Journal of International Financial Markets, Institutions and Money

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 0.18 0 0 0 0.09 1997 0.21 21 20 0 0 0.08 1998 0.25 21 111 21 0 2 0.1 0.1 1999 0.12 0.32 19 83 42 5 0 2 0.11 0.15 2000 0.18 0.43 25 103 40 7 0 3 0.12 0.19 2001 0.14 0.41 14 23 44 6 0 2 0.14 0.17 2002 0.21 0.44 24 63 39 8 0 2 0.08 0.2 2003 0.29 0.47 27 46 38 11 0 1 0.04 0.22 2004 0.22 0.52 30 40 51 11 0 7 0.23 0.23 2005 0.35 0.56 28 37 57 20 0 7 0.25 0.25 2006 0.29 0.57 29 18 58 17 0 2 0.07 0.24 2007 0.21 0.48 28 20 57 12 0 4 0.14 0.22
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:intfin:v:12:y:2002:i:1:p:33-58 Cost and profit efficiency in European banks (2002).
Cited: 23 times.

(2) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412 Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings (1998).
Cited: 23 times.

(3) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421 Intervention from an information perspective (2000).
Cited: 18 times.

(4) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322 Central bank intervention and exchange rates: the case of Sweden (2000).
Cited: 15 times.

(5) RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153 What determines real exchange rates?: The long and the short of it (1998).
Cited: 15 times.

(6) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302 The United States as an informed foreign-exchange speculator (2000).
Cited: 15 times.

(7) RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130 Intraday and interday volatility in the Japanese stock market (2000).
Cited: 14 times.

(8) RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391 Assessing competitive conditions in the Greek banking system (1999).
Cited: 14 times.

(9) RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200 On measuring volatility and the GARCH forecasting performance (2002).
Cited: 14 times.

(10) RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376 Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? (1999).
Cited: 13 times.

(11) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405 Central bank intervention and exchange rate volatility -- Australian evidence (2000).
Cited: 12 times.

(12) RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173 An empirical examination of linkages between Pacific-Basin stock markets (1998).
Cited: 11 times.

(13) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:229-247 Foreign reserve and money dynamics with asset portfolio adjustment: international evidence (2000).
Cited: 10 times.

(14) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356 Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (1998).
Cited: 10 times.

(15) RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38 The impact of exchange rate volatility on Australian trade flows (1998).
Cited: 10 times.

(16) RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193 A test of purchasing power parity for emerging economies (1999).
Cited: 9 times.

(17) RePEc:eee:intfin:v:17:y:2007:i:3:p:261-276 Fiscal policy events and interest rate swap spreads: Evidence from the EU (2007).
Cited: 9 times.

(18) RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147 Local and global price memory of international stock markets (1999).
Cited: 8 times.

(19) RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82 Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM (2000).
Cited: 8 times.

(20) RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136 Models of exchange rate expectations: how much heterogeneity? (2003).
Cited: 8 times.

(21) RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106 Stock market linkages in emerging markets: implications for international portfolio diversification (2005).
Cited: 8 times.

(22) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:225-241 The liquidity of automated exchanges: new evidence from German Bund futures (1998).
Cited: 8 times.

(23) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298 Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong (1998).
Cited: 8 times.

(24) RePEc:eee:intfin:v:9:y:1999:i:2:p:163-182 Factor price misspecification in bank cost function estimation (1999).
Cited: 8 times.

(25) RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399 Spillovers of stock return volatility to Asian equity markets from Japan and the US (2003).
Cited: 7 times.

(26) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:299-324 Two months in the life of several gilt-edged market makers on the London Stock Exchange (1998).
Cited: 7 times.

(27) RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74 Causal relations among stock returns and macroeconomic variables in a small, open economy (1999).
Cited: 7 times.

(28) RePEc:eee:intfin:v:8:y:1998:i:1:p:1-19 Monetary-based models of the exchange rate: a panel perspective (1998).
Cited: 7 times.

(29) RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2008).
Cited: 7 times.

(30) RePEc:eee:intfin:v:13:y:2003:i:2:p:85-112 Information arrivals and intraday exchange rate volatility (2003).
Cited: 7 times.

(31) RePEc:eee:intfin:v:11:y:2001:i:1:p:75-96 Inflation and rates of return on stocks: evidence from high inflation countries (2001).
Cited: 6 times.

(32) RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219 Banking competition and macroeconomic conditions: a disaggregate analysis (2004).
Cited: 6 times.

(33) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:363-379 Deviations from daily uncovered interest rate parity and the role of intervention (2000).
Cited: 6 times.

(34) RePEc:eee:intfin:v:11:y:2001:i:2:p:199-214 On market efficiency of Asian foreign exchange rates: evidence from a joint variance ratio test and technical trading rules (2001).
Cited: 5 times.

(35) RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36 The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan (2004).
Cited: 5 times.

(36) RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320 Malmquist indices of productivity change in Australian financial services (1999).
Cited: 5 times.

