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Journal of International Financial Markets, Institutions and Money / Elsevier


1.21

Impact Factor

1.68

5-Years IF

37

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
19940.120100 (%)0.05
19950.2000 (%)0.07
19960.240100 (%)0.09
19970.2821211690014 (8.3%)0.1
19980.190.290.19214280.1940221421420 (5%)30.140.1
19990.210.330.211961140.2335342942921 (5.9%)30.160.14
20000.350.40.332586270.31284401461209 (3.2%)50.20.15
20010.520.410.4714100530.53107442386409 (8.4%)30.210.15
20020.510.420.5224124570.4625939201005216 (6.2%)30.130.18
20030.50.451.04271511330.88285381910310721 (7.4%)10.040.19
20040.590.50.83301811470.8126751301099023 (8.6%)100.330.2
20050.530.530.7282091710.8251157301208427 (5.3%)80.290.21
20060.590.520.66292382040.8633458341238135 (10.5%)60.210.2
20070.530.460.61282661750.6627757301388428 (10.1%)90.320.18
20080.680.490.81403062470.81610573914211530 (4.9%)210.530.2
20090.930.480.9613673040.83567686315514052 (9.2%)210.340.19
20100.980.460.89364033310.822061019918616524 (11.7%)20.060.17
20110.820.530.97484513780.84390978019418849 (12.6%)140.290.2
20120.520.561.02705214470.86563844421321855 (9.8%)180.260.2
20131.190.631.4866077071.1659511814125535658 (9.7%)420.490.22
20141.740.671.7311071710841.5137515627230152033 (8.8%)630.570.22
20151.30.741.31807979551.216819625535045717 (10.1%)450.560.23
20161.210.981.686686312041.4551902303946625 (9.1%)250.380.3
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
12008Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136.

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167
22005Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157.

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131
32002Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58.

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127
42005Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

Full description at Econpapers || Download paper

122
52012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

Full description at Econpapers || Download paper

118
62013Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65.

Full description at Econpapers || Download paper

98
72011Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327.

Full description at Econpapers || Download paper

94
82011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106.

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82
91998Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412.

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71
101999Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, Øystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74.

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66
111999Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391.

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64
121998An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173.

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63
132006Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

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58
142000Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130.

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57
151998Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356.

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55
162003Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136.

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54
172012Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

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53
181997The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87.

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51
192004Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219.

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50
202008Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526.

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49
212013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

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46
221998What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153.

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45
232015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

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44
242003Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186.

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43
252011Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742.

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43
262006Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40.

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43
272012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

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43
282009A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758.

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42
292005Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106.

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42
302008Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45.

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42
312009Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833.

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41
322003Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399.

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41
332008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63.

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40
342008Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105.

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40
351999Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376.

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39
362006Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56.

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38
372013Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87.

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38
382000Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421.

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37
39Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497.

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37
402000Central bank intervention and exchange rate volatility -- Australian evidence. (2000). Sheen, Jeffrey ; Kortian, Tro ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405.

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37
412009Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15.

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36
422009Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674.

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35
432005Cost efficiency in the Latin American and Caribbean banking systems. (2005). Kasman, Adnan ; Carvallo, Oscar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72.

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35
442002On measuring volatility and the GARCH forecasting performance. (2002). Renò, Roberto ; Barucci, Emilio ; Reno, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200.

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34
452005Financial markets and economic growth in Greece, 1986-1999. (2005). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188.

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34
461998The impact of exchange rate volatility on Australian trade flows. (1998). McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38.

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33
472013Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321.

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33
482000Central bank intervention and exchange rates: the case of Sweden. (2000). Aguilar, Javiera ; Nydahl, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322.

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31
492007Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat ; Choi, Kyongwook. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245.

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31
502013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

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30

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


#YearTitleCited
12011Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327.

Full description at Econpapers || Download paper

66
22013Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65.

Full description at Econpapers || Download paper

65
32012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

Full description at Econpapers || Download paper

64
42008Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136.

Full description at Econpapers || Download paper

63
52005Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

Full description at Econpapers || Download paper

55
62005Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157.

Full description at Econpapers || Download paper

53
72015Oil price and stock returns of consumers and producers of crude oil. (2015). Sharma, Susan ; Narayan, Paresh ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

Full description at Econpapers || Download paper

44
82011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106.

Full description at Econpapers || Download paper

39
92013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

Full description at Econpapers || Download paper

34
102002Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58.

Full description at Econpapers || Download paper

27
112014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

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26
122012Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

Full description at Econpapers || Download paper

25
132008Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526.

Full description at Econpapers || Download paper

24
142013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

Full description at Econpapers || Download paper

24
152012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

Full description at Econpapers || Download paper

23
162013Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321.

Full description at Econpapers || Download paper

22
172006Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

Full description at Econpapers || Download paper

22
182011Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742.

Full description at Econpapers || Download paper

21
192013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos ; Filis, George ; Degiannakis, Stavros. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191.

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21
202013Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87.

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20
212012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

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19
222009A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758.

Full description at Econpapers || Download paper

18
232014Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis. (2014). Wang, Lihong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203.

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18
242013Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221.

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17
252014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227.

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16
262013Bank competition in the EU: How has it evolved?. (2013). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:100-112.

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16
272011Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460.

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282013Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:46-76.

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292012Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718.

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302015Price discovery on Bitcoin exchanges. (2015). Molnár, Peter ; Andreas Valstad, Ole Christian, ; Molnar, Peter ; Brandvold, Morten ; Vagstad, Kristian . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:18-35.

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312012Bank size, market concentration, and bank earnings volatility in the US. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:35-54.

