Journal of International Money and Finance

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 0.23 0.17 50 350 88 20 0 2 0.04 0.08 1997 0.2 0.2 51 379 95 19 0 8 0.16 0.08 1998 0.37 0.23 49 392 101 37 0 6 0.12 0.1 1999 0.46 0.31 44 481 100 46 0 15 0.34 0.15 2000 0.83 0.43 45 341 93 77 0 4 0.09 0.19 2001 0.88 0.4 49 437 89 78 0 13 0.27 0.17 2002 0.85 0.43 46 343 94 80 0 18 0.39 0.2 2003 1.24 0.48 52 217 95 118 0 13 0.25 0.22 2004 0.99 0.52 52 279 98 97 0 37 0.71 0.23 2005 1.07 0.59 65 405 104 111 0 60 0.92 0.27 2006 1.43 0.63 66 172 117 167 0 35 0.53 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:jimfin:v:14:y:1995:i:4:p:467-492 Home bias and high turnover (1995).
Cited: 150 times.

(2) RePEc:eee:jimfin:v:11:y:1992:i:3:p:304-314 The use of technical analysis in the foreign exchange market (1992).
Cited: 131 times.

(3) RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 Contagion and trade: Why are currency crises regional? (1999).
Cited: 102 times.

(4) RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 Unit root tests for panel data (2001).
Cited: 86 times.

(5) RePEc:eee:jimfin:v:19:y:2000:i:1:p:33-53 Nonlinear adjustment, long-run equilibrium and exchange rate fundamentals (2000).
Cited: 78 times.

(6) RePEc:eee:jimfin:v:20:y:2001:i:3:p:379-399 Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era (2001).
Cited: 71 times.

(7) RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438 A geographical model for the daily and weekly seasonal volatility in the foreign exchange market (1993).
Cited: 70 times.

(8) RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 International financial integration and economic growth (2002).
Cited: 69 times.

(9) RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560 What triggers market jitters?: A chronicle of the Asian crisis (1999).
Cited: 69 times.

(10) RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418 Purchasing power parity and unit root tests using panel data (1996).
Cited: 67 times.

(11) RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 Central bank intervention and exchange rate volatility1 (1998).
Cited: 66 times.

(12) RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 Cointegration: how short is the long run? (1991).
Cited: 63 times.

(13) RePEc:eee:jimfin:v:20:y:2001:i:4:p:439-471 Currency traders and exchange rate dynamics: a survey of the US market (2001).
Cited: 60 times.

(14) RePEc:eee:jimfin:v:24:y:2005:i:8:p:1177-1199 Some contagion, some interdependence: More pitfalls in tests of financial contagion (2005).
Cited: 53 times.

(15) RePEc:eee:jimfin:v:24:y:2005:i:7:p:1150-1175 Empirical exchange rate models of the nineties: Are any fit to survive? (2005).
Cited: 52 times.

(16) RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 Real exchange rate behavior (1997).
Cited: 50 times.

(17) RePEc:eee:jimfin:v:15:y:1996:i:6:p:853-878 Central bank intervention and the volatility of foreign exchange rates: evidence from the options market (1996).
Cited: 48 times.

(18) RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 Why do central banks intervene? (1997).
Cited: 45 times.

(19) RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 Foreign currency option values (1983).
Cited: 45 times.

(20) RePEc:eee:jimfin:v:16:y:1997:i:1:p:19-35 Multi-country evidence on the behavior of purchasing power parity under the current float (1997).
Cited: 45 times.

(21) RePEc:eee:jimfin:v:19:y:2000:i:4:p:471-488 The forward premium anomaly is not as bad as you think (2000).
Cited: 45 times.

(22) RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 A century of current account dynamics (2002).
Cited: 44 times.

(23) RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 The microstructure of the euro money market (2001).
Cited: 43 times.

(24) RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793 Intervention strategies and exchange rate volatility: a noise trading perspective (1997).
Cited: 42 times.

