Global Finance Journal

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 16 2 27 0 0.08 1997 0.2 21 12 28 0 1 0.05 0.08 1998 0.23 17 6 37 0 0.1 1999 0.03 0.31 17 14 38 1 0 0.15 2000 0.43 8 9 34 0 0.19 2001 0.04 0.4 8 12 25 1 0 0.17 2002 0.43 14 7 16 0 0.2 2003 0.09 0.48 15 8 22 2 0 0.22 2004 0.03 0.52 12 6 29 1 0 1 0.08 0.23 2005 0.19 0.59 23 18 27 5 0 2 0.09 0.27 2006 0.2 0.63 27 1 35 7 0 0.27
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:eee:glofin:v:16:y:2005:i:1:p:69-85 A panel study on real interest rate parity in East Asian countries: Pre- and post-liberalization era (2005).
Cited: 6 times.

(2) RePEc:eee:glofin:v:8:y:1997:i:2:p:257-277 Co-movements of major European community stock markets: A vector autoregression analysis (1997).
Cited: 6 times.

(3) RePEc:eee:glofin:v:12:y:2001:i:1:p:1-33 Equity market linkages in the Asia Pacific region: A comparison of the orthogonalised and generalised VAR approaches (2001).
Cited: 5 times.

(4) RePEc:eee:glofin:v:10:y:1999:i:2:p:161-172 Common stochastic trends and volatility in Asian-Pacific equity markets (1999).
Cited: 5 times.

(5) RePEc:eee:glofin:v:11:y:2000:i:1-2:p:87-108 Long-run purchasing power parity, prices and exchange rates in transition: The case of six Central and East European countries (2000).
Cited: 5 times.

(6) RePEc:eee:glofin:v:8:y:1997:i:2:p:309-321 Political instability and country risk (1997).
Cited: 4 times.

(7) RePEc:eee:glofin:v:13:y:2002:i:2:p:217-235 International linkage of interest rates: Evidence from the emerging economies of Asia (2002).
Cited: 4 times.

(8) RePEc:eee:glofin:v:11:y:2000:i:1-2:p:31-52 The determination and international transmission of stock market volatility (2000).
Cited: 4 times.

(9) RePEc:eee:glofin:v:3:y:1992:i:1:p:23-50 Intervention and the foreign exchange risk premium: An empirical investigation of daily effects (1992).
Cited: 4 times.

(10) RePEc:eee:glofin:v:14:y:2003:i:3:p:271-286 Determinants of emerging-market bond spreads: Cross-country evidence (2003).
Cited: 3 times.

(11) RePEc:eee:glofin:v:15:y:2005:i:3:p:251-280 An analysis of the determinants of sovereign ratings (2005).
Cited: 3 times.

(12) RePEc:eee:glofin:v:10:y:1999:i:1:p:71-81 Cointegration and causality between macroeconomic variables and stock market returns (1999).
Cited: 3 times.

(13) RePEc:eee:glofin:v:9:y:1998:i:2:p:241-251 On the relationship between stock returns and exchange rates: Tests of granger causality (1998).
Cited: 3 times.

(14) RePEc:eee:glofin:v:12:y:2001:i:1:p:109-119 US exports and time-varying volatility of real exchange rate (2001).
Cited: 3 times.

(15) RePEc:eee:glofin:v:15:y:2004:i:1:p:57-70 Financial markets and the financing choice of firms: Evidence from developing countries (2004).
Cited: 2 times.

(16) RePEc:eee:glofin:v:12:y:2001:i:1:p:95-107 Price and volatility spillovers between interest rate and exchange value of the US dollar (2001).
Cited: 2 times.

(17) RePEc:eee:glofin:v:10:y:1999:i:1:p:1-23 Nonlinear dynamics in foreign exchange rates (1999).
Cited: 2 times.

(18) RePEc:eee:glofin:v:8:y:1997:i:1:p:113-128 Growth effects of integration among unequal countries (1997).
Cited: 2 times.

(19) RePEc:eee:glofin:v:13:y:2002:i:1:p:29-38 Corporate risk management: Costs and benefits (2002).
Cited: 2 times.

(20) RePEc:eee:glofin:v:14:y:2003:i:3:p:319-332 Asymmetric information transmission between a transition economy and the U.S. market: evidence from the Warsaw Stock Exchange (2003).
Cited: 2 times.

(21) RePEc:eee:glofin:v:9:y:1998:i:2:p:173-180 The Latin American foreign debt revisited (1998).
Cited: 2 times.

(22) RePEc:eee:glofin:v:15:y:2004:i:2:p:125-137 International transmission of stock exchange volatility: Empirical evidence from the Asian crisis (2004).
Cited: 2 times.

(23) RePEc:eee:glofin:v:10:y:1999:i:2:p:231-245 Mean reversion and the forecasting of country betas: a note (1999).
Cited: 1 times.

(24) RePEc:eee:glofin:v:17:y:2007:i:3:p:350-378 How important is participation of different venture capitalists in German IPOs? (2007).
Cited: 1 times.

(25) RePEc:eee:glofin:v:15:y:2005:i:3:p:303-320 New European Union members on their way to adopting the Euro: An analysis of macroeconomic disturbances (2005).
Cited: 1 times.

