Citation analysis for Annals of Financial Economics (AFE) / World Scientific Publishing Co. Pte. Ltd.

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.24

5 Years IF

0.21

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 EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

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		1	0		0			0		0	0.1
1998	0	0.27	0	0	0	0	0		1	0		0			0		0	0.12
1999	0	0.29	0	0	0	0	0		1	0		0			0		0	0.14
2000	0	0.34	0	0	0	0	0		1	0		0			0		0	0.15
2001	0	0.36	0	0	0	0	0		1	0		0			0		0	0.16
2002	0	0.4	0	0	0	0	0		1	0		0			0		0	0.21
2003	0	0.41	0	0	0	0	0		1	0		0			0		0	0.2
2004	0	0.46	0	0	0	0	0		1	0		0			0		0	0.21
2005	0	0.47	0	0	5	5	2		1	0		0			0		0	0.22
2006	0	0.47	0	0	5	10	0		1	5		5			0		0	0.21
2007	0	0.42	0	0	5	15	2		1	10		10			0		0	0.19
2008	0	0.45	0.05	0	4	19	0		2	10		15			0		0	0.21
2009	0	0.44	0	0	5	24	10		2	9		19			0		0	0.21
2010	0	0.44	0	0	0	24	0		2	9		24			0		0	0.18
2011	0.4	0.46	0.07	0.11	4	28	2	2	4	5	2	19	2		0		0	0.21
2012	0	0.47	0	0	10	38	18		4	4		18			0		0	0.19
2013	0	0.53	0.04	0.04	13	51	11	2	6	14		23	1		0		0	0.22
2014	0	0.55	0.03	0	20	71	6	2	8	23		32		1	50	2	0.1	0.21
2015	0	0.55	0.09	0.06	17	88	30	8	16	33		47	3		0	4	0.24	0.21
2016	0.19	0.56	0.14	0.14	20	108	28	15	31	37	7	64	9	6	40		0	0.2
2017	0.3	0.58	0.16	0.2	20	128	15	20	51	37	11	80	16	1	5		0	0.21
2018	0.55	0.7	0.34	0.32	35	163	6	56	107	40	22	90	29	3	5.4	3	0.09	0.28
2019	0.24	0.88	0.18	0.21	22	185	1	33	140	55	13	112	24	1	3		0	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	2015	IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers \|\| Download paper	21
2	2016	A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers \|\| Download paper	16
3	2017	A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers \|\| Download paper	16
4	2012	STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers \|\| Download paper	11
5	2013	ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers \|\| Download paper	9
6	2016	PRICING COVARIANCE SWAPS FOR BARNDORFFâNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers \|\| Download paper	8
7	2015	APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers \|\| Download paper	7
8	2012	MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers \|\| Download paper	4
9	2009	GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers \|\| Download paper	4
10	2009	ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?. (2009). CHONG, Terence Tai Leung ; Hinich, Melvin J ; Lam, Tau-Hing. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s201049520950002x. Full description at Econpapers \|\| Download paper	4
11	2007	THE CAUSAL RELATIONSHIP BETWEEN BANK CAPITAL AND PROFITABILITY. (2007). Cox, Raymond ; Hutchison, David E. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:03:y:2007:i:01:n:s2010495207500029. Full description at Econpapers \|\| Download paper	3
12	2011	QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Powell, Robert ; Allen, David ; Singh, A K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035. Full description at Econpapers \|\| Download paper	3
13	2014	TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065. Full description at Econpapers \|\| Download paper	3
14	2009	MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043. Full description at Econpapers \|\| Download paper	3
15	2016	SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044. Full description at Econpapers \|\| Download paper	3
16	2018	MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers \|\| Download paper	2
17	2012	THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078. Full description at Econpapers \|\| Download paper	2
18	2005	MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK. (2005). Clark, Ephraim ; Judge, Amrit. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s201049520550003x. Full description at Econpapers \|\| Download paper	2
19	2016	MODELING DEPENDENCY OF VOLATILITY ON SAMPLING FREQUENCY VIA DELAY EQUATIONS. (2016). Luong, Chuong ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:02:n:s201049521650007x. Full description at Econpapers \|\| Download paper	2
20	2013	EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers \|\| Download paper	2
21	2012	EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030. Full description at Econpapers \|\| Download paper	2
22	2018	PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers \|\| Download paper	2
23	2012	MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN. (2012). Markowitz, Harry. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017. Full description at Econpapers \|\| Download paper	2
24	2014	RECENT DEVELOPMENTS IN QUANTITATIVE FINANCE: AN OVERVIEW. (2014). Yu, Shih-Ti ; Chang, Chia-Lin ; Hu, Shing-Yang . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214020023. Full description at Econpapers \|\| Download paper	1
