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Applied Financial Economics / Taylor & Francis Journals


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Impact Factor

0.48

5-Years IF

34

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.1282800 (%)0.04
19920.0928562828 (%)0.04
19930.1143995656 (%)0.05
19940.12481477199 (%)0.04
19950.195320010.0191147 (%)0.07
19960.235925910101200 (%)0.09
19970.2614039920.0168311223160 (8.8%)20.010.09
19980.050.280.03127526120.027041999343952 (7.4%)20.020.1
19990.10.320.06105631330.05409267274272747 (11.5%)10.010.13
20000.130.390.1126757550.07545232304844960 (11%)40.030.15
20010.10.390.12121878800.09603231225576852 (8.6%)40.030.14
20020.070.40.1416810461050.1864247176198785 (9.8%)40.020.17
20030.170.430.239211382010.186712894964714874 (11%)140.150.18
20040.150.480.1713012681790.1492826040612102105 (11.3%)80.060.19
20050.260.520.2811913873500.257772225863717961 (7.9%)100.080.2
20060.420.510.4612215095310.3583924910563028841 (4.9%)200.160.2
20070.470.450.4814916585730.3580124111363130640 (5%)140.090.18
20080.360.480.513417926800.384042719861230730 (7.4%)110.080.2
20090.320.490.515319457250.374502839065432829 (6.4%)70.050.19
20100.210.460.3815521006490.315072876167725517 (3.4%)60.040.17
20110.250.490.3715222527230.323823087671326613 (3.4%)130.090.19
20120.30.520.3615424067460.31391307927432708 (2%)120.080.19
20130.30.580.3314625528990.35282306937482457 (2.5%)130.090.2
20140.370.60.412026729830.37240300112760307 (%)400.330.2
20150.330.610.3926728740.3326688727280 (%)0.19
20160.430.680.4126729390.3512052572237 (%)0.2
20170.730.4826728840.330420201 (%)0.22
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
12006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17.

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111
21997Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

Full description at Econpapers || Download paper

99
31997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

Full description at Econpapers || Download paper

94
42006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

84
52003Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

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70
62000Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

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65
72007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

63
81998Efficiency of multinational banks: an empirical investigation. (1998). HASAN, IFTEKHAR ; Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696.

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61
91998Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614.

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60
102002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, JO. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

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60
112007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

Full description at Econpapers || Download paper

59
122005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

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57
132002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

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56
142002Long memory in stock returns: some international evidence. (2002). Henry, Ólan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

Full description at Econpapers || Download paper

55
151998Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256.

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55
162006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

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54
172002African stock markets: multiple variance ratio tests of random walks. (2002). Jefferis, Keith ; Smith, Graham ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484.

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47
182004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

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47
191997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

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46
202004International portfolio diversification to Central European stock markets. (2004). Syriopoulos, Theodore. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268.

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45
212002Forecasting volatility in the New Zealand stock market. (2002). Yu, Jun. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202.

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43
222001Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571.

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42
232014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Nguyen, Duc Khuong ; Lean, Hooi Hooi. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373.

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41
242003Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

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41
252002Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, José. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911.

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41
262006What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958.

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40
272003How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551.

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39
281997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

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39
292005Financial development and economic growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051.

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39
302004Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66.

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39
311997Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464.

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39
322001Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105.

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38
331998Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243.

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38
342006Testing for Purchasing Power Parity using stationary covariates. (2006). Papell, David ; Amara, Jomana. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39.

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36
352001Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402.

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34
362007Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377.

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33
372010Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis. (2010). Fung, Scott ; Cheung, William ; Tsai, Shih-Chuan. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103.

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33
382006Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663.

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33
392013Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Assefa, Esubalew ; Meesters, Aljar. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782.

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33
402001The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance. (2001). Crook, Jonathan. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:83-91.

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33
411999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511.

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33
422000Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242.

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32
431998A multifactor model of gold industry stock returns: evidence from the Australian equity market. (1998). faff, robert ; Chan, Howard . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:1:p:21-28.

