Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of International Financial Markets, Institutions and Money / Elsevier


1.4

Impact Factor

1.88

5-Years IF

44

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.120100 (%)0.04
19950.2000 (%)0.07
19960.230100 (%)0.09
19970.2721211910014 (7.3%)0.09
19980.240.280.24214290.2144121521521 (4.8%)30.140.1
19990.210.320.211961130.2140142942922 (5.5%)20.110.13
20000.380.390.342586280.333084015612110 (3.2%)50.20.15
20010.520.390.4714100530.531284423864010 (7.8%)30.210.14
20020.490.410.5124124570.4629439191005116 (5.4%)30.130.17
20030.50.431.03271511340.89323381910310622 (6.8%)10.040.18
20040.590.480.84301811540.8530951301099226 (8.4%)100.330.19
20050.540.520.73282091800.8663057311208830 (4.8%)90.320.21
20060.590.510.67292382100.8841858341238238 (9.1%)60.210.2
20070.580.450.64282661830.6933557331388930 (9%)90.320.18
20080.680.480.87403062700.88769573914212334 (4.4%)220.550.2
20090.990.490.96613673240.88676686715514956 (8.3%)220.360.19
20101.020.470.94364033600.8924910110318617425 (10%)20.060.17
20110.810.50.97484513850.85532977919418954 (10.2%)140.290.19
20120.520.521.08705214680.9799844421322963 (7.9%)190.270.19
20131.270.591.47866077511.2494211815025537574 (7.9%)440.510.21
20141.870.611.8311071711331.5863115629130155044 (7%)650.590.2
20151.430.621.438079710461.3134419628135050230 (8.7%)500.630.19
20161.310.681.826686313211.5320419024839471815 (7.4%)260.390.2
20171.40.741.888094314201.51751462054127748 (10.7%)200.250.21
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.

Full description at Econpapers || Download paper

231
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.

Full description at Econpapers || Download paper

162
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

157
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

155
52002Cost 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

148
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

141
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

134
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

108
91999Causal 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.

Full description at Econpapers || Download paper

81
102006Does 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

81
112013Oil 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

80
121998Multimarket 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.

Full description at Econpapers || Download paper

77
132012Commodity 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

76
141998An 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.

Full description at Econpapers || Download paper

68
151999Assessing 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.

Full description at Econpapers || Download paper

68
162000Intraday 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.

Full description at Econpapers || Download paper

66
172008Banks 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

65
182012Copula 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

65
192015Oil 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

61
201998Information 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.

Full description at Econpapers || Download paper

59
212014Oil 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.

Full description at Econpapers || Download paper

58
221997The 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.

Full description at Econpapers || Download paper

58
232003Models 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.

Full description at Econpapers || Download paper

58
242011Stock 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

58
252004Banking 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.

Full description at Econpapers || Download paper

55
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.

Full description at Econpapers || Download paper

53
272005Cost efficiency in the Latin American and Caribbean banking systems. (2005). Carvallo, Oscar ; Kasman, Adnan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72.

Full description at Econpapers || Download paper

51
282003Contagion 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.

Full description at Econpapers || Download paper

50
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.

Full description at Econpapers || Download paper

50
302013Sovereign 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

50
312003Spillovers 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.

Full description at Econpapers || Download paper

50
322013Bank 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.

Full description at Econpapers || Download paper

49
332008Comovements 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.

Full description at Econpapers || Download paper

49
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.

Full description at Econpapers || Download paper

49
352008Is 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.

Full description at Econpapers || Download paper

47
362009Convergence 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.

Full description at Econpapers || Download paper

47
372013Oil 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.

Full description at Econpapers || Download paper

47
381998What 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.

Full description at Econpapers || Download paper

46
391999Long 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.

Full description at Econpapers || Download paper

45
402013Investor 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

45
412009A 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

45
422011Cross-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.

Full description at Econpapers || Download paper

44
432012Factors 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.

Full description at Econpapers || Download paper

44
442012Exchange 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.

Full description at Econpapers || Download paper

44
452009Bank 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.

Full description at Econpapers || Download paper

44
462008Cost 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.

Full description at Econpapers || Download paper

44
472000Central 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.

Full description at Econpapers || Download paper

41
482006Dynamics 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.

Full description at Econpapers || Download paper

41
492009Monetary 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.

Full description at Econpapers || Download paper

41
501998The 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.

Full description at Econpapers || Download paper

40

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

91
22008Bank-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

90
32013Financialization, 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

81
42012The 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

68
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

63
62013Oil 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

54
72005Bank 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
82014Oil 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.

Full description at Econpapers || Download paper

51
92011Financial 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

49
102015Oil 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

42
112012Commodity 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

38
122013Sovereign 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

35
132012Copula 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

33
142006Does 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

32
152012Exchange 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.

Full description at Econpapers || Download paper

31
162013Oil 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.

Full description at Econpapers || Download paper

31
172002Cost 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

31
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

29
192011Cross-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.

Full description at Econpapers || Download paper

28
202014How 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 ; Sarafrazi, Soodabeh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227.

Full description at Econpapers || Download paper

28
212013Bank 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.

Full description at Econpapers || Download paper

27
222015Price 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.

Full description at Econpapers || Download paper

27
232008Banks 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

27
242015The 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.

Full description at Econpapers || Download paper

25
252012Factors 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.

Full description at Econpapers || Download paper

24
262014Who 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.

Full description at Econpapers || Download paper

23
272013Bank 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.

Full description at Econpapers || Download paper

22
281999Causal 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.

Full description at Econpapers || Download paper

21
292012Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646.

Full description at Econpapers || Download paper

21
302013Banks’ responses to funding liquidity shocks: Lending adjustment, liquidity hoarding and fire sales. (2013). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:152-174.

Full description at Econpapers || Download paper

21
312013Investor 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

21
322014Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Deesomsak, Rataporn ; Wang, Jun ; Chau, Frankie . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19.

Full description at Econpapers || Download paper

19
332013How can a small country affect the European economy? The Greek contagion phenomenon. (2013). Samitas, Aristeidis ; Tsakalos, Ioannis . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:18-32.

Full description at Econpapers || Download paper

18
342012Bank 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.

