiu, Peter ; Tsai, Shih-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:101-115.

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2016The Christmas effect—Special dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:15-30.

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2016Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102.

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2016The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets. (2016). Medeiros, Marcelo ; Pinto, Marcio Gomes ; Santos, Francisco Luna . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:36:y:2016:i:2:a:46421.

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2016The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201643.

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2016Does speculation in the oil market drive investor herding in net exporting nations?. (2016). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Working Papers. RePEc:emu:wpaper:15-29.pdf.

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2016Analysis of Herding in REITs of an Emerging Market: The Case of Turkey. (2016). GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201666.

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2016Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21.

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2016The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2015-2016_7.

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2016Brexit concerns, UK and European equities: A lose-lose scenario?. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70519.

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2016Is uncertainty over Brexit damaging the UK and European equities?. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70520.

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2016The Impact of the 2008 Global Financial Crisis on the Structure of the Transmission of Price Innovations Across Financial Markets: The Case of Southwest Asian Equity Markets. (2016). Qunfeng, Liao ; John, Stephens ; Seyed, Mehdian. In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:63:y:2016:i:2:p:195-208:n:5.

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2016Who is more visionary in mergers: Commercial vs. investment banks. (2016). Lin, Lin ; Yang, Chung-Chun ; Hsu, Chien-Lung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:133-152.

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2016Going public via special purpose acquisition companies: Frogs do not turn into princes. (2016). Tykvova, Tereza ; Kolb, Johannes . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:80-96.

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2016Evidence of risk premiums in emerging market carry trade currencies. (2016). Coelho, Marcelo Bittencourt ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:103-115.

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2016Foreign entry and the Turkish banking system in 2000s. (2016). Levent, Haluk ; Suer, Omur . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:420-435.

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2016Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina . In: Working Papers. RePEc:mae:wpaper:2016-02.

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2016Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina . In: Croatian Economic Survey. RePEc:iez:survey:ces-v18_1-2016_kabashi-suleva.

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2016Credit cycles and real activity - the Swiss case. (2016). Scheufele, Rolf ; Baeurle, Gregor ; Baurle, Gregor . In: Working Papers. RePEc:snb:snbwpa:2016-13.

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2016The bank-lending channel empirically revisited. (2016). Halvorsen, Jorn I ; Jacobsen, Dag Henning . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:95-105.

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2016Insurance penetration and economic growth nexus: Cross-country evidence from ASEAN. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Norman, Neville R ; Pradhan, Rudra P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:447-458.

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2016The dynamic linkage between insurance activities and banking credit: Some new evidence from global countries. (2016). Zhang, Chengsi ; Liu, Guanchun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:40-53.

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2016The source of stock return fluctuation in Taiwan. (2016). Liu, De-Chih . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:77-88.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66.

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2016Is the relationship between macroeconomy and stock market liquidity mutually reinforcing? Evidence from an emerging market. (2016). Ur, Ijaz ; Zainudin, Rozaimah ; Mahdzan, Nurul Shahnaz . In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:3:p:294-316.

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2016Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301.

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2016Another explanation of the mutual fund fee puzzle. (2016). Hu, May ; Lim, Jin Hao ; Chao, Chi-Chur . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:134-152.

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2016Optimal allocation of government bond funds through the business cycle. Is money smart?. (2016). Laborda, Ricardo ; Muoz, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:46-67.

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2016The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010.

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2016Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92.

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2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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2016Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101.

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2016Do aircraft perquisites cause CEOs to withhold bad news?. (2016). Huang, Chia-Wei ; Lin, Chih-Yen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:189-202.

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2016Option pricing model with sentiment. (2016). Yang, Chunpeng ; Gao, Bin . In: Review of Derivatives Research. RePEc:kap:revdev:v:19:y:2016:i:2:d:10.1007_s11147-015-9118-3.

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2016Does the Shariah screening process matter? Evidence from Shariah compliant portfolios. (2016). Ashraf, Dawood ; Khawaja, Mohsin . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:77-92.

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2016Real estate returns predictability revisited: novel evidence from the US REITs market. (2016). GUPTA, RANGAN ; Akinsomi, Omokolade ; Economou, Fotini ; Babalos, Vassilios ; Aye, Goodness C. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1037-5.

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2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

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2016The volatility dynamics of spot and futures gold prices: Evidence from Russia. (2016). Kirkulak, Berna ; Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:474-484.

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2016Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233.

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2016How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541.

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2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK. (2016). Tamakoshi, Go ; Hamori, Shigeyuki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:288-296.

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2016Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214.

