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Finance Research Letters / Elsevier

0.71

Impact Factor

0.73

5-Years IF

18

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
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.270100 (%)0.09
19980.29000 (%)0.1
19990.32000 (%)0.13
20000.40200 (%)0.15
20010.40200 (%)0.15
20020.420100 (%)0.18
20030.440200 (%)0.19
20040.49272750.193610013 (3.6%)50.190.2
20050.850.530.852552300.582002723272313 (6.5%)40.160.21
20060.60.510.62880440.551865231523117 (9.1%)70.250.2
20070.420.450.6329109540.51165322805012 (10.3%)10.030.18
20080.280.480.5526135690.511195716109607 (5.9%)60.230.2
20090.240.470.6726161930.581235513135907 (5.7%)30.120.19
20100.380.450.3730191780.41875220134497 (8%)40.130.16
20110.360.520.42262171130.5211356201395920 (17.7%)30.120.2
20120.430.550.45252421320.559756241376117 (17.5%)20.080.2
20130.780.620.62232651770.675251401338316 (30.8%)40.170.22
20140.560.640.59523171940.619948271307729 (29.3%)90.170.21
20150.490.690.54954122330.5716475371568548 (29.3%)190.20.22
20160.710.850.731625743170.5515114710522116247 (31.1%)310.190.26
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
12004Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23.

Full description at Econpapers || Download paper

111
22004On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73.

Full description at Econpapers || Download paper

68
32011Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131.

Full description at Econpapers || Download paper

43
42004Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89.

Full description at Econpapers || Download paper

41
52009Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

Full description at Econpapers || Download paper

34
62006Modeling dynamic conditional correlations in WTI oil forward and futures returns. (2006). McAleer, Michael ; Manera, Matteo ; Lanza, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:114-132.

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33
72004Limited stock market participation and the equity premium. (2004). Polkovnichenko, Valery. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:24-34.

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33
82005tays as good as cay. (2005). Brennan, Michael ; Xia, Yihong . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:1-14.

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30
92005A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130.

Full description at Econpapers || Download paper

27
102006The interaction between technical currency trading and exchange rate fluctuations. (2006). Schulmeister, Stephan. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:212-233.

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26
112005The long-run equity risk premium. (2005). Harvey, Campbell ; Graham, John R.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:185-194.

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24
122006Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162.

Full description at Econpapers || Download paper

24
132004Reported and secret interventions in the foreign exchange markets. (2004). Beine, Michel ; Lecourt, Christelle . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:4:p:215-225.

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23
142008Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203.

Full description at Econpapers || Download paper

20
152011Financial volatility forecasting with range-based autoregressive volatility model. (2011). Li, Hongquan ; Hong, Yongmiao . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76.

Full description at Econpapers || Download paper

19
162007Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18.

Full description at Econpapers || Download paper

19
172005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

Full description at Econpapers || Download paper

18
182005Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

Full description at Econpapers || Download paper

18
192008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). Teräsvirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95.

Full description at Econpapers || Download paper

18
202007S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232.

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18
212016Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144.

Full description at Econpapers || Download paper

17
222009Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

Full description at Econpapers || Download paper

17
232012Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175.

Full description at Econpapers || Download paper

17
242005Solving models with external habit. (2005). Wachter, Jessica. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:210-226.

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17
252009Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209.

Full description at Econpapers || Download paper

17
262004Institutional trading and stock returns. (2004). Zheng, Lu ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:3:p:178-189.

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16
272004The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55.

Full description at Econpapers || Download paper

16
282015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

15
292012Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110.

Full description at Econpapers || Download paper

15
302015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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14
312006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266.

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14
322007The navigation of an iceberg: The optimal use of hidden orders. (2007). Esser, Angelika ; Monch, Burkart. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:2:p:68-81.

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14
332005tays as good as cay: Reply. (2005). Ludvigson, Sydney ; Lettau, Martin. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:1:p:15-22.

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14
342014Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348.

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13
352010Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

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12
362010Martingalized historical approach for option pricing. (2010). Ielpo, Florian ; GUEGAN, Dominique ; Chorro, C.. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:1:p:24-28.