(37) RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87 The impact of exchange rate volatility on German-US trade flows (1997).
Cited: 5 times.

(38) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260 Price discovery in high and low volatility periods: open outcry versus electronic trading (1998).
Cited: 5 times.

(39) RePEc:eee:intfin:v:10:y:2000:i:2:p:199-212 Further evidence on alternative continuous time models of the short-term interest rate (2000).
Cited: 5 times.

(40) RePEc:eee:intfin:v:13:y:2003:i:5:p:429-449 Bank deregulation is better than mergers (2003).
Cited: 5 times.

(41) RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72 Cost efficiency in the Latin American and Caribbean banking systems (2005).
Cited: 5 times.

(42) RePEc:eee:intfin:v:14:y:2004:i:4:p:367-383 Return and risk interactions in Chinese stock markets (2004).
Cited: 4 times.

(43) RePEc:eee:intfin:v:14:y:2004:i:2:p:165-183 Growth, financial development, societal norms and legal institutions* (2004).
Cited: 4 times.

(44) RePEc:eee:intfin:v:13:y:2003:i:3:p:271-289 Gold factor exposures in international asset pricing (2003).
Cited: 4 times.

(45) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:349-362 Central bank interventions and exchange rates: an analysis with high frequency data (2000).
Cited: 4 times.

(46) RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157 Bank provisioning behaviour and procyclicality (2005).
Cited: 4 times.

(47) RePEc:eee:intfin:v:8:y:1998:i:3-4:p:261-276 A change in market microstructure: the switch to electronic screen trading on the New Zealand stock exchange (1998).
Cited: 4 times.

(48) RePEc:eee:intfin:v:16:y:2006:i:2:p:180-197 Empirical analysis of GARCH models in value at risk estimation (2006).
Cited: 4 times.

(49) RePEc:eee:intfin:v:10:y:2000:i:2:p:131-150 Cross-sectional variations in the degree of global integration: the case of Russian equities (2000).
Cited: 4 times.

(50) RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327 International portfolio diversification: a synthesis and an update (1997).
Cited: 4 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:bdi:wptemi:td_629_07 Monetary Policy Shocks in the Euro Area and Global Liquidity Spillovers (2007). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(2) RePEc:bpj:bejmac:v:7:y:2007:i:1:n:28 Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2007). The B.E. Journal of Macroeconomics

(3) RePEc:mie:wpaper:561 The Influence of Actual and Unrequited Interventions (2007). Research Seminar in International Economics, University of Michigan / Working Papers

(4) RePEc:nbr:nberwo:12953 The Influence of Actual and Unrequited Interventions (2007). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2006

(1) RePEc:kap:atlecj:v:34:y:2006:i:4:p:367-384 The Euro and Other Major Currencies Floating Against the U.S. Dollar (2006). Atlantic Economic Journal

(2) RePEc:rbp:esteco:ree-13-01 El efecto traspaso de la tasa de interés y la política monetaria en el Perú: 1995-2004 (2006). Revista Estudios Económicos

Recent citations received in: 2005

(1) RePEc:chb:bcchwp:333 Sovereign Spread in Emerging Markets: A Principal Component Analysis (2005). Central Bank of Chile / Working Papers Central Bank of Chile

(2) 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

(3) RePEc:hal:journl:halshs-00201309_v1 Detection of the Industrial Business Cycle using SETAR models (2005). HAL / Post-Print

(4) RePEc:kap:iaecre:v:11:y:2005:i:4:p:347-357 Determining a Modified Currency Boards Two-Period Exchange Rate Strategy (2005). International Advances in Economic Research

(5) RePEc:pid:journl:v:44:y:2005:i:4:p:1021-1047 Regulatory Changes and Productivity of the Banking Sector in the Indian Sub-Continent (2005). The Pakistan Development Review

(6) RePEc:pra:mprapa:4389 Detection of the industrial business cycle using SETAR models (2005). University Library of Munich, Germany / MPRA Paper

(7) RePEc:wpa:wuwpfi:0512017 Do European Stock Markets Affect Latin American Stock Markets? (2005). EconWPA / Finance

Recent citations received in: 2004

(1) RePEc:hhs:bofrdp:2004_027 Less cash on the counter: Forecasting Finnish payment preferences (2004). Bank of Finland / Research Discussion Papers

(2) RePEc:mmf:mmfc04:26 Competition and Concentration (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(3) RePEc:mmf:mmfc04:7 The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(4) RePEc:mmf:mmfc04:90 Do Domestic Macroeconomic Factors Play a Role in Determining Long-Term Nominal Interest Rates? Application in the Case of a Small Open-Economy (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(5) RePEc:wpa:wuwpfi:0411010 Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls (2004). EconWPA / Finance

(6) RePEc:wpa:wuwpif:0405016 Financial Crises and the Presence of Foreign Banks (2004). EconWPA / International Finance

(7) RePEc:wpa:wuwpif:0410008 The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection (2004). EconWPA / International Finance

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