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Emerging Markets Review / Elsevier


1.57

Impact Factor

1.77

5-Years IF

30

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
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.2000 (%)0.07
19960.24000 (%)0.09
19970.28000 (%)0.1
19980.290100 (%)0.1
19990.330200 (%)0.14
20000.4131320.151770012 (6.8%)10.080.15
20010.540.410.54223590.2625413713721 (8.3%)20.090.15
20020.510.420.512257240.424793518351852 (10.9%)50.230.18
20030.680.450.812481550.683214430574623 (7.2%)70.290.19
20041.040.50.920101870.863404648817332 (9.4%)90.450.2
20050.860.531.01211221311.07293443810110238 (13%)10.050.21
20061.10.521.13231451541.06294414510912335 (11.9%)60.260.2
20070.820.461.01231681600.95239443611011126 (10.9%)70.30.18
20081.130.491.11201881981.05159465211112323 (14.5%)60.30.2
20090.840.481.17202082281.1211433610712539 (18.5%)50.250.19
20100.850.461.01252332260.97234403410710841 (17.5%)70.280.17
20110.910.531.01292623051.16313454111111233 (10.5%)180.620.2
20121.20.561.09272893511.21183546511712726 (14.2%)90.330.2
20131.20.631.21393283671.12252566712114632 (12.7%)130.330.22
20141.30.661.54373654911.35186668614021520 (10.8%)100.270.22
20151.210.731.42404054481.1194769215722313 (13.8%)110.280.23
20161.570.951.77454506611.4750771211723046 (12%)180.40.29
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
12002Research in emerging markets finance: looking to the future. (2002). Harvey, Campbell ; Bekaert, Geert. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448.

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107
22002International portfolio diversification: US and Central European equity markets. (2002). Gilmore, Claire G. ; McManus, Ginette M.. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:1:p:69-83.

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71
32005Coexceedances in financial markets--a quantile regression analysis of contagion. (2005). Baur, Dirk ; Schulze, Niels. In: Emerging Markets Review. RePEc:eee:ememar:v:6:y:2005:i:1:p:21-43.

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71
42004Private benefits and cross-listings in the United States. (2004). Weisbach, Michael ; Benos, Evangelos. In: Emerging Markets Review. RePEc:eee:ememar:v:5:y:2004:i:2:p:217-240.

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67
52004Consolidation and market structure in emerging market banking systems. (2004). Gelos, R. Gaston ; Roldos, Jorge . In: Emerging Markets Review. RePEc:eee:ememar:v:5:y:2004:i:1:p:39-59.

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62
62001The corporate governance behavior and market value of Russian firms. (2001). Black, Bernard. In: Emerging Markets Review. RePEc:eee:ememar:v:2:y:2001:i:2:p:89-108.

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60
72003Debt composition and balance sheet effects of exchange rate depreciations: a firm-level analysis for Chile. (2003). Morandé, Felipe ; Johnson, Christian ; Benavente, Jose Miguel ; Morande, Felipe G.. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:397-416.

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57
82011Risk and return characteristics of Islamic equity funds. (2011). Kräussl, Roman ; Hayat, Raphie. In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:189-203.

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57
92003Debt composition and balance sheet effects of currency depreciation: a summary of the micro evidence. (2003). Schiantarelli, Fabio ; Panizza, Ugo ; Galindo, Arturo. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:330-339.

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54
102002Economic determinants of emerging stock market interdependence. (2002). Pretorius, Elna. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:1:p:84-105.

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49
112006Corporate governance indices and firms market values: Time series evidence from Russia. (2006). Rachinsky, Andrei ; Love, Inessa ; Black, Bernard. In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:4:p:361-379.

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49
12Before the fall: were East Asian currencies overvalued?. (2000). Chinn, Menzie. In: Emerging Markets Review. RePEc:eee:ememar:v:1:y:2000:i:2:p:101-126.

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46
132002Leading indicators of currency crises for emerging countries. (2002). Coudert, Virginie ; Burkart, Oliver. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:2:p:107-133.

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46
142009Evidence of interdependence and contagion using a frequency domain framework. (2009). Candelon, Bertrand ; Bodart, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:10:y:2009:i:2:p:140-150.

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45
152013Corporate governance in emerging markets: A survey. (2013). Yurtoglu, Burcin ; Claessens, Stijn. In: Emerging Markets Review. RePEc:eee:ememar:v:15:y:2013:i:c:p:1-33.

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44
162005Competition and concentration in the banking sector of the South Eastern European region. (2005). mamatzakis, emmanuel ; Staikouras, C. ; Koutsomanoli-Fillipaki, N.. In: Emerging Markets Review. RePEc:eee:ememar:v:6:y:2005:i:2:p:192-209.

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42
172014Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:19:y:2014:i:c:p:1-17.

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42
182008Sovereign credit ratings, capital flows and financial sector development in emerging markets. (2008). Wu, Eliza ; Kim, Suk-Joong. In: Emerging Markets Review. RePEc:eee:ememar:v:9:y:2008:i:1:p:17-39.

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41
192011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. (2011). Fry, John ; Chkili, Walid ; Aloui, Chaker ; Chaker, Aloui ; Masood, Omar ; Walid, Chkili . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292.

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40
202007Market integration and contagion: Evidence from Asian emerging stock and foreign exchange markets. (2007). Tai, Chu-Sheng . In: Emerging Markets Review. RePEc:eee:ememar:v:8:y:2007:i:4:p:264-283.

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39
212000Country and industry factors in returns: evidence from emerging markets stocks. (2000). Serra, Ana Paula. In: Emerging Markets Review. RePEc:eee:ememar:v:1:y:2000:i:2:p:127-151.

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39
222010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne . In: Emerging Markets Review. RePEc:eee:ememar:v:11:y:2010:i:3:p:250-260.