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12
372008On measuring concentration in banking systems. (2008). Schaeck, Klaus ; Alegria, Carlos. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:59-67.

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12
382017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

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12
392006On the sequencing of projects, reputation building, and relationship finance. (2006). Ongena, Steven ; Smith, David C. ; Egli, Dominik. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:1:p:23-39.

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12
402016Bitcoin, gold and the dollar – A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92.

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11
412006Disentangling risk aversion and intertemporal substitution through a reference level. (2006). Renault, Eric ; Garcia, René ; Semenov, Andrei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:3:p:181-193.

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11
422008Option pricing in a Garch model with tempered stable innovations. (2008). Mercuri, Lorenzo. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:3:p:172-182.

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11
432008Patterns in cross market liquidity. (2008). Spiegel, Matthew . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:1:p:2-10.

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10
442005Hedging the smirk. (2005). Bates, David S.. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:4:p:195-200.

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10
452010Fluctuation dynamics in US interest rates and the role of monetary policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169.

Full description at Econpapers || Download paper

10
462006Exchange rates and order flow in the long run. (2006). van Norden, Simon ; Boyer, M. Martin. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:235-243.

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10
472013Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

Full description at Econpapers || Download paper

10
482016Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Mike, Tsionas ; Helen, Louri ; Dimitrios, Anastasiou . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119.

Full description at Econpapers || Download paper

9
492014The cost of firms’ debt financing and the global financial crisis. (2014). Zaghini, Andrea ; Pianeselli, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:74-83.

Full description at Econpapers || Download paper

9
502012Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; Gong, Stephen X.. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:36-47.

Full description at Econpapers || Download paper

9

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

#YearTitleCited
12011Gold and the US dollar: Hedge or haven?. (2011). Joy, Mark. In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:3:p:120-131.

Full description at Econpapers || Download paper

30
22004On more robust estimation of skewness and kurtosis. (2004). White, Halbert ; Kim, Tae-Hwan. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:56-73.

Full description at Econpapers || Download paper

18
32016Hedging capabilities of bitcoin. Is it the virtual gold?. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:139-144.

Full description at Econpapers || Download paper

17
42009Automatic variance ratio test under conditional heteroskedasticity. (2009). Kim, Jae. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:3:p:179-185.

Full description at Econpapers || Download paper

15
52004Asymmetric information, bank lending and implicit contracts: the winners curse. (2004). von Thadden, Ernst-Ludwig. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:11-23.

Full description at Econpapers || Download paper

14
62015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

Full description at Econpapers || Download paper

14
72005A note on sufficient conditions for no arbitrage. (2005). Madan, Dilip B. ; Carr, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:125-130.

Full description at Econpapers || Download paper

13
82014Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:341-348.

Full description at Econpapers || Download paper

13
92015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

13
102017On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Azzi, Georges ; Hagfors, Lars Ivar ; Molnar, Peter . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:192-198.

Full description at Econpapers || Download paper

12
112009Time-inconsistency of VaR and time-consistent alternatives. (2009). Stadje, Mitja ; Cheridito, Patrick. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:1:p:40-46.

Full description at Econpapers || Download paper

12
122016Bitcoin, gold and the dollar – A GARCH volatility analysis. (2016). Dyhrberg, Anne Haubo . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:85-92.

Full description at Econpapers || Download paper

11
132016Incorporating 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.

Full description at Econpapers || Download paper

9
142005Portfolio selection with two-stage preferences. (2005). Taboga, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:3:p:152-164.

Full description at Econpapers || Download paper

9
152016Determinants of non-performing loans: Evidence from Euro-area countries. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios ; Mike, Tsionas ; Helen, Louri ; Dimitrios, Anastasiou . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:116-119.

Full description at Econpapers || Download paper

9
162008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. (2008). Teräsvirta, Timo ; Nakatani, Tomoaki ; Tersvirta, Timo . In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:2:p:88-95.

Full description at Econpapers || Download paper

9
172015What drives gold returns? A decision tree analysis. (2015). Malliaris, Anastasios. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53.

Full description at Econpapers || Download paper

9
182004Maximizing the expected net future value as an alternative strategy to gamma discounting. (2004). Gollier, Christian. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:2:p:85-89.

