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FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

1

Impact Factor

1.06

5-Years IF

8

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 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.4000 (%)0.18
20050.42000 (%)0.2
20060.45000 (%)0.19
20070.38000 (%)0.16
20080.39000 (%)0.17
20090.36000 (%)0.17
20100.34000 (%)0.15
20110.4000 (%)0.19
20120.44000 (%)0.2
20130.490100 (%)0.2
20140.52272760.22101005 (5%)60.220.23
20150.590.540.592451230.4553271627167 (13.2%)50.210.24
20160.940.60.941768550.8134514851481 (2.9%)40.240.27
201710.641.0668731.0741416872 (%)0.28
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
12014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

23
22014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

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20
32014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

14
42015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

Full description at Econpapers || Download paper

12
52016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

12
62015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

11
72014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

Full description at Econpapers || Download paper

9
82016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

9
92015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

7
102015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

Full description at Econpapers || Download paper

5
112014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

Full description at Econpapers || Download paper

5
122015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper

5
132015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

Full description at Econpapers || Download paper

4
142014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

Full description at Econpapers || Download paper

4
152014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

Full description at Econpapers || Download paper

4
162014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

Full description at Econpapers || Download paper

3
172014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

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3
182014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

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3
192016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

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3
202016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

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3
212014Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27.

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3
222015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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3
232014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

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3
242015Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30.

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3
252014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

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2
262014Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:13.

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2
272016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

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2
282015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

Full description at Econpapers || Download paper

2
292016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

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2
302014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

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2
312016An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:53.

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1
322016Borrower heterogeneity within a risky mortgage-lending market. (2016). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:67.

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1
332015On the long-run equilibrium value of Tobins average Q. (2015). Franke, Rainer ; Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:49.

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1
342014Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:11.

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1
352016Buffer stock savings in a New-Keynesian business cycle model. (2016). Schoder, Christian ; Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:64.

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1
362014Banks strategies during the financial crisis. (2014). Tedeschi, Gabriele ; Berardi, Simone ; Recchioni, Maria Cristina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:25.

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1
372015Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31.

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1
382014Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model. (2014). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:24.

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1
392015Modeling and forecasting persistent financial durations. (2015). Baruník, Jozef ; Zikes, Filip ; Shenai, Nikhil ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:36.

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1

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

#YearTitleCited
12014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

Full description at Econpapers || Download paper

18
22014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

18
32014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

12
42015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

Full description at Econpapers || Download paper

12
52016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

11
62015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

10
72016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

9
82015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper

5
92015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

Full description at Econpapers || Download paper

5
102015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

5
112014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

Full description at Econpapers || Download paper

5
122015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

Full description at Econpapers || Download paper

4
132014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

Full description at Econpapers || Download paper

4
142014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

Full description at Econpapers || Download paper

4
152016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

Full description at Econpapers || Download paper

3
162016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

Full description at Econpapers || Download paper

3
172014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

Full description at Econpapers || Download paper

3
182015Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30.

Full description at Econpapers || Download paper

3
192014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

Full description at Econpapers || Download paper

3
202014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

Full description at Econpapers || Download paper

2
212014Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27.

Full description at Econpapers || Download paper

2
222016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

Full description at Econpapers || Download paper

2
232014Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:13.

Full description at Econpapers || Download paper

2
242015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

Full description at Econpapers || Download paper

2
252015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

Full description at Econpapers || Download paper

2
262016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 41:

YearTitle
2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: LEM Papers Series. RePEc:ssa:lemwps:2017/11.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Papers. RePEc:arx:papers:1703.10639.

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2017Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01499344.

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2017Agent-Based Model Calibration using Machine Learning Surrogates. (2017). Roventini, Andrea ; Lamperti, Francesco ; Sani, Amir. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/20hflp7eqn97boh50no50tv67n.

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2017Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23.

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2017Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709.

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2017Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots. (2017). Roventini, Andrea ; Dosi, Giovanni. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:3:y:2017:i:3:d:10.1007_s40797-017-0065-z.

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2017Agent-Based Macroeconomics and Classical Political Economy: Some Italian Roots. (2017). Roventini, Andrea ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2017/19.

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2017Are Dynamic Stochastic Disequilibrium models Keynesian or neoclassical?. (2017). Schoder, Christian. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:40:y:2017:i:c:p:46-63.

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2017A Note on the Impact of Unconventional Monetary Policy Shocks in the US on Emerging Market REITs: A Qual VAR Approach. (2017). Marfatia, Hardik ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201736.

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2017Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare. (2017). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick. In: SAFE Working Paper Series. RePEc:zbw:safewp:171.