Full description at Econpapers || Download paper

18
352012The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis. (2012). Wang, Ping ; Moore, Tomoe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:1-15.

Full description at Econpapers || Download paper

18
362015Linkages and co-movement between international stock market returns: Case of Dow Jones Islamic Dubai Financial Market index. (2015). Masih, Abul ; el Alaoui, Abdelkader O. ; Rosly, Saiful Azhar ; Dewandaru, Ginanjar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:53-70.

Full description at Econpapers || Download paper

18
372013Putting 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.

Full description at Econpapers || Download paper

18
382003Spillovers 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.

Full description at Econpapers || Download paper

17
392013Financial crises and dynamic linkages among international currencies. (2013). Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:319-332.

Full description at Econpapers || Download paper

17
402015Co-movement between sharia stocks and sukuk in the GCC markets: A time-frequency analysis. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:69-79.

Full description at Econpapers || Download paper

17
412008Cost 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.

Full description at Econpapers || Download paper

16
422014Macro-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.

Full description at Econpapers || Download paper

16
432013Oil 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.

Full description at Econpapers || Download paper

16
442014Does 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.

Full description at Econpapers || Download paper

15
452013Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers. (2013). Ahmad, Ahmad Hassan ; Hernandez, Ricardo Moran . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:306-317.

Full description at Econpapers || Download paper

15
462016On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46.

Full description at Econpapers || Download paper

15
472012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates. (2012). Nguyen, Duc Khuong ; Chkili, Walid ; Aloui, Chaker. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:738-757.

Full description at Econpapers || Download paper

15
482015The unique risk exposures of Islamic banks’ capital buffers: A dynamic panel data analysis. (2015). Masih, Abul ; Ibrahim, Mansor ; Daher, Hassan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:36-52.

Full description at Econpapers || Download paper

15
492014Financial 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.

Full description at Econpapers || Download paper

15
502009Convergence 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.

Full description at Econpapers || Download paper

14

Citing documents used to compute impact factor 205:


YearTitle
2017Implications of implicit credit spread volatilities on interest rate modelling. (2017). Fanelli, Viviana . In: European Journal of Operational Research. RePEc:eee:ejores:v:263:y:2017:i:2:p:707-718.

Full description at Econpapers || Download paper

2017The impact of family ownership status on determinants of leverage. Empirical evidence from South East Asia. (2017). Le, Nhung. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2017-09.

Full description at Econpapers || Download paper

2017A contribution to the Quantity Theory of Disaggregated Credit. (2017). Clavero, Borja . In: MPRA Paper. RePEc:pra:mprapa:76657.

Full description at Econpapers || Download paper

2017Sovereign wealth funds investment effects on target firms competitors. (2017). Boubakri, Narjess ; Grira, Jocelyn ; Cosset, Jean-Claude . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:96-112.

Full description at Econpapers || Download paper

2017Assessing the effects of adding timberland and farmland into resource-based Sovereign Wealth Fund portfolios. (2017). Martinez-Oviedo, Raul ; Medda, Francesca. In: Journal of Economics and Business. RePEc:eee:jebusi:v:91:y:2017:i:c:p:24-40.

Full description at Econpapers || Download paper

2017Impact of size of the National Asset Funds on Economic Development: Panel Data Analysis on Select Nations. (2017). Akyol, Mehmet ; Yildiz, Bar. In: Journal of Economics Library. RePEc:ksp:journ5:v:4:y:2017:i:2:p:194-205.

Full description at Econpapers || Download paper

2017Sovereign pension and social security reserve funds: A portfolio analysis. (2017). Dreassi, Alberto ; Paltrinieri, Andrea ; Miani, Stefano. In: Global Finance Journal. RePEc:eee:glofin:v:34:y:2017:i:c:p:43-53.

Full description at Econpapers || Download paper

2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

Full description at Econpapers || Download paper

2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

Full description at Econpapers || Download paper

2017Determinants of underwriting spreads internationally: Evidence from SEOs. (2017). Gupta, Manu ; Rangan, Nanda K ; Prakash, Puneet. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:1-22.

Full description at Econpapers || Download paper

2017Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis. (2017). Welch, Robert ; Tao, Yusi ; ben Omrane, Walid . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:9-30.

Full description at Econpapers || Download paper

2017Does Global Fear Predict Fear in BRICS Stock Markets? Evidence from a Bayesian Graphical VAR Model. (2017). Lau, Chi Keung ; GUPTA, RANGAN ; Bouri, Elie ; Hosseini, Seyedmehdi ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201704.

Full description at Econpapers || Download paper

2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

Full description at Econpapers || Download paper

2017Tourism expenditures and crisis transmission: A general equilibrium GVAR analysis with network theory. (2017). Soklis, George ; Michaelides, Panayotis ; Konstantakis, Konstantinos. In: Annals of Tourism Research. RePEc:eee:anture:v:66:y:2017:i:c:p:74-94.

Full description at Econpapers || Download paper

2017Linear–quadratic term structure models for negative euro area yields. (2017). Realdon, Marco ; Boonyanet, Wachira . In: Economics Letters. RePEc:eee:ecolet:v:155:y:2017:i:c:p:149-153.

Full description at Econpapers || Download paper

2017A note on news about the future: the impact on DSGE models and their VAR representation. (2017). Minford, A. Patrick ; Meenagh, David ; Phuong, VO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11818.

Full description at Econpapers || Download paper

2017What is the truth about DSGE models? Testing by indirect inference. (2017). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11817.

Full description at Econpapers || Download paper

2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

Full description at Econpapers || Download paper

2017Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:176-191.

Full description at Econpapers || Download paper

2017The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762.

Full description at Econpapers || Download paper

2017Bank efficiency and financial centres: Does geographical location matter?. (2017). Tzeremes, Nickolaos ; Deglinnocenti, Marta ; Sevic, Zeljko ; Matousek, Roman. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:188-198.

Full description at Econpapers || Download paper

2017Comparing the performance of Turkish deposit banks by using DEMATEL, Grey Relational Analysis (GRA) and MOORA approaches. (2017). Yuksel, Serhat ; Emir, Senol ; Dincer, Hasan . In: World Journal of Applied Economics. RePEc:ana:journl:v:3:y:2017:i:2:p:26-47.