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31
442003Long memory and outliers in stock market returns. (2003). Tolvi, Jussi . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:495-502.

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31
452006Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143.

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31
462005Can mergers in Europe help banks hedge against macroeconomic risk?. (2005). Weill, Laurent ; Méon, Pierre-Guillaume. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326.

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31
472001Price spread and convenience yield behaviour in the international oil market. (2001). Milonas, Nikolaos ; Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36.

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31
482004Efficiency of Indian commercial banks during the reform period. (2004). Rangasamy, Shanmugam ; Das, Abhiman ; Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686.

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30
492003An empirical investigation of asset price bubbles in Latin American emerging financial markets. (2003). Taylor, Mark ; Sarno, Lucio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:9:p:635-643.

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30
502004A simple test of the Fama and French model using daily data: Australian evidence. (2004). faff, robert. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:2:p:83-92.

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29

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


#YearTitleCited
11997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

Full description at Econpapers || Download paper

30
22007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

Full description at Econpapers || Download paper

27
32005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; Tavakoli, Manouche ; John O. S. Wilson, . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

Full description at Econpapers || Download paper

24
41997Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

Full description at Econpapers || Download paper

22
52006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

22
62007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

20
72002Long memory in stock returns: some international evidence. (2002). Henry, Ólan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

Full description at Econpapers || Download paper

16
82013Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Assefa, Esubalew ; Meesters, Aljar. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782.

Full description at Econpapers || Download paper

16
92010Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil. (2010). Ho, Wai-Yip Alex ; Choi, Daniel ; Yiu, Matthew . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:4:p:345-354.

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14
102003Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

Full description at Econpapers || Download paper

14
112010Global capital market interdependence and spillover effect of credit risk: evidence from the 2007–2009 global financial crisis. (2010). Fung, Scott ; Cheung, William ; Tsai, Shih-Chuan. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103.

Full description at Econpapers || Download paper

14
122012Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074.

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14
132012How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data. (2012). inoue, takeshi ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:5:p:395-408.

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13
142011Combining forecasts – forty years later. (2011). Wallis, Kenneth. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:33-41.

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13
152009Can macroeconomic variables explain long-term stock market movements? A comparison of the US and Japan. (2009). Humpe, Andreas ; Macmillan, Peter. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:2:p:111-119.

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13
162006What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958.

Full description at Econpapers || Download paper

13
172000Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

Full description at Econpapers || Download paper

13
182003Long memory and outliers in stock market returns. (2003). Tolvi, Jussi . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:495-502.

Full description at Econpapers || Download paper

12
192013Dependence structure among international stock markets: a GARCH--copula analysis. (2013). Yang, Lu ; Hamori, Shigeyuki. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:23:p:1805-1817.

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11
202007Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377.

Full description at Econpapers || Download paper

11
212006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

Full description at Econpapers || Download paper

11
222013Market overreaction and underreaction: tests of the directional and magnitude effects. (2013). Wong, Wing-Keung ; Fabozzi, Frank ; Fung, Chun-Yip ; Lam, Kin . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:18:p:1469-1482.

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10
232001Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402.

Full description at Econpapers || Download paper

10
242014Revisiting purchasing power parity in African countries: panel stationary test with sharp and smooth breaks. (2014). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsungpao . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:22:p:1429-1438.

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10
252009Market power versus efficient-structure in Arab GCC banking. (2009). Matthews, Kent ; Al-Muharrami, Saeed . In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:18:p:1487-1496.

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10
262004The performance of UK firms acquiring large cross-border and domestic takeover targets. (2004). M. S. B. Aw, ; Chatterjee, R. A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:5:p:337-349.

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10
272003How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551.

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10
281998Precious metals and inflation. (1998). Taylor, Nick. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:201-210.

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10
292003An empirical investigation of asset price bubbles in Latin American emerging financial markets. (2003). Taylor, Mark ; Sarno, Lucio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:9:p:635-643.