(25) RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 Lessons from the Asian crisis (1999).
Cited: 41 times.

(26) RePEc:eee:jimfin:v:13:y:1994:i:3:p:276-290 The monetary model of the exchange rate: long-run relationships, short-run dynamics and how to beat a random walk (1994).
Cited: 41 times.

(27) RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 On inflation and inflation uncertainty in the G7 countries (1998).
Cited: 40 times.

(28) RePEc:eee:jimfin:v:12:y:1993:i:1:p:29-45 Exchange rate exposure and industry characteristics: evidence from Canada, Japan, and the USA (1993).
Cited: 39 times.

(29) RePEc:eee:jimfin:v:16:y:1997:i:2:p:305-321 The term structure of Euro-rates: some evidence in support of the expectations hypothesis (1997).
Cited: 37 times.

(30) RePEc:eee:jimfin:v:14:y:1995:i:2:p:289-310 Markup adjustment and exchange rate fluctuations: evidence from panel data on automobile exports (1995).
Cited: 35 times.

(31) RePEc:eee:jimfin:v:11:y:1992:i:1:p:3-16 Realistic cross-country consumption correlations in a two-country, equilibrium, business cycle model (1992).
Cited: 34 times.

(32) RePEc:eee:jimfin:v:3:y:1984:i:1:p:5-29 An investigation of risk and return in forward foreign exchange (1984).
Cited: 33 times.

(33) RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138 On biases in the measurement of foreign exchange risk premiums (1993).
Cited: 33 times.

(34) RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 Contagion:: macroeconomic models with multiple equilibria (1999).
Cited: 33 times.

(35) RePEc:eee:jimfin:v:17:y:1998:i:1:p:41-50 Increasing evidence of purchasing power parity over the current float (1998).
Cited: 32 times.

(36) RePEc:eee:jimfin:v:13:y:1994:i:5:p:565-571 The long memory of the forward premium (1994).
Cited: 31 times.

(37) RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 The dynamics of emerging market equity flows (2002).
Cited: 31 times.

(38) RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832 The determinants of bank interest rate margins: an international study (2000).
Cited: 31 times.

(39) RePEc:eee:jimfin:v:12:y:1993:i:5:p:451-474 The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (1993).
Cited: 31 times.

(40) RePEc:eee:jimfin:v:1:y:1982:i::p:39-56 Fluctuations in the dollar: A model of nominal and real exchange rate determination (1982).
Cited: 30 times.

(41) RePEc:eee:jimfin:v:15:y:1996:i:4:p:535-550 Mean reversion in real exchange rates: evidence and implications for forecasting (1996).
Cited: 30 times.

(42) RePEc:eee:jimfin:v:3:y:1984:i:3:p:327-342 Capital mobility and the relationship between saving and investment rates in OECD countries (1984).
Cited: 30 times.

(43) RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 Predicting currency crises:: The indicators approach and an alternative (1999).
Cited: 30 times.

(44) RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762 Asymmetric volatility transmission in international stock markets (1995).
Cited: 29 times.

(45) RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 Hourly volatility spillovers between international equity markets (1994).
Cited: 28 times.

(46) RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733 Global transmission of interest rates: monetary independence and currency regime (2004).
Cited: 28 times.

(47) RePEc:eee:jimfin:v:9:y:1990:i:3:p:309-324 A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets (1990).
Cited: 28 times.

(48) RePEc:eee:jimfin:v:17:y:1998:i:4:p:597-614 Parity reversion in real exchange rates during the post-Bretton Woods period (1998).
Cited: 28 times.

(49) RePEc:eee:jimfin:v:24:y:2005:i:3:p:481-507 Simple monetary policy rules and exchange rate uncertainty (2005).
Cited: 28 times.

(50) RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 Exchange rate volatility and international trading strategy (1991).
Cited: 27 times.