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15
322008Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45.

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14
332014Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Deesomsak, Rataporn ; Chau, Frankie ; Wang, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19.

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14
342009Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833.

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14
352014Does central bank transparency affect stock market volatility?. (2014). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:362-377.

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13
361999Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, Øystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74.

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372008Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497.

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12
382012Do sovereign credit ratings influence regional stock and bond market interdependencies in emerging countries?. (2012). Wu, Eliza ; Kim, Suk-Joong ; Christopher, Rachel . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:1070-1089.

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12
392013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

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12
402007Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat ; Choi, Kyongwook. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245.

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12
412009Productivity growth and biased technological change: Credit banks in Japan. (2009). Matousek, Roman ; Managi, Shunsuke ; Barros, Carlos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:924-936.

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12
422006Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56.

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12
432006Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40.

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442013Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:33-48.

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452010Diversification benefits of commodity futures. (2010). Miu, Peter ; Cheung, Sherman C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:20:y:2010:i:5:p:451-474.

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462011Equity prices and macroeconomic fundamentals: International evidence. (2011). Laopodis, Nikiforos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:2:p:247-276.

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472013Oil and stock returns: Frequency domain evidence. (2013). Ciner, Cetin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:1-11.

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482014Financial stress spillovers in advanced economies. (2014). Papadopoulos, Athanasios ; Apostolakis, George. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:128-149.

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492014Macro-financial linkages in Egypt: A panel analysis of economic shocks and loan portfolio quality. (2014). Turk Ariss, Rima ; Love, Inessa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:158-181.

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502015The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

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Citing documents used to compute impact factor 230:


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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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2016Everything you always wanted to know about bitcoin modelling but were afraid to ask. (2016). Fantazzini, Dean ; Sukhanovskaya, Vera ; Ivliev, Sergey ; Nigmatullin, Erik . In: MPRA Paper. RePEc:pra:mprapa:71946.

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2016Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Bouri, Elie ; Roubaud, David . In: Working Papers. RePEc:pre:wpaper:201654.

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2016Financial regulations and price inconsistencies across bitcoin markets. (2016). Pieters, Gina ; Vivanco, Sofia . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:293.

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2016Blockchain: A Primer. (2016). Dwyer, Gerald P. In: MPRA Paper. RePEc:pra:mprapa:76562.

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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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2016Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Barros, C P ; Abul, MD. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498.

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2016The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings. (2016). Ahmed, Yousry ; Elshandidy, Tamer . In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:176-190.

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2016Business cycle and bank lending procyclicality in a dual banking system. (2016). Ibrahim, Mansor. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:127-134.

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2016Pricing beliefs: Empirical evidence from the implied cost of deposit insurance for Islamic banks. (2016). Grira, Jocelyn ; Soumare, Issouf ; Hassan, Kabir M. In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:152-168.

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2016A net stable funding ratio for Islamic banks and its impact on financial stability: An international investigation. (2016). Ashraf, Dawood ; Lhuillier, Barbara ; Rizwan, Muhammad Suhail . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:47-57.

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

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

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2016To debt or not to debt: Are Islamic banks less risky than conventional banks?. (2016). Sorwar, Ghulam ; Nurullah, Mohamed ; Pereira, John ; Pappas, Vasileios . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:113-126.

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2016Towards an Investigation of Credit Risk Determinants in Eurozone Countries. (2016). Makri, Vasiliki . In: Journal of Accounting and Management Information Systems. RePEc:ami:journl:v:15:y:2016:i:1:p:27-57.

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2016DETERMINANTS OF LOAN QUALITY: LESSONS FROM GREEK COOPERATIVE BANKS. (2016). Makri, Vasiliki ; Papadatos, Konstantinos . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:17:makriv.

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2016Equity Capital as a Safety Cushion in the US Banking Sector. (2016). Wang, Grace ; Cox, Raymond ; Kimmel, Randall K. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:50-68.

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2016Learning from financial crisis: the experience of Nordic banks. (2016). Mäkinen, Mikko ; Makinen, Mikko ; Mikko Makinen , ; Berglund, Tom . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_030.

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

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2016Sharī‘ah and SRI Portfolio Performance in the UK: Effect of Oil Price Decline. (2016). Hendranastiti, Nur Dhani . In: Islamic Economic Studies. RePEc:ris:isecst:0158.

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2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220.

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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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2016Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures. (2016). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Marco, Chi Keung ; Brzeszczyski, Janusz . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:96-114.

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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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2016On the consistency of the Z-score to measure the bank risk. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301846.

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2016Does Central Bank Independence Affect Stock Market Volatility?. (2016). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-14.

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2016Extreme asymmetric volatility: Stress and aggregate asset prices. (2016). Wagner, Niklas ; Aboura, Sofiane . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:47-59.

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2016Central Bank Independence and the Dynamics of Public Debt?. (2016). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-15.

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2016Stock markets and effective exchange rates in European countries: threshold cointegration findings. (2016). Papadamou, Stephanos ; Kollias, Christos ; SIRIOPOULOS, COSTAS. In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-015-0040-7.

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2016Robustness of Optimal Interest Rate Rules in an Open Economy. (2016). Sidiropoulos, Moise ; Qin, LI. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:3:y:2016:i:1:p:29-46.

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2016Central bank transparency and exchange rate volatility effects on inflation-output volatility. (2016). Papadamou, Stephanos ; Spyromitros, Eleftherios ; Sidiropoulos, Mose . In: Economics and Business Letters. RePEc:ove:journl:aid:11272.