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39
232002Emerging market bond spreads and sovereign credit ratings: reconciling market views with economic fundamentals. (2002). Sy, Amadou. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:4:p:380-408.

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37
242002Assessing the effects of corruption and crime on firm performance: evidence from Latin America. (2002). Gaviria, Alejandro. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:3:p:245-268.

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36
252004Corporate governance and dividend policy in emerging markets. (2004). Mitton, Todd . In: Emerging Markets Review. RePEc:eee:ememar:v:5:y:2004:i:4:p:409-426.

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36
262002Robustness of size and value effects in emerging equity markets, 1985-2000. (2002). Rodriguez, Mauricio ; Barry, Christopher B. ; Lockwood, Larry ; Goldreyer, Elizabeth. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:1:p:1-30.

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35
272003Dollar debt in Colombian firms: are sinners punished during devaluations?. (2003). STEINER, ROBERTO ; Fergusson, Leopoldo ; Echeverry, Juan ; Aguilar, Camila. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:417-449.

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35
282006Strategies of foreign banks in transition economies. (2006). Haselmann, Rainer. In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:4:p:283-299.

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34
292006The benefits and costs of group affiliation: Evidence from East Asia. (2006). Lang, Larry ; Claessens, Stijn ; Fan, Joseph P. H., . In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:1:p:1-26.

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31
302003Exchange rate volatility and economic performance in Peru: a firm level analysis. (2003). Galdon-Sanchez, Jose ; Carranza, Luis ; Cayo, Juan M.. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:472-496.

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31
312003What drives financial crises in emerging markets?. (2003). Komulainen, Tuomas . In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:3:p:248-272.

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30
322006European Union enlargement and equity markets in accession countries. (2006). Podpiera, Richard ; Dvorak, Tomas . In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:2:p:129-146.

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29
332002Measuring transparency and disclosure at firm-level in emerging markets. (2002). Balic, Amra ; Patel, Sandeep A. ; Bwakira, Liliane. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:4:p:325-337.

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29
342004Testing for predictability in emerging equity markets. (2004). Tabak, Benjamin ; Lima, Eduardo ; Chang, Eui Jung . In: Emerging Markets Review. RePEc:eee:ememar:v:5:y:2004:i:3:p:295-316.

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28
352007The impact of macroeconomic announcements on emerging market bonds. (2007). Tamirisa, Natalia ; Andritzky, Jochen ; Bannister, Geoffrey J.. In: Emerging Markets Review. RePEc:eee:ememar:v:8:y:2007:i:1:p:20-37.

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28
362011The effects of bank regulations, competition, and financial reforms on banks performance. (2011). Ben Naceur, Sami ; Omran, Mohammed ; Bennaceur, Sami . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:1:p:1-20.

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28
372006Foreign direct investment in the financial sector and economic growth in Central and Eastern Europe: The crucial role of the efficiency channel. (2006). Haiss, Peter ; Eller, Markus ; Steiner, Katharina . In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:4:p:300-319.

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27
382007Capital flows to central and Eastern Europe. (2007). Milesi-Ferretti, Gian Maria ; Lane, Philip. In: Emerging Markets Review. RePEc:eee:ememar:v:8:y:2007:i:2:p:106-123.

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27
392007Foreign banking in developing countries; origin matters. (2007). Van Horen, Neeltje. In: Emerging Markets Review. RePEc:eee:ememar:v:8:y:2007:i:2:p:81-105.

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27
402003Mexicos integration into the North American capital market. (2003). Adler, Michael ; Qi, Rong . In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:2:p:91-120.

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27
412003Financial dollarization and debt deflation under a currency board. (2003). Schargrodsky, Ernesto ; Levy Yeyati, Eduardo ; Galiani, Sebastian. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:340-367.

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26
422001The profitability of moving average trading rules in South Asian stock markets. (2001). Gunasekarage, Abeyratna ; Power, David M.. In: Emerging Markets Review. RePEc:eee:ememar:v:2:y:2001:i:1:p:17-33.

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26
432003Debt composition and balance sheet effects of exchange rate volatility in Mexico: a firm level analysis. (2003). Pratap, Sangeeta ; Lobato, Ignacio ; Somuano, Alejandro . In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:450-471.

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26
442007Interdependence of international equity variances: Evidence from East Asian markets. (2007). Chuang, I-Yuan, ; Tswei, Keshin ; Lu, Jin-Ray . In: Emerging Markets Review. RePEc:eee:ememar:v:8:y:2007:i:4:p:311-327.

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25
452010Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2010). lucey, brian. In: Emerging Markets Review. RePEc:eee:ememar:v:11:y:2010:i:1:p:62-78.

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24
462003Liquidity and stock returns in emerging equity markets. (2003). Marathe, Achla ; Jun, Sang-Gyung ; Shawky, Hany A.. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:1:p:1-24.

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24
472005Stock market liberalization and volatility in the presence of favorable market characteristics and institutions. (2005). Jayasuriya, Shamila . In: Emerging Markets Review. RePEc:eee:ememar:v:6:y:2005:i:2:p:170-191.

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24
482011Efficiency and bank profitability in MENA countries. (2011). Olson, Dennis ; Zoubi, Taisier A.. In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:94-110.

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24
492012Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625.

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23
502011The impact of oil price shocks on stock market returns: Comparing GCC countries with the UK and USA. (2011). Fayyad, Abdallah ; Daly, Kevin . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:1:p:61-78.

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23

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


#YearTitleCited
12014Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:19:y:2014:i:c:p:1-17.

Full description at Econpapers || Download paper

41
22013Corporate governance in emerging markets: A survey. (2013). Yurtoglu, Burcin ; Claessens, Stijn. In: Emerging Markets Review. RePEc:eee:ememar:v:15:y:2013:i:c:p:1-33.