Full description at Econpapers || Download paper

2017Investigating the valuation effects of reverse takeovers: evidence from Europe. (2017). Dasilas, Apostolos ; Talias, Michael A ; Grose, Chris. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:49:y:2017:i:4:d:10.1007_s11156-016-0614-9.

Full description at Econpapers || Download paper

2017Cloud energy storage for grid scale applications in the UK. (2017). Rappaport, Ron D ; Miles, John . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:609-622.

Full description at Econpapers || Download paper

2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

Full description at Econpapers || Download paper

2017Forecasting the good and bad uncertainties of crude oil prices using a HAR framework. (2017). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:315-327.

Full description at Econpapers || Download paper

2017Volatility of commodity futures prices and market-implied inflation expectations. (2017). Orlowski, Lucjan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:51:y:2017:i:c:p:133-141.

Full description at Econpapers || Download paper

2017An analysis of the literature on systemic financial risk: A survey. (2017). Silva, Walmir ; Sobreiro, Vinicius Amorim ; Kimura, Herbert. In: Journal of Financial Stability. RePEc:eee:finsta:v:28:y:2017:i:c:p:91-114.

Full description at Econpapers || Download paper

2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

Full description at Econpapers || Download paper

2017Asymmetric effects of the international transmission of US financial stress. A threshold-VAR approach. (2017). Evgenidis, Anastasios ; Tsagkanos, Athanasios. In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:69-81.

Full description at Econpapers || Download paper

2017Working Paper – WP/17/02- Estimating a time-varying financial conditions index for South Africa. (2017). Kabundi, Alain ; Mbelu, Asi. In: Working Papers. RePEc:rbz:wpaper:8008.

Full description at Econpapers || Download paper

2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty. (2017). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian. In: Working Papers. RePEc:pre:wpaper:201766.

Full description at Econpapers || Download paper

2017Performance And Risk: Empirical Evidence From Rhb Bank. (2017). Hashim, Nur Athira . In: MPRA Paper. RePEc:pra:mprapa:78460.

Full description at Econpapers || Download paper

2017Diversification, bank performance and risk: have Tunisian banks adopted the new business model?. (2017). HAMDI, Helmi ; HAKIMI, ABDELAZIZ ; Zaghdoudi, Khemais . In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0069-6.

Full description at Econpapers || Download paper

2017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

Full description at Econpapers || Download paper

2017The Effect of Market Structure on Banks’ Profitability and Stability: Evidence from ASEAN-5 Countries. (2017). Hamid, Fazelina Sahul. In: International Economic Journal. RePEc:taf:intecj:v:31:y:2017:i:4:p:578-598.

Full description at Econpapers || Download paper

2017Globalisation Financière, Croissance et effets de seuil : Le Cas des pays en développement Les moins avancés. (2017). GAIES, Brahim. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-25.

Full description at Econpapers || Download paper

2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

Full description at Econpapers || Download paper

2017International perspectives on venture capital and bank finance for entrepreneurial firms. (2017). Cumming, Douglas ; Block, Joern ; Vismara, Silvio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:44:y:2017:i:1:d:10.1007_s40812-017-0069-6.

Full description at Econpapers || Download paper

2017Venture capital investment, financial development, and economic growth: the case of European single market countries. (2017). Arvin, Mak ; Bennett, Sara E ; Nair, Mahendhiran ; Pradhan, Rudra P. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:4:p:313-333.

Full description at Econpapers || Download paper

2017Entrepreneurial finance: new frontiers of research and practice. (2017). Bellavitis, Cristiano ; Vanacker, Tom ; Van Acker, Tom ; Kamuriwo, Dzidziso Samuel ; Filatotchev, Igor. In: Venture Capital. RePEc:taf:veecee:v:19:y:2017:i:1-2:p:1-16.

Full description at Econpapers || Download paper

2017Identifying and measuring the contagion channels at work in the European financial crises. (2017). Guidolin, Massimo ; Pedio, Manuela. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:117-134.

Full description at Econpapers || Download paper

2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

Full description at Econpapers || Download paper

2017A Financial Connectedness Analysis for Turkey. (2017). Camlica, Ferhat ; Ozen, Etkin ; Gunes, Didem . In: Working Papers. RePEc:tcb:wpaper:1719.

Full description at Econpapers || Download paper

2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

Full description at Econpapers || Download paper

2017The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis. (2017). Todorova, Neda. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:221-230.

Full description at Econpapers || Download paper

2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

Full description at Econpapers || Download paper

2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744.

Full description at Econpapers || Download paper

2017Exploring the location and price differentials of cross-listed firms for arbitrage opportunities. (2017). Yang, Ann Shawing ; Uyan, Craig Alan . In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:85-91.

Full description at Econpapers || Download paper

2017Determinants of commonality in liquidity: Evidence from an order-driven emerging market. (2017). Goyal, Abhinav ; Syamala, Sudhakara Reddy ; Wadhwa, Kavita . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:38-52.

Full description at Econpapers || Download paper

2017Limited Attention, Salience and Changing Prices: Evidence from a Field Experiment in Online Supermarket Shopping.. (2017). Eliaz, Kfir ; Weisburd, Sarit ; Oren-Kolbinger, Orli . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12014.

Full description at Econpapers || Download paper

2017Exuberance in the U.K. Regional Housing Markets. (2017). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan ; Yusupova, Alisa Yevgenyevna . In: Working Papers. RePEc:lan:wpaper:168117137.

Full description at Econpapers || Download paper

2017Asymmetric adjustment and smooth breaks in dividend yields: Evidence from international stock markets. (2017). Chen, Shyh-Wei ; Xie, Zixiong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:339-354.

Full description at Econpapers || Download paper

2017Quantitative easing and exuberance in government bond markets: Evidence from the ECBs expanded asset purchase program. (2017). Dröes, Martijn ; Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: DNB Working Papers. RePEc:dnb:dnbwpp:548.

Full description at Econpapers || Download paper

2017Quantitative Easing and Exuberance in Government Bond Markets: Evidence from the ECBs Expanded Assets Purchase Program. (2017). Droes, Martijn ; Mattheussens, Simona ; van Lamoen, Ryan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170080.