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2017Innovation Dynamics and Fiscal Policy: Implications for Growth, Asset Prices, and Welfare. (2017). Grüning, Patrick ; Donadelli, Michael ; Gruning, Patrick. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:43.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2017Are supply shocks important for real exchange rates? A fresh view from the frequency-domain. (2017). Yao, Fang ; Gehrke, Britta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:99-114.

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2017The Asymmetric Effect in the Volatility of the South African Rand. (2017). Itodo, Idoko Ahmed ; Abu, Michael Maju ; Usman, Ojonugwa. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:3:y:2017:i:3:p:47-53.

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2017Do co-jumps impact correlations in currency markets?. (2017). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1602.05489.

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2017Estimation of long memory in volatility using wavelets. (2017). Baruník, Jozef ; Jozef, Barunik ; Lucie, Kraicova . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:3:p:22:n:5.

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2017The one-trading-day-ahead forecast errors of intra-day realized volatility. (2017). Degiannakis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1298-1314.

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2017Exchange rate volatility: A forecasting approach of using the ARCH family along with ARIMA SARIMA and semi-structural-SVAR in Turkey.. (2017). Ganbold, Batzorig ; Lubis, Raisal Fahrozi ; Akram, Iqra. In: MPRA Paper. RePEc:pra:mprapa:84447.

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2017It is time to separate money banks from credit banks in Italy. (2017). Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:138.

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2017Bad news in the Great Depression, the Great Recession, and other U.S. recessions: A comparative study. (2017). L'Huillier, Jean-Paul ; Yoo, Donghoon ; Lhuillier, Jean-Paul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:79-98.

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2017Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific. (2017). Punzi, Maria Teresa ; Chantapacdepong, Pornpinun. In: ADBI Working Papers. RePEc:ris:adbiwp:0630.

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2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

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2017The tale of two great crises. (2017). Giri, Federico ; Fratianni, Michele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:81:y:2017:i:c:p:5-31.

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2017International financial flows and the risk-taking channel. (2017). Natoli, Filippo ; Cova, Pietro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1152_17.

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2017Monetary transmission under competing corporate finance regimes = Transmisión monetaria bajo regímenes alternativos de finanzas corporativas. (2017). DeGrauwe, Paul ; Gerba, Eddie ; de Grauwe, Paul. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:67658.

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2017Eurace Open: An agent-based multi-country model. (2017). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano ; Ozel, Bulent ; Petrovic, Marko . In: Working Papers. RePEc:jau:wpaper:2017/09.

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2017Big Data and Unemployment Analysis. (2017). Zimmermann, Klaus ; Simionescu, Mihaela. In: GLO Discussion Paper Series. RePEc:zbw:glodps:81.

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2017Investor sentiment and stock returns: Evidence from provincial TV audience rating in China. (2017). Shen, Dehua ; ZHANG, YONG JIE . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:288-294.

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2017Does microblogging convey firm-specific information? Evidence from China. (2017). Shen, Dehua ; Zhang, Wei ; Xue, Mei ; Li, Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:621-626.

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2017Complexity and model comparison in agent based modeling of financial markets. (2017). Winker, Peter ; Mandes, Alexandru . In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:12:y:2017:i:3:d:10.1007_s11403-016-0173-0.

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2017Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:27:y:2017:i:5:d:10.1007_s00191-017-0504-x.

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2017Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201707.

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2017Herding behaviour and volatility clustering in financial markets. (2017). Westerhoff, Frank ; Schmitt, Noemi. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:8:p:1187-1203.

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2017Centralizing information improves market efficiency more than increasing information: Results from experimental asset markets. (2017). Teglio, Andrea ; Nuzzo, Simone ; Morone, Andrea ; Grimalda, Gianluca ; Barreda-Tarrazona, Iván. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2072.

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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.

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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.

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2017Joint price and volumetric risk in wind power trading: A copula approach. (2017). Pircalabu, A ; Hog, E ; Jung, J ; Hvolby, T. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:139-154.

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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.

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2017A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets. (2017). Pircalabu, A ; Benth, F E. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:283-302.

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Recent citations (cites in year: CiY)

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

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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2016The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:80163.

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2016Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises. (2016). Punzi, Maria Teresa . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:61.

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Recent citations received in 2015
YearCiting document
2015The Tale of Two Great Crises. (2015). Giri, Federico ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:117.

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2015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

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2015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:46.

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2015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

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Recent citations received in 2014
YearCiting document
2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy. (2014). Tessone, Claudio Juan ; Mavrodiev, Pavlin ; PERONY, NICOLAS ; Garcia, David. In: Papers. RePEc:arx:papers:1408.1494.

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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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2014Are there long-run diversification gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-566.

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2014What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon. (2014). Selmi, Refk. In: MPRA Paper. RePEc:pra:mprapa:58133.

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2014Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:59595.

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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201433.

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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