Journal of Risk and Financial Management / MDPI, Open Access Journal
Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
8
Impact Factor
0.58
5 Years IF
0.49
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1992 | 0 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1993 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1994 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.2 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
| 1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1998 | 0 | 0.27 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1999 | 0 | 0.29 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.14 | |||||
| 2000 | 0 | 0.34 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 2001 | 0 | 0.36 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.16 | |||||
| 2002 | 0 | 0.4 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2003 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2004 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2005 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2006 | 0 | 0.47 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2007 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.19 | |||||
| 2008 | 0 | 0.45 | 0 | 0 | 5 | 5 | 8 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2009 | 0 | 0.44 | 0 | 0 | 5 | 10 | 19 | 0 | 5 | 5 | 0 | 0 | 0.21 | |||||
| 2010 |  0.1 |
0.44 | 0.07 | 0.1 | 5 | 15 | 4 | 1 | 1 | 10 | 1 | 10 | 1 | 1 | 100 | 0 | 0.18 | |
| 2011 | 0 | 0.46 | 0.1 | 0 | 5 | 20 | 3 | 3 | 10 | 15 | 0 | 0 | 0.21 | |||||
| 2012 | 0 | 0.47 | 0.04 | 0.05 | 5 | 25 | 16 | 1 | 4 | 10 | 20 | 1 | 0 | 0 | 0.19 | |||
| 2013 | 0 | 0.53 | 0.03 | 0.04 | 4 | 29 | 2 | 1 | 5 | 10 | 25 | 1 | 0 | 0 | 0.22 | |||
| 2014 | 0 | 0.55 | 0.05 | 0.04 | 10 | 39 | 23 | 2 | 7 | 9 | 24 | 1 | 0 | 0 | 0.21 | |||
| 2015 | 0 | 0.55 | 0.14 | 0.17 | 20 | 59 | 46 | 7 | 15 | 14 | 29 | 5 | 0 | 0 | 0.21 | |||
| 2016 | 0.43 |
0.56 | 0.32 | 0.41 | 16 | 75 | 15 | 24 | 39 | 30 | 13 | 44 | 18 | 0 | 2 | 0.13 | 0.2 | |
| 2017 | 0.44 |
0.58 | 0.34 | 0.42 | 26 | 101 | 68 | 34 | 73 | 36 | 16 | 55 | 23 | 0 | 3 | 0.12 | 0.21 | |
| 2018 |  0.71 |
0.7 | 0.5 | 0.86 | 91 | 192 | 71 | 95 | 169 | 42 | 30 | 76 | 65 | 6 | 6.3 | 11 | 0.12 | 0.28 |
| 2019 | 0.58 |
0.88 | 0.48 | 0.49 | 191 | 383 | 99 | 184 | 353 | 117 | 68 | 163 | 80 | 49 | 26.6 | 76 | 0.4 | 0.33 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | 40 |
| 2 | 2017 | A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. Full description at Econpapers || Download paper | 20 |
| 3 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers || Download paper | 20 |
| 4 | 2014 | International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers || Download paper | 17 |
| 5 | 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | 12 |
| 6 | 2015 | Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers || Download paper | 11 |
| 7 | 2015 | Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143. Full description at Econpapers || Download paper | 9 |
| 8 | 2019 | An Exploratory Study Based on a Questionnaire Concerning Green and Sustainable Finance, Corporate Social Responsibility, and Performance: Evidence from the Romanian Business Environment. (2019). Popescu, Gheorghe N ; Gh, Cristina Raluca. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:162-:d:278121. Full description at Econpapers || Download paper | 9 |
| 9 | 2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | 8 |
| 10 | 2009 | Chinaâs Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328. Full description at Econpapers || Download paper | 8 |
| 11 | 2012 | Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408. Full description at Econpapers || Download paper | 8 |
| 12 | 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448. Full description at Econpapers || Download paper | 7 |
| 13 | 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers || Download paper | 7 |
| 14 | 2018 | Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255. Full description at Econpapers || Download paper | 7 |
| 15 | 2009 | Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365. Full description at Econpapers || Download paper | 6 |
| 16 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223. Full description at Econpapers || Download paper | 6 |
| 17 | 2018 | Ensemble Learning or Deep Learning? Application to Default Risk Analysis. (2018). Hamori, Shigeyuki ; Watanabe, Chikara ; Murakami, Yuji ; Kume, Takahiro ; Kawai, Minami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731. Full description at Econpapers || Download paper | 5 |
| 18 | 2018 | Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664. Full description at Econpapers || Download paper | 5 |
| 19 | 2019 | 5 | |
| 20 | 2009 | Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers || Download paper | 5 |
| 21 | 2020 | Prevention Is Better Than the Cure: Risk Management of COVID-19. (2020). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:46-:d:327711. Full description at Econpapers || Download paper | 4 |