Full description at Econpapers || Download paper

35
32011Risk and return characteristics of Islamic equity funds. (2011). Kräussl, Roman ; Hayat, Raphie. In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:189-203.

Full description at Econpapers || Download paper

34
42009Evidence of interdependence and contagion using a frequency domain framework. (2009). Candelon, Bertrand ; Bodart, Vincent. In: Emerging Markets Review. RePEc:eee:ememar:v:10:y:2009:i:2:p:140-150.

Full description at Econpapers || Download paper

28
52010Global and regional spillovers in emerging stock markets: A multivariate GARCH-in-mean analysis. (2010). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Beirne, John ; Schulze-Ghattas, Marianne . In: Emerging Markets Review. RePEc:eee:ememar:v:11:y:2010:i:3:p:250-260.

Full description at Econpapers || Download paper

24
62011Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. (2011). Fry, John ; Chkili, Walid ; Aloui, Chaker ; Chaker, Aloui ; Masood, Omar ; Walid, Chkili . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:3:p:272-292.

Full description at Econpapers || Download paper

21
72002Research in emerging markets finance: looking to the future. (2002). Harvey, Campbell ; Bekaert, Geert. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:4:p:429-448.

Full description at Econpapers || Download paper

21
82014Can institutions and macroeconomic factors predict stock returns in emerging markets?. (2014). Thuraisamy, Kannan ; Narayan, Paresh. In: Emerging Markets Review. RePEc:eee:ememar:v:19:y:2014:i:c:p:77-95.

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18
92011Emerging country cross-border acquisitions: Characteristics, acquirer returns and cross-sectional determinants. (2011). Zhu, Pengcheng ; Malhotra, Shavin ; Bhagat, Sanjai . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:3:p:250-271.

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16
102011The effects of bank regulations, competition, and financial reforms on banks performance. (2011). Ben Naceur, Sami ; Omran, Mohammed ; Bennaceur, Sami . In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:1:p:1-20.

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15
112014The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Yoshida, Yushi ; Sugimoto, Kimiko ; Matsuki, Takashi . In: Emerging Markets Review. RePEc:eee:ememar:v:21:y:2014:i:c:p:201-233.

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15
122008Sovereign credit ratings, capital flows and financial sector development in emerging markets. (2008). Wu, Eliza ; Kim, Suk-Joong. In: Emerging Markets Review. RePEc:eee:ememar:v:9:y:2008:i:1:p:17-39.

Full description at Econpapers || Download paper

15
132011Efficiency and bank profitability in MENA countries. (2011). Olson, Dennis ; Zoubi, Taisier A.. In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:2:p:94-110.

Full description at Econpapers || Download paper

15
142012Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625.

Full description at Econpapers || Download paper

14
152004Corporate governance and dividend policy in emerging markets. (2004). Mitton, Todd . In: Emerging Markets Review. RePEc:eee:ememar:v:5:y:2004:i:4:p:409-426.

Full description at Econpapers || Download paper

14
162014Do emerging markets become more efficient as they develop? Long memory persistence in equity indices. (2014). McGroarty, Frank ; Hull, Matthew . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:45-61.

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13
172002Economic determinants of emerging stock market interdependence. (2002). Pretorius, Elna. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:1:p:84-105.

Full description at Econpapers || Download paper

13
182002Assessing the effects of corruption and crime on firm performance: evidence from Latin America. (2002). Gaviria, Alejandro. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:3:p:245-268.

Full description at Econpapers || Download paper

13
192005Coexceedances in financial markets--a quantile regression analysis of contagion. (2005). Baur, Dirk ; Schulze, Niels. In: Emerging Markets Review. RePEc:eee:ememar:v:6:y:2005:i:1:p:21-43.

Full description at Econpapers || Download paper

13
202010Does cultural distance matter in international stock market comovement? Evidence from emerging economies around the world. (2010). lucey, brian. In: Emerging Markets Review. RePEc:eee:ememar:v:11:y:2010:i:1:p:62-78.

Full description at Econpapers || Download paper

12
212014Determinants of domestic credit levels in emerging markets: The role of external factors. (2014). Gözgör, Giray. In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:1-18.

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12
222006Corporate governance indices and firms market values: Time series evidence from Russia. (2006). Rachinsky, Andrei ; Love, Inessa ; Black, Bernard. In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:4:p:361-379.

Full description at Econpapers || Download paper

12
232014Foreign shocks and international cost of equity destabilization. Evidence from the MENA region. (2014). Neaime, Simon ; Guyot, Alexis ; Lagoarde-Segot, Thomas . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:101-122.

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12
242013Bond markets co-movement dynamics and macroeconomic factors: Evidence from emerging and frontier markets. (2013). Piljak, Vanja. In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:29-43.

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12
252011Stock market correlations between China and its emerging market neighbors. (2011). Jayasuriya, Shamila A.. In: Emerging Markets Review. RePEc:eee:ememar:v:12:y:2011:i:4:p:418-431.

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11
262003Debt composition and balance sheet effects of currency depreciation: a summary of the micro evidence. (2003). Schiantarelli, Fabio ; Panizza, Ugo ; Galindo, Arturo. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:330-339.

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11
272015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121.

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11
282013The volatility effect in emerging markets. (2013). Vliet, Pim ; Blitz, David ; van Vliet, Pim ; Pang, Juan . In: Emerging Markets Review. RePEc:eee:ememar:v:16:y:2013:i:c:p:31-45.

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11
292013Financial sector ups and downs and the real sector in the open economy: Up by the stairs, down by the parachute. (2013). Sushko, Vladyslav ; Aizenman, Joshua ; Pinto, Brian . In: Emerging Markets Review. RePEc:eee:ememar:v:16:y:2013:i:c:p:1-30.

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11
302014Dependence of stock and commodity futures markets in China: Implications for portfolio investment. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Wen, Xiaoqian . In: Emerging Markets Review. RePEc:eee:ememar:v:21:y:2014:i:c:p:183-200.