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

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2016Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x.

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

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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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2016Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations. (2016). Wang, Jie . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:365-374.

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2016Foreign direct investment and economic growth: ADRL and causality analysis for South Africa. (2016). Sunde, Tafirenyika. In: MPRA Paper. RePEc:pra:mprapa:72382.

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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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2016Real Effects of Capital Inflows in Emerging Markets. (2016). Igan, Deniz ; Kutan, Ali M ; Mirzae, Ali . In: IMF Working Papers. RePEc:imf:imfwpa:16/235.

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2016A half-century diversion of monetary policy? An empirical horse-race to identify the UK variable most likely to deliver the desired nominal GDP growth rate. (2016). Castle, Jennifer ; Ryan-Collins, Josh ; Werner, Richard A. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:158-176.

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2016The fall of high-frequency trading: A survey of competition and profits. (2016). Serbera, Jean-Philippe ; Paumard, Pascal . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:271-287.

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2016A note on the relationship between high-frequency trading and latency arbitrage. (2016). Manahov, Viktor . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:281-296.

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2016Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US. (2016). Tsuchiya, Yoichi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:116-127.

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2016Dynamic volatility spillovers across shipping freight markets. (2016). Tsouknidis, Dimitris. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:91:y:2016:i:c:p:90-111.

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2016Shipping investor sentiment and international stock return predictability. (2016). Papapostolou, Nikos ; Nomikos, Nikos K ; Pouliasis, Panos K ; Kyriakou, Ioannis . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:96:y:2016:i:c:p:81-94.

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2016The Currency Composition of Firms Balance Sheets and its Effect on Asset Value Correlations and Capital Requirements. (2016). Byström, Hans ; Bystrom, Hans . In: Working Papers. RePEc:hhs:lunewp:2016_001.

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2016Regional bank efficiency and its effect on regional growth in “normal” and “bad” times. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:413-426.

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2016What is the effect of unconventional monetary policy on bank performance?. (2016). mamatzakis, emmanuel ; Bermpei, Theodora . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:239-263.

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2016Bank efficiency and regional growth in Europe: new evidence from micro-data. (2016). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Working Paper Series. RePEc:ecb:ecbwps:20161983.

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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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2016The quest for banking stability in the euro area: The role of government interventions. (2016). Paltalidis, Nikos ; Vergos, Konstantinos ; Kizys, Renatas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:40:y:2016:i:c:p:111-133.

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2016Did Investors Seeking Short Exposure Move to the CDS Market after the 2011 Short-Sale Bans in European Financial Stocks?. (2016). Silva, Paulo ; da Silva, Paulo Pereira . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:4:p:322-353.

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2016Market integration and efficiency of CDS and equity markets. (2016). Schiereck, Dirk ; Kolaric, Sascha ; Kiesel, Florian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:209-229.

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2016A joint analysis of market indexes in credit default swap, volatility and stock markets. (2016). da Fonseca, Jose ; Wang, Peiming . In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:19:p:1767-1784.

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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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2016Assessing CO2 emissions in China’s iron and steel industry: A dynamic vector autoregression model. (2016). Xu, Bin ; Lin, Boqiang . In: Applied Energy. RePEc:eee:appene:v:161:y:2016:i:c:p:375-386.

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2016The financial and fiscal stress interconnectedness: The case of G5 economies. (2016). Tsopanakis, Andreas ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:46:y:2016:i:c:p:62-69.

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2016The information content of issuer rating changes: Evidence for the G7 stock markets. (2016). Hu, Haoshen ; Prokop, Jorg ; Kaspereit, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:99-108.

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

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

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2016Financial and real sector returns, IMF-related news, and the Asian crisisAuthor-Name: Kutan, Ali M.. (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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2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK. (2016). Tamakoshi, Go ; Hamori, Shigeyuki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:288-296.

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2016Examination of the Relationship between Turkey’s Credit Default Swap (CDS) Points and Unemployment. (2016). Ahn, Cumhur ; Altay, Huseyin . In: Eurasian Business & Economics Journal. RePEc:eas:buseco:v:4:y:2016:i:4:p:52-67.

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2016Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting. (2016). Lahiani, Amine ; GUPTA, RANGAN ; Hammoudeh, Shawkat . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:443-456.

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2016Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market. (2016). DA FONSECA, José ; Ziveyi, Jonathan ; Ignatieva, Katja . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:215-228.

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2016The Dynamic Linkages among Sector Indices: The Case of the Egyptian Stock Market. (2016). , Walid . In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:8:y:2016:i:4:p:23-38.

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2016Financial markets development, business cycles, and bank risk in South America. (2016). Vithessonthi, Chaiporn ; Tongurai, Jittima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:472-484.

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2016Income and funding structures, banking regulation and bank risk-taking: The role of ownership in Central and Eastern European banks. (2016). Lapteacru, Ion. In: Working Papers. RePEc:hal:wpaper:hal-01301825.

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2016Product diversification and bank performance: Does ownership structure matter?. (2016). Saghi-Zedek, Nadia . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:154-167.

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2016An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Alici, Asli ; Ersan, Oguz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:74-94.

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2016The European sovereign debt crisis: What have we learned?. (2016). Stefanova, Denitsa ; Kräussl, Roman ; Kraussl, Roman ; Lehnert, Thorsten . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:363-373.

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2016Time-varying importance of country and industry factors in European corporate bonds. (2016). Zwinkels, Remco ; Qian, Zhaowen ; Pieterse-Bloem, Mary ; Verschoor, Willem . In: Journal of Empirical Finance. RePEc:eee:empfin:v:38:y:2016:i:pa:p:429-448.