25	2018	TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112. Full description at Econpapers \|\| Download paper	1
26	2016	A NOTE ON FERGUSSON AND PLATEN: âAPPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELSâ. (2016). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500184. Full description at Econpapers \|\| Download paper	1
27	2014	AN ANALYSIS OF STOCK REPURCHASE TRANSACTION USING A PANEL DATA SAMPLE SELECTION MODEL. (2014). Yu, Shih-Ti ; Kuo, Chii-Shyan ; LIAO, CHE-CHING . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500031. Full description at Econpapers \|\| Download paper	1
28	2015	ASSET PRICING WITH NON-GEOMETRIC TYPE OF DIVIDENDS. (2015). Yamazaki, Akira. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500165. Full description at Econpapers \|\| Download paper	1
29	2006	ARE STOCK PRICES AND ECONOMIC ACTIVITY COINTEGRATED? EVIDENCE FROM THE US, 1950â2005. (2006). Cook, Steven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:02:y:2006:i:01:n:s2010495206500035. Full description at Econpapers \|\| Download paper	1
30	2014	CREDIT SPREADS AND BANKRUPTCY INFORMATION FROM OPTIONS DATA. (2014). Tzeng, Chi-Feng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400089. Full description at Econpapers \|\| Download paper	1
31	2019	DOES CHANGE IN ECONOMIC POLICY UNCERTAINTY AFFECT REAL ESTATE INVESTMENT TRUSTS (REITs)?. (2019). Oad, Suresh Kumar ; Sadhwani, Ranjeeta ; Suleman, Muhammad Tahir ; Ali-Rind, Asad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:04:n:s2010495219500167. Full description at Econpapers \|\| Download paper	1
32	2015	IMPROVED DETECTION OF RARE-EVENT RISK OF A PORTFOLIO WITH U.S. REITs. (2015). So, Leh-Chyan ; Yu, Jun-Yang . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500153. Full description at Econpapers \|\| Download paper	1
33	2018	HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069. Full description at Econpapers \|\| Download paper	1
34	2019	FINANCIAL INTEGRATION AND MACROECONOMIC VOLATILITY: NEW EVIDENCE FROM DSGE MODELING. (2019). Ghazouani, Tarek ; Boukhatem, Jamel ; Drissi, Ramzi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500076. Full description at Econpapers \|\| Download paper	1
35	2005	THE LOG-NORMAL ASSET PRICING MODEL (LAPM). (2005). COHEN, ALLON ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s2010495205500028. Full description at Econpapers \|\| Download paper	1
36	2018	EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033. Full description at Econpapers \|\| Download paper	1
37	2014	FAST METHODS FOR LARGE-SCALE NON-ELLIPTICAL PORTFOLIO OPTIMIZATION. (2014). Paolella, Marc S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400016. Full description at Econpapers \|\| Download paper	1
38	2013	MARKET EFFICIENCY IN G-20 COUNTRIES: THE PARADOX OF FINANCIAL CRISIS. (2013). Tripathi, Vanita ; Murthy, K.V. ; Bhanu, K V ; Vieito, Joo Paulo. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500036. Full description at Econpapers \|\| Download paper	1
39	2015	VOLATILITY IN COPPER PRICES IN INDIA. (2015). Nair, Girish ; Purohit, Harsh ; Choudhary, Nidhi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500086. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2017	A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers \|\| Download paper	16
2	2016	A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers \|\| Download paper	15
3	2012	STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers \|\| Download paper	10
4	2013	ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers \|\| Download paper	9
5	2015	IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers \|\| Download paper	8
6	2016	PRICING COVARIANCE SWAPS FOR BARNDORFFâNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers \|\| Download paper	7
7	2009	GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers \|\| Download paper	4
8	2012	MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers \|\| Download paper	3
9	2018	MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers \|\| Download paper	2
10	2016	SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044. Full description at Econpapers \|\| Download paper	2
11	2015	APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers \|\| Download paper	2
12	2007	THE CAUSAL RELATIONSHIP BETWEEN BANK CAPITAL AND PROFITABILITY. (2007). Cox, Raymond ; Hutchison, David E. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:03:y:2007:i:01:n:s2010495207500029. Full description at Econpapers \|\| Download paper	2
13	2013	EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers \|\| Download paper	2
14	2018	PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 13