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11
312013Volatility transmission in regional Asian stock markets. (2013). Abbas, Qaisar ; Shah, Syed Zulfiqar Ali, ; Khan, Sabeen . In: Emerging Markets Review. RePEc:eee:ememar:v:16:y:2013:i:c:p:66-77.

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11
322005An emerging market credit scoring system for corporate bonds. (2005). Altman, Edward I.. In: Emerging Markets Review. RePEc:eee:ememar:v:6:y:2005:i:4:p:311-323.

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11
332016Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

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342012Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183.

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352013Size, value, and momentum in emerging market stock returns. (2013). Fabozzi, Frank ; Tan, Sinan ; Cakici, Nusret . In: Emerging Markets Review. RePEc:eee:ememar:v:16:y:2013:i:c:p:46-65.

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362002International portfolio diversification: US and Central European equity markets. (2002). Gilmore, Claire G. ; McManus, Ginette M.. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:1:p:69-83.

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372015Tapering talk: The impact of expectations of reduced Federal Reserve security purchases on emerging markets. (2015). Gupta, Poonam ; Eichengreen, Barry. In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:1-15.

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382002Robustness of size and value effects in emerging equity markets, 1985-2000. (2002). Rodriguez, Mauricio ; Barry, Christopher B. ; Lockwood, Larry ; Goldreyer, Elizabeth. In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:1:p:1-30.

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392006The benefits and costs of group affiliation: Evidence from East Asia. (2006). Lang, Larry ; Claessens, Stijn ; Fan, Joseph P. H., . In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:1:p:1-26.

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402010The relation between firm-level corporate governance and market value: A case study of India. (2010). Black, Bernard ; Khanna, Vikramaditya ; Balasubramanian, N.. In: Emerging Markets Review. RePEc:eee:ememar:v:11:y:2010:i:4:p:319-340.

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412014Market structure, risk taking, and the efficiency of Chinese commercial banks. (2014). Wang, Qing ; Hou, Xiaohui ; Zhang, QI. In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:75-88.

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9
422015Are the KOSPI 200 implied volatilities useful in value-at-risk models?. (2015). Ryu, Doojin ; Kim, Jun Sik . In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:43-64.

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432012Corporate governance, agency problems and international cross-listings: A defense of the bonding hypothesis. (2012). Karolyi, G.. In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:516-547.

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442014Understanding the sovereign credit ratings of emerging markets. (2014). Varlı, Yusuf ; Erdem, Orhan ; Varli, Yusuf . In: Emerging Markets Review. RePEc:eee:ememar:v:20:y:2014:i:c:p:42-57.

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452006Foreign direct investment in the financial sector and economic growth in Central and Eastern Europe: The crucial role of the efficiency channel. (2006). Haiss, Peter ; Eller, Markus ; Steiner, Katharina . In: Emerging Markets Review. RePEc:eee:ememar:v:7:y:2006:i:4:p:300-319.

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462001The corporate governance behavior and market value of Russian firms. (2001). Black, Bernard. In: Emerging Markets Review. RePEc:eee:ememar:v:2:y:2001:i:2:p:89-108.

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472003Debt composition and balance sheet effects of exchange rate depreciations: a firm-level analysis for Chile. (2003). Morandé, Felipe ; Johnson, Christian ; Benavente, Jose Miguel ; Morande, Felipe G.. In: Emerging Markets Review. RePEc:eee:ememar:v:4:y:2003:i:4:p:397-416.

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482013Bond yields in emerging economies: It matters what state you are in. (2013). Weber, Anke ; Jaramillo, Laura . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:169-185.

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492002Systematic risk in emerging markets: the. (2002). Estrada, Javier . In: Emerging Markets Review. RePEc:eee:ememar:v:3:y:2002:i:4:p:365-379.

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502013Measuring financial market integration in the European Union: EU15 vs. New Member States. (2013). Pungulescu, Crina. In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:106-124.

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Citing documents used to compute impact factor 121:


YearTitle
2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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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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2016Bank market power, ownership, regional presence and revenue diversification: Evidence from Africa. (2016). Skully, Michael ; Nguyen, My ; Perera, Shrimal . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:36-62.

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2016Productivity and its determinants in microfinance institutions (MFIs): Evidence from South Asian countries. (2016). Aslam, MD ; ben Soltane, Bassem Ibrahim . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:51:y:2016:i:c:p:32-45.

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2016Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2016). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu. In: Working papers. RePEc:uct:uconnp:2016-12.

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2016Gold price and stock markets nexus under mixed-copulas. (2016). Nguyen, Cuong ; Komornik, Jozef ; Komornikova, Magda ; Bhatti, Ishaq M. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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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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2016Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Azwadi ; Raza, Naveed ; Ibrahimy, Ahmad Ibn . In: Journal of Developing Areas. RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

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2016The bank–firm relationship during economic transition: The impacts on bank performance in emerging economies. (2016). Nagano, Mamoru . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:117-139.

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2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Fed policy liftoff and emerging markets. (2016). Nechio, Fernanda ; Bevilaqua, Julia . In: FRBSF Economic Letter. RePEc:fip:fedfel:00100.

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2016Transmisión de la política monetaria de Estados Unidos sobre América Latina. (2016). Vega, Marco ; Flores, Jairo . In: Revista Moneda. RePEc:rbp:moneda:moneda-167-02.

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2016An Analysis of the Impact of External Financial Risks on the Sovereign Risk Premium of Latin American Economies. (2016). Medel, Carlos A. ; Alfaro, Rodrigo ; Moreno, Carola . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:795.