Full description at Econpapers || Download paper

9
192012Measuring economic uncertainty and its impact on the stock market. (2012). Dzielinski, Michal . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:167-175.

Full description at Econpapers || Download paper

8
202017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Tiwari, Aviral Kumar . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:87-95.

Full description at Econpapers || Download paper

8
212004The effect of market conditions on capital structure adjustment. (2004). Goyal, Vidhan ; Frank, Murray. In: Finance Research Letters. RePEc:eee:finlet:v:1:y:2004:i:1:p:47-55.

Full description at Econpapers || Download paper

8
222015Effects of macroeconomic uncertainty on the stock and bond markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:10-16.

Full description at Econpapers || Download paper

8
232011Financial volatility forecasting with range-based autoregressive volatility model. (2011). Li, Hongquan ; Hong, Yongmiao . In: Finance Research Letters. RePEc:eee:finlet:v:8:y:2011:i:2:p:69-76.

Full description at Econpapers || Download paper

8
242012Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110.

Full description at Econpapers || Download paper

8
252006Explosive bubbles in the cointegrated VAR model. (2006). Engsted, Tom. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:2:p:154-162.

Full description at Econpapers || Download paper

8
262007Exploring the components of credit risk in credit default swaps. (2007). Fabozzi, Frank ; Cheng, Xiaolin . In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:1:p:10-18.

Full description at Econpapers || Download paper

7
272014News sentiment and the investor fear gauge. (2014). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:122-130.

Full description at Econpapers || Download paper

7
282012Investor sentiment and stock returns: Wenchuan Earthquake. (2012). Shan, Liwei ; Gong, Stephen X.. In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:36-47.

Full description at Econpapers || Download paper

7
292010Fluctuation dynamics in US interest rates and the role of monetary policy. (2010). Tabak, Benjamin ; Cajueiro, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:3:p:163-169.

Full description at Econpapers || Download paper

7
302015Testing for asymmetric causality between U.S. equity returns and commodity futures returns. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Uddin, Gazi Salah . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:38-47.

Full description at Econpapers || Download paper

7
312013Leverage vs. feedback: Which Effect drives the oil market?. (2013). Chevallier, Julien ; Aboura, Sofiane. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:3:p:131-141.

Full description at Econpapers || Download paper

6
322014Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:369-374.

Full description at Econpapers || Download paper

6
332005Another look at the relationship between cross-market correlation and volatility. (2005). Bartram, Söhnke ; Wang, Yaw-Huei . In: Finance Research Letters. RePEc:eee:finlet:v:2:y:2005:i:2:p:75-88.

Full description at Econpapers || Download paper

6
342012Foreign exposure through domestic equities. (2012). Warnock, Francis ; Cai, Fang . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:1:p:8-20.

Full description at Econpapers || Download paper

6
352014The cost of firms’ debt financing and the global financial crisis. (2014). Zaghini, Andrea ; Pianeselli, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:2:p:74-83.

Full description at Econpapers || Download paper

6
362016Who are the net senders and recipients of volatility spillovers in China’s financial markets?. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:255-262.

Full description at Econpapers || Download paper

6
372010Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George. In: Finance Research Letters. RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223.

Full description at Econpapers || Download paper

6
382015Volatility spillovers in the European bank CDS market. (2015). Alemany, Aida ; Gonzalez-Urteaga, Ana ; Ballester, Laura . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:137-147.

Full description at Econpapers || Download paper

6
392009Extreme return-volume dependence in East-Asian stock markets: A copula approach. (2009). Wirjanto, Tony ; Ning, Cathy. In: Finance Research Letters. RePEc:eee:finlet:v:6:y:2009:i:4:p:202-209.

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6
402007S&P 500 implied volatility and monetary policy announcements. (2007). Clements, Adam ; chen, en-te. In: Finance Research Letters. RePEc:eee:finlet:v:4:y:2007:i:4:p:227-232.

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412016Economic policy uncertainty and stock markets: Long-run evidence from the US. (2016). Roubaud, David ; Rault, Christophe ; AROURI, Mohamed ; Estay, Christophe . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:136-141.