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

Recent citations received in: 2006

(1) RePEc:bos:wpaper:wp2006-042 Complementarities in information acquisition with short-term trades (2006). Department of Economics, Boston University / Boston University Working Papers Series

(2) RePEc:cir:cirwor:2006s-07 Exchange Rates and Order Flow in the Long Run (2006). CIRANO / CIRANO Working Papers

(3) RePEc:cpr:ceprdp:5629 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:dul:wpaper:06-03rs Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan (2006). Université libre de Bruxelles, Department of Applied Economics (DULBEA) / Working Papers DULBEA

(5) RePEc:ecb:ecbwps:20060650 A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility. (2006). European Central Bank / Working Paper Series

(6) RePEc:ecl:ohidic:2005-18 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts (2006). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(7) RePEc:fda:fdaddt:2006-19 Implicit Bands in the Yen/Dollar Exchange Rate (2006). FEDEA / Working Papers

(8) RePEc:fip:fedcwp:0618 Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide (2006). Federal Reserve Bank of Cleveland / Working Paper

(9) RePEc:fip:fedfwp:2006-35 Incomplete information processing: a solution to the forward discount puzzle (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(10) RePEc:han:dpaper:dp-331 Local Information in Foreign Exchange Markets (2006). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(11) RePEc:hhs:iuiwop:0677 Why Does Sovereign Risk Differ for Domestic and Foreign Investors? Evidence from Scandinavia, 1938­­–1948 (2006). The Research Institute of Industrial Economics / IUI Working Paper Series

(12) RePEc:hhs:lunewp:2006_005 Evaluating a nonlinear asset pricing model on international data (2006). Lund University, Department of Economics / Working Papers

(13) RePEc:iis:dispap:iiisdp162 The Performance of International Equity Portfolios (2006). IIIS / The Institute for International Integration Studies Discussion Paper Series

(14) RePEc:ijf:ijfiec:v:11:y:2006:i:1:p:55-80 Macro lessons from microstructure (2006). International Journal of Finance & Economics

(15) RePEc:imf:imfwpa:06/160 U.S. Dollar Risk Premiums and Capital Flows (2006). International Monetary Fund / IMF Working Papers

(16) RePEc:imf:imfwpa:06/245 A Small Foreign Exchange Market with a Long-Term Peg: Barbados (2006). International Monetary Fund / IMF Working Papers

(17) RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109 Multivariate GARCH models: a survey (2006). Journal of Applied Econometrics

(18) RePEc:kud:epruwp:06-04 Evaluating Foreign Exchange Market Intervention: Self-Selection, Counterfactuals and Average Treatment Effects (2006). Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (formerly Institute of Economics) / EPRU Working Paper Series

(19) RePEc:nbr:nberwo:12117 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(20) RePEc:nbr:nberwo:12346 The Performance of International Equity Portfolios (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(21) RePEc:nbr:nberwo:12587 Volatility in International Financial Market Issuance: The Role of the Financial Center (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(22) RePEc:nbr:nberwo:12620 External Imbalances in an Advanced, Commodity-Exporting Country: The Case of New Zealand (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(23) RePEc:nip:nipewp:7/2006 Foreign Direct Investment in Brazil and Home Country Risk (2006). NIPE - Universidade do Minho / NIPE Working Papers

(24) RePEc:nzb:nzbdps:2006/12 The Present Value Model and New Zealand’s Current Account (2006). Reserve Bank of New Zealand / Reserve Bank of New Zealand Discussion Paper Series

(25) RePEc:pal:imfstp:v:53:y:2006:i:1:p:3 Exchange Rate Regimes, Location, and Specialization (2006). IMF Staff Papers

(26) RePEc:qed:wpaper:1089 Market Power, Price Adjustment, and Inflation (2006). Queen's University, Department of Economics / Working Papers

(27) RePEc:san:cdmacp:0605 The Optimal Monetary Policy Response to Exchange Rate Misalignments (2006). Centre for Dynamic Macroeconomic Analysis / CDMA Conference Paper Series