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2016Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information. (2016). Lin, Mi. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:247-260.

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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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2016Information content of investor trading behavior: Evidence from Taiwan index options market. (2016). Lee, Yen-Hsien ; Wang, David K. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:38:y:2016:i:c:p:149-160.

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2016Shocks and Stocks: A Bottom-up Assessment of the Relationship Between Oil Prices, Gasoline Prices and the Returns of Chinese Firms. (2016). Zhang, Dayong ; Broadstock, David ; David, Ying Fan . In: The Energy Journal. RePEc:aen:journl:ej37-si1-broadstock.

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2016Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:75-89.

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2016On the reactions of sectoral equity returns to oil price in France: Implications for portfolio allocation. (2016). Selmi, Refk ; MIFTAH, AMAL ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70382.

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2016Exogenous shocks and the spillover effects between uncertainty and oil price. (2016). Li, Lei ; Zhou, Yimin ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:224-234.

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2016Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

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2016International crude oil prices and the stock prices of clean energy and technology companies: Evidence from non-linear cointegration tests with unknown structural breaks. (2016). Kanjilal, Kakali ; Bondia, Ripsy ; Ghosh, Sajal . In: Energy. RePEc:eee:energy:v:101:y:2016:i:c:p:558-565.

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

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2016The Asymmetric Effects of Oil Price Shocks on the Chinese Stock Market: Evidence from a Quantile Impulse Response Perspective. (2016). Zhu, Huiming ; Ren, Yinghua ; Guo, Yawei ; Su, Xianfang . In: Sustainability. RePEc:gam:jsusta:v:8:y:2016:i:8:p:766-:d:75561.

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

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2016Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:276-288.

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2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2016). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:209-220.

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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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2016International stock market liquidity: a review. (2016). Marshall, Ben R ; Anderson, Hamish D. In: Managerial Finance. RePEc:eme:mfipps:v:42:y:2016:i:2:p:118-135.

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2016Threshold, smooth transition and mean reversion in inflation: New evidence from European countries. (2016). Hsu, Chi-Sheng ; Chen, Shyh-Wei . In: Economic Modelling. RePEc:eee:ecmode:v:53:y:2016:i:c:p:23-36.

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2016The economic integration of Spain: a change in the inflation pattern. (2016). Usabiaga, Carlos ; Garcia-Cintado, Alejandro C ; Romero-Avila, Diego . In: Latin American Economic Review. RePEc:spr:laecrv:v:25:y:2016:i:1:d:10.1007_s40503-016-0031-4.

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2016Inflation convergence in the EMU. (2016). Karavias, Yiannis ; Karanasos, M ; Arakelian, V ; Kartsaklas, A ; Koutroumpis, P. In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pb:p:241-253.

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2016The Economic Integration of Spain: A Change in the Inflation Pattern. (2016). Usabiaga, Carlos ; Romero-Avila, Diego ; Garcia-Cintado, Alejandro C. In: EcoMod2016. RePEc:ekd:009007:9367.

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2016The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone. (2016). Sariannidis, Nikolaos ; Billias, Ioannis ; Zafeiriou, Eleni ; Giannarakis, Grigoris . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-02-23.

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2016LIBOR troubles: Anomalous movements detection based on maximum entropy. (2016). Fernandez Bariviera, Aurelio ; Plastino, Angelo ; Martin, Maria T ; Vampa, Victoria . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:401-407.

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2016Does corporate governance affect Australian banks performance?. (2016). Salim, Ruhul ; Arjomandi, Amir ; Seufert, Juergen Heinz . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:113-125.

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2016Invisible hand discipline from informed trading: Does market discipline from trading affect bank capital structure?. (2016). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang . In: MPRA Paper. RePEc:pra:mprapa:76215.

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2016Dynamic Nexus between Exchange Rate and Stock Prices in the Major East European Economies. (2016). Mirovi, Vera ; Ivkov, Dejan ; Njegi, Jovan . In: Prague Economic Papers. RePEc:prg:jnlpep:v:2016:y:2016:i:6:id:591:p:686-705.

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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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2016Portuguese banks’ performance: comparing efficiency with their Spanish counterparts. (2016). Clara, Maria ; Basilio, Maria S ; Pires, Jose Filipe . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:1:d:10.1007_s40822-015-0033-6.

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2016Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks. (2016). Slim, Skander ; Dahmene, Meriam . In: Global Finance Journal. RePEc:eee:glofin:v:29:y:2016:i:c:p:70-84.

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2016The informative role of trading volume in an expanding spot and futures market. (2016). Bhaumik, Sumon ; Karanasos, M ; Kartsaklas, A. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:35:y:2016:i:c:p:24-40.

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2016Does institutional ownership increase stock return volatility? Evidence from Vietnam. (2016). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:54-61.

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2016Political instability and stock market returns: Evidence from OECD countries. (2016). Sarantidis, Antonios ; Asteriou, Dimitrios . In: Economics and Business Letters. RePEc:ove:journl:aid:11278.

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2016Why do companies transfer the trading compartment of their common stocks. (2016). Cisse, Abdoul Karim ; Fontaine, Patrice . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:624-640.

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2016The bonding hypothesis and the home market liquidity of Chinese cross-listed stocks. (2016). Huang, Ying ; Jiang, Christine X ; Jacoby, Gady . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:146-157.