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422013Performance hypothesis testing with the Sharpe ratio: The case of hedge funds. (2013). Auer, Benjamin R. ; Schuhmacher, Frank . In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:4:p:196-208.

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432006Quadratic term structure models in discrete time. (2006). Realdon, Marco. In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:277-289.

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442016Investors’ sentiment and US Islamic and conventional indexes nexus: A time–frequency analysis. (2016). Lau, Chi Keung ; Yarovaya, Larisa ; Marco, Chi Keung ; Hkiri, Besma ; Aloui, Chaker . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:54-59.

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452015Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204.

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462012Robust estimation of covariance and its application to portfolio optimization. (2012). Kim, Tae-Hwan ; Huo, Lijuan . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:3:p:121-134.

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472006On the relation between the market-to-book ratio, growth opportunity, and leverage ratio. (2006). Chen, Long ; Zhao, Xinlei . In: Finance Research Letters. RePEc:eee:finlet:v:3:y:2006:i:4:p:253-266.

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482014Stabilizing the market with short sale constraint? New evidence from price jump activities. (2014). Yeh, Jin-Huei ; Chen, Lien-Chuan . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:238-246.

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492008Time-series predictability in the disaster model. (2008). Gourio, Francois. In: Finance Research Letters. RePEc:eee:finlet:v:5:y:2008:i:4:p:191-203.

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502013Composition of robust equity portfolios. (2013). Fabozzi, Frank ; Kim, Woo Chang. In: Finance Research Letters. RePEc:eee:finlet:v:10:y:2013:i:2:p:72-81.

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2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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2016Minimizing lifetime poverty with a penalty for bankruptcy. (2016). Cohen, Asaf ; Young, Virginia R. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:156-167.

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2016A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds. (2016). Wang, Zihe ; Li, Johnny Siu-Hang . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:103-111.

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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2016Extreme risk spillover effects in world gold markets and the global financial crisis. (2016). Wang, Gang-Jin ; Stanley, Eugene H ; Jiang, Zhi-Qiang ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:55-77.

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2016Multivariate Mixed Tempered Stable Distribution. (2016). Mercuri, Lorenzo ; Hubalek, Friedrich ; Hitaj, Asmerilda ; Rroji, Edit . In: Papers. RePEc:arx:papers:1609.00926.

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2016An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253.

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2016The risk in capital controls. (2016). Gkillas (Gillas), Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266.

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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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2016Investment and financing for SMEs with a partial guarantee and jump risk. (2016). Wang, Huamao ; Yang, Zhaojun ; Luo, Pengfei . In: European Journal of Operational Research. RePEc:eee:ejores:v:249:y:2016:i:3:p:1161-1168.

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2016Contingent capital, capital structure and investment. (2016). Tan, Yingxian ; Yang, Zhaojun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:56-73.

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2016Parameters measuring bank risk and their estimation. (2016). Tsionas, Mike. In: European Journal of Operational Research. RePEc:eee:ejores:v:250:y:2016:i:1:p:291-304.

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2016Effects of national culture on bank risk-taking behavior. (2016). Ashraf, Badar Nadeem ; Arshad, Sidra ; Zheng, Changjun . In: Research in International Business and Finance. RePEc:eee:riibaf:v:37:y:2016:i:c:p:309-326.

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2016Time Series Analysis of Financial stability of banks: Evidence from Saudi Arabia. (2016). Ghassan, Hassan ; Fachin, Stefano ; Stefano, Fachin . In: MPRA Paper. RePEc:pra:mprapa:71930.

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2016Basel 3: Does One Size Really Fit All Banks Business Models?. (2016). Savioli, Marco ; Birindelli, Giuliana ; Ferretti, Paola . In: Working Paper Series. RePEc:rim:rimwps:16-20.

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2016Pricing options under the non-affine stochastic volatility models: An extension of the high-order compact numerical scheme. (2016). Shi, Guangping ; Tang, Pan ; Liu, Xiaoxing . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:220-229.

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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2016VOLATILITY OF YIELDS OF GOVERNMENT BONDS AMONG GIIPS COUNTRIES DURING THE SOVEREIGN DEBT CRISIS IN THE EURO AREA. (2016). Heryan, Tomas ; Ziegelbauer, Jan . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:61-74.