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2016Merger and Acquisitions in South African Banking: A Network DEA Model. (2016). GUPTA, RANGAN ; Wanke, Peter ; Maredza, Andrew . In: Working Papers. RePEc:pre:wpaper:201665.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016Risk governance: conceptualization, tasks, and research agenda. (2016). Stein, Volker ; Wiedemann, Arnd . In: Journal of Business Economics. RePEc:spr:jbecon:v:86:y:2016:i:8:d:10.1007_s11573-016-0826-4.

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2016Audit quality, investor protection and earnings management during the financial crisis of 2008: An international perspective. (2016). Persakis, Anthony ; Iatridis, George Emmanuel . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:73-101.

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2016Do political connections matter in accessing capital markets? Evidence from China. (2016). Kutsuna, Kenji ; Bao, Xiaolu ; Johan, Sofia . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:24-41.

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2016Impact of Ownership Structure on Agency Cost of Debt in India. (2016). Kachwala, Sakina Tohid ; Singla, Chitra . In: IIMA Working Papers. RePEc:iim:iimawp:14510.

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2016.

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2016On time-varying predictability of emerging stock market returns. (2016). Auer, Benjamin R. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:1-13.

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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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2016Network effects in currency internationalisation: Insights from BIS triennial surveys and implications for the renminbi. (2016). Yu, Xiangrong ; He, Dong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:68:y:2016:i:c:p:203-229.

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2016Bond Liquidity at the Oslo Stock Exchange. (2016). Ødegaard, Bernt. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2016_016.

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2016Flexible and Mandatory Banking Supervision. (2016). PONCE, Jorge ; Livio, Luca ; De Chiara, Alessandro. In: Working Papers ECARES. RePEc:eca:wpaper:2013/228089.

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2016Shadow economy, tax policies, institutional weakness and financial stability in selected OECD countries. (2016). Albulescu, Claudiu ; Tamasila, Matei ; Taucean, Ilie M. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00536.

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2016Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

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2016A GARCH model for testing market efficiency. (2016). Narayan, Paresh ; Liu, Ruipeng ; Westerlund, Joakim . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138.

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2016Stock return predictability and determinants of predictability and profits. (2016). Narayan, Paresh ; Bannigidadmath, Deepa. In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:153-173.

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2016Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models. (2016). Xue, Wen-Jun ; Zhang, Li-Wen . In: Working Papers. RePEc:fiu:wpaper:1605.

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2016Corporate boards, large blockholders and executive compensation in banks: Evidence from Poland. (2016). Somka-Gobiowska, Agnieszka ; Urbanek, Piotr . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:203-220.

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2016Incentive Fees and Competition in Pension Funds: Evidence from a Regulatory Experiment. (2016). Kandel, Eugene ; Yafeh, Yishay ; Hamdani, Assaf ; Mugerman, Yevgeny . In: NBER Working Papers. RePEc:nbr:nberwo:22634.

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2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

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2016Networks of volatility spillovers among stock markets. (2016). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard. In: KIER Working Papers. RePEc:kyo:wpaper:941.

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2016International contagion through financial versus non-financial firms. (2016). Akhtaruzzaman, MD ; Shamsuddin, Abul . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:143-163.

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2016Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez Abubakr . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:154-165.

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2016Natural resources and capital structure. (2016). Kurronen, Sanna . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2016_010.

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2016Overseas market shocks and VKOSPI dynamics: A Markov-switching approach. (2016). Song, Wonho ; Webb, Robert I ; Ryu, Doojin . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:275-282.

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2016The price impact of futures trades and their intraday seasonality. (2016). Webb, Robert I ; Han, Joongho ; Ryu, Doowon . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:80-98.

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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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2016Determinants of private sector credit in Uganda: the role of mobile money. (2016). Nampewo, Dorothy ; Ssonko, George Wilson ; Kawooya, Duncan Roy ; Tinyinondi, Grace Ainomugisha . In: Financial Innovation. RePEc:spr:fininn:v:2:y:2016:i:1:d:10.1186_s40854-016-0033-x.

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2016Credit growth in Central, Eastern, and South-Eastern Europe: The case of foreign bank subsidiaries. (2016). Witkowski, Bartosz ; Iwanicz-Drozdowska, Małgorzata. In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:146-158.

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2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

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2016Commodity markets volatility transmission: Roles of risk perceptions and uncertainty in financial markets. (2016). Lau, Chi Keung ; Gözgör, Giray ; Bilgin, Mehmet ; Gozgor, Giray ; Marco, Chi Keung . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:35-45.

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2016The new hybrid value at risk approach based on the extreme value theory. (2016). Cvjetkovic, Milena ; Stepanov, Saa ; Radivojevic, Nikola . In: Estudios de Economia. RePEc:udc:esteco:v:43:y:2016:i:1:p:17-43.

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2016Financial market interdependencies: A quantile regression analysis of volatility spillover. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:140-157.

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2016Global financial crisis and emerging stock market contagion: A volatility impulse response function approach. (2016). Jin, Xiaoye ; An, Ximeng . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:179-195.

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2016Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:hal:wpaper:hal-01270806.

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2016Stock market comovements around the Global Financial Crisis: Evidence from the UK, BRICS and MIST markets. (2016). Yarovaya, Larisa ; Keung, Marco Chi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:605-619.

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2016Institutions and corporate capital structure in the MENA region. (2016). Maghyereh, Aktham ; Awartani, Basel . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:99-129.

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2016Financial crises and contagion vulnerability of MENA stock markets. (2016). Neaime, Simon. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:14-35.

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2016Local Versus International Crises, Foreign Subsidiaries and Bank Stability: Evidence from the MENA Region. (2016). TARAZI, Amine ; Alraheb, Tammuz . In: Working Papers. RePEc:erg:wpaper:1045.

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2016The long memory and the transaction cost in financial markets. (2016). Men, Ming ; Li, Daye ; Nishimura, Yusaku . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:442:y:2016:i:c:p:312-320.