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2016How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:32-48.

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2016Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach. (2016). Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2033.

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2016Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222.

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2016CEO Overconfidence, Leadership Ethics, and Institutional Investors. (2016). Park, Joohee ; Chung, Chune Young . In: Sustainability. RePEc:gam:jsusta:v:9:y:2016:i:1:p:14-:d:85988.

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2016Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201680.

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2016Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607.

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2016Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation. (2016). Bradford, Marc ; Lahiani, Amine ; Elmarzougui, Abdelaziz . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:42-53.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83.

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2016Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry. (2016). Han, I ; Chan, Kam C ; Liang, Hsin-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:185-199.

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2016On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140.

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2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296.

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2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

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2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80.

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2016Firm geographic location and voluntary disclosure. (2016). Derouiche, Imen ; Zemzem, Ahmed ; Jaafar, Kaouther . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:29-47.

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2016Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222.

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2016Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201626.

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2016Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656.

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2016Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671.

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2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675.

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2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy . In: Working Papers. RePEc:pre:wpaper:201677.

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2016Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter. (2016). Stillwagon, Josh ; Frydman, Roman . In: Working Papers Series. RePEc:thk:wpaper:44.

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Recent citations received in 2015

YearCiting document
2015Communication about future policy rates in theory and practice: A Survey. (2015). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:475.

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2015Pollution, health and economic growth. (2015). Chao, Chi-Chur ; Hu, Shih-Wen ; Tai, Meng-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:155-161.

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2015Option pricing under truncated Gram–Charlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97.

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2015Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

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2015Static hedging of chained-type barrier options. (2015). Jun, Doobae ; Ku, Hyejin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:317-327.

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2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

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2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Jammazi, Rania ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

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2015Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253.

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2015On the relation between currency and banking crises in developing countries, 1980–2010. (2015). Jing, Zhongbo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:267-291.

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2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

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2015Asymmetric Information, Bank Lending and Implicit Contracts: Differences between Banks. (2015). Niinimaki, Juha-Pekka . In: Czech Economic Review. RePEc:fau:aucocz:au2015_074.

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2015Dissecting Models Forecasting Performance. (2015). Siliverstovs, Boriss. In: KOF Working papers. RePEc:kof:wpskof:15-397.

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2015Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes. (2015). Smyth, Russell ; Mishra, Vinod ; Lean, Hooi Hooi. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-33.

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2015On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna . In: MPRA Paper. RePEc:pra:mprapa:68859.

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2015Students? Project-Based Learning: Local Commercial Products and Marketing Mix. (2015). Khairiree, Krongthong ; Meenanun, Chonnart . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604495.

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2015Global Equity Market Volatility Spillovers: A Broader Role for the United States. (2015). Buncic, Daniel ; Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2015:08.

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2015Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2015:22.

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Recent citations received in 2014

YearCiting document
2014The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Wleklinska, Dagna ; Gorna, Karolina ; Szulc, Elzbieta . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:125-144.

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2014Statistics 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.

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2014Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

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2014Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

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2014The deterministic shift extension and the affine dynamic Nelson–Siegel model. (2014). HILLION, ALAIN ; DANG-NGUYEN, STEPHANE ; LE CAILLEC, JEAN-MARC . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:402-417.

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2014Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns. (2014). Chiu, Chia-Yung ; Lin, Shin-Hung ; Huang, Hung-Hsi ; Wang, Ching-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:59-83.

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2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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2014Do institutional investors monitor management? Evidence from the relationship between institutional ownership and capital structure. (2014). Chung, Chune Young ; Wang, Kainan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:203-233.

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2014The real effects of inflation in a developing economy with external debt and sovereign risk. (2014). Assibey-Yeboah, Mark ; Mohsin, Mohammed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:40-55.

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2014US dollar exchange rate and food price dependence: Implications for portfolio risk management. (2014). Reboredo, Juan ; Ugando, Mikel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:72-89.

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2014Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206.

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2014Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks. (2014). Ghorbel, Achraf ; Boujelbne, Younes ; Ghorbel-Zouari, Sonia . In: International Journal of Managerial and Financial Accounting. RePEc:ids:injmfa:v:6:y:2014:i:1:p:1-26.

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2014China’s Monetary Policy and Commodity Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-298.

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2014US Monetary Policy and Commodity Sector Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-438.

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2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-470.

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2014Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis. (2014). Shahzad, Syed Jawad Hussain ; Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Zakaria, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:60398.

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2014Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:60579.

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2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Aye, Goodness C. ; Kim, Won Joong . In: Working Papers. RePEc:pre:wpaper:201415.