| 22 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713. Full description at Econpapers || Download paper | 4 |
| 23 | 2019 | Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009. Full description at Econpapers || Download paper | 4 |
| 24 | 2017 | Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310. Full description at Econpapers || Download paper | 4 |
| 25 | 2017 | On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525. Full description at Econpapers || Download paper | 4 |
| 26 | 2008 | Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255. Full description at Econpapers || Download paper | 4 |
| 27 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713. Full description at Econpapers || Download paper | 4 |
| 28 | 2018 | An Analysis of Bitcoinâs Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742. Full description at Econpapers || Download paper | 4 |
| 29 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713. Full description at Econpapers || Download paper | 4 |
| 30 | 2019 | Expectations for Statistical Arbitrage in Energy Futures Markets. (2019). Nakajima, Tadahiro . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:14-:d:197788. Full description at Econpapers || Download paper | 3 |
| 31 | 2014 | Revisiting the Performance of MACD and RSI Oscillators. (2014). Liew, Venus ; CHONG, Terence Tai Leung. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:1:p:1-12:d:33440. Full description at Econpapers || Download paper | 3 |
| 32 | 2019 | 3 | |
| 33 | 2019 | Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country. (2019). VO, ANH ; Zhang, Zhaoyong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:12-:d:196107. Full description at Econpapers || Download paper | 3 |
| 34 | 2013 | Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492. Full description at Econpapers || Download paper | 3 |
| 35 | 2018 | Greenhouse Emissions and Productivity Growth. (2018). Stengos, Thanasis ; KALAITZIDAKIS, PANTELIS ; Mamuneas, Theofanis P. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:38-:d:156902. Full description at Econpapers || Download paper | 3 |
| 36 | 2019 | 3 | |
| 37 | 2018 | Blockchain-Based ICOs: Pure Hype or the Dawn of a New Era of Startup Financing?. (2018). Ante, Lennart ; Fiedler, Ingo ; Sandner, Philipp. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:80-:d:184453. Full description at Econpapers || Download paper | 3 |
| 38 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458. Full description at Econpapers || Download paper | 3 |
| 39 | 2018 | Exchange Rate Effects on International Commercial Trade Competitiveness. (2018). Bostan, Ionel ; Firtescu, Bogdan-Narcis ; Toderacu, Carmen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:19-:d:140015. Full description at Econpapers || Download paper | 3 |
| 40 | 2019 | 3 | |
| 41 | 2019 | Herding in Smart-Beta Investment Products. (2019). Schenk-Hoppé, Klaus ; Krkoska, Eduard. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:47-:d:215980. Full description at Econpapers || Download paper | 3 |
| 42 | 2008 | Financial Distress Comparison Across Three Global Regions. (2008). Platt, Harlan D.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:129-162:d:28326. Full description at Econpapers || Download paper | 3 |
| 43 | 2016 | Application of Vine Copulas to Credit Portfolio Risk Modeling. (2016). Geidosch, Marco ; Fischer, Matthias. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:4-:d:71610. Full description at Econpapers || Download paper | 3 |
| 44 | 2019 | Do Traditional Financial Distress Prediction Models Predict the Early Warning Signs of Financial Distress?. (2019). Serrasqueiro, Zelia ; Ashraf, Sumaira. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:55-:d:219945. Full description at Econpapers || Download paper | 3 |
| 45 | 2017 | Accurate Evaluation of Expected Shortfall for Linear Portfolios with Elliptically Distributed Risk Factors. (2017). Nesmith, Travis ; Oh, Dong Hwan ; Dobrev, Dobrislav. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:5-:d:89239. Full description at Econpapers || Download paper | 3 |
| 46 | 2018 | Measuring Financial Fragmentation in the Euro Area Corporate Bond Market. (2018). Mojon, Benoit ; Horny, Guillaume ; Manganelli, Simone. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:74-:d:178985. Full description at Econpapers || Download paper | 3 |
| 47 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231. Full description at Econpapers || Download paper | 3 |
| 48 | 2015 | Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, PaweÅ ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474. Full description at Econpapers || Download paper | 3 |
| 49 | 2019 | Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Studentâs-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986. Full description at Econpapers || Download paper | 3 |
| 50 | 2019 | Encouraging Entrepreneurship and Economic Growth. (2019). Chang, Amber Y ; Ahlstrom, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:178-:d:291833. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | 40 |