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2016Stock market efficiency and liquidity: The Indonesia Stock Exchange merger. (2016). Yang, Ann Shawing ; Pangastuti, Airin . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:28-40.

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2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Barunik, Jozef ; Hlinkova, Michaela . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations. (2016). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:255-267.

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2016Gold and silver manipulation: What can be empirically verified?. (2016). Batten, Jonathan ; Lucey, Brian M. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:168-176.

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2016On time-varying predictability of emerging stock market returns. (2016). Auer, Benjamin R. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:1-13.

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2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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2016Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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2016Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49.

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2016Pricing of foreign exchange risk and market segmentation: Evidence from Pakistans equity market. (2016). Iqbal, Javed ; Azher, Sara . In: Journal of Asian Economics. RePEc:eee:asieco:v:43:y:2016:i:c:p:37-48.

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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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2016Firm-level effects of asymmetric intervention in foreign exchange markets: Evidence from the Swiss currency floor. (2016). Streit, Daniel . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:289-312.

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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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2016Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Rasiah, Devinaga ; Ying, Tay Lee . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236.

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2016Does U.S. Macroeconomic News Make the South African Stock Market Riskier?. (2016). GUPTA, RANGAN ; Cakan, Esin . In: Working Papers. RePEc:pre:wpaper:201646.

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2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

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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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2016Global economic activity as an explicator of emerging market equity returns. (2016). Piljak, Vanja ; Graham, Michael ; Peltomaki, Jarkko . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:424-435.

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2016Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. (2016). Wohar, Mark ; Sousa, Ricardo ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:122-143.

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2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201622.

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2016Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach. (2016). Uddin, Gazi ; Reboredo, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:284-298.

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2016Can Weather Conditions in New York Predict South African Stock Returns?. (2016). GUPTA, RANGAN ; Apergis, Nicholas. In: Working Papers. RePEc:pre:wpaper:201634.

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2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

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

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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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2016Do different time-horizons in volatility have any significance for the emerging markets?. (2016). Gormus, Alper N. In: Economics Letters. RePEc:eee:ecolet:v:145:y:2016:i:c:p:29-32.

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2016BRIC or CBRI: It just doesn’t sound as sexy, does it?. (2016). Delcoure, Natalya ; Singh, Harmeet . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:230-239.

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2016Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries. (2016). Chkili, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:22-34.

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2016New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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2016The Relationship between Stock Market Volatility and Trading Volume: Evidence from South Africa. (2016). GUPTA, RANGAN ; Naik, Pramod Kumar ; Padhi, Puja . In: Working Papers. RePEc:pre:wpaper:201689.

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2016Investigating and Comparing Some Consumption-based Asset Pricing Models: The Case of Iran. (2016). Mohammadzadeh, Azam ; Roshan, Reza ; Shahiki, Mohammad Nabi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2016-04-79.

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2016Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

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2016On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. (2016). Uddin, Gazi ; Berger, Theo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:374-383.

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2016A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

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2016Evaluating the Effectiveness of Chinas Financial Reform The Efficiency of Chinas Domestic Banks. (2016). hsiao, cheng ; Bian, Wenlong ; Shen, Yan . In: WISE Working Papers. RePEc:wyi:wpaper:002316.

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2016Evaluating the performance of Chinese commercial banks: A comparative analysis of different types of banks. (2016). Hou, Wenxuan ; Dong, Yizhe ; Yang, Weiwei ; Firth, Michael . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:280-295.

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2016The bank–firm relationship during economic transition: The impacts on bank performance in emerging economies. (2016). Nagano, Mamoru . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:117-139.

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2016Branch expansion and banking efficiency in Sri Lanka’s post‐conflict era. (2016). Thilakaweera, Bolanda Hewa ; Arjomandi, Amir ; Harvie, Charles . In: Journal of Asian Economics. RePEc:eee:asieco:v:47:y:2016:i:c:p:45-57.

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2016Cost Efficiency of the Hong Kong Banking Sector: A Two-Stage DEA Window Analysis. (2016). Alexander, Robert ; Anwar, Sajid ; Phan, Hien Thu . In: EcoMod2016. RePEc:ekd:009007:9846.

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2016BEYOND THE MACROECONOMIC DETERMINANTS OF SOVEREIGN CREDIT RATINGS IN DEVELOPING ECONOMIES: A PANEL DATA ANALYSIS CONSIDERING DIFFERENT DIMENSIONS.. (2016). Montes, Gabriel ; Pacheco, Diego Silveira . In: Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting]. RePEc:anp:en2015:049.

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2016Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:469-478.

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2016The relation between sovereign credit rating revisions and economic growth. (2016). Chen, Sheng-Syan ; Yang, Shu-Ling ; Chang, Chong-Chuo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:64:y:2016:i:c:p:90-100.

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2016Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?. (2016). Ozturk, Huseyin ; Erdal, Halil Ibrahim ; Namli, Ersin . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9534-3.

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2016The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216.

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2016Pernicious effects: How the credit rating agencies disadvantage emerging markets. (2016). Luitel, Prabesh ; De Moor, Lieven ; Vanpee, Rosanne ; Van Pee, Rosanne . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:286-298.

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2016Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models. (2016). Ben Cheikh, Nidhaleddine ; ben Hmiden, Oussama . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:273-278.

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2016Global Risk and International Equity Portfolio Rebalancing. (2016). Lee, Dong Won ; Kim, Kyungkeun . In: Working Papers. RePEc:ucr:wpaper:201605.

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2016Can risk-rebalancing explain the negative correlation between stock return differential and currency? Or, does source status drive it?. (2016). Ulku, Numan ; Fatullayev, Sabutay ; Diachenko, Daria . In: Journal of Financial Markets. RePEc:eee:finmar:v:27:y:2016:i:c:p:28-54.