Full description at Econpapers || Download paper

2017What Drives Housing Markets: Fundamentals or Bubbles?. (2017). Liu, Renhe ; Chen, YI ; Lv, Jiaqi ; Hui, Eddie Chi-Man. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:55:y:2017:i:4:d:10.1007_s11146-016-9565-0.

Full description at Econpapers || Download paper

2017Do cointegrated commodities bubble together? the case of hog, corn, and soybean. (2017). Bagnarosa, Guillaume ; Dowling, Michael ; Alexakis, Christos. In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:96-102.

Full description at Econpapers || Download paper

2017Determinants of Housing Prices and Bubble Detection: Evidence from Seven Advanced Economies. (2017). Vogiazas, Sofoklis ; Alexiou, Constantinos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:45:y:2017:i:1:d:10.1007_s11293-017-9531-0.

Full description at Econpapers || Download paper

2017Residential housing bubbles in Hong Kong: identification and explanation based on GSADF test and dynamic probit model. (2017). Huang, Juan ; Shen, Geoffrey Qiping. In: Journal of Property Research. RePEc:taf:jpropr:v:34:y:2017:i:2:p:108-128.

Full description at Econpapers || Download paper

2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

Full description at Econpapers || Download paper

2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

Full description at Econpapers || Download paper

2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2017Stock market contagion during the global financial crisis: A multiscale approach. (2017). Wang, Gang-Jin ; Stanley, Eugene H ; Lin, Min ; Xie, Chi. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:163-168.

Full description at Econpapers || Download paper

2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

Full description at Econpapers || Download paper

2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

Full description at Econpapers || Download paper

2017Towards an asymmetric long run equilibrium between stock market uncertainty and the yield spread. A threshold vector error correction approach. (2017). Evgenidis, Anastasios ; SIRIOPOULOS, COSTAS ; Tsagkanos, Athanasios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:267-279.

Full description at Econpapers || Download paper

2017Time-inconsistency and expansionary business cycle theories: What does matter for the central bank independence–inflation relationship?. (2017). Ftiti, Zied ; Smida, Mounir ; Aguir, Abdelkader. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:215-227.

Full description at Econpapers || Download paper

2017Bank productivity growth and convergence in the European Union during the financial crisis. (2017). Tzeremes, Nickolaos ; Kourtzidis, Stavros ; Degl, Marta ; Sevic, Zeljko . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:184-199.

Full description at Econpapers || Download paper

2017Partnership financing and bank efficiency. (2017). Othman, Norfaizah ; Abdul-Rahman, Aisyah ; Abdul-Majid, Mariani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:1-13.

Full description at Econpapers || Download paper

2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

Full description at Econpapers || Download paper

2017Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

Full description at Econpapers || Download paper

2017Quantile causality between gold commodity and gold stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:56-63.

Full description at Econpapers || Download paper

2017The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:81-87.

Full description at Econpapers || Download paper

2017Gold and inflation(s) – A time-varying relationship. (2017). Lucey, Brian M ; Vigne, Samuel A ; Sharma, Susan Sunila. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:88-101.

Full description at Econpapers || Download paper

2017Bayesian online variable selection and scalable multivariate volatility forecasting in simultaneous graphical dynamic linear models. (2017). Gruber, Lutz F ; West, Mike. In: Econometrics and Statistics. RePEc:eee:ecosta:v:3:y:2017:i:c:p:3-22.

Full description at Econpapers || Download paper

2017Uncertainty Through the Lenses of A Mixed-Frequency Bayesian Panel Markov Switching Model. (2017). Ravazzolo, Francesco ; Marcellino, Massimiliano ; Foroni, Claudia ; Casarin, Roberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12339.

Full description at Econpapers || Download paper

2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

Full description at Econpapers || Download paper

2017How Islamic are Islamic banks? A non-linear assessment of Islamic rate – conventional rate relations. (2017). Ibrahim, Mansor ; Sukmana, Raditya . In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:443-448.

Full description at Econpapers || Download paper

2017Sukuk issuance and information asymmetry: Why do firms issue sukuk?. (2017). Nagano, Mamoru . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:142-157.

Full description at Econpapers || Download paper

2017Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74.

Full description at Econpapers || Download paper

2017Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. (2017). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Umar, Zaghum ; Ballester, Laura ; Ferrer, Roman. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:9-26.

Full description at Econpapers || Download paper

2017Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach. (2017). Chkili, Walid. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:152-163.

Full description at Econpapers || Download paper

2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach. (2017). Reboredo, Juan ; Naifar, Nader. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:7:p:1535-1546.

Full description at Econpapers || Download paper

2017FORWARD BIAS, THE FAILURE OF UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2017). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt2ff194s2.

Full description at Econpapers || Download paper

2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

Full description at Econpapers || Download paper

2017Conditional convergence in Australias energy consumption at the sector level. (2017). Smyth, Russell ; Mishra, Vinod. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:396-403.

Full description at Econpapers || Download paper

2017Performance assessment and degradation analysis of solar photovoltaic technologies: A review. (2017). Kumar, Manish. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:78:y:2017:i:c:p:554-587.

Full description at Econpapers || Download paper

2017Investigating Structural break-GARCH-based Unit root test in US exchange rates. (2017). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Akinlana, Damola M. In: MPRA Paper. RePEc:pra:mprapa:88768.

Full description at Econpapers || Download paper

2017Another Look at the Stationarity of Inflation rates in OECD countries: Application of Structural break-GARCH-based unit root tests. (2017). YAYA, OLAOLUWA. In: MPRA Paper. RePEc:pra:mprapa:88769.

Full description at Econpapers || Download paper

2017Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

Full description at Econpapers || Download paper

2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach. (2017). Bekiros, Stelios ; Javier, Vidal-Garcia ; Gazi, Uddin ; Ahmed, Muzaffar ; Stelios, Bekiros . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:12:n:3.

Full description at Econpapers || Download paper

2017Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-. (2017). Mestre, Roman ; Terraza, Michel. In: MPRA Paper. RePEc:pra:mprapa:86335.