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2014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Economou, Fotini ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454.

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Recent citations received in 2013

YearCiting document
2013Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets. (2013). Palomba, Giulio ; Nicolau, Mihaela ; TRAINI, Ilaria . In: Working Papers. RePEc:anc:wpaper:394.

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2013Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Pereira da Silva, Luiz Awazu ; Agénor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:324.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/27.

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2013Foreign exchange risk in a managed float regime: A case study of Pakistani rupee. (2013). Uppal, Jamshed ; Naseem, Imran ; Mudakkar, Syeda Rabab ; Shah, Ghias Ud Din, ; Zaman, Khalid. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:409-417.

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2013Product variety, finite changes and wage inequality. (2013). Marjit, Sugata ; Kar, Saibal ; Dutta, Meghna. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:610-613.

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2013Risk management and financial derivatives: An overview. (2013). McAleer, Michael ; Hammoudeh, Shawkat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115.

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2013What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research. (2013). Larsson, Carl F.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:22-39.

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2013Dynamic relationships between industry returns and stock market returns. (2013). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:119-144.

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2013Portfolio selection and portfolio frontier with background risk. (2013). Wang, Ching-Ping ; Huang, Hung-Hsi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:177-196.

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2013Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216.

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2013Dynamic price integration in the global gold market. (2013). Chang, Chia-Lin ; Huang, Yi-Wei ; della Chang, Jui-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:227-235.

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2013Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265.

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2013The role of banking regulation in an economy under credit risk and liquidity shock. (2013). Divino, Jose Angelo ; da Silva, Marcos Soares . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:266-281.

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2013Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise. (2013). Kunitomo, Naoto ; Sato, Seisho . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:282-309.

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2013Pricing options on stocks denominated in different currencies: Theory and illustrations. (2013). Li, Johnny Siu-Hang ; Chan, Wai-Sum ; Ng, Andrew C. Y., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:339-354.

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2013EVT and tail-risk modelling: Evidence from market indices and volatility series. (2013). Powell, Robert ; Allen, David ; Singh, Abhay K.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:355-369.

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2013Quantitative evaluation of contingent capital and its applications. (2013). Gupta, Anshul ; Nishiyama, Yoshihiko ; Akuzawa, Toshinao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:457-486.

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2013High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables. (2013). Hammoudeh, Shawkat ; Alves, Isabel Fraga ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:487-496.

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2013Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:519-534.

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2013Deciphering the Libor and Euribor Spreads during the subprime crisis. (2013). Sartore, Domenico ; Pelizzon, Loriana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:565-585.

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2013Asset price, risk transfer and economic activities: Firm-level evidence from China. (2013). Huang, Ying Sophie ; Wang, Yizhong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:663-676.

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2013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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2013On pollution permits and abatement. (2013). Oladi, Reza ; Beladi, Hamid ; Liu, LU. In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:3:p:302-305.

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2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

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2013On the short- and long-run efficiency of energy and precious metal markets. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; Arouri, Mohamed El Hedi, . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844.

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2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191.

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2013Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:38695.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin ; Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:41465.

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2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500. (2013). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:6-30:d:29740.

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2013Regime changes and the impact of currency depreciations: the case of Spanish–US industry trade. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:1:p:21-37.

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2013Impact of exchange-rate variability on commodity trade between U.S. and Germany. (2013). Bahmani-Oskooee, Mohsen ; Hajilee, Masoomeh . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:2:p:287-324.

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2013Exchange-rate variability and U.S.-French trade flows: evidence from industry data. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:4:p:685-719.

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2013Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468.

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2013Recent Developments in Financial Economics and Econometrics:An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: KIER Working Papers. RePEc:kyo:wpaper:842.

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2013Two-moment decision model for location-scale family with background asset. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, XU. In: MPRA Paper. RePEc:pra:mprapa:43864.

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2013Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Shahbaz, Muhammad ; Ali, Imran ; Tahir, Mohammad Iqbal . In: MPRA Paper. RePEc:pra:mprapa:47924.

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2013The non-negative constraint on the nominal interest rate and the effects of monetary policy. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49394.

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2013Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia . In: MPRA Paper. RePEc:pra:mprapa:50940.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1303.

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2013Effects of taxation on European multi-nationals’ financing and profits. (2013). Lutz, Stefan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1304.

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2013R&D, IP, and firm profits in the automotive supplier industry. (2013). Lutz, Stefan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1315.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1330.

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2013Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1336.

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2013Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco ; Puch, Luis ; Marrero, Gustavo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341.

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