Year	Title
2019
2019	Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919. Full description at Econpapers \|\| Download paper
2019	Conditional tail-risk in cryptocurrency markets. (2019). Borri, Nicola. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:1-19. Full description at Econpapers \|\| Download paper
2019	Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Roubaud, David ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201965. Full description at Econpapers \|\| Download paper
2019	LÃ©vy processes on the cryptocurrency market. (2019). Ziba, Damian. In: Working Papers. RePEc:war:wpaper:2019-15. Full description at Econpapers \|\| Download paper
2019	A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan. In: MPRA Paper. RePEc:pra:mprapa:95988. Full description at Econpapers \|\| Download paper
2019	Forecasting Bitcoin risk measures: A robust approach. (2019). TrucÃÂos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847. Full description at Econpapers \|\| Download paper
2019	An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335. Full description at Econpapers \|\| Download paper
2019	Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z. Full description at Econpapers \|\| Download paper
2019	Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?. (2019). Mokni, Khaled ; Youssef, Manel . In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:3:p:70-:d:247077. Full description at Econpapers \|\| Download paper
2019	Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis. (2019). Anandarao, S ; Kumar, Anoop S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:448-458. Full description at Econpapers \|\| Download paper
2019	Repurposing government expenditure for enhancing Indigenous well-being in Australia: A scenario analysis for a new paradigm. (2019). Russell-Smith, Jeremy ; Gerritsen, Rolf ; Sangha, Kamaljit K. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:63:y:2019:i:c:p:75-91. Full description at Econpapers \|\| Download paper
2019	Modeling Latent Carbon Emission Prices for Japan: Theory and Practice. (2019). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:21:p:4222-:d:283913. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

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Recent citations received in 2018

Year	Citing document
2018	Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030. Full description at Econpapers \|\| Download paper
2018	Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility. (2018). Hamori, Shigeyuki ; Cai, Xiao-Jing ; He, Xie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:90-:d:190899. Full description at Econpapers \|\| Download paper
2018	Time Diversification: Perspectives from the Economic Index of Riskiness. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: MPRA Paper. RePEc:pra:mprapa:89167. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

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Recent citations received in 2016

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10 most frequent citing series

#	Series	H	Cites
1	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	21	13
2	Annals of Financial Economics (AFE) / World Scientific Publishing Co. Pte. Ltd.	7	11
3	Papers / arXiv.org	54	11
4	Tinbergen Institute Discussion Papers / Tinbergen Institute	29	10
5	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	14	9
6	MPRA Paper / University Library of Munich, Germany	90	8
7	Advances in Decision Sciences / Asia University, Taiwan	1	8
8	Working Papers / University of Pretoria, Department of Economics	17	4
9	Journal of Nonparametric Statistics / Taylor & Francis Journals	9	3
10	Journal of Risk and Financial Management / MDPI, Open Access Journal	8	3
11	Journal of Asset Management / Palgrave Macmillan	3	3