| 2 | 2017 | A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. Full description at Econpapers || Download paper | 20 |
| 3 | 2014 | International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers || Download paper | 12 |
| 4 | 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | 12 |
| 5 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers || Download paper | 10 |
| 6 | 2019 | An Exploratory Study Based on a Questionnaire Concerning Green and Sustainable Finance, Corporate Social Responsibility, and Performance: Evidence from the Romanian Business Environment. (2019). Popescu, Gheorghe N ; Gh, Cristina Raluca. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:162-:d:278121. Full description at Econpapers || Download paper | 9 |
| 7 | 2019 | A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:67-:d:224155. Full description at Econpapers || Download paper | 8 |
| 8 | 2018 | Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255. Full description at Econpapers || Download paper | 7 |
| 9 | 2009 | Chinaâs Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328. Full description at Econpapers || Download paper | 6 |
| 10 | 2015 | Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers || Download paper | 6 |
| 11 | 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223. Full description at Econpapers || Download paper | 6 |
| 12 | 2019 | 5 | |
| 13 | 2018 | Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Henriques, Irene ; Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664. Full description at Econpapers || Download paper | 5 |
| 14 | 2015 | Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143. Full description at Econpapers || Download paper | 5 |
| 15 | 2018 | Ensemble Learning or Deep Learning? Application to Default Risk Analysis. (2018). Hamori, Shigeyuki ; Watanabe, Chikara ; Murakami, Yuji ; Kume, Takahiro ; Kawai, Minami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731. Full description at Econpapers || Download paper | 5 |
| 16 | 2018 | An Analysis of Bitcoinâs Price Dynamics. (2018). Kjarland, Frode ; Oust, Are ; Krogstad, Erlend A ; Khazal, Aras. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:63-:d:175742. Full description at Econpapers || Download paper | 4 |
| 17 | 2019 | Intellectual Capital Performance and Profitability of Banks: Evidence from Pakistan. (2019). Malik, Ali ; Tariq, Gulzara ; Yao, Hongxing ; Haris, Muhammad ; Javaid, Hafiz Mustansar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:56-:d:220009. Full description at Econpapers || Download paper | 4 |
| 18 | 2017 | Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310. Full description at Econpapers || Download paper | 4 |
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Citing documents used to
compute impact factor: 68
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|---|---|---|
| 2019 | ||
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| 2019 | Corporate Social Responsibility, Corporate Governance and Business Performance: Limits and Challenges Imposed by the Implementation of Directive 2013/34/EU in Romania. (2019). Gh, Cristina Raluca. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5146-:d:268987. Full description at Econpapers || Download paper | |
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| 2019 | Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a countryâs economic situation â A stochastic volatility approach. (2019). Kliber, Agata ; ÅwierczyÅska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257. Full description at Econpapers || Download paper | |
| 2019 | Bitcoin and Web Search Query Dynamics: Is the price driving the hype or is the hype driving the price?. (2019). Sussmuth, Bernd. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203566. Full description at Econpapers || Download paper | |
| 2019 | Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1. Full description at Econpapers || Download paper | |
| 2019 | Spillover Effects of US QE and QE Tapering on African and Middle Eastern Stock Indices. (2019). Tzeremes, Panayiotis ; Kyriazis, Nikolaos A ; Papadamou, Stephanos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:57-:d:220488. Full description at Econpapers || Download paper | |
| 2019 | The CSPP at work: Yield heterogeneity and the portfolio rebalancing channel. (2019). Zaghini, Andrea. In: Journal of Corporate Finance. RePEc:eee:corfin:v:56:y:2019:i:c:p:282-297. Full description at Econpapers || Download paper | |
| 2019 | Regulatory Responses by Countries to Banking/Financial Crises. (2019). Barth, James. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2019:i:1:p:1-:d:299188. Full description at Econpapers || Download paper | |
| 2019 | Risk Capital and Emerging Technologies: Innovation and Investment Patterns Based on Artificial Intelligence Patent Data Analysis. (2019). Qin, Lingling ; Santos, Roberto S. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:189-:d:297960. Full description at Econpapers || Download paper | |