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2016Is Halloween Effect a New Puzzle? Evidence from Price Gap. (2016). Xie, Haibin ; Wang, Shouyang ; Qin, Qilin . In: Review of Economics & Finance. RePEc:bap:journl:160402.

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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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2016A comparison of investors’ sentiments and risk premium effects on valuing shares. (2016). Tzavalis, Elias ; Karavias, Yiannis ; Spilioti, Stella . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:1-6.

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2016Risk-on/Risk-off: Financial market response to investor fear. (2016). Smales, Lee. In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:125-134.

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2016News sentiment and bank credit risk. (2016). Smales, Lee. In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:37-61.

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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 ; Marco, Chi Keung ; Gozgor, Giray . 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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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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2016US bank credit spreads during the financial crisis. (2016). Spencer, Peter. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:168-182.

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2016Diamonds vs. precious metals: What shines brightest in your investment portfolio?. (2016). faff, robert ; Yao, Yiran ; Yew, Rand Kwong . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:1-14.

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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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2016A closer insight into the causality between short selling trades and volatility. (2016). Suer, Omur ; Yelkenci, Tezer . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:48-54.

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2016Portfolio selection with conservative short-selling. (2016). Fabozzi, Frank J ; Kim, Woo Chang ; Ho, Jang . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:363-369.

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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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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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2016Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading. (2016). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1606.03590.

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2016Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading. (2016). Ormos, Mihály ; Timotity, Dusan . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:60-66.

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2016Central bank standing facilities, counterparty risk, and OTC-interbank lending. (2016). Vollmer, Uwe ; Wiese, Harald . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:101-122.

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2016Some new results about optimal insurance demand under uncertainty. (2016). Zhao, Dianbo ; Miao, Jianjun ; Huang, Baoan ; Zhang, Zongliang . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:280-284.

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2016Pure higher-order effects in the portfolio choice model. (2016). Peel, David ; Paya, Ivan ; Ñíguez Grau, Trino ; Iguez, Trino-Manuel . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:255-260.

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2016Fragmentation and heterogeneity in the euro-area corporate bond market: Back to normal?. (2016). Zaghini, Andrea. In: Journal of Financial Stability. RePEc:eee:finsta:v:23:y:2016:i:c:p:51-61.

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2016Do Investors Still Rely on Credit Rating Agencies? Evidence from the Financial Crisis. (2016). Kiesel, F. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:77927.

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2016The effect of credit and rating events on credit default swap and equity markets. (2016). Kiesel, Florian . In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:81265.

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2016Cognitive Biases and Entrepreneurial Under-Diversification. (2016). Savioli, Marco ; Pattitoni, Pierpaolo ; Cervellati, E M. In: Working Papers. RePEc:bol:bodewp:wp1076.

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2016Cognitive Biases and Entrepreneurial Under-Diversification. (2016). Savioli, Marco ; Pattitoni, Pierpaolo ; Cervellati, Enrico Maria . In: Working Paper Series. RePEc:rim:rimwps:16-24.

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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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2016Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange. (2016). Jayawardena, Nirodha I ; Su, Jen-Je ; Li, Bin ; Todorova, Neda . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:592-608.

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2016Are American and European equity markets in phase? --- Frequency aspects of return and volatility spillovers. (2016). Schmidbauer, Harald ; Erkol, Narod ; Uluceviz, Erhan ; Rosch, Angi . In: EcoMod2016. RePEc:ekd:009007:9559.

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2016International trade and risk aversion elasticities. (2016). Mukherjee, Soumyatanu ; Broll, Udo . In: Discussion Papers. RePEc:not:notgep:16/17.

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2016An Empirical Study on the Correlation Structure of Credit Spreads based on the Dynamic and Pair Copula Functions. (2016). Luo, Changqing ; Ouyang, Zisheng ; Li, Mengzhen . In: China Finance Review International. RePEc:eme:cfripp:v:6:y:2016:i:3:p:284-303.