Full description at Econpapers || Download paper

2017Une revue de la littérature récente sur le nexus finance-croissance après la crise : apports, limites et pistes de recherche. (2017). Carré, Emmanuel ; Lillet, Guillaume ; Carre, Emmanuel. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0271.

Full description at Econpapers || Download paper

2017Macroeconomic Determinants of MIR Rate: Evidence from the Euro area. (2017). Anastasiou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:80972.

Full description at Econpapers || Download paper

2017Islamic vs conventional equities in a strategic asset allocation framework. (2017). Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:1-10.

Full description at Econpapers || Download paper

2017A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201747.

Full description at Econpapers || Download paper

2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

Full description at Econpapers || Download paper

2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

Full description at Econpapers || Download paper

2017Do regional and global uncertainty factors affect differently the conventional bonds and sukuk? New evidence. (2017). Naifar, Nader ; Bahloul, Slah ; Mroua, Mourad . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:65-74.

Full description at Econpapers || Download paper

2017Are Islamic stock indexes exposed to systemic risk? Multivariate GARCH estimation of CoVaR. (2017). Naifar, Nader ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:727-744.

Full description at Econpapers || Download paper

2017Pricing and usage: An empirical analysis of lines of credit. (2017). Duran, Miguel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:219-234.

Full description at Econpapers || Download paper

2017Co-movements among the stock prices of new energy, high-technology and fossil fuel companies in China. (2017). Du, Ziping ; Zhang, Guofu . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:249-256.

Full description at Econpapers || Download paper

2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

Full description at Econpapers || Download paper

2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

Full description at Econpapers || Download paper

2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Lv, Xin ; Bouri, Elie ; Xin Lv, ; Lien, Donald ; Chen, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48.

Full description at Econpapers || Download paper

2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

Full description at Econpapers || Download paper

2017Analysing the Effect of Oil Price Shocks on Asset Prices: evidence from UK firms. (2017). Alaali, Fatema. In: MPRA Paper. RePEc:pra:mprapa:78013.

Full description at Econpapers || Download paper

2017Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:42:y:2017:i:c:p:24-45.

Full description at Econpapers || Download paper

2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

Full description at Econpapers || Download paper

2017The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). AYDOAN, Berna ; Yelkenci, Tezer ; Tun, Goke . In: Eurasian Economic Review. RePEc:spr:eurase:v:7:y:2017:i:2:d:10.1007_s40822-017-0065-1.

Full description at Econpapers || Download paper

2017Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-51.

Full description at Econpapers || Download paper

2017Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:559-570.

Full description at Econpapers || Download paper

2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

Full description at Econpapers || Download paper

2017Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression. (2017). You, Wanhai ; Tang, Yong ; Zhu, Huiming ; Guo, Yawei. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:1-18.

Full description at Econpapers || Download paper

2017The relationship between oil and stock prices: The case of developing and developed countries. (2017). Tuna, Gulfen ; Gole, Nazire. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(613):y:2017:i:4(613):p:97-108.

Full description at Econpapers || Download paper

2017High-low Strategy of Portfolio Composition using Evolino RNN Ensembles. (2017). Stankeviciene, Jelena ; Maknickas, Algirdas ; Maknickiene, Nijole. In: Engineering Economics. RePEc:exl:25engi:v:28:y:2017:i:2:p:162-169.

Full description at Econpapers || Download paper

2017Asymmetric determinants of CDS spreads: U.S. industry-level evidence through the NARDL approach. (2017). Shahzad, Syed Jawad Hussain ; Ferrer, Roman ; Nor, Safwan Mohd ; Hussain, Syed Jawad ; Hammoudeh, Shawkat. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:211-230.

Full description at Econpapers || Download paper

2017Coal price fluctuation mechanism in China based on system dynamics model. (2017). Liu, Manzhi ; Wang, Guangqiang ; He, Lingyun ; Feng, Caicai ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:85:y:2017:i:2:d:10.1007_s11069-016-2626-0.

Full description at Econpapers || Download paper

2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

Full description at Econpapers || Download paper

2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

Full description at Econpapers || Download paper

2017Jump spillover between oil prices and exchange rates. (2017). Li, Xiao-Ping ; Wu, Chong-Feng ; Zhou, Chun-Yang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:656-667.

Full description at Econpapers || Download paper

2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

Full description at Econpapers || Download paper

2017Order flow and exchange rate comovement. (2017). Li, Xiao-Ming ; Kleinbrod, Vincent M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:199-215.

Full description at Econpapers || Download paper

2017Herding in frontier markets: Evidence from African stock exchanges. (2017). Guney, Yilmaz ; Komba, Gabriel ; Kallinterakis, Vasileios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:152-175.

Full description at Econpapers || Download paper

2017Intraday herding on a cross-border exchange. (2017). Verousis, Thanos ; Kallinterakis, Vasileios ; Leite, Mario Pedro ; Andrikopoulos, Panagiotis. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:25-36.

Full description at Econpapers || Download paper

2017Herd behavior of the overall market: Evidence based on the cross-sectional comovement of returns. (2017). Lee, Kyuseok. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:266-284.

Full description at Econpapers || Download paper

2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

Full description at Econpapers || Download paper

2017Capital investment and internationalization. (2017). Vithessonthi, Chaiporn. In: Journal of Economics and Business. RePEc:eee:jebusi:v:90:y:2017:i:c:p:31-48.

Full description at Econpapers || Download paper

2017Accounting quality, information risk and the term structure of implied volatility around earnings announcements. (2017). Tsekrekos, Andrianos ; Anagnostopoulou, Seraina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:445-460.

Full description at Econpapers || Download paper

2017Cyclical behavior of the financial stability of eurozone commercial banks. (2017). ben Bouheni, Faten ; Hasnaoui, Amir. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:392-408.

Full description at Econpapers || Download paper

2017Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks. (2017). Takeda, Fumiko ; Masuda, Motoki ; Adachi, Yuta. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:243-257.

Full description at Econpapers || Download paper

2017The joint effect of investor protection, IFRS and earnings quality on cost of capital: An international study. (2017). Persakis, Anthony ; Iatridis, George Emmanuel. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:1-29.