| 2019 | The Effect of Direct Foreign Investment on Stock Price Volatility in the Saudi Market. (2019). Alawi, Suha . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2019:p:875-887. Full description at Econpapers || Download paper | |
| 2019 |
Recent citations
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599. Full description at Econpapers || Download paper | |
| 2019 | Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. (2019). Ozbayoglu, Ahmet Murat ; Gudelek, Mehmet Ugur ; Sezer, Omer Berat. In: Papers. RePEc:arx:papers:1911.13288. Full description at Econpapers || Download paper | |
| 2019 | A percolation model for the emergence of the Bitcoin Lightning Network. (2019). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia. In: Papers. RePEc:arx:papers:1912.03556. Full description at Econpapers || Download paper | |
| 2019 | Herding behaviour in P2P lending markets. (2019). Talavera, Oleksandr ; Caglayan, Mustafa ; Zhang, Wei. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_022. Full description at Econpapers || Download paper | |
| 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Clancy, Daragh ; Filiani, Pasquale ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:11/rt/19. Full description at Econpapers || Download paper | |
| 2019 | A CRITICAL THEORETICAL ANALYSIS ON THE IMPLICATIONS OF EFFICIENT MARKET HYPOTHESIS (EMH). (2019). Loredana, Minea Elena. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2019:v:6:p:298-303. Full description at Econpapers || Download paper | |
| 2019 | How effective are sovereign bond-backed securities as a spillover prevention device?. (2019). Dunne, Peter ; Cronin, David. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:96:y:2019:i:c:p:49-66. Full description at Econpapers || Download paper | |
| 2019 | The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147. Full description at Econpapers || Download paper | |
| 2019 | What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611. Full description at Econpapers || Download paper | |
| 2019 | . Full description at Econpapers || Download paper | |
| 2019 | The Efficiency of the Sustainable Development Policy for Energy Consumption under Environmental Law in Thailand: Adapting the SEM-VARIMAX Model. (2019). Naluang, Sthianrapab ; Sutthichaimethee, Pruethsan. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:16:p:3092-:d:256815. Full description at Econpapers || Download paper | |
| 2019 | Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets. (2019). Toyoshima, Yuki ; Nakajima, Tadahiro. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:20:p:3927-:d:277263. Full description at Econpapers || Download paper | |
| 2019 | Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091. Full description at Econpapers || Download paper | |
| 2019 | The Predictive Power of the User Cost Spread for Economic Recession in China and the US. (2019). Tang, Biyan ; Mattson, Ryan S ; Chang, Dongfeng. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:2:p:34-:d:240702. Full description at Econpapers || Download paper | |
| 2019 | Long-Range Behaviour and Correlation in DFA and DCCA Analysis of Cryptocurrencies. (2019). Ferreira, Paulo ; Silva, Cesar ; Costa, Natalia. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:51-:d:267455. Full description at Econpapers || Download paper | |
| 2019 | Financial Structure, Misery Index, and Economic Growth: Time Series Empirics from Pakistan. (2019). Abbas, Shah ; Ali, Kishwar ; Shah, Muhammad Haroon ; Wang, Nianyong ; Ullah, Sami. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:100-:d:239789. Full description at Econpapers || Download paper | |
| 2019 | Exchange Rate Misalignment and Capital Flight from Botswana: A Cointegration Approach with Risk Thresholds. (2019). Nadolny, Andrew ; Dzator, Janet ; Bosupeng, Mpho. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:101-:d:240586. Full description at Econpapers || Download paper | |
| 2019 | Next-Day Bitcoin Price Forecast. (2019). Alon, Ilan ; Shakil, Mohammad Hassan ; Munim, Ziaul Haque . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:103-:d:241532. Full description at Econpapers || Download paper | |
| 2019 | Statistical Arbitrage with Mean-Reverting Overnight Price Gaps on High-Frequency Data of the S&P 500. (2019). Schneider, Lucas ; Stubinger, Johannes. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:51-:d:218983. Full description at Econpapers || Download paper | |
| 2019 | Instantaneous Volatility Seasonality of High-Frequency Markets in Directional-Change Intrinsic Time. (2019). Petrov, Vladimir ; Olsen, Richard ; Golub, Anton . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:54-:d:219095. Full description at Econpapers || Download paper | |
| 2019 | What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231. Full description at Econpapers || Download paper | |
| 2019 | Adaptive Market Hypothesis: Evidence from the Vietnamese Stock Market. (2019). Quang, Hung Pham ; Tran, Dzung Phan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:81-:d:229435. Full description at Econpapers || Download paper | |