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2016A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds. (2016). Wang, Zihe ; Li, Johnny Siu-Hang . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:103-111.

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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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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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2016Non-performing loans in the euro area: are core-periphery banking markets fragmented?. (2016). Tsionas, Mike ; Louri, Helen ; Anastasiou, Dimitrios. In: Working Papers. RePEc:bog:wpaper:219.

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2016Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144.

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2016International investment positions revisited: Investor heterogeneity and individual security characteristics. (2016). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:531.

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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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2016International sign predictability of stock returns: The role of the United States. (2016). Pönkä, Harri ; Nyberg, Henri ; Ponka, Harri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:323-338.

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2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

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2016The inefficiency of Bitcoin. (2016). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:148:y:2016:i:c:p:80-82.

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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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2016The impact of the French securities transaction tax on market liquidity and volatility. (2016). Havrylchyk, Olena ; CAPELLE-BLANCARD, Gunther. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:166-178.

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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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2016Media sentiment and CDS spread spillovers: Evidence from the GIIPS countries. (2016). Apergis, Nicholas ; Yarovaya, Larisa ; Keung, Marco Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:50-59.

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2016Identifying portfolio-based systematic risk factors in equity markets. (2016). Grobys, Klaus ; Haga, Jesper . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:88-92.

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2016The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market. (2016). Luo, Xingguo ; Ye, Zinan ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:105-111.

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2016Almost stochastic dominance for risk averters and risk seeker. (2016). Wong, Wing-Keung ; Guo, XU ; Zhu, Lixing . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:15-21.

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2016Dynamic spillovers between Shanghai and London nonferrous metal futures markets. (2016). Yoon, Seong-Min ; Kang, Sang Hoon . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:181-188.

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2016Integral representation of vega for American put options. (2016). Zhang, Ning ; Liu, Yanchu ; Cui, Zhenyu . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:204-208.

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2016On the weight sign of the global minimum variance portfolio. (2016). Chiu, Wan-Yi ; Jiang, Ching-Hai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:241-246.

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2016How do Chinas oil markets affect other commodity markets both domestically and internationally?. (2016). Ji, Qiang ; Fan, Ying . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:247-254.

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2016The risk in capital controls. (2016). Gkillas (Gillas), Konstantinos ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:261-266.

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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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2016Pricing vulnerable options with stochastic default barriers. (2016). Wang, Xingchun . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:305-313.

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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 ; Marco, Chi Keung ; Gozgor, Giray . 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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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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2016The Role of Partisan Conflict in Forecasting the U.S. Equity Premium: A Nonparametric Approach. (2016). Wohar, Mark ; Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201686.

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2016Does Bitcoin Hedge Global Uncertainty? Evidence from Wavelet-Based Quantile-in-Quantile Regressions. (2016). Tiwari, Aviral ; Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201690.

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2016The Relation between Return and Volatility in ETFs Traded in Borsa Istanbul: Is there any Difference between Islamic and Conventional ETFs?. (2016). Hassan, M. Kabir ; Kayhana, Selim ; Bayatb, Tayfur . In: Islamic Economic Studies. RePEc:ris:isecst:0157.

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2016Are UK industries resilient in dealing with uncertainty? The case of Brexit. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2016-2017_3.

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Recent citations received in 2015
YearCiting document
2015Minimizing Lifetime Poverty with a Penalty for Bankruptcy. (2015). Cohen, Asaf ; Young, Virginia R. In: Papers. RePEc:arx:papers:1509.01694.

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2015Sensitivity Analysis of Long-Term Cash Flows. (2015). Park, Hyungbin . In: Papers. RePEc:arx:papers:1511.03744.

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2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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2015Measuring financial market risk contagion using dynamic MRS-Copula models: The case of Chinese and other international stock markets. (2015). Changqing, Luo ; Yan, Xu ; Cong, Yu ; Chi, Xie . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:657-671.

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2015A comparison of the convenience yield and interest-adjusted basis. (2015). Fouquau, Julien ; Six, Pierre . In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:142-149.

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2015How integrated is the European carbon derivatives market?. (2015). PETITJEAN, Mikael ; Mazza, Paolo . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:18-30.