(28) RePEc:szg:worpap:0602 Exchange Rate Volatility and Productivity Growth: The Role of Financial Development (2006). Swiss National Bank, Study Center Gerzensee / Working Papers

(29) RePEc:tcb:wpaper:0607 Corporate Sector Financial Structure in Turkey : A Descriptive Analysis (2006). Research and Monetary Policy Department, Central Bank of the Republic of Turkey / Working Papers

(30) RePEc:ukc:ukcedp:0605 Inflation Targeting, Exchange Rate Pass-Through and Fear of Floating (2006). Department of Economics, University of Kent / Studies in Economics

(31) RePEc:use:tkiwps:0616 The Importance of Interest Rate Volatility in Empirical Tests of Uncovered Interest Parity (2006). Utrecht School of Economics / Working Papers

(32) RePEc:wbk:wbrwps:3856 Creating an efficient financial system : challenges in a global economy (2006). The World Bank / Policy Research Working Paper Series

(33) RePEc:wbk:wbrwps:4026 The basic analytics of access to financial services (2006). The World Bank / Policy Research Working Paper Series

(34) RePEc:wdi:papers:2006-811 Foreign Exchange Risk Premium Determinants: Case of Armenia (2006). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(35) RePEc:wlu:wpaper:eg0050 Policy Words and Policy Deeds: The ECB and the Euro (2006). Wilfrid Laurier University, Department of Economics / Working Papers

Recent citations received in: 2005

(1) RePEc:acb:cbeeco:2005-451 Forecasting the Volatility of Australian Stock Returns: Do Common Factors Help? (2005). Australian National University, College of Business and Economics, School of Economics / ANUCBE School of Economics Working Papers

(2) RePEc:aea:aecrev:v:95:y:2005:i:2:p:405-414 Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting (2005). American Economic Review

(3) RePEc:bno:worpap:2005_12 Arbitrage in the foreign exchange market: Turning on the microscope (2005). Norges Bank / Working Paper

(4) RePEc:bno:worpap:2005_13 “Large” vs. “small” players: A closer look at the dynamics of speculative attacks (2005). Norges Bank / Working Paper

(5) RePEc:bog:wpaper:27 The Comparative Performance of Q-type and Dynamic Models of Firm Investment: Empirical Evidence from the UK (2005). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers

(6) RePEc:bog:wpaper:29 Real Exchange Rate Dynamics and Output Contraction under Transition (2005). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers

(7) RePEc:chb:bcchwp:352 Monetary Policy, Exchange Rate and Inflation Inertia in Chile: a Structural Approach (2005). Central Bank of Chile / Working Papers Central Bank of Chile

(8) RePEc:crt:wpaper:0521 Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets (2005). University of Crete, Department of Economics / Working Papers

(9) RePEc:cte:werepe:we051810 CONTAGION VERSUS FLIGHT TO QUALITY IN FINANCIAL MARKETS (2005). Universidad Carlos III, Departamento de Economía / Economics Working Papers

(10) RePEc:ctl:louvec:2005043 Exchange Rate Volatility and the Mixture of Distribution Hypothesis (2005). Université catholique de Louvain, Département des Sciences Economiques / Université catholique de Louvain, Département des Sciences Economiques Workin

(11) RePEc:dgr:umamet:2005024 Evidences of Interdependence and Contagion using a Frequency Domain Framework (2005). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(12) RePEc:dnb:dnbwpp:033 Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(13) RePEc:dnb:dnbwpp:060 Bond Market and Stock Market Integration in Europe (2005). Netherlands Central Bank, Research Department / DNB Working Papers

(14) RePEc:ewc:wpaper:wp76 FDI and Trade - Two Way Linkages? (2005). East-West Center, Economics Study Area / Economics Study Area Working Papers

(15) RePEc:ewc:wpaper:wp84 The IMF and the Liberalization of Capital Flows (2005). East-West Center, Economics Study Area / Economics Study Area Working Papers