| 2019 | Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market. (2019). Liu, Huazhang ; Huang, Jian. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:91-:d:234295. Full description at Econpapers || Download paper | |
| 2019 | Sectoral Analysis of Factors Influencing Dividend Policy: Case of an Emerging Financial Market. (2019). Rastogi, Shailesh ; Pinto, Geetanjali. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:110-:d:243128. Full description at Econpapers || Download paper | |
| 2019 | Contagion Effect in Cryptocurrency Market. (2019). Pereira, Eder ; Ferreira, Paulo. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:115-:d:247119. Full description at Econpapers || Download paper | |
| 2019 | Currency Crisis: Are There Signals to Read?. (2019). Islam, Faridul. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:128-:d:254384. Full description at Econpapers || Download paper | |
| 2019 | Which Cryptocurrencies Are Mostly Traded in Distressed Times?. (2019). Prassa, Paraskevi ; Kyriazis, Ikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:135-:d:259327. Full description at Econpapers || Download paper | |
| 2019 | Editorial for the Special Issue on Financial Econometrics. (2019). Tse, Yiu-Kuen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:153-:d:268561. Full description at Econpapers || Download paper | |
| 2019 | Risk Analysis and Portfolio Modelling. (2019). Luciano, Elisa ; Allen, David Edmund. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:154-:d:269386. Full description at Econpapers || Download paper | |
| 2019 | ISA 701 and Materiality Disclosure as Methods to Minimize the Audit Expectation Gap. (2019). Iwanowicz, Bartomiej. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:161-:d:276997. Full description at Econpapers || Download paper | |
| 2019 | A Survey on Empirical Findings about Spillovers in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:170-:d:286273. Full description at Econpapers || Download paper | |
| 2019 | Encouraging Entrepreneurship and Economic Growth. (2019). Chang, Amber Y ; Ahlstrom, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:178-:d:291833. Full description at Econpapers || Download paper | |
| 2019 | Nonparametric Econometric Methods and Applications. (2019). Stengos, Thanasis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:180-:d:292636. Full description at Econpapers || Download paper | |
| 2019 | Dynamic Bankruptcy Prediction Models for European Enterprises. (2019). Korol, Tomasz. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:185-:d:295688. Full description at Econpapers || Download paper | |
| 2019 | How Does Financial Literacy Promote Sustainability in SMEs? A Developing Country Perspective. (2019). Kulathunga, Kmmcb ; Ye, Jianmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:10:p:2990-:d:234453. Full description at Econpapers || Download paper | |
| 2019 | Risk Factor Identification of Sustainable Guarantee Network Based on Logistic Regression Algorithm. (2019). Manta, Otilia ; Yue, Xiao-Guang ; Duarte, Nelson ; Hu, Lin ; He, Han . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3525-:d:243353. Full description at Econpapers || Download paper | |
| 2019 | Intellectual Capital, Profitability, and Productivity: Evidence from Pakistani Financial Institutions. (2019). Shafique, Muhammad Aamir ; Javaid, Hafiz Mustansar ; Tariq, Gulzara ; Haris, Muhammad ; Yao, Hongxing. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3842-:d:248307. Full description at Econpapers || Download paper | |
| 2019 | Is Factor Investing Sustainable after Price Impact Costs? The Capacity of Factor Investing in Korea. (2019). Park, Yuen Jung ; Kim, Jungmu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:17:p:4797-:d:263518. Full description at Econpapers || Download paper | |
| 2019 | The Concept of Financial Sustainability Measurement: A Case of Food Companies from Northern Europe. (2019). Wasilewski, Mirosaw ; Zabolotnyy, Serhiy. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5139-:d:268891. Full description at Econpapers || Download paper | |
| 2019 | Corporate Social Responsibility, Corporate Governance and Business Performance: Limits and Challenges Imposed by the Implementation of Directive 2013/34/EU in Romania. (2019). Gh, Cristina Raluca. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5146-:d:268987. Full description at Econpapers || Download paper | |
| 2019 | Sustainable Environmental Management System Integration and Business Performance: A Balance Assessment Approach Using Fuzzy Logic. (2019). Balan, Catalin ; Avasilci, Silvia ; Asandului, Anca Laura ; Vilcu, Adrian ; Pislaru, Marius ; Robu, Ioan-Bogdan ; Herghiligiu, Ionut Viorel. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5311-:d:270952. Full description at Econpapers || Download paper | |
| 2019 | Intellectual Capital, Technological Innovation and Firm Performance: Evidence from Chinaâs Manufacturing Sector. (2019). Liu, Feng ; Yu, Weizhen ; Shang, Yue ; Xu, Jian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:19:p:5328-:d:271134. Full description at Econpapers || Download paper | |
