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

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
11
Impact Factor (IF)
0.68
5 Years IF
0.37
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
2005 0 0.51 0 0 5 5 5 0 0 0 0 0 0.23
2006 0 0.5 0 0 5 10 1 0 5 5 0 0 0.22
2007 0 0.46 0 0 5 15 2 0 10 10 0 0 0.2
2008 0 0.49 0.05 0 4 19 0 1 10 15 0 0 0.23
2009 0 0.48 0 0 5 24 18 1 9 19 0 0 0.24
2011 0.4 0.52 0.07 0.11 4 28 4 2 3 5 2 19 2 0 0 0.24
2012 0 0.52 0.05 0 10 38 51 2 5 4 18 0 1 0.1 0.22
2013 0.29 0.56 0.16 0.22 13 51 28 8 13 14 4 23 5 0 1 0.08 0.24
2014 0.22 0.55 0.18 0.16 20 71 26 13 26 23 5 32 5 1 7.7 8 0.4 0.23
2015 0 0.55 0.16 0.17 17 88 69 14 40 33 47 8 0 4 0.24 0.23
2016 0.46 0.53 0.28 0.36 20 108 53 30 70 37 17 64 23 6 20 0 0.21
2017 0.41 0.55 0.22 0.29 20 128 61 28 98 37 15 80 23 1 3.6 0 0.21
2018 0.63 0.56 0.42 0.37 35 163 57 68 166 40 25 90 33 3 4.4 3 0.09 0.24
2019 0.35 0.58 0.27 0.29 22 185 54 50 216 55 19 112 33 1 2 2 0.09 0.23
2020 0.28 0.7 0.24 0.31 20 205 8 49 265 57 16 114 35 0 1 0.05 0.33
2021 0.43 0.84 0.38 0.42 17 222 20 85 350 42 18 117 49 0 3 0.18 0.31
2022 0.16 0.93 0.27 0.33 24 246 21 65 416 37 6 114 38 0 3 0.13 0.28
2023 0.68 1.04 0.32 0.37 21 267 2 86 502 41 28 118 44 0 2 0.1 0.28
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
#YearTitleCited
12017A 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.

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49
22015IS 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.

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43
32012STOCHASTIC 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.

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24
42016A 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.

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21
52016PRICING COVARIANCE SWAPS FOR BARNDORFF–NIELSEN 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.

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20
62012MODELLING 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.

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18
72015APPLICATION 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.

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17
82013ROBUST 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.

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15
92014TESTING 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.

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13
102019FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). McAleer, Michael ; Vo, Duc Hong ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088.

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12
11201812
122018HERDING 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.

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10
132009GARCH 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.

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8
142018EMPIRICAL 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.

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8
152019DOES 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.

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8
162019VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVE’S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat Hussain ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155.

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7
172022IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL. (2022). Arfaoui, Nadia ; Yousaf, Imran. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s201049522250004x.

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7
182009MONETARY 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.

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7
192018TIME 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.

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7
202012THE 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.

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6
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222018PRICING 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.

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5
232013EFFICIENCY 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.

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5
242022DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL. (2022). Zong, Muyu ; Chang, Bisharat Hussain ; Bagadeem, Salim ; Gohar, Raheel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500245.

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5
252021MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA. (2021). Taktakishvili, Tengiz ; Dilanchiev, Azer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500202.

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5
262019THE NEXUS BETWEEN ECONOMIC INTEGRATION AND GROWTH: APPLICATION TO VIETNAM. (2019). Nguyen, Minh ; Vo, Duc Hong ; Bui, Ngoc Hoang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500143.

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5
272018MODELING 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.

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5
282021THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM. (2021). Wong, Wing-Keung ; Tien, Ho Thuy ; Suu, Nguyen Duy. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s201049522150007x.

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5
292011QUANTILE 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.

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5
302005MOTIVES 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.

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4
312012EXECUTIVE 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.

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4
322009ARE 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.

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4
332015FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK. (2015). Zagaglia, Paolo ; Liu, Zhuoshi ; Kirchner, Axel ; Gabrielsen, Alexandros . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500050.

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4
342022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS. (2022). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Rjoub, Husam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s2010495222500087.

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4
3520194
362019THE DETERMINANTS OF FINANCIAL INSTABILITY IN EMERGING COUNTRIES. (2019). Pham, Thach Ngoc ; Le, Phat Quang-Ton ; Nguyen, Vuong Minh ; Vo, Duc Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500106.

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4
372007THE 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.

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3
382019PASS-THROUGH RATE STUDY FOR HONG KONG BANKING INDUSTRY AND ITS APPLICATION TO NONMATURITY DEPOSITS INTEREST RATE RISK MANAGEMENT. (2019). Fang, Yuzhou ; Wei, Fangying ; Wang, Zhifeng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s201049521950009x.

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3
392014FAST 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.

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3
402016SHORT 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.

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3
412013MARKET 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.

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3
422019FINANCIAL 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.

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3
432014JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500055.

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3
442012MEAN-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.

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3
452016A NOTE ON FERGUSSON AND PLATEN: “APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS”. (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.

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3
462020AUSTRALIAN GOVERNMENT BONDS’ NOMINAL YIELDS: A KEYNESIAN PERSPECTIVE. (2020). Das, Anupam ; Akram, Tanweer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:01:n:s2010495220500037.

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3
472018EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT. (2018). Cavaliere, Giuseppe ; Brownlees, Christian ; Monti, Alice. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500094.

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3
483
49WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s201049521350005x.

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3
502016ESTIMATING PREFERENCE PARAMETERS FROM STOCK RETURNS USING SIMULATED METHOD OF MOMENTS. (2016). MANDAL, BISWAJIT ; Biswas, Anindya. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500056.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017A 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

17
22015IS 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

7
32022IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL. (2022). Arfaoui, Nadia ; Yousaf, Imran. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s201049522250004x.

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7
42018HERDING 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

6
52019FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). McAleer, Michael ; Vo, Duc Hong ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088.

Full description at Econpapers || Download paper

6
620186
72022DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL. (2022). Zong, Muyu ; Chang, Bisharat Hussain ; Bagadeem, Salim ; Gohar, Raheel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500245.

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5
82015APPLICATION 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

5
92021THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM. (2021). Wong, Wing-Keung ; Tien, Ho Thuy ; Suu, Nguyen Duy. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s201049522150007x.

Full description at Econpapers || Download paper

5
102019VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVE’S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat Hussain ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155.

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5
112021MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA. (2021). Taktakishvili, Tengiz ; Dilanchiev, Azer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500202.

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5
122022ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS. (2022). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Rjoub, Husam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s2010495222500087.

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4
132019THE DETERMINANTS OF FINANCIAL INSTABILITY IN EMERGING COUNTRIES. (2019). Pham, Thach Ngoc ; Le, Phat Quang-Ton ; Nguyen, Vuong Minh ; Vo, Duc Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500106.

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4
1420193
1520193
162019DOES 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.

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3
172019FINANCIAL DEVELOPMENT, TECHNOLOGY AND ECONOMIC DEVELOPMENT: THE ROLE OF INSTITUTIONS IN DEVELOPING COUNTRIES. (2019). Abass, Kamran ; Qayyum, Unbreen ; Latif, Rashid ; Sabir, Samina. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s201049521950012x.

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2
182023Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry. (2023). Chang, Bisharat Hussain ; Derindag, Omer Faruk ; Uche, Emmanuel ; Salman, Asma ; Gohar, Raheel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222500282.

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192019FINANCIAL 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.

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202021PRICING OPTIONS UNDER STOCHASTIC INTEREST RATE AND THE FRASCA–FARINA PROCESS: A SIMPLE, EXPLICIT FORMULA. (2021). Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500032.

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212016PRICING COVARIANCE SWAPS FOR BARNDORFF–NIELSEN 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.

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222018EVALUATING THE ACCURACY OF TAIL RISK FORECASTS FOR SYSTEMIC RISK MEASUREMENT. (2018). Cavaliere, Giuseppe ; Brownlees, Christian ; Monti, Alice. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500094.

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232022DYNAMIC LINKAGES AND INTEGRATION AMONG FIVE EMERGING BRICS MARKETS: PRE- AND POST-BRICS PERIOD ANALYSIS. (2022). Singh, Amit Kumar ; Shrivastav, Rohit Kumar ; Mohapatra, Amiya Kumar. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:03:n:s201049522250018x.

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242019PASS-THROUGH RATE STUDY FOR HONG KONG BANKING INDUSTRY AND ITS APPLICATION TO NONMATURITY DEPOSITS INTEREST RATE RISK MANAGEMENT. (2019). Fang, Yuzhou ; Wei, Fangying ; Wang, Zhifeng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s201049521950009x.

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2
252021THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY AND CORPORATE TAX RATES. (2021). GUPTA, RANGAN ; Gözgör, Giray ; Clance, Matthew ; Marco, Chi Keung. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500020.

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262015FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK. (2015). Zagaglia, Paolo ; Liu, Zhuoshi ; Kirchner, Axel ; Gabrielsen, Alexandros . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500050.

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272016ESTIMATING PREFERENCE PARAMETERS FROM STOCK RETURNS USING SIMULATED METHOD OF MOMENTS. (2016). MANDAL, BISWAJIT ; Biswas, Anindya. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500056.

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282021INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500160.

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Citing documents used to compute impact factor: 28
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2023Uncertainty of uncertainty and corporate green innovation—Evidence from China. (2023). Ren, Xiaohang ; Taghizadeh-Hesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:634-647.

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2023New developments in econophysics: Option pricing formulas. (2023). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.11078.

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2023.

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2023National Culture as a Determinant of Corporate Capital Structure: Empirical Evidence from Three Emerging Economies. (2023). Farooq, Umar ; Sergeevna, Klunko Natalia ; Ahmed, Jaleel ; Dai, Jiapeng ; Zhou, YI. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:122-144.

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2023Impact of Financial Liberalization on Firm Risk. (2023). Lin, Oshamah Lin ; Chang, Chong-Chuo ; Hsu, Oshamah Kun-Zhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45.

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2023
2023COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective. (2023). Xiao, Kaitian ; Yu, Xiaoling. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000430.

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2023Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023Visualizing the sustainable development goals and natural resource utilization for green economic recovery after COVID-19 pandemic. (2023). Chen, Chunchun ; Peng, Michael Yao-Ping ; Anser, Muhammad Khalid ; Zhang, Shikun. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006250.

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2023Economic development, natural resource utilization, GHG emissions and sustainable development: A case study of China. (2023). Muda, Iskandar ; Ali, Anis ; al Shraah, Ata ; Alhasan, Tariq Kamal ; Wong, Wing-Keung ; Ze, FU. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003070.

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2023Nexus between green finance, renewable energy and carbon emission: Empirical evidence from selected Asian economies. (2023). Wu, Yang ; Xu, Lan. In: Renewable Energy. RePEc:eee:renene:v:215:y:2023:i:c:s0960148123008893.

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2023
2023Performance Analysis of Gold- and Fiat-Backed Cryptocurrencies: Risk-Based Choice for a Portfolio. (2023). Hao, YU ; Nawazish, Sarah ; Rehman, Mubeen Abdur ; Irfan, Muhammad. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:99-:d:1059656.

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2023Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

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2023Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006420.

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2023The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

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2023Risk spillover in China’s real estate industry chain: a DCC-EGARCH-?CoVaR model. (2023). Zheng, Yuelong ; Wang, Lin ; Zhou, Liguo ; Chen, Xiaoyang. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01934-1.

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2023Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty. (2023). Oliveira, Marcia ; Ali, Haider ; Ferreira, Paulo ; Aslam, Faheem. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:1:p:16-:d:1027087.

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2023The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159.

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2023Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-25.

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2023Does country risk impact the banking sectors’ non-performing loans? Evidence from BRICS emerging economies. (2023). Athari, Seyed Alireza ; Farmanesh, Panteha ; Saliba, Chafic. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00494-2.

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2023
2023A Decision Science Approach Using Hybrid EEG Feature Extraction and GAN-Based Emotion Classification. (2023). , Premkumar ; Abdulsahib, Ghaida Muttashar ; Dhanasekaran, S ; Khalaf, Oshamah Ibrahim. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:1:p:172-191.

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2023Investigating the Influence of Brand Communication and Brand Trust on Customer Commitment: An Examination from the Perspective of Customer Perception. (2023). Wang, Dan ; Sun, Xuemei ; Yu, Shun-Chi ; Chen, Xiuqun. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:166-195.

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2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

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2023Asymmetric Effects of Exchange Rates on Energy Demand in E7 Countries: New Evidence from Multiple Thresholds Nonlinear ARDL Model. (2023). Zhong, Kaiyang ; Chen, XI ; Chang, Bisharat Hussain ; Gong, Xiaohui. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:2:p:125-142.

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2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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Recent citations
Recent citations received in 2023
YearCiting document
2023The External Exchange Rate Volatility Influence on The Trade Flows: Evidence from Nonlinear ARDL Model. (2023). Uddin, Mohammed Ahmar ; Wong, Wing-Keung ; Elsherazy, Tarek Abbas ; Chang, Bisharat Hussain ; Imane, Ennadifi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:2:p:75-98.

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2023

Recent citations received in 2022
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2022Analyzing the impacts of terrorism on innovation activity: A cross country empirical study. (2022). Ali, Osamah Waheed ; Khalaf, Osamah Ibrahim ; Uche, Emmanuel ; Channa, Khalil Ahmed ; Chang, Bisharat Hussain. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:special:p:124-161.

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2022Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion. (2022). Wong, Wing-Keung ; Alghalith, Moawia. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:special:p:4-18.

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2022New insights into an old issue: modelling the U.S. food prices. (2022). Kirikkaleli, Dervis ; Darbaz, Ibrahim. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:15:y:2022:i:3:d:10.1007_s12076-022-00319-3.

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Recent citations received in 2021
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2021Editorial in Honour of Professor Michael McAleer. (2021). Wong, Wing-Keung ; Tiwari, Aviral ; Moslehpour, Massoud ; Pan, Shin Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:1-14.

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2021Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151.

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2021DOES BANK LIQUIDITY RISK LEAD TO BANKS OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM. (2021). Wong, Wing-Keung ; Thanh, Do Thi ; Thuy, Le Ngoc ; Nhu, Nguyen Thi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:46-88.

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Recent citations received in 2020
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2020A Keynesian analysis of Canadian government securities yields. (2020). Akram, Tanweer ; Das, Anupam. In: PSL Quarterly Review. RePEc:psl:pslqrr:2020:33.

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