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10
302010The institutional and macroeconomic determinants of stock market development in emerging economies. (2010). Yartey, Charles Amo . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:21:p:1615-1625.

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10
312006Seasonality, risk and return in daily COMEX gold and silver data 1982-2002. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:319-333.

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9
322014Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:14:p:993-1004.

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9
332010Dependence structures in Chinese and US financial markets: a time-varying conditional copula approach. (2010). Hu, Jian . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:7:p:561-583.

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9
342004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

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9
352001The determinants of the Tunisian deposit banks performance. (2001). Ben Naceur, Sami ; Goaied, Mohamed ; Bennaceur, Samy . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:317-319.

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9
362008Estimating stock market volatility using asymmetric GARCH models. (2008). Shalit, Haim ; Alberg, Dima ; Yosef, Rami . In: Applied Financial Economics. RePEc:taf:apfiec:v:18:y:2008:i:15:p:1201-1208.

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9
372009Integration at a cost: evidence from volatility impulse response functions. (2009). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:11:p:917-933.

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9
382006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17.

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9
392011Family ownership, financing constraints and investment decisions. (2011). Andres, Christian . In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:22:p:1641-1659.

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9
402004A re-examination of Wagners law for ten countries based on cointegration and error-correction modelling techniques. (2004). Chang, Tsangyao ; Caudill, Steven B ; Liu, WenRong. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:8:p:577-589.

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9
412002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, JO. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

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9
422009Linkages between Shanghai and Hong Kong stock indices. (2009). Zhang, Shenqiu ; Peel, David ; Paya, Ivan. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:23:p:1847-1857.

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9
432006Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns. (2006). McAleer, Michael ; Manera, Matteo ; Grasso, Margherita . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:7:p:525-533.

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8
442012Dynamics of time-varying volatility in the dry bulk and tanker freight markets. (2012). Wambach, Martin ; Drobetz, Wolfgang ; Richter, Tim . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:16:p:1367-1384.

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8
452014Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece. (2014). Ferreira, Paulo ; Dionisio, Andreia. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:5:p:319-331.

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8
462013Financial education and investment attitudes in high schools: evidence from a randomized experiment. (2013). Caiazza, Stefano ; Becchetti, Leonardo ; Coviello, Decio. In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:10:p:817-836.

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8
471997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

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8
482014Does banking sector development affect economic growth and inflation? A panel cointegration and causality approach. (2014). Arvin, Mak ; Nishigaki, Yasuyuki ; Pradhan, Rudra P. ; Norman, Neville R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:7:p:465-480.

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8
492011Stylized facts of return series, robust estimates and three popular models of volatility. (2011). Teräsvirta, Timo ; Terasvirta, Timo ; Zhao, Zhenfang. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:67-94.

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8
502010Testing market efficiency in the EU carbon futures market. (2010). Milunovich, George ; Joyeux, Roselyne. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:10:p:803-809.

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8

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


Recent citations received in 2014

YearCiting document
2014Why does the Euro fail? The DCCA approach. (2014). Ferreira, Paulo ; Dionisio, Andreia ; Zebende, Gilney . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2014_15.

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

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

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2014The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market. (2014). Gregoriou, Andros ; Wilson, Nicholas ; Healy, Jerome ; Gupta, Jairaj. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:397-413.

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2014Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Arvin, Mak ; Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173.

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2014Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending. (2014). GIOMBINI, GERMANA ; Bellucci, Andrea. In: IAW Discussion Papers. RePEc:iaw:iawdip:104.

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2014A Macro Assessment of China Effects on Malaysian Exports and Trade Balances. (2014). Hooy, Chee-Wooi ; Chan, Tze-Haw ; Lean, Hooi-Hooi . In: Working Papers. RePEc:ipg:wpaper:2014-458.

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2014The Effect of Weather-Induced Internal Migration on Local Labor Markets Evidence from Uganda. (2014). Stobl, Eric ; Valfort, Marie-Anne. In: Working Papers. RePEc:ipg:wpaper:2014-460.

