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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.25 0.18 50 395 88 22 0 2 0.04 0.09 1997 0.22 0.21 51 404 95 21 0 7 0.14 0.08 1998 0.38 0.25 49 458 101 38 0 7 0.14 0.1 1999 0.49 0.32 44 561 100 49 0 15 0.34 0.15 2000 0.86 0.43 45 394 93 80 0 5 0.11 0.19 2001 0.97 0.41 49 544 89 86 0 14 0.29 0.17 2002 0.86 0.44 46 406 94 81 0 18 0.39 0.2 2003 1.31 0.47 52 260 95 124 0 13 0.25 0.22 2004 1.06 0.52 52 338 98 104 0 38 0.73 0.23 2005 1.08 0.56 65 511 104 112 0 63 0.97 0.25 2006 1.51 0.57 66 246 117 177 0 34 0.52 0.24 2007 1.23 0.48 68 256 131 161 0 46 0.68 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:jimfin:v:14:y:1995:i:4:p:467-492 Home bias and high turnover (1995).
Cited: 158 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: 146 times.

(3) RePEc:eee:jimfin:v:20:y:2001:i:2:p:249-272 Unit root tests for panel data (2001).
Cited: 120 times.

(4) RePEc:eee:jimfin:v:18:y:1999:i:4:p:603-617 Contagion and trade: Why are currency crises regional? (1999).
Cited: 116 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: 89 times.

(6) RePEc:eee:jimfin:v:18:y:1999:i:4:p:537-560 What triggers market jitters?: A chronicle of the Asian crisis (1999).
Cited: 85 times.

(7) RePEc:eee:jimfin:v:21:y:2002:i:6:p:749-776 International financial integration and economic growth (2002).
Cited: 84 times.

(8) 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: 76 times.

(9) RePEc:eee:jimfin:v:17:y:1998:i:1:p:161-190 Central bank intervention and exchange rate volatility1 (1998).
Cited: 72 times.

(10) 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: 71 times.

(11) 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: 69 times.

(12) RePEc:eee:jimfin:v:15:y:1996:i:3:p:405-418 Purchasing power parity and unit root tests using panel data (1996).
Cited: 69 times.

(13) RePEc:eee:jimfin:v:10:y:1991:i:4:p:571-581 Cointegration: how short is the long run? (1991).
Cited: 68 times.

(14) 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: 67 times.

(15) 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: 60 times.

(16) 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: 53 times.

(17) RePEc:eee:jimfin:v:16:y:1997:i:6:p:945-954 Real exchange rate behavior (1997).
Cited: 52 times.

(18) 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: 52 times.

(19) RePEc:eee:jimfin:v:2:y:1983:i:3:p:231-237 Foreign currency option values (1983).
Cited: 51 times.

(20) RePEc:eee:jimfin:v:21:y:2002:i:6:p:725-748 A century of current account dynamics (2002).
Cited: 51 times.

(21) 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: 50 times.

(22) RePEc:eee:jimfin:v:17:y:1998:i:4:p:671-689 On inflation and inflation uncertainty in the G7 countries (1998).
Cited: 50 times.

(23) 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: 49 times.

(24) 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: 49 times.

(25) 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: 49 times.

(26) RePEc:eee:jimfin:v:16:y:1997:i:6:p:909-919 Why do central banks intervene? (1997).
Cited: 48 times.

(27) RePEc:eee:jimfin:v:20:y:2001:i:6:p:895-948 The microstructure of the euro money market (2001).
Cited: 48 times.

(28) RePEc:eee:jimfin:v:18:y:1999:i:4:p:709-723 Lessons from the Asian crisis (1999).
Cited: 46 times.

(29) RePEc:eee:jimfin:v:16:y:1997:i:5:p:779-793 Intervention strategies and exchange rate volatility: a noise trading perspective (1997).
Cited: 45 times.

(30) 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: 43 times.

(31) 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: 42 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: 41 times.

(33) RePEc:eee:jimfin:v:18:y:1999:i:4:p:561-586 Predicting currency crises:: The indicators approach and an alternative (1999).
Cited: 39 times.