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2016Political connection and business transformation in family firms: Evidence from China. (2016). Wang, Delu ; Song, Xuefeng ; Ma, Gang ; Liu, Yun . In: Journal of Family Business Strategy. RePEc:eee:fambus:v:7:y:2016:i:2:p:117-130.

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2016Reexamining the relationship between inflation and growth: Do institutions matter in developing countries?. (2016). Trupkin, Danilo ; Ibarra, Raul. In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:332-351.

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2016Does the vector error correction model perform better than others in forecasting stock price? An application of residual income valuation theory. (2016). Kuo, Chen-Yin . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:772-789.

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2016Can consumer price index predict gold price returns?. (2016). Sharma, Susan. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:269-278.

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2016A GARCH model for testing market efficiency. (2016). Narayan, Paresh ; Liu, Ruipeng ; Westerlund, Joakim . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:121-138.

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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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2016Topology of the South African stock market network across the 2008 financial crisis. (2016). Gossel, Sean Joss ; Majapa, Mohamed . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:445:y:2016:i:c:p:35-47.

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2016Contagion in CDS, banking and equity markets. (2016). Tabak, Benjamin ; da Silva, Mauricio ; de Castro, Rodrigo . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:120-134.

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2016Financial and real sector returns, IMF-related news, and the Asian crisis. (2016). Muradoglu, Yaz ; Muradolu, Yaz G. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:28-37.

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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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2016The Effect of 2008 Crisis on the Volatility Spillovers among Six Major Markets. (2016). Akca, Kubra ; Ozturk, Serda Selin . In: International Review of Finance. RePEc:bla:irvfin:v:16:y:2016:i:1:p:169-178.

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2016Country level governance variables and ownership concentration as determinants of firm value in Latin America. (2016). Saona, Paolo ; san Martin, Pablo . In: International Review of Law and Economics. RePEc:eee:irlaec:v:47:y:2016:i:c:p:84-95.

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2016Do banks or VCs spur small firm growth?. (2016). Cumming, Douglas ; Cole, Rebel ; Li, Dan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:60-72.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Policies of promoting entrepreneurship and Angel Investment: Evidence from China. (2016). Shi, Yulin ; Li, Changhong ; Zheng, LI ; Wu, Zhenyu . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:154-167.

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2016Overreaction in ChiNext IPOs initial returns: How much and what caused it?. (2016). Deng, QI ; Zhou, Zhong-Guo . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:82-103.

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2016A new approach to risk-return trade-off dynamics via decomposition. (2016). Liu, Xiaochun ; Frazier, David T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:43-55.

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2016Stock returns and economic forces—An empirical investigation of Chinese markets. (2016). Chiang, Thomas C ; Chen, Xiaoyu . In: Global Finance Journal. RePEc:eee:glofin:v:30:y:2016:i:c:p:45-65.

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2016Panel multi-predictor test procedures with an application to emerging market sovereign risk. (2016). Thuraisamy, Kannan ; Westerlund, Joakim . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:44-60.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Financial Networks, Bank Efficiency and Risk-Taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Working Papers Series. RePEc:bcb:wpaper:428.

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2016Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; da Silva, Michel Alexandre . In: Working Papers Series. RePEc:bcb:wpaper:438.

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2016Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens . In: Working Papers Series. RePEc:bcb:wpaper:439.

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2016Why Do Vulnerability Cycles Matter in Financial Networks?. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange. In: Working Papers Series. RePEc:bcb:wpaper:442.

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2016Do institutional investors unbind firm financial constraints? Evidence from emerging markets. (2016). Pombo, Carlos ; Jara Bertin, Mauricio ; Alvarez, Roberto ; Jara-Bertin, Mauricio. In: DOCUMENTOS CEDE. RePEc:col:000089:015114.

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2016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Souza, Waldemar ; Gross, Christian ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116.

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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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2016What is the value of corporate sponsorship in sports?. (2016). Narayan, Paresh ; Prabheesh, K P ; Rath, Badri Narayan . In: Emerging Markets Review. RePEc:eee:ememar:v:26:y:2016:i:c:p:20-33.

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2016Impact of terrorist attacks on stock market volatility in emerging markets. (2016). Nechi, Salem ; Mnasri, Ayman . In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:184-202.

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2016Alternative investments in emerging markets: A review and new trends. (2016). Cumming, Douglas ; Zhang, Yelin . In: Emerging Markets Review. RePEc:eee:ememar:v:29:y:2016:i:c:p:1-23.

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2016Risk-based explanation for the country-level size and value effects. (2016). Zaremba, Adam . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:226-233.

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2016Financial networks, bank efficiency and risk-taking. (2016). Tabak, Benjamin ; Silva, Thiago ; Guerra, Solange ; de Castro, Rodrigo Cesar . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:247-257.

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2016How does the tax status of a country impact capital structure? Evidence from the GCC region. (2016). Temimi, Akram ; Mimouni, Karim ; Zeitun, Rami . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:71-89.

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2016Price discovery and asset pricing. (2016). , Joakimwesterlund ; Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Thuraisamy, Kannan ; Westerlund, Joakim . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:40:y:2016:i:pa:p:224-235.

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2016Trade duration, informed trading, and option moneyness. (2016). Park, Seongkyu (Gilbert) ; Chung, Kee H ; Ryu, Doojin . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:395-411.

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2016The price of freedom: Idiosyncratic currency devaluations. (2016). Stocker, Marshall L. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:312-325.

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2016Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models. (2016). Xue, Wen-Jun ; Zhang, Li-Wen . In: Working Papers. RePEc:fiu:wpaper:1605.

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2016The Road to International Currency: Global Perspective and Chinese Experience. (2016). Liu, Tao ; Wang, Xiaosong . In: MPRA Paper. RePEc:pra:mprapa:72877.

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Recent citations received in 2015

YearCiting document
2015Economic concentration and finance: Evidence from Russian regions. (2015). Hattendorff, Christian . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_018.