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2016Graduation and sell-out strategies in the Alternative Investment Market. (2016). Revest, Valerie ; Sapio, Alessandro . In: Discussion Papers. RePEc:crj:dpaper:4_2016.

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

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2016The Joint Effects of Oil Price Volatility and Environmental Risks on Non-performing Loans: Evidence from Panel Data of Organization of the Petroleum Exporting Countries. (2016). Idris, Ismail Tijjani ; Nayan, Sabri . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2016-03-17.

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2016Credit risk, managerial behaviour and macroeconomic equilibrium within dual banking systems: Interest-free vs. interest-based banking industries. (2016). Louhichi, Awatef ; Boujelbene, Younes . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:104-121.

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2016Financial Crisis Transmission: Foreign Ownership vs. Foreign Funding?. (2016). Feyen, Erik . In: Review of Economics & Finance. RePEc:bap:journl:160405.

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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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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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2016Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:60-69.

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2016Does central clearing benefit risky dealers?. (2016). Mayordomo, Sergio ; Posch, Peter N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:91-100.

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2016What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads. (2016). Cui, Jin ; Maharaj, Elizabeth Ann ; In, Francis . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:358-375.

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2016Directional and bidirectional causality between U.S. industry credit and stock markets and their determinants. (2016). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Hammoudeh, Shawkat ; Nor, Safwan Mohd . In: MPRA Paper. RePEc:pra:mprapa:74705.

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2016Debt structure and corporate performance in emerging markets. (2016). Davydov, Denis . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:299-311.

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2016A critical appraisal of studies analyzing co-movement of international stock markets with a focus on East-Asian indices. (2016). Kiviet, Jan ; Chen, Zhenxi. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1606.

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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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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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2016Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (2016). Kiviet, Jan. In: Economic Growth Centre Working Paper Series. RePEc:nan:wpaper:1508.

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

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2016Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?. (2016). Doytch, Nadia ; Nguyen, Tri Tung ; Narayan, Seema ; Kluegel, Karl . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:485-503.

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

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2016Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: Borradores de Economia. RePEc:bdr:borrec:931.

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2016Credit Funding and Banking Fragility: An Empirical Analysis for Emerging Economies. (2016). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin-Lopez, Alexander . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014306.

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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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2016Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System. (2016). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79097.

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2016The resilience of oil-rich economies to the global financial crisis: Evidence from Kuwaiti financial and real sectors. (2016). Mirzaei, Ali ; Farhan, Ritab Salem . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:93-108.

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2016Are US-Dollar-Hedged-ETF investors aggressive on exchange rates? A panel VAR approach. (2016). Vianna, Andre ; Shank, Corey. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:430-438.

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2016Sovereign CDS spread determinants and spill-over effects during financial crisis: A panel VAR approach. (2016). Spyrou, Spyros ; Galariotis, Emilios C ; Makrichoriti, Panagiota . In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:62-77.

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2016Econometric modeling of exchange rate determinants by market classification: An empirical analysis of Japan and South Korea using the sticky-price monetary theory. (2016). Works, Richard. In: MPRA Paper. RePEc:pra:mprapa:76382.

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2016Predicting efficiency in Malaysian Islamic banks: A two-stage TOPSIS and neural networks approach. (2016). Wanke, Peter ; Barros, C P ; Abul, MD. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:485-498.

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2016Impact of speculation and economic uncertainty on commodity markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Andreasson, Pierre . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:115-127.

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

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

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

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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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2016Equity market contagion during global financial and Eurozone crises: Evidence from a dynamic correlation analysis. (2016). Mollah, Sabur ; Zafirov, Goran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:151-167.

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2016Invisible walls: Do psychological barriers really exist in stock index levels?. (2016). Woodhouse, Sam Alan ; Kumar, Kuldeep ; Bhattacharya, Sukanto ; Singh, Harminder . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:267-278.

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2016Determinants of time varying co-movements among international stock markets during crisis and non-crisis periods. (2016). Muradoglu, Yaz ; Mobarek, Asma ; Jun, AI ; Mollah, Sabur . In: Journal of Financial Stability. RePEc:eee:finsta:v:24:y:2016:i:c:p:1-11.

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2016Testing for herding in the Athens Stock Exchange during the crisis period. (2016). Katsikas, Epameinondas ; Economou, Fotini ; Vickers, Gregory . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:334-341.

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2016Bond market investor herding: Evidence from the European financial crisis. (2016). Spyrou, Spyros ; Krokida, Styliani-Iris ; Galariotis, Emilios C. In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:367-375.

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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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2016Political transition and bank performance: How important was the Arab Spring?. (2016). Ghosh, Saibal. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:44:y:2016:i:2:p:372-382.

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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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2016Do Islamic stock indices perform better than conventional counterparts? An empirical investigation of sectoral efficiency. (2016). Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:108-114.

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

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2016Effects of gas pricing reform on China’s price level and total output. (2016). Zhu, Zhishuang ; Tao, Gege ; Zhang, Huaming ; Yu, Feng . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:84:y:2016:i:1:d:10.1007_s11069-015-1884-6.

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2016Impact of bank competition on the bank lending channel of monetary transmission: Evidence from China. (2016). Yang, Jun ; Shao, Hanhua . In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:468-481.

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2016Investor Sentiment and Sectoral Stock Returns: Evidence from World Cup Games. (2016). Donadelli, Michael ; Curatola, Giuliano ; Kizys, Renatas ; Riedel, Max . In: Finance Research Letters. RePEc:eee:finlet:v:17:y:2016:i:c:p:267-274.