(16) RePEc:fip:fedfpb:2004-15 Currency crises, capital account liberalization, and selection bias (2005). Federal Reserve Bank of San Francisco / Pacific Basin Working Paper Series

(17) RePEc:fip:fedgfe:2005-63 Explaining credit default swap spreads with the equity volatility and jump risks of individual firms (2005). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(18) RePEc:fip:fedgif:827 Financial market developments and economic activity during current account adjustments in industrial economies (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(19) RePEc:hai:wpaper:200505 FDI and Trade – Two Way Linkages? (2005). University of Hawaii at Manoa, Department of Economics / Working Papers

(20) RePEc:hal:journl:halshs-00008916_v1 Figures de coordination et logiques daction des différents intervenants dans lespace de professionnel du secteur de lartisanat à Marrakech (2005). HAL / Post-Print

(21) RePEc:hhs:bofrdp:2005_001 An intuitive guide to wavelets for economists (2005). Bank of Finland / Research Discussion Papers

(22) RePEc:hhs:bofrdp:2005_020 Robust monetary policy in a small open economy (2005). Bank of Finland / Research Discussion Papers

(23) RePEc:hkm:wpaper:052005 Exchange Rates and Markov Switching Dynamics (2005). Hong Kong Institute for Monetary Research / Working Papers

(24) RePEc:imf:imfwpa:05/217 How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa (2005). International Monetary Fund / IMF Working Papers

(25) RePEc:kof:wpskof:05-113 The Intriguing Nexus between Corruption and Capital Account Restrictions (2005). Swiss Institute for Business Cycle Research (KOF), Swiss Federal Institute of Technology Zurich (ETH), / Working papers

(26) RePEc:kud:epruwp:05-14 Monetary Policy News and Exchange Rate Responses: Do Only Surprises Matter? (2005). Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (formerly Institute of Economics) / EPRU Working Paper Series

(27) RePEc:man:cgbcrp:57 The Optimal Public Expenditure Financing Policy: Does the Level of Economic Development Matter? (2005). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series

(28) RePEc:man:cgbcrp:59 Fiscal Policy and Endogenous Growth with Public Infrastructure (2005). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series

(29) RePEc:mie:wpaper:547 What Defines News in Foreign Exchange Markets (2005). Research Seminar in International Economics, University of Michigan / Working Papers

(30) RePEc:mmf:mmfc05:13 Non-Linear Properties of Currency Crises in Emerging Markets (2005). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2005

(31) RePEc:mse:wpsorb:j05070 A new look at the Feldstein-Horioka puzzle : an European-Regional perspective. (2005). Université Panthéon-Sorbonne (Paris 1) / Cahiers de la Maison des Sciences Economiques

(32) RePEc:nbr:nberte:0305 Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference (2005). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(33) RePEc:nbr:nberwo:11077 Testing Uncovered Interest Parity at Short and Long Horizons during the Post-Bretton Woods Era (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(34) RePEc:nbr:nberwo:11166 Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(35) RePEc:nbr:nberwo:11403 FDI and Trade -- Two Way Linkages? (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(36) RePEc:nbr:nberwo:11697 Do Local Analysts Know More? A Cross-Country Study of the Performance of Local Analysts and Foreign Analysts (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(37) RePEc:nbr:nberwo:11701 International Capital Flows, Returns and World Financial Integration (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(38) RePEc:nbr:nberwo:11769 What Defines News in Foreign Exchange Markets? (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(39) RePEc:nbr:nberwo:11823 Current Account Deficits in Industrial Countries: The Bigger They are, the Harder They Fall? (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(40) RePEc:nbr:nberwo:11840 The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(41) RePEc:onb:oenbmp:y:2005:i:1:b:4 Fundamental and Nonfundamental Factors in the Euro/U.S. Dollar Market in 2002 and 2003 (2005). Monetary Policy & the Economy