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2015Economic concentration and finance: Evidence from Russian regions. (2015). Hattendorff, Christian . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201505201212.

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2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas. (2015). Yang, Lu ; Hamori, Shigeyuki ; Li, Mengling ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:308-314.

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2015Impact of changes in the CSI 300 Index constituents. (2015). Wang, Chuan ; Haman, Janto ; Murgulov, Zoltan . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:13-33.

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2015Stock return forecasting: Some new evidence. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

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2015Common deviation and regime-dependent dynamics in the index derivatives markets. (2015). Lee, Jaeram ; Ryu, Doojin ; Kang, Jangkoo . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:33:y:2015:i:c:p:1-22.

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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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2015Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data. (2015). Tiwari, Aviral ; Miller, Stephen ; GUPTA, RANGAN ; Albulescu, Claudiu ; Twari, Aviral Kumar . In: Working Papers. RePEc:pre:wpaper:201591.

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2015Modeling and predicting the market volatility index: The case of VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin . In: Economics Discussion Papers. RePEc:zbw:ifwedp:20157.

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2015Effects of the US stock market return and volatility on the VKOSPI. (2015). Kutan, Ali ; Han, Heejoon ; Ryu, Doojin . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201535.

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Recent citations received in 2014

YearCiting document
2014Aggregated and disaggregated import demand in China: An empirical study. (2014). Gözgör, Giray. In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:1-8.

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2014Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries. (2014). Yurtoglu, Burcin ; Kim, Woochan ; de Carvalho, Antonio Gledson ; Khanna, Vikramaditya ; Black, Bernard . In: Journal of Econometrics. RePEc:eee:econom:v:183:y:2014:i:2:p:230-240.

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2014Corporate yield spreads and real interest rates. (2014). Batten, Jonathan ; Jacoby, Gady ; Liao, Rose C.. In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:89-100.

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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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2014Importance of skewness in decision making: Evidence from the Indian stock exchange. (2014). Narayan, Paresh ; Ahmed, Huson Ali . In: Global Finance Journal. RePEc:eee:glofin:v:25:y:2014:i:3:p:260-269.

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2014The impact of CDS trading on the bond market: Evidence from Asia. (2014). SHIM, ILHYOCK ; Zhu, Haibin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:460-475.

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2014Multifractality and value-at-risk forecasting of exchange rates. (2014). Batten, Jonathan ; Kinateder, Harald ; Wagner, Niklas . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:401:y:2014:i:c:p:71-81.

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2014Estimation and Determinants of Chinese Banks’ Total Factor Efficiency: A New Vision Based on Unbalanced Development of Chinese Banks and Their Overall Risk. (2014). Härdle, Wolfgang ; Wang, LI ; Hardle, Wolfgang K. ; Chen, Shiyi . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-068.

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2014Applied Econometrics and a Decade of Energy Economics Research. (2014). Smyth, Russell ; Narayan, Paresh. In: Monash Economics Working Papers. RePEc:mos:moswps:2014-21.

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2014Exchange volatility and trade performance in Morocco and Tunisia: what have we learned so far?. (2014). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:61602.

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Recent citations received in 2013

YearCiting document
2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1346.

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2013The Effects of Foreign and Government Ownership on Bank Lending Behavior during a Crisis in Central and Eastern Europe. (2013). Kowalewski, Oskar ; Allen, Franklin ; Jackowicz, Krzysztof . In: Working Papers. RePEc:ecl:upafin:13-25.

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2013Experience-based corporate corruption and stock market volatility: Evidence from emerging markets. (2013). Lau, Chi Keung ; Demir, Ender ; Bilgin, Mehmet ; Lau, Chi Keung Marco, . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:1-13.

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2013Internet-based corporate disclosure and market value: Evidence from Latin America. (2013). González, Maximiliano ; Guzman, Alexander ; Gonzalez, Maximiliano ; Trujillo, Maria Andrea . In: Emerging Markets Review. RePEc:eee:ememar:v:17:y:2013:i:c:p:150-168.

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2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-00862256.

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2013How Natural is the Natural Rate? Unemployment Hysteresis in Iceland. (2013). Sigurdsson, Jósef ; Einarsson, Bjarni. In: Economics. RePEc:ice:wpaper:wp64.

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2013Credit Constraints, Political Instability, and Capital Accumulation. (2013). Turk Ariss, Rima ; Herrala, Risto. In: IMF Working Papers. RePEc:imf:imfwpa:13/246.

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2013Global Spillovers into Domestic Bond Markets in Emerging Market Economies. (2013). Weber, Anke ; Jaramillo, Laura . In: IMF Working Papers. RePEc:imf:imfwpa:13/264.

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2013The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads. (2013). Belhocine, Nazim ; Dell'Erba, Salvatore . In: IMF Working Papers. RePEc:imf:imfwpa:13/93.

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2013Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly. (2013). Wurgler, Jeffrey ; Baker, Malcolm. In: NBER Working Papers. RePEc:nbr:nberwo:19018.

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2013Sitting on the Fence: Does Having a Dual-Director Add to Bank Profitability?. (2013). Semenova, Maria ; Savchenko, P.. In: Journal of the New Economic Association. RePEc:nea:journl:y:2013:i:20:p:12-32.

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2013The effects of foreign and government ownership on bank lending behavior during a crisis in Central and Eastern Europe. (2013). Kowalewski, Oskar ; Allen, Franklin ; Jackowicz, Krzysztof . In: MPRA Paper. RePEc:pra:mprapa:48059.

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2013Corporate governance mechanisms in family firms: Evidence from CEO turnovers. (2013). Pombo, Carlos ; Trujillo, Maria Andrea ; Guzman, Alexander ; Gonzalez, Maximiliano . In: Galeras. Working Papers Series. RePEc:uac:somwps:037.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2 2017. Contact: CitEc Team