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2016Which market integration measure?. (2016). Donadelli, Michael ; Billio, Monica ; Paradiso, Antonio ; Riedel, Max . In: SAFE Working Paper Series. RePEc:zbw:safewp:159.

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2016Asian financial integration: Global or regional? Evidence from money and bond markets. (2016). Rughoo, Aarti ; You, Kefei . In: International Review of Financial Analysis. RePEc:eee:finana:v:48:y:2016:i:c:p:419-434.

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2016Multimarket contact, market power and financial stability in the Turkish banking industry. (2016). Kasman, Adnan . In: Empirical Economics. RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0936-9.

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2016Multimarket Competition and Profitability: Evidence from Ukrainian banking. (2016). Talavera, Oleksandr ; Pham, Tho ; Yang, Junhong . In: MPRA Paper. RePEc:pra:mprapa:72376.

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2016Credit Default Swaps as Indicators of Bank Financial Distress. (2016). cotter, john ; Avino, Davide ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201601.

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2016Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?. (2016). Vermeulen, Robert ; Bijlsma, Melle. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:137-154.

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2016Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure . In: ESRB Working Paper Series. RePEc:srk:srkwps:201609.

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

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2016Facts or fates of investors losses during crises? Evidence from REIT-stock volatility and tail dependence structures. (2016). Huang, MeiChi ; Wu, Chang-Che ; Liu, Shih-Min . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:54-71.

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2016Determinants of commercial bank retail interest rate adjustments: Evidence from a panel data model. (2016). Perera, Anil ; Wickramanayake, J. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:1-20.

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2016Financial contagion between the US and selected developed and emerging countries: The case of the subprime crisis. (2016). JOUINI, Jamel ; Boubaker, Sabri ; Lahiani, Amine . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:14-28.

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2016Euro area stock markets performance comparison and its dependence on macroeconomic variables. (2016). Soares da Fonseca, José. In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:3:p:245-266.

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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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2016Spreading crisis: Evidence of financial stress spillovers in the Asian financial markets. (2016). Apostolakis, George. In: International Review of Economics & Finance. RePEc:eee:reveco:v:43:y:2016:i:c:p:542-551.

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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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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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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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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016The Stability of Component Assets in Optimal Portfolios of Stock and Commodity Indexes. (2016). Gorska, Anna ; Krawiec, Monika . In: Problems of World Agriculture / Problemy Rolnictwa Åšwiatowego. RePEc:ags:polpwa:253038.

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2016Unit root modeling for trending stock market series. (2016). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar ; Akanni, Lateef O. In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:2:p:82-91.

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2016A note on news about the future: the impact on DSGE models and their VAR representation. (2016). Minford, A. Patrick ; Meenagh, David ; Le, Vo Phuong Mai. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/11.

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2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Saidi, Hichem ; Rachdi, Houssem ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231.

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2016Relative Winners and Losers from Efficiency Spillovers in Africa with Policy Implications for Regional Integration. (2016). Sickles, Robin C ; Kenjegalieva, Karligash ; Glass, Anthony J ; Ajayi, Victor ; Adetutu, Morakinyo . In: Working Papers. RePEc:ecl:riceco:16-003.

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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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2016Evidence of cross-asset contagion in U.S. markets. (2016). Chang, Guang-Di ; Cheng, Po-Ching . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:219-226.

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2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Avdoulas, Christos ; Boubaker, Sabri . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587.

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

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2016The role of country-specific fundamentals in sovereign CDS spreads: Eastern European experiences. (2016). Monostori, Zoltán ; Kocsis, Zalan. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:140-168.

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2016The internationalisation of the RMB: New starts, jumps and tipping points. (2016). Batten, Jonathan ; Szilagyi, Peter G. In: Emerging Markets Review. RePEc:eee:ememar:v:28:y:2016:i:c:p:221-238.

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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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2016International stock market cointegration under the risk-neutral measure. (2016). Power, Gabriel ; Gagnon, Marie-Helene ; Toupin, Dominique . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:243-255.

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2016Political constraints and trading strategy in times of market stress: Evidence from the chinese national social security fund. (2016). faff, robert ; Li, Yong ; Benson, Karen . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:217-221.

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2016Impact of legal institutions on IPO survival: A global perspective. (2016). Goyal, Abhinav ; Espenlaub, Susanne ; Mohamed, Abdulkadir . In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:98-112.

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2016Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). GUPTA, RANGAN ; Paetz, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182.

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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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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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2016Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2016). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto . In: Working Papers. RePEc:igi:igierp:585.

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2016Identifying and Measuring the Contagion Channels at Work in the European Financial Crises. (2016). Guidolin, Massimo ; Pedio, Manuela . In: Working Papers. RePEc:igi:igierp:586.

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2016Conditional Convergence in Australias Energy Consumption at the Sector Level. (2016). Smyth, Russell ; Mishra, Vinod. In: Monash Economics Working Papers. RePEc:mos:moswps:2016-08.

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2016Common Information in Carry Trade Risk Factors. (2016). Sakemoto, Ryuta ; Byrne, Joseph ; Ibrahim, Boulis Maher . In: MPRA Paper. RePEc:pra:mprapa:75367.

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2016Do Political News Affect Financial Market Returns? Evidences from Brazil. (2016). Dos, Nelson Seixas ; Marques, Thales Batiston . In: MPRA Paper. RePEc:pra:mprapa:75530.

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2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740.

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Recent citations received in 2015

YearCiting document
2015The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs. (2015). Leung, Tim ; Ward, Brian . In: Papers. RePEc:arx:papers:1501.02276.