Full description at Econpapers || Download paper

2017Implementing the Concept of Sustainable Development in Russia: Developing the Childhood Infrastructure. (2017). Kuchmaeva, Oksana Viktorovna ; Maksimova, Tatyana Pavlovna ; Mahova, Olga Anatolievna ; Maryganova, Elena Aleksandrovna. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:3b:p:522-535.

Full description at Econpapers || Download paper

2017Effective Marketing Strategy for Regional Banks. (2017). Uksumenko, Alena Anatolievna ; Vorozhbit, Olga Yurievna ; Kuzmicheva, Irina Aleksandrovna. In: European Research Studies Journal. RePEc:ers:journl:v:xx:y:2017:i:4a:p:558-567.

Full description at Econpapers || Download paper

2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Yarovaya, Larisa ; Brzeszczyski, Janusz ; Marco, Chi Keung. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

Full description at Econpapers || Download paper

2017All about fun(ds) in emerging markets? The case of equity mutual funds. (2017). Wagner, Moritz ; Margaritis, Dimitris. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:62-78.

Full description at Econpapers || Download paper

2017Sovereign risk and the impact of crisis: Evidence from Latin AmericaAuthor-Name: Batten, Jonathan A.. (2017). Gannon, Gerard L ; Thuraisamy, Kannan S. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:77:y:2017:i:c:p:328-350.

Full description at Econpapers || Download paper

2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

Full description at Econpapers || Download paper

2017Equity market information and credit risk signaling: A quantile cointegrating regression approach. (2017). Gatfaoui, Hayette. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:48-59.

Full description at Econpapers || Download paper

2017The role of managerial risk-taking in the ‘rise and fall’ of the CDS market. (2017). Dias, Roshanthi . In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i::p:117-145.

Full description at Econpapers || Download paper

2017Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203.

Full description at Econpapers || Download paper

2017Are investors consistent in their trading strategies? An examination of individual investor-level data. (2017). Duxbury, Darren ; Yao, Songyao . In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:77-87.

Full description at Econpapers || Download paper

2017The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree . In: BIS Working Papers. RePEc:bis:biswps:629.

Full description at Econpapers || Download paper

2017The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective. (2017). Kurihara, Yutaka ; Fukushima, Akio . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:3:f:7_3_4.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1703.00308.

Full description at Econpapers || Download paper

2017Are Trump and Bitcoin Good Partners?. (2017). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01480031.

Full description at Econpapers || Download paper

2017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2. (2017). Fantazzini, Dean ; Ivliev, Sergey ; Sukhanovskaya, Vera ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0308.

Full description at Econpapers || Download paper

2017Financial regulations and price inconsistencies across Bitcoin markets. (2017). Pieters, Gina ; Vivanco, Sofia . In: Information Economics and Policy. RePEc:eee:iepoli:v:39:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

2017Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Lim, Siok Jin. In: MPRA Paper. RePEc:pra:mprapa:79752.

Full description at Econpapers || Download paper

2017Barriers to the functioning of the bitcoin system ? user assessment. (2017). Piotrowska, Anna Iwona ; Piotrowski, Dariusz . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4807736.

Full description at Econpapers || Download paper

2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach. (2017). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:74-81.

Full description at Econpapers || Download paper

2017On the transaction cost of Bitcoin. (2017). Kim, Thomas . In: Finance Research Letters. RePEc:eee:finlet:v:23:y:2017:i:c:p:300-305.

Full description at Econpapers || Download paper

2017Bitcoin Reveals Exchange Rate Manipulation and Detects Capital Controls. (2017). Pieters, Gina. In: 2017 Papers. RePEc:jmp:jm2017:ppi307.

Full description at Econpapers || Download paper

2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?. (2017). Roubaud, David ; Molnár, Peter ; Bouri, Elie ; Molnr, Peter ; Jalkh, Naji. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:50:p:5063-5073.

Full description at Econpapers || Download paper

2017The impact of sovereign rating changes on the activity of European banks. (2017). Gallo, Raffaele ; Drago, Danilo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:99-112.

Full description at Econpapers || Download paper

2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

Full description at Econpapers || Download paper

2017International endogenous growth, macro anomalies, and asset prices. (2017). Grüning, Patrick ; Gruning, Patrick. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:78:y:2017:i:c:p:118-148.

Full description at Econpapers || Download paper

2017Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea. (2017). Wong, Hock Tsen . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1129-x.

Full description at Econpapers || Download paper

2017Does Exchange Rate Volatility Deter Trade in Sub-Saharan Africa?. (2017). Eita, Joel ; Meniago, Christelle. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-10.

Full description at Econpapers || Download paper

2017Informed trading and the price impact of block trades: A high frequency trading analysis. (2017). Ibikunle, Gbenga ; Sun, Yuxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:114-129.

Full description at Econpapers || Download paper

2017A Review on Agency Cost of Shariah Governance in Mutual Fund. (2017). Yahya, Mohamed Hisham ; Fikri, Sofi Mohd ; Hassan, Taufiq . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-67.

Full description at Econpapers || Download paper

2017Conditional Market Timing in the Mutual Fund Industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/028.

Full description at Econpapers || Download paper

2017Conditional market timing in the mutual fund industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1355-1366.

Full description at Econpapers || Download paper

2017Conditional Market Timing in the Mutual Fund Industry. (2017). Tchamyou, Vanessa ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:82633.

Full description at Econpapers || Download paper

2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

Full description at Econpapers || Download paper

2017Sampling frequency and the performance of different types of technical trading rules. (2017). Hudson, Robert ; Urquhart, Andrew ; McGroarty, Frank. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:136-139.

Full description at Econpapers || Download paper

2017Long memory of abnormal investor attention and the cross-correlations between abnormal investor attention and trading volume, volatility respectively. (2017). Zhuang, Xintian ; Yuan, Ying ; Fan, Xiaoqian ; Jin, Xiu . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:323-333.

Full description at Econpapers || Download paper

2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

Full description at Econpapers || Download paper

2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

Full description at Econpapers || Download paper

2017Are the Islamic and conventional money markets really highly correlated ? MGARCH-DCC and Wavelet approaches. (2017). Masih, Abul ; Chen, Bai . In: MPRA Paper. RePEc:pra:mprapa:79886.