(34) RePEc:eee:jimfin:v:18:y:1999:i:4:p:587-602 Contagion:: macroeconomic models with multiple equilibria (1999).
Cited: 37 times.

(35) RePEc:eee:jimfin:v:23:y:2004:i:5:p:701-733 Global transmission of interest rates: monetary independence and currency regime (2004).
Cited: 36 times.

(36) 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: 35 times.

(37) RePEc:eee:jimfin:v:19:y:2000:i:6:p:813-832 The determinants of bank interest rate margins: an international study (2000).
Cited: 35 times.

(38) RePEc:eee:jimfin:v:13:y:1994:i:1:p:3-25 Hourly volatility spillovers between international equity markets (1994).
Cited: 35 times.

(39) RePEc:eee:jimfin:v:12:y:1993:i:2:p:115-138 On biases in the measurement of foreign exchange risk premiums (1993).
Cited: 34 times.

(40) RePEc:eee:jimfin:v:14:y:1995:i:6:p:747-762 Asymmetric volatility transmission in international stock markets (1995).
Cited: 34 times.

(41) 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: 34 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: 34 times.

(43) RePEc:eee:jimfin:v:21:y:2002:i:3:p:295-350 The dynamics of emerging market equity flows (2002).
Cited: 34 times.

(44) RePEc:eee:jimfin:v:8:y:1989:i:1:p:75-88 Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989).
Cited: 33 times.

(45) 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: 33 times.

(46) 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.

(47) RePEc:eee:jimfin:v:13:y:1994:i:5:p:565-571 The long memory of the forward premium (1994).
Cited: 32 times.

(48) 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: 32 times.

(49) RePEc:eee:jimfin:v:26:y:2007:i:4:p:587-605 Home bias and international risk sharing: Twin puzzles separated at birth (2007).
Cited: 31 times.

(50) RePEc:eee:jimfin:v:10:y:1991:i:2:p:292-307 Exchange rate volatility and international trading strategy (1991).
Cited: 31 times.

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

Recent citations received in: 2007

(1) RePEc:bis:biscgc:29-07 International bank portfolios: short- and long-run responses to the business cycle (2007). CGFS Papers chapters

(2) RePEc:bpj:glecon:v:7:y:2007:i:3:n:2 The US-China Currency Dispute: Is a Rise in the Yuan Necessary, Inevitable or Desirable? (2007). Global Economy Journal

(3) RePEc:bpj:sndecm:v:11:y:2007:i:1:n:7 A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests (2007). Studies in Nonlinear Dynamics & Econometrics

(4) RePEc:cbi:wpaper:6/rt/07 Does Uncertainty Impact Money Growth? A Multivariate GARCH Analysis (2007). Central Bank & Financial Services Authority of Ireland (CBFSAI) / Research Technical Papers

(5) RePEc:ces:ceswps:_1894 Intervention Policy of the BoJ: A Unified Approach (2007). CESifo GmbH / CESifo Working Paper Series

(6) RePEc:ces:ceswps:_1943 Does the Chinese Interest Rate Follow the US Interest Rate? (2007). CESifo GmbH / CESifo Working Paper Series

(7) RePEc:chb:bcchwp:418 Export Transitions (2007). Central Bank of Chile / Working Papers Central Bank of Chile

(8) RePEc:chb:bcchwp:433 High Frequency Dynamics of the Exchange Rate in Chile (2007). Central Bank of Chile / Working Papers Central Bank of Chile

(9) RePEc:cpr:ceprdp:6496 Risk Sharing, Finance and Institutions in International Portfolios (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cpr:ceprdp:6524 Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000 (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(11) RePEc:crf:wpaper:07-19 Intervention Policy of the BoJ: a Unified Approach (2007). CREFI-LSF, University of Luxembourg / Working Papers of CREFI-LSF (Centre of Research in Finance - Luxembourg School of Finance)