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2015Countercyclical Capital Buffer: The Case of Uruguay. (2015). PONCE, Jorge ; Pena, Alejandro ; Tubio, Magdalena ; Dassatti, Cecilia . In: Monetaria. RePEc:cml:moneta:v:iii:y:2015:i:2:p:251-285.

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2015Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151866.

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2015Do managers manipulate earnings prior to management buyouts?. (2015). Renneboog, Luc ; Mao, Yaping . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:43-61.

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2015New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

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2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

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2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371.

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2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8.

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2015Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

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2015Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

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2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

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2015Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71.

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2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

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2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Li, Haiqi ; Kim, Hyung-Gun . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

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2015Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

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2015Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.

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2015Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382.

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2015Liquidity and conditional market returns: Evidence from German exchange traded funds. (2015). Wagner, Niklas ; Czauderna, Katrin ; Riedel, Christoph . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:454-459.

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2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Te-Chung . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98.

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2015The political determinants of executive compensation: Evidence from an emerging economy. (2015). Renneboog, Luc ; Liang, Hao . In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:69-91.

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2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

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2015The nexus between oil price and Russias real exchange rate: Better paths via unconditional vs conditional analysis. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:54-66.

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2015Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:590-598.

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2015Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data. (2015). Agarwalla, Sobhesh Kumar ; Pandey, Ajay ; Jacob, Joshy . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:167-178.

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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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2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

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2015Arbitrage opportunities and feedback trading in emissions and energy markets. (2015). Chau, Frankie ; Shi, Yukun ; Kuo, Jing-Ming . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:130-147.

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2015Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161.

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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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2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

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2015The role of internal and external certification mechanisms in seasoned equity offerings. (2015). Tourani-Rad, Alireza ; Lau, Sie Ting ; Krishnamurti, Chandrasekhar ; Yang, Ting ; Koerniadi, Hardjo . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:110-127.

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2015The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183.

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2015Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

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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-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

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2015Aviation Accidents and Stock Market Reaction: Evidence from Borsa Istanbul. (2015). Demir, Ender. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:1:p:51-56.

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2015The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca . In: Working Papers. RePEc:fem:femwpa:2015.99.

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2015Sentiment of a society and large-cap stock liquidity. (2015). Bukovina, Jaroslav . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:56_2015.

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

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2015Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366.

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2015Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2015). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:72082.

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2015What Triggers Loan Losses? An Empirical Investigation of Greek Financial Sector. (2015). Makri, Vasiliki . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:119-143.

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2015What determines Bitcoins Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13.

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2015Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03.

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Recent citations received in 2014

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2014Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728.

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2014Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series. (2014). Nordin, Peter ; Lloyd, Stefan ; Cirillo, Simone . In: Papers. RePEc:arx:papers:1411.2153.

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2014Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach. (2014). Benlagha, Noureddine. In: Review of Economics & Finance. RePEc:bap:journl:140404.

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2014The role of implicit costs and product quality in determining the customer costs of using personal current accounts. (2014). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:14001.

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2014Technology Upgrades in Emerging Equity Markets: Effects on Liquidity, Trading Activity and Volatility. (2014). Yılmaz, Mustafa ; Eraslan, Veysel ; Erdem, Orhan ; Arık, Evren ; Yilmaz, Kemal M.. In: Working Paper. RePEc:bor:wpaper:1420.

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2014Financial Services and the GATS in the GCC: Problems and Prospects. (2014). Hatem, Samman ; Sheikh, Shahnawaz . In: Review of Middle East Economics and Finance. RePEc:bpj:rmeecf:v:10:y:2014:i:3:p:24:n:2.

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2014Asymmetric behavior of Australias Big-4 banks in the mortgage market. (2014). Worthington, Andrew ; Valadkhani, Abbas. In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:57-66.

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2014Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238.

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2014Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Alvarez-Diaz, Marcos . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35.

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2014The conditional dependence structure of insurance sector credit default swap indices. (2014). Tamakoshi, Go ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:122-132.

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2014Dependence 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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2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

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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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2014The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries. (2014). Su, Che-Yi ; Chang, Ming-Jen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:220-246.

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2014The dynamics of exchange rate volatility: A panel VAR approach. (2014). Orlov, Alexei ; Grossmann, Axel ; Love, Inessa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:1-27.

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2014Bank efficiency and shareholder value in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:200-222.

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2014Hedging European government bond portfolios during the recent sovereign debt crisis. (2014). Bessler, Wolfgang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:379-399.

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2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

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2014Financial markets development and bank risk: Experience from Thailand during 1990–2012. (2014). Vithessonthi, Chaiporn. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88.

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2014What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand. (2014). Vithessonthi, Chaiporn. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:89-113.

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2014Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61.

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

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2014Financialisation and the Financial and Economic Crises: The Case of Sweden. (2014). Stenfors, Alexis. In: FESSUD studies. RePEc:fes:fstudy:fstudy27.

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2014Who is to Blame: Foreign Ownership or Foreign Funding?. (2014). Feyen, Erik ; Rocha, Roberto ; Letelier, Raquel ; Love, Inessa . In: Working Papers. RePEc:hai:wpaper:201423.

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2014Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk. In: IMF Working Papers. RePEc:imf:imfwpa:14/190.

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2014Greece’s Stock Market Integration with Southeast Europe. (2014). GUESMI, Khaled ; Abid, Ilyes ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-440.

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2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-444.

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2014Finn Kydland et les cycles d’affaires réels. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-463.