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2015Credit contagion and competitive effects of bond rating downgrades along the supply chain. (2015). Chang, Jung-Hsien ; Tsai, Feng-Tse ; Hung, Mao-Wei. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:232-238.

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2015Granger causality and systemic risk. (2015). Balboa, Marina ; Rubia, Antonio ; Lopez-Espinosa, German . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:49-58.

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2015Predicting volatility of the Shanghai silver futures market: What is the role of the U.S. options market?. (2015). Luo, Xingguo ; Ye, Zinan . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:68-77.

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2015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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2015On minimizing drawdown risks of lifetime investments. (2015). Chen, Xinfu ; Li, Dongchen ; Landriault, David . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:65:y:2015:i:c:p:46-54.

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2015The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra . In: Working Papers. RePEc:hal:wpaper:hal-01186722.

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2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

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2015Analysis of Factors Affecting the Stability of Cooperative Banks in the Post-Crisis Period (Analiza czynnikow wplywajacych na stabilnosc bankow spoldzielczych w okresie pokryzysowym). (2015). Kil, Krzysztof ; Miklaszewska, Ewa . In: Problemy Zarzadzania. RePEc:sgm:pzwzuw:v:13:i:55:y:2015:p:97-119.

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2015Bank Risk Proxies and the Crisis of 2007/09: A Comparison. (2015). Noth, Felix ; Tonzer, Lena . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-13-15.

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2015Global Imbalances and Bank Risk-Taking. (2015). Dinger, Valeriya ; Te, Daniel Marcel . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112866.

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Recent citations received in 2014
YearCiting document
2014Bank bonds: size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_966_14.

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2014Bank Bonds: Size, Systemic Relevance and the Sovereign. (2014). Zaghini, Andrea. In: International Finance. RePEc:bla:intfin:v:17:y:2014:i:2:p:161-184.

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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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2014Bankruptcy risk induced by career concerns of regulators. (2014). Charles-Cadogan, G. ; Cole, John A.. In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:3:p:259-271.

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2014Insurance demand and first-order risk increases under (μ,σ)-preferences revisited. (2014). Wagener, Andreas ; Eichner, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:326-331.

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2014Sell in May and Go Away: Evidence from China. (2014). guo, biao ; Zhang, Ziding ; Luo, Xingguo . In: Finance Research Letters. RePEc:eee:finlet:v:11:y:2014:i:4:p:362-368.

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2014The Halloween Effect Evidence from Romania. (2014). Oprea, Dragos Stefan. In: International Journal of Academic Research in Business and Social Sciences. RePEc:hur:ijarbs:v:4:y:2014:i:7:p:463-471.

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2014Der Beitrag der Arbeitnehmervertreter zur fachlichen und geschlechtlichen Diversitaet von Aufsichtsraeten: Erkenntnisse einer qualitativ-explorativen Analyse (Worker directors and supervisory board di. (2014). Pull, Kerstin ; Duran, Mihael. In: Industrielle Beziehungen - Zeitschrift fuer Arbeit, Organisation und Management - The German Journal of Industrial Relations. RePEc:rai:indbez:doi:10.1688/indb-2014-04-duran.

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2014Bank bonds: Size, systemic relevance and the sovereign. (2014). Zaghini, Andrea. In: CFS Working Paper Series. RePEc:zbw:cfswop:454.

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Recent citations received in 2013
YearCiting document
2013On the predictability of stock prices: A case for high and low prices. (2013). Santucci de Magistris, Paolo ; Ranaldo, Angelo ; Caporin, Massimiliano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:12:p:5132-5146.

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2013Overconfident individual day traders: Evidence from the Taiwan futures market. (2013). Lin, Tse-Chun ; Kuo, Wei-Yu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:9:p:3548-3561.

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2013Efficient Jacobian evaluations for estimating zero lower bound term structure models. (2013). Krippner, Leo. In: CAMA Working Papers. RePEc:een:camaaa:2013-77.

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2013A Fear Index to Predict Oil Futures Returns. (2013). Sévi, Benoît ; Chevallier, Julien ; Sevi, Benoit . In: Working Papers. RePEc:fem:femwpa:2013.62.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team