(12) RePEc:deg:conpap:c012_047 A Dynamic Growth Model for Flows of Foreign Direct Investment (2007). Dynamics, Economic Growth, and International Trade (DEGIT) / Conference Papers

(13) RePEc:dgr:eureri:1765010774 Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later (2007). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(14) RePEc:dgr:umamet:2007047 Banking Market Integration in the SADC Countries: Evidence from Interest Rate Analyses (2007). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(15) RePEc:dul:wpaper:07-03rs Talks, financial operations or both? Generalizing central banks’ FX reaction functions (2007). Université libre de Bruxelles, Department of Applied Economics (DULBEA) / Working Papers DULBEA

(16) RePEc:ecb:ecbwps:20070790 Asset prices, exchange rates and the current account (2007). European Central Bank / Working Paper Series

(17) RePEc:edb:cedidp:07-12 Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000 (2007). Centre for Economic Development and Institutions(CEDI), Brunel University / CEDI Discussion Paper Series

(18) RePEc:gla:glaewp:2007_21 Do real interest rates converge? Evidence from the European Union (2007). Department of Economics, University of Glasgow / Working Papers

(19) RePEc:gmf:wpaper:2007-09 Optimal monetary policy with a regime-switching exchange rate in a forward-looking model (2007). GEMF-Grupo de Estudos Monetários e Financeiros, Faculty of Economics, University of Coimbra / GEMF's Working Papers

(20) RePEc:hhs:bofitp:2007_020 The Undisclosed Renminbi Basket: Are The Markets Telling Us Something About Where The Renminbi - US Dollar Exchange Rate Is Going? (2007). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers

(21) RePEc:iis:dispap:iiisdp236 Detecting Shift and Pure Contagion in East Asian Equity Markets: A Unified Approach (2007). IIIS / The Institute for International Integration Studies Discussion Paper Series

(22) RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:225-247 Option prices, exchange market intervention, and the higher moment expectations channel: a users guide (2007). International Journal of Finance & Economics

(23) RePEc:ime:imedps:07-e-18 Monetary Policy in East Asia: Common Concerns (2007). Institute for Monetary and Economic Studies, Bank of Japan / IMES Discussion Paper Series

(24) RePEc:imf:imfwpa:07/292 Border and Behind-the-Border Trade Barriers and Country Exports (2007). International Monetary Fund / IMF Working Papers

(25) RePEc:iza:izadps:dp2903 How Does Financial Globalization Affect Risk Sharing? Patterns and Channels (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(26) RePEc:iza:izadps:dp2995 Is the Chinese Growth Miracle Built to Last? (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(27) RePEc:iza:izadps:dp3087 Growth, Volatility and Political Instability: Non-Linear Time-Series Evidence for Argentina, 1896-2000 (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(28) RePEc:jae:japmet:v:22:y:2007:i:5:p:855-889 Model-free evaluation of directional predictability in foreign exchange markets (2007). Journal of Applied Econometrics

(29) RePEc:lbo:lbowps:2007_18 Volatile public spending in a model of money and sustainable growth (2007). Economics Dept, Loughborough University / Discussion Paper Series

(30) RePEc:mmf:mmfc06:125 Inflation, inflation uncertainty, and Markov regime switching heteroskedasticity: Evidence from European countries (2007). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2006

(31) RePEc:nbr:nberch:0531 The Effects of Globalization on Inflation, Liquidity and Monetary Policy (2007). National Bureau of Economic Research, Inc / NBER Chapters

(32) RePEc:pab:wpaper:07.10 Demand Shocks and Trade Balance Dynamics (2007). Universidad Pablo de Olavide, Departamento de Economi­a / Working Papers

(33) RePEc:pra:mprapa:10223 Risk Sharing among OECD and EU Countries: The Role of Capital Gains, Capital Income, Transfers, and Saving (2007). University Library of Munich, Germany / MPRA Paper

(34) RePEc:pra:mprapa:10787 A new Test of Uncovered Interest Rate Parity: Evidence from Turkey (2007). University Library of Munich, Germany / MPRA Paper