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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:ipg:wpaper:2014-468.

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2014Exploring the Causality Links between Energy and Employment in African Countries. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-475.

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

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2014Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505.

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2014Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510.

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2014Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531.

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

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2014Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2014). ben Aissa, Mohamed Safouane ; Aloui, Riadh . In: Working Papers. RePEc:ipg:wpaper:2014-564.

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2014Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed . In: Working Papers. RePEc:ipg:wpaper:2014-569.

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2014Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). de Bandt, Olivier ; Razafindrabe, Tovonony . In: Working Papers. RePEc:ipg:wpaper:2014-576.

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2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-577.

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2014Does Profit Loss Sharing (PLS) solve moral hazard problems?. (2014). Yousfi, Ouidad . In: Working Papers. RePEc:ipg:wpaper:2014-581.

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2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-604.

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2014On the dynamic dependence between US and other developed stock markets: An extreme. (2014). Boubaker, Heni ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:2014-94.

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2014Real Financial Market Exchange Rates and Capital Flows. (2014). Reitz, Stefan. In: Kiel Working Papers. RePEc:kie:kieliw:1946.

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2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

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2014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09.

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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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2013Rischio e concorrenza nel sistema bancario italiano durante la crisi finanziaria globale. (2013). Zazzaro, Alberto ; Marchionne, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:86.

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2013Structural bank regulation initiatives: approaches and implications. (2013). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:412.

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2013Measuring bank competition in China: a comparison of new versus conventional approaches applied to loan markets. (2013). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; van Rixtel, Adrian ; Xu, Bing . In: BIS Working Papers. RePEc:bis:biswps:422.

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2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

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2013On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20131509.

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2013Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Oprica, Silviu . In: Working Paper Series. RePEc:ecb:ecbwps:20131597.

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2013Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe. In: Journal of Asian Economics. RePEc:eee:asieco:v:29:y:2013:i:c:p:91-100.

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2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22.

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2013Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88.

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2013An alternative approach to the modelling of interest rate pass through and asymmetric adjustment. (2013). Valadkhani, Abbas ; Bollen, Bernard. In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:491-494.

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2013Institutional industry herding: Intentional or spurious?. (2013). Ferreira, Mário Pedro ; Ferreira, Mario Pedro Leite, ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:192-214.

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2013Time-variations in herding behavior: Evidence from a Markov switching SUR model. (2013). Klein, Arne C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:291-304.

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2013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

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2013Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:394-412.

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2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

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2013Stock and foreign exchange market linkages in emerging economies. (2013). Savvides, Andreas ; Andreou, Elena ; Matsi, Maria . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:248-268.

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2013Monetary policy and the banking sector in Turkey. (2013). Stewart, Chris ; Matousek, Roman ; Radi, Nemanja ; Akinci, Dervis Ahmet . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:269-285.

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2013Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand. (2013). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:23:y:2013:i:5:p:446-469.

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2013Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets. (2013). Demirer, Riza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:29:y:2013:i:c:p:77-98.

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2013Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?. (2013). Demirer, Riza ; Balcilar, Mehmet ; Khalifa, Ahmed ; Hammoudeh, Shawkat . In: Working Papers. RePEc:erg:wpaper:819.

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2013Increasing Trends in the Excess Comovement of Commodity Prices. (2013). Okimoto, Tatsuyoshi ; Kazuhiko, Ohashi ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:13048.

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2013Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: PSE Working Papers. RePEc:hal:psewpa:halshs-00911415.

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2013Market Discipline and Bank Charter Value: The Case of Two Safe Banking Industries. (2013). TARAZI, Amine ; Avkiran, Necmi ; Haq, Mamiza ; Fonceca, Ana Rosa . In: Working Papers. RePEc:hal:wpaper:hal-00955135.

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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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2013Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: Working Papers. RePEc:hal:wpaper:halshs-00911415.

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2013Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc . In: Working Papers. RePEc:ipg:wpaper:2013-031.

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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Gupta, Rangan ; Chen, Wen-Yi ; Chang, Tsangyao . In: Working Papers. RePEc:ipg:wpaper:2013-036.

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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Yi, Wen . In: Working Papers. RePEc:ipg:wpaper:2013-36.

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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:ipg:wpaper:36.

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2013Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika . In: Discussion Paper Series. RePEc:kob:dpaper:dp2013-22.

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2013Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1312.

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2013Commodity and Asset Pricing Models: An Integration. (2013). Schwartz, Eduardo S. ; Kovacevic, Ivo ; Cortazar, Gonzalo . In: NBER Working Papers. RePEc:nbr:nberwo:19167.

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2013Office of Financial Research 2013 Annual Report. (2013). . In: Reports. RePEc:ofr:report:13-2.

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2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: MPRA Paper. RePEc:pra:mprapa:44395.

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2013Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics. (2013). Girardi, Daniele. In: MPRA Paper. RePEc:pra:mprapa:52043.

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2013Should Shariah-compliant investors include commodities in their portfolios? New evidence. (2013). Masih, Abul ; Nagayev, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:58851.

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2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201360.

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2013Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan . In: WISE Working Papers. RePEc:wyi:wpaper:002210.

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2013The early warnings of balance-of-payments problems: Kaminsky and Reinhart revisited. (2013). Lang, Michael . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:205.

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2013The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil. (2013). Heumesser, Christine ; Ederer, Stefan ; Staritz, Cornelia . In: Working Papers. RePEc:zbw:oefsew:42.

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2013Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?. (2013). Schmidt, Torsten ; Kratschell, Karoline . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79798.

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