(42) RePEc:pal:imfstp:v:52:y:2005:i:si:p:4 Growth and Volatility in an Era of Globalization (2005). IMF Staff Papers

(43) RePEc:rba:rbardp:rdp2005-08 Declining Output Volatility: What Role for Structural Change? (2005). Reserve Bank of Australia / RBA Research Discussion Papers

(44) RePEc:sce:scecf5:419 International Capital Flows in a World of Greater Financial Integration (2005). Society for Computational Economics / Computing in Economics and Finance 2005

(45) RePEc:taf:apfiec:v:15:y:2005:i:11:p:745-752 Testing for symmetry and proportionality in a European panel (2005). Applied Financial Economics

(46) RePEc:taf:applec:v:37:y:2005:i:9:p:1063-1071 New evidence on purchasing power parity from 17 OECD countries (2005). Applied Economics

(47) RePEc:tuf:tuftec:0506 International Capital Flows and Boom-Bust Cycles in the Asia Pacific Region (2005). Department of Economics, Tufts University / Discussion Papers Series, Department of Economics, Tufts University

(48) RePEc:uts:rpaper:168 Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations (2005). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

(49) RePEc:wbk:wbrwps:3555 How does the composition of public spending matter? (2005). The World Bank / Policy Research Working Paper Series

(50) RePEc:wbk:wbrwps:3556 Credit risk measurement under Basel II : an overview and implementation issues for developing countries (2005). The World Bank / Policy Research Working Paper Series

(51) RePEc:wpa:wuwpem:0503017 An intuitive guide to wavelets for economists (2005). EconWPA / Econometrics

(52) RePEc:wpa:wuwpge:0508009 An intuitive guide to wavelets for economists (2005). EconWPA / GE, Growth, Math methods

(53) RePEc:wpa:wuwpif:0501002 CAN LONG HORIZON DATA BEAT RANDOM WALK UNDER ENGEL-WEST EXPLANATION? (2005). EconWPA / International Finance

(54) RePEc:wpa:wuwpif:0510005 Health Expenditures Under the HIPC Debt Initiative (2005). EconWPA / International Finance

(55) RePEc:wpa:wuwpma:0504002 ASSESSING THE MEAN REVERSION BEHAVIOR OF FISCAL POLICY: THE CASE OF ASIAN COUNTRIES (2005). EconWPA / Macroeconomics

(56) RePEc:wpa:wuwpma:0506017 Regime Shifts and the Stability of Backward Looking Phillips Curves in Open Economies (2005). EconWPA / Macroeconomics

(57) RePEc:zbw:cauewp:2880 Dynamic Effects of Raw Materials Price Shocks for Large Oil-Dependent Economies (2005). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers

(58) RePEc:zbw:cauewp:3196 Oil Price Shocks and Currency Denomination (A revised version of EWP 2005-01) (2005). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers

(59) RePEc:zbw:cauewp:3834 Monetary Policy Dynamics in Large Oil-Dependent Economies (2005). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers

(60) RePEc:zbw:cauewp:3836 Dynamische Effekte der Geld-und Fiskalpolitik in einem asymmetrischen Drei-Länder-Modell mit einer Währungsunion (2005). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers

Recent citations received in: 2004

(1) RePEc:cdl:ucsbec:03-04 The Modern Theory of the LOP and PPP: Some Implications (2004). Department of Economics, UC Santa Barbara / University of California at Santa Barbara, Economics Working Paper Series

(2) RePEc:cin:ucecwp:2004-02 The Political Economy of Unconditional and Conditional Foreign Assistance: Grants vs. Loan Rollovers (2004). University of Cincinnati, Department of Economics / University of Cincinnati, Economics Working Papers Series

(3) RePEc:ecl:ohidic:2005-3 The Impact of the Introduction of the Euro on Foreign Exchange Rate Risk Exposures (2004). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(4) RePEc:ecm:latm04:263 Currency Substitution, Portfolio Diversification and Money Demand (2004). Econometric Society / Econometric Society 2004 Latin American Meetings