(35) RePEc:pra:mprapa:3493 The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders (2007). University Library of Munich, Germany / MPRA Paper

(36) RePEc:pra:mprapa:4186 Currency Preferences in a Tri-Polar Model of Foreign Exchange (2007). University Library of Munich, Germany / MPRA Paper

(37) RePEc:pra:mprapa:4784 A Small Macroeconomic Model to Support Inflation Targeting in Israel (2007). University Library of Munich, Germany / MPRA Paper

(38) RePEc:pra:mprapa:5114 A structural investigation of third-currency shocks to bilateral exchange rates (2007). University Library of Munich, Germany / MPRA Paper

(39) RePEc:pra:mprapa:5366 China currency dispute: is a rise in the yuan inevitable, necessary or desirable? (2007). University Library of Munich, Germany / MPRA Paper

(40) RePEc:pra:mprapa:7298 On Asymmetry of Exchange Rate Volatility in New EU Member and Candidate Countries (2007). University Library of Munich, Germany / MPRA Paper

(41) RePEc:pra:mprapa:9412 An Estimated New Keynesian Model for Israel (2007). University Library of Munich, Germany / MPRA Paper

(42) RePEc:san:cdmawp:0715 Interest Rate Rules and Welfare in Open Economies (2007). Centre for Dynamic Macroeconomic Analysis / CDMA Working Paper Series

(43) RePEc:udc:wpaper:wp268 Why Should Emerging-Market Countries (Still) Concern Themselves With Capital Inflows? (2007). University of Chile, Department of Economics / Working Papers

(44) RePEc:uop:wpaper:0011 Currency crises in transition economies: some further evidence (2007). University of Peloponnese, Department of Economics / Working Papers

(45) RePEc:wdi:papers:2007-891 Growth, Volatility & Political Instability: Non Linear Time Series Evidence for Argentina 1896-2000 (2007). William Davidson Institute at the University of Michigan Stephen M. Ross Business School / William Davidson Institute Working Papers Series

(46) RePEc:zbw:gdec07:6549 Does it Make a Difference? Comparing Growth Effects of European and North American FDI in Latin America (2007). Verein für Socialpolitik, Research Committee Development Economics / Proceedings of the German Development Economics Conference, Göttingen 2007

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:bpj:glecon:v:6:y:2006:i:3:n:6 Long-Run Inflation and Exchange Rates Hedge of Stocks in Brazil and Mexico (2006). Global Economy Journal

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

(4) 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

(5) 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

(6) 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

(7) 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

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

(9) 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

(10) 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

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

(12) 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

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

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

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

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

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

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

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

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

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

(28) 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

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

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

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

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

(33) 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

(34) 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:ags:reapec:50276 The Effect of Currency Crises on Foreign Direct Investment Activity in Emerging Markets (2005). Review of Applied Economics

(4) RePEc:bis:bisbpc:24-07 The effectiveness of foreign exchange intervention in emerging market countries (2005). BIS Papers chapters

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

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

(7) 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

(8) 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

(9) 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

(10) RePEc:cor:louvco:2005012 Volatility regimes and the provision of liquidity in order book markets (2005). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(11) RePEc:cor:louvco:2005058 Exchange rate volatility and the mixture of distribution hypothesis (2005). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(12) 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

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

(14) 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

(15) 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

(16) 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

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

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

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

(20) RePEc:fau:fauart:v:55:y:2005:i:3-4:p:141-161 Stock Prices and Exchange Rates in the EU and the United States: Evidence on their Mutual Interactions (in English) (2005). Czech Journal of Economics and Finance (Finance a uver, ISSN: 0015-1920)

(21) 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

(22) 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

(23) 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

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

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

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

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

(28) RePEc:imf:imfwpa:05/179 The Macroeconomic Challenges of Scaling Up Aid to Africa (2005). International Monetary Fund / IMF Working Papers

(29) 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

(30) RePEc:kap:fmktpm:v:19:y:2005:i:2:p:169-178 Price Linkages Between the US, Japan and UK Stock Markets (2