Full description at Econpapers || Download paper

2017BANK LENDING CHANNEL IN A DUAL BANKING SYSTEM:WHY ARE ISLAMIC BANKS SO RESPONSIVE?. (2017). Ozturk, Huseyin ; Disli, Mustafa ; Aysan, Ahmet. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:17/938.

Full description at Econpapers || Download paper

2017Bank capital, lending and financing behaviour of dual banking systems. (2017). Louhichi, Awatef ; Boujelbene, Younes. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:41:y:2017:i:c:p:61-79.

Full description at Econpapers || Download paper

2017Convergence in bank performance for commercial and Islamic banks during and after the Global Financial Crisis. (2017). Olson, Dennis ; Zoubi, Taisier . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:71-87.

Full description at Econpapers || Download paper

2017Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

Full description at Econpapers || Download paper

2017Competition, concentration and risk taking in Banking sector of MENA countries. (2017). Bua, Milagros Vivel ; Razia, Alaa ; Sestayo, Ruben Lado ; Gonzalez, Luis Otero. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:591-604.

Full description at Econpapers || Download paper

2017Nonperforming loans in the GCC banking sectors: Does the Islamic finance matter?. (2017). Asutay, Mehmet ; Alandejani, Maha. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:832-854.

Full description at Econpapers || Download paper

2017Partnership financing and bank efficiency. (2017). Othman, Norfaizah ; Abdul-Rahman, Aisyah ; Abdul-Majid, Mariani. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pa:p:1-13.

Full description at Econpapers || Download paper

2017РЕГИОНАЛЬНЫЕ БАНКИ РОССИИ: ПРОБЛЕМЫ РОСТА И ПЕРСПЕКТИВЫ РАЗВИТИЯ // REGIONAL BANKS OF RUSSIA: PROBLEMS OF GROWTH AND DEVELOPMENT PROSPECTS. (2017). Miroshnichenko, Olga ; О. Мирошниченко С., ; Н. Воронова С., ; Voronova, N. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2017:i:4:p:40-53.

Full description at Econpapers || Download paper

2017Risk-neutral valuation of the non-recourse protection in reverse mortgages: A case study for Korea. (2017). , Joseph. In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:133-154.

Full description at Econpapers || Download paper

2017Stock price synchronicity to oil shocks across quantiles: Evidence from Chinese oil firms. (2017). Peng, Cheng ; You, Wanhai ; Jia, Xianghua ; Zhu, Huiming. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:248-259.

Full description at Econpapers || Download paper

2017Do managers of sharia-compliant firms have distinctive financial styles?. (2017). Kutan, Ali ; Amir, Syed Muhammad ; Naz, Iram . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:174-187.

Full description at Econpapers || Download paper

2017Hidden cointegration reveals hidden values in Islamic investments. (2017). Pappas, Vasileios ; Alexakis, Christos ; Tsikouras, Alexandros . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:70-83.

Full description at Econpapers || Download paper

2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

Full description at Econpapers || Download paper

2017Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). Saâdaoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568.

Full description at Econpapers || Download paper

2017Dynamic co-integration and portfolio diversification of Islamic and conventional indices: Global evidence. (2017). Khan, Walayet A ; Mohanty, Sunil K ; Abu-Alkheil, Ahmad ; Parikh, Bhavik. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:212-224.

Full description at Econpapers || Download paper

2017Do Islamic Bond (Sukuk) Prices Reflect Financial and Policy Uncertainty? A Quantile Regression Approach. (2017). Reboredo, Juan ; Naifar, Nader. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:53:y:2017:i:7:p:1535-1546.

Full description at Econpapers || Download paper

2017The determinants of UK credit union failure. (2017). Rostom, May ; Francis, William ; Coen, Jamie . In: Bank of England working papers. RePEc:boe:boeewp:0658.

Full description at Econpapers || Download paper

2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

Full description at Econpapers || Download paper

2017Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2017). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:80435.

Full description at Econpapers || Download paper

2017The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment. (2017). Zhang, Yuejun ; Ding, Zhihua ; Long, Ruyin ; Liu, Zhenhua . In: Applied Energy. RePEc:eee:appene:v:187:y:2017:i:c:p:27-36.

Full description at Econpapers || Download paper

2017Research on differences of spillover effects between international crude oil price and stock markets in China and America. (2017). Liu, Zhenhua ; Lv, Tao ; Wu, Jys ; Jiang, Xin ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:88:y:2017:i:1:d:10.1007_s11069-017-2881-8.

Full description at Econpapers || Download paper

2017The behaviour of asset return and volatility spillovers in Turkey: A tale of two crises. (2017). Berke, Burcu ; Bajo-Rubio, Oscar ; McMillan, David. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:577-589.

Full description at Econpapers || Download paper

2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method. (2017). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1150-0.

Full description at Econpapers || Download paper

2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

Full description at Econpapers || Download paper

2017Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices. (2017). Nadal, Raquel ; Lucena, Andre ; Szklo, Alexandre. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1011-1020.

Full description at Econpapers || Download paper

2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

Full description at Econpapers || Download paper

2017On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators. (2017). GUPTA, RANGAN ; Demirer, Riza ; Demos, Guilherme ; Sornette, Didier. In: Working Papers. RePEc:pre:wpaper:201752.

Full description at Econpapers || Download paper

2017The exchange rate exposure puzzle: The long and the short of it. (2017). Snaith, Stuart ; Wood, Andrew ; Termprasertsakul, Santi. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:204-207.

Full description at Econpapers || Download paper

2017Flight-to-quality, economic fundamentals, and stock returns. (2017). Kaul, Aditya ; Kayacetin, Nuri Volkan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:162-175.

Full description at Econpapers || Download paper

2017Understanding the impact of monetary policy announcements: The importance of language and surprises. (2017). Smales, Lee ; Apergis, Nicholas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:80:y:2017:i:c:p:33-50.

Full description at Econpapers || Download paper

2017Common Stocks and Inflation: An Empirical Analysis of G7 and BRICS. (2017). Boamah, Mustapha Ibn . In: Atlantic Economic Journal. RePEc:kap:atlecj:v:45:y:2017:i:2:d:10.1007_s11293-017-9543-9.