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2014The Role of Renewable Energy Consumption and Trade: Environmental Kuznets Curve Analysis for Sub-Saharan Africa Countries. (2014). Ozturk, Ilhan ; ben Youssef, Slim ; ben Jebli, Mehdi. In: Working Papers. RePEc:ipg:wpaper:2014-467.

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2014ESTIMATING SHADOW PRICES OF POLLUTION IN OECD ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-479.

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2014Circular economy: what regulatory framework in France?. (2014). LEVILLAIN, Alexandre ; Fernandez, Dominique Bonet . In: Working Papers. RePEc:ipg:wpaper:2014-482.

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2014Key success factors for the integration of Circular economy by energy sector firms in the early 21st century? A research agenda. (2014). Fernandez, Dominique Bonet ; Gael -Miguel JUILLARD, . In: Working Papers. RePEc:ipg:wpaper:2014-483.

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2014Regulation of water demand in arid and semi-arid countries. (2014). Bouchrika, Ali ; Arouri, Mohamed ; Charfeddine, Lanouar. In: Working Papers. RePEc:ipg:wpaper:2014-484.

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2014ADJUSTING PRODUCTIVITY FOR POLLUTION IN SELECTED ASIAN ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-491.

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2014Le capitalisme liberal vu par Friedrich von Hayek. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-493.

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2014THE EFFECT OF GREEN TAXATION AND ECONOMIC GROWTH ON ENVIRONMENT HAZARDS: THE CASE OF MALAYSIA. (2014). Loganathan, Nanthakumar ; Taha, Roshaiza . In: Working Papers. RePEc:ipg:wpaper:2014-494.

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2014L’intégration des entreprises des pays en développement dans les CGV permet-elle l’apprentissage environnemental ? Une application aux entreprises oléicoles tunisiennes. (2014). Akli, ACHABOU ; Mohamed, HAMDOUN ; Sihem, DEKHILI . In: Working Papers. RePEc:ipg:wpaper:2014-496.

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

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2014The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi ; Ftiti, Zied. In: Working Papers. RePEc:ipg:wpaper:2014-516.

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2014Gary Becker et l’approche économique du comportement humain. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-521.

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2014Relire Marx (et les marxistes !). (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-526.

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2014Milton Friedman (1912-2006) : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-530.

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

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2014Robert Mundell et les relations monétaires internationales. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-534.

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2014Charles Kindleberger (1910-2003) et les dysfonctionnements de l’économie mondiale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-538.

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2014A la recherche de Maurice Allais. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-548.

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2014Paul Krugman et la nouvelle économie internationale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-550.

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2014John Kenneth Galbraith, un économiste hétérodoxe dans le siècle. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-551.

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2014Linking FDI inflows to economic growth in North African countries. (2014). Sassi-Tmar, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-558.

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

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014James Tobin, père fondateur de la finance moderne. (2014). , FredericTeulon ; Teulon, Frederic. In: Working Papers. RePEc:ipg:wpaper:2014-571.

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2014Ce que nous devons à James Mead (1907-1995). (2014). , FredericTeulon ; Teulon, Frederic. In: Working Papers. RePEc:ipg:wpaper:2014-574.

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

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2014Market Timing Skill of Socially Responsible Investing Fund Managers: North America versus Europe. (2014). Gregoriou, Greg N. ; Ang, Wei Rong . In: Working Papers. RePEc:ipg:wpaper:2014-599.

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

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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). MORANA, CLAUDIO. In: Working Papers. RePEc:mib:wpaper:273.

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2014The determinants of abandoned M&As in the banking sector. (2014). Pozzolo, Alberto ; Caiazza, Stefano. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp14074.

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2014Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efficiency?. (2014). Zotti, Roberto ; Barra, Cristian. In: MPRA Paper. RePEc:pra:mprapa:60065.

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2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). Pérez de Gracia, Fernando ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Working Papers. RePEc:pre:wpaper:201450.

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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