(5) RePEc:eui:euiwps:eco2004/35 Potential Welfare Losses from Financial Autarky and Trade Sanctions (2004). European University Institute / Economics Working Papers

(6) RePEc:fip:fedkrw:rwp04-02 Financial intermediaries, markets, and growth (2004). Federal Reserve Bank of Kansas City / Research Working Paper

(7) RePEc:fip:fedpwp:04-24 Financial intermediaries, markets, and growth. (2004). Federal Reserve Bank of Philadelphia / Working Papers

(8) RePEc:han:dpaper:dp-292 The Impact of Experience on Risk Taking, Overconfidence, and Herding of Fund Managers: Complementary Survey Evidence (2004). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(9) RePEc:han:dpaper:dp-296 What Drives Home Bias? Evidence from Fund Managers Views (2004). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(10) RePEc:hhs:bofrdp:2004_004 An approach to bank insolvency in transition and emerging economies (2004). Bank of Finland / Research Discussion Papers

(11) RePEc:hhs:bofrdp:2004_010 Capital adequacy regulation and financial conglomerates (2004). Bank of Finland / Research Discussion Papers

(12) RePEc:hhs:bofrdp:2004_017 The efficiency implications of financial conglomeration (2004). Bank of Finland / Research Discussion Papers

(13) RePEc:hhs:bofrdp:2004_025 Multihoming in the market for payment media: evidence from young Finnish consumers (2004). Bank of Finland / Research Discussion Papers

(14) RePEc:hhs:bofrdp:2004_026 Trading Nokia: The roles of the Helsinki vs the New York stock exchanges (2004). Bank of Finland / Research Discussion Papers

(15) RePEc:hhs:bofrdp:2004_028 Stable price level and changing prices (2004). Bank of Finland / Research Discussion Papers

(16) RePEc:hhs:bofrdp:2004_029 Equilibrium dynamics under lump-sum taxation in an exchange economy with skewed endowments (2004). Bank of Finland / Research Discussion Papers

(17) RePEc:hhs:bofrdp:2004_031 Robust monetary policy in the New-Keynesian framework (2004). Bank of Finland / Research Discussion Papers

(18) RePEc:imf:imfwpa:04/189 Can Higher Reserves Help Reduce Exchange Rate Volatility? (2004). International Monetary Fund / IMF Working Papers

(19) RePEc:imf:imfwpa:04/38 The Political Economy of Conditional and Unconditional Foreign Assistance: Grants vs. Loan Rollovers (2004). International Monetary Fund / IMF Working Papers

(20) RePEc:imf:imfwpa:04/70 Credit Rationing in Emerging Economies Access to Global Capital Markets (2004). International Monetary Fund / IMF Working Papers

(21) RePEc:kap:openec:v:15:y:2004:i:1:p:5-22 Do IMF and IBRD Cause Moral Hazard and Political Business Cycles? Evidence from Panel Data (2004). Open Economies Review

(22) RePEc:kls:series:0014 Purchasing Power Parity and the Real Exchange Rate in Bangladesh: A Nonlinear Analysis (2004). University of Cologne, Seminar of Economics / Working Paper Series in Economics

(23) RePEc:kud:epruwp:04-15 Capital Utilization and the Foundations of Club Convergence (2004). Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (formerly Institute of Economics) / EPRU Working Paper Series

(24) RePEc:lsu:lsuwpp:2004-06 Productivity and Prices in Europe: Micro-Evidence for the Period 1975 to 1990 (2004). Department of Economics, Louisiana State University / Departmental Working Papers

(25) RePEc:nbr:nberwo:10396 The Trilemma in History: Tradeoffs among Exchange Rates, Monetary Policies, and Capital Mobility (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(26) RePEc:nbr:nberwo:10614 Unbiased Estimation of the Half-Life to PPP Convergence in Panel Data (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(27) RePEc:nip:nipewp:9/2004 Currency Substitution, portfolio Diversification and Money Demand (2004). NIPE - Universidade do Minho / NIPE Working Papers

(28) RePEc:nzb:nzbbul:june2004:7 Bank regulation and foreign-owned banks (2004). Reserve Bank of New Zealand Bulletin

(29) RePEc:ore:uoecwp:2005-4 Learning, the Forward Premium Puzzle and Market Efficiency (2004). University of Oregon Economics Department / University of Oregon Economics Department Working Papers

(30) RePEc:pra:mprapa:6663 The Use of Options in Corporate Risk Management (2004). University Library of Munich, Germany / MPRA Paper

(31) RePEc:uct:uconnp:2004-45 Exchange rate depreciation and exports: The case of Singapore revisited (2004). University of Connecticut, Department of Economics / Working papers

(32) RePEc:wdi:papers:2004-687 Financial Sector Returns and Creditor Moral Hazard: Evidence from Indonesia, Korea, and Thailand (2004). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(33) RePEc:wpa:wuwpfi:0404015 An approach to bank insolvency in transition and emerging economies (2004). EconWPA / Finance

(34) RePEc:zbw:bubdp1:1818 FDI versus cross-border financial services : The globalisation of German banks (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(35) RePEc:zbw:bubdp1:1819 Clustering or competition? : The foreign investment behaviour of German banks (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(36) RePEc:zbw:bubdp1:1820 PPP : a Disaggregated View (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(37) RePEc:zbw:zewdip:1604 German Exchange Rate Exposure at DAX and Aggregate Level, International Trade, and the Role of Exchange Rate Adjustment Costs (2004). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers

Recent citations received in: 2003

(1) RePEc:bca:bocawp:03-35 Real Exchange Rate Persistence in Dynamic General-Equilibrium Sticky-Price Models: An Analytical Characterization (2003). Bank of Canada / Working Papers

(2) RePEc:chb:bcchwp:237 The Role of Credibility in the Cyclical Properties of Macroeconomic Policies in Emerging Economies (2003). Central Bank of Chile / Working Papers Central Bank of Chile

(3) RePEc:dnb:wormem:741 Shortfall allowed: loss aversion and habit formation (2003). Netherlands Central Bank, Research Department / WO Research Memoranda (discontinued)

(4) RePEc:epr:enepwp:wp021 Fiscal Policy in the New Open Economy. Macroeconomics and Prospects for Fiscal Policy Coordination. (2003). European Network of Economic Policy Research Institutes / Economics Working Papers

(5) RePEc:fip:fedcwp:0315 Government intervention in the foreign exchange market (2003). Federal Reserve Bank of Cleveland / Working Paper

(6) RePEc:hhb:aarfin:2003_008 Volatility-Spillover E ffects in European Bond Markets (2003). Aarhus School of Business, Department of Finance / Working Papers

(7) RePEc:nbr:nberwo:10036 Currency Mismatches, Debt Intolerance and Original Sin: Why They Are Not the Same and Why it Matters (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(8) RePEc:ssa:lemwps:2003/07 Graphical Models for Structural Vector Autoregressions (2003). Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy / LEM Papers Series

(9) RePEc:taf:apeclt:v:10:y:2003:i:9:p:527-533 Financial crisis and African stock market integration (2003). Applied Economics Letters

(10) RePEc:tcd:tcduee:20039 Public Spending Management and Macroeconomic Interdependence (2003). Trinity College Dublin, Department of Economics / Trinity Economics Papers

(11) RePEc:wiw:wiwrsa:ersa03p273 Evidence on the Purchasing Power Parity in Panel of Cities (2003). European Regional Science Association / ERSA conference papers

(12) RePEc:wpa:wuwpif:0311014 Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance

(13) RePEc:wpa:wuwpif:0312001 Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia (2003). EconWPA / International Finance

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.