| 2019 | Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market. (2019). Olah, Judit ; Meyer, Daniel F ; Khan, Muhammad Asif ; Hussain, Sayyed Sadaqat. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5583-:d:275035. Full description at Econpapers || Download paper | |
| 2019 | Eliciting Weights of Significance of Criteria for a Monitoring Model of Performance of SMEs for Successful Insolvency Administratorâs Intervention. (2019). Lapinskiene, Giedre ; Kurschus, Ralph ; Podviezko, Askoldas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5667-:d:276337. Full description at Econpapers || Download paper | |
| 2019 | FinTech and Sustainable Development: Evidence from China Based on P2P Data. (2019). Cheng, Xiang ; Huang, Zhi ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6434-:d:287551. Full description at Econpapers || Download paper | |
| 2019 | Should Listed Banks Be Concerned with Intellectual Capital in Emerging Asian Markets? A Comparison between China and Pakistan. (2019). Yao, Hongxing ; Haris, Muhammad ; Xu, Jian. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6582-:d:289470. Full description at Econpapers || Download paper | |
| 2019 | The Paradox of Value and Economic Bubbles: New Insights for Sustainable Economic Development. (2019). Griesiene, Ingrida ; Ciegis, Remigijus ; Streimikiene, Dalia ; Girdzijauskas, Stasys ; Shabatura, Tatyana ; Gryshova, Inna. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:6888-:d:293963. Full description at Econpapers || Download paper | |
| 2019 | Can CEOsâ Corporate Social Responsibility Orientation Improve Firmsâ Cooperation in International Scenarios?. (2019). Saez-Martinez, Francisco J ; Ruiz-Palomino, Pablo ; Gonzalez-Moreno, Angela. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:24:p:6936-:d:294543. Full description at Econpapers || Download paper | |
| 2019 | Sustainable Visual Analysis for Bank Non-Performing Loans and Government Debt Distress. (2019). Kim, Jong-Min ; Liu, Yumin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:131-:d:301083. Full description at Econpapers || Download paper | |
| 2019 | Blockchain-Enabled Trade Finance Innovation: A Potential Paradigm Shift on Using Letter of Credit. (2019). Chen, Yichian ; Luo, Hueimin Louis ; Chang, Shuchih Ernest. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:188-:d:301819. Full description at Econpapers || Download paper |
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Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH. (2018). Hamori, Shigeyuki ; Kume, Takahiro. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:256-278. Full description at Econpapers || Download paper | |
| 2018 | Trade Selection with Supervised Learning and OCA. (2018). Benhamou, Eric ; Saltiel, David. In: Papers. RePEc:arx:papers:1812.04486. Full description at Econpapers || Download paper | |
| 2018 | Asymmetric volatility in cryptocurrencies. (2018). Baur, Dirk G ; Dimpfl, Thomas. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:148-151. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin is not the New Gold â A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116. Full description at Econpapers || Download paper | |
| 2018 | Insider Trading and Institutional Holdings in Seasoned Equity Offerings. (2018). Wu, Ching-Chih ; Yang, Tung-Hsiao. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:53-:d:168880. Full description at Econpapers || Download paper | |
| 2018 | Identification of Core Suppliers Based on E-Invoice Data Using Supervised Machine Learning. (2018). Hong, Jung-Sik ; Ahn, Taeuk ; Cho, Nam-Wook ; Yeo, Hyeongyu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:70-:d:178637. Full description at Econpapers || Download paper | |
| 2018 | The Role of Government Support in Sustainable Competitive Position and Firm Performance. (2018). Songling, YANG ; Ahmed, Hamid ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3495-:d:172812. Full description at Econpapers || Download paper | |
| 2018 | . Full description at Econpapers || Download paper | |
| 2018 | ||
| 2018 | Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76. Full description at Econpapers || Download paper | |
| 2017 | Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation. (2017). Osarumwense, Osabuohien-Irabor ; Mbegbu, Julian I. In: Romanian Statistical Review. RePEc:rsr:journl:v:65:y:2017:i:3:p:17-34. Full description at Econpapers || Download paper | |
| 2017 | Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Knoll, Julian ; Walter, Dominik ; Stubinger, Johannes. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017. Full description at Econpapers || Download paper |
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:98658. Full description at Econpapers || Download paper | |
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1703. Full description at Econpapers || Download paper |
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