Full description at Econpapers || Download paper

2017Trading of foreign investors and stock returns in an emerging market - Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:88-93.

Full description at Econpapers || Download paper

2017Time-varying return predictability in South Asian equity markets. (2017). Lee, Doo Won ; Lutfur, MD ; Shamsuddin, Abul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:179-200.

Full description at Econpapers || Download paper

2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017À quoi servent les (centaines de milliers de milliards de) transactions boursières ?. (2017). CAPELLE-BLANCARD, Gunther. In: Revue d'économie financière. RePEc:cai:refaef:ecofi_127_0037.

Full description at Econpapers || Download paper

2017Systemic risk and individual risk: A trade-off?. (2017). Yongoua Tchikanda, Gaelle Tatiana. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-16.

Full description at Econpapers || Download paper

2017Asset quality, non-interest income, and bank profitability: Evidence from Indian banks. (2017). Ahamed, Mostak M. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:1-14.

Full description at Econpapers || Download paper

2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

Full description at Econpapers || Download paper

2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

Full description at Econpapers || Download paper

2017Is the profitability of Indian stocks compensation for risks?. (2017). Narayan, Paresh Kumar ; Bannigidadmath, Deepa ; Bach, Dinh Hoang. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:47-64.

Full description at Econpapers || Download paper

2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

Full description at Econpapers || Download paper

2017Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205.

Full description at Econpapers || Download paper

2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis. (2017). Yang, Lu ; Hamori, Shigeyuki ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:536-547.

Full description at Econpapers || Download paper

2017Dynamic herding analysis in a frontier market. (2017). Arjoon, Vaalmikki ; Bhatnagar, Chandra Shekhar . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:496-508.

Full description at Econpapers || Download paper

2017Business Environment and Economic Growth in the European Union Countries: What Can Be Explained for the Convergence?. (2017). Godowska, Agnieszka. In: Entrepreneurial Business and Economics Review. RePEc:krk:eberjl:v:5:y:2017:i:4:p:189-204.

Full description at Econpapers || Download paper

2017Bank Stability and Competition: Evidence from Albanian Banking Market. (2017). Shijaku, Gerti. In: MPRA Paper. RePEc:pra:mprapa:79891.

Full description at Econpapers || Download paper

2017Ownership structure and bank performance: An emerging market perspective. (2017). mamatzakis, emmanuel ; Wang, Chaoke ; Zhang, Xiaoxiang. In: MPRA Paper. RePEc:pra:mprapa:80653.

Full description at Econpapers || Download paper

2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

Full description at Econpapers || Download paper

2017Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies: A Note. (2017). Wohar, Mark ; GUPTA, RANGAN ; Donzwa, Wilson . In: Working Papers. RePEc:pre:wpaper:201764.

Full description at Econpapers || Download paper

2017How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?. (2017). Shijaku, Gerti. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:2:p:175-208.

Full description at Econpapers || Download paper

2017An Empirical Analysis of the Determinants of Net Interest Margins of Turkish Listed Banks: Panel Data Evidence from Post-Crisis Era. (2017). Iik, Ozcan ; Belke, Murat . In: Sosyoekonomi Journal. RePEc:sos:sosjrn:170412.

Full description at Econpapers || Download paper

2017Do ownership structures really matter? A study of companies listed on the Indonesia Stock Exchange. (2017). Nuzula, Nila Firdausi ; de Silva, Chitra Sriyani. In: Asia-Pacific Development Journal. RePEc:unt:jnapdj:v:24:y:2017:i:1:p:55-82.

Full description at Econpapers || Download paper

2017TESTING THE CAUSALITIES BETWEEN ECONOMIC POLICY UNCERTAINTY AND THE US STOCK INDICES: APPLICATIONS OF LINEAR AND NONLINEAR APPROACHES. (2017). Ongan, Serdar ; Gocer, Ismet. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500166.

Full description at Econpapers || Download paper

2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

Full description at Econpapers || Download paper

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 Światowego. RePEc:ags:polpwa:253038.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2016What is the truth about DSGE models? Testing by indirect inference. (2016). Xu, Yongdeng ; Wickens, Michael ; Minford, A. Patrick ; Meenagh, David. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2016/14.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Revisiting the Link Between Stock Prices and Goods Prices in OECD Countries. (2015). Hoque, Ariful ; Hassan, Kamrul ; Rao, Ananth . In: Australian Economic Papers. RePEc:bla:ausecp:v:54:y:2015:i:3:p:135-150.

Full description at Econpapers || Download paper

2015How Reliable Are the Findings of ‘Foreign’ Investor Studies That Use TIC Data? A Look from the Host Market. (2015). Ülkü, Numan ; Ulku, Numan ; Petrov, Petar . In: International Review of Finance. RePEc:bla:irvfin:v:15:y:2015:i:4:p:521-553.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-02.pdf.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-01385980.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Conti, Francesca . In: Departmental Working Papers. RePEc:mil:wpdepa:2015-17.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Measuring Financial Integration: Lessons from the Correlation. (2015). Paradiso, Antonio ; Donadelli, Michael ; Billio, Monica ; Riedel, Max. In: Working Papers. RePEc:ven:wpaper:2015:23.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2014

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Frequency and Motives for Stock Dividends in a Unique Environment. (2014). Al-Yahyaee, Khamis. In: International Review of Finance. RePEc:bla:irvfin:v:14:y:2014:i:2:p:295-318.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled. In: Working Papers. RePEc:ipg:wpaper:2014-365.

Full description at Econpapers || Download paper

2014Robust Portfolio Protection: A Scenarios-Based Approach. (2014). GUESMI, Khaled ; Mankai, Selim . In: Working Papers. RePEc:ipg:wpaper:2014-394.

Full description at Econpapers || Download paper

2014Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong. In: Working Papers. RePEc:ipg:wpaper:2014-415.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Applied with Con-integration. (2014). Levyne, Olivier ; ALI, SYED ALAMDAR ; Butt, Shazaib ; Masood, Omar . In: Working Papers. RePEc:ipg:wpaper:2014-452.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team