(26) RePEc:eee:glofin:v:6:y:1995:i:2:p:121-134 Testing for the relationship between nominal exchange rates and economic fundamentals (1995).
Cited: 1 times.

(27) RePEc:eee:glofin:v:10:y:1999:i:2:p:147-160 The impact of listing Latin American ADRs on the risks and returns of the underlying shares (1999).
Cited: 1 times.

(28) RePEc:eee:glofin:v:16:y:2005:i:2:p:221-232 Corporate governance: Toward converging models? (2005).
Cited: 1 times.

(29) RePEc:eee:glofin:v:9:y:1998:i:2:p:181-204 Cointegration, forecasting and international stock prices (1998).
Cited: 1 times.

(30) RePEc:eee:glofin:v:12:y:2001:i:1:p:139-151 An examination of nonlinear dependence in exchange rates, using recent methods from chaos theory (2001).
Cited: 1 times.

(31) RePEc:eee:glofin:v:4:y:1993:i:1:p:65-76 The official and black (parallel) foreign exchange markets: Causal relationships: Empirical evidence (1993).
Cited: 1 times.

(32) RePEc:eee:glofin:v:14:y:2003:i:1:p:83-93 The forward rate unbiasedness hypothesis reexamined: evidence from a new test (2003).
Cited: 1 times.

(33) RePEc:eee:glofin:v:16:y:2005:i:1:p:86-98 Covered arbitrage with currency options: A theoretical analysis (2005).
Cited: 1 times.

(34) RePEc:eee:glofin:v:15:y:2004:i:2:p:197-217 Increasing input information and realistically measuring potential diversification gains from international portfolio investments (2004).
Cited: 1 times.

(35) RePEc:eee:glofin:v:3:y:1992:i:1:p:67-77 Portfolio diversification and the inter-temporal stability of international stock indices (1992).
Cited: 1 times.

(36) RePEc:eee:glofin:v:16:y:2005:i:1:p:48-68 Contagion and impulse response of international stock markets around the 9-11 terrorist attacks (2005).
Cited: 1 times.

(37) RePEc:eee:glofin:v:15:y:2004:i:1:p:81-102 Identification of common and idiosyncratic shocks in real equity prices: Australia, 1982-2002 (2004).
Cited: 1 times.

(38) RePEc:eee:glofin:v:17:y:2007:i:3:p:419-438 A modified finite-lived American exchange option methodology applied to real options valuation (2007).
Cited: 1 times.

(39) RePEc:eee:glofin:v:16:y:2005:i:1:p:1-15 Explaining volatility and serial correlation in opening and closing returns: A study of the FT-30 components (2005).
Cited: 1 times.

(40) RePEc:eee:glofin:v:7:y:1996:i:2:p:129-151 International real interest rate parity with error correction models (1996).
Cited: 1 times.

(41) RePEc:eee:glofin:v:16:y:2006:i:3:p:245-263 Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? (2006).
Cited: 1 times.

(42) RePEc:eee:glofin:v:12:y:2001:i:1:p:55-77 An empirical investigation of trading volume and return volatility of the Taiwan Stock Market (2001).
Cited: 1 times.

(43) RePEc:eee:glofin:v:15:y:2005:i:3:p:281-302 Technical trading, monetary policy, and exchange rate regimes (2005).
Cited: 1 times.

(44) RePEc:eee:glofin:v:5:y:1994:i:1:p:121-140 Global market place and causality (1994).
Cited: 1 times.

(45) RePEc:eee:glofin:v:10:y:1999:i:1:p:93-105 Seasonality in returns on the Chinese stock markets: the case of Shanghai and Shenzhen (1999).
Cited: 1 times.

(46) RePEc:eee:glofin:v:14:y:2003:i:2:p:159-179 Wealth creation and managerial pay: MVA and EVA as determinants of executive compensation (2003).
Cited: 1 times.

(47) RePEc:eee:glofin:v:16:y:2005:i:1:p:99-111 Biases in FX-forecasts: Evidence from panel data (2005).
Cited: 1 times.

(48) RePEc:eee:glofin:v:15:y:2005:i:3:p:219-237 Long-run dynamics of official and black-market exchange rates in Latin America (2005).
Cited: 1 times.

(49) RePEc:eee:glofin:v:3:y:1992:i:1:p:79-95 Evaluating country risk: A decision support approach (1992).
Cited: 1 times.

(50) RePEc:eee:glofin:v:10:y:1999:i:1:p:53-70 Cross-border transmission of stock price volatility: evidence from the overlapping trading hours (1999).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:apl:wpaper:04-04 Trend Breaks and Seasonality in the Yugoslav Black Market for Dollars, 1974-1987 (2005). Department of Economics, Appalachian State University / Working Papers

(2) RePEc:han:dpaper:dp-321 Do Dollar Forecasters Believe too Much in PPP? (2005). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

Recent citations received in: 2004

(1) RePEc:imf:imfwpa:03/251 Characterizing Global Investors Risk Appetite for Emerging Market Debt During Financial Crises (2004). International Monetary Fund / IMF Working Papers

Recent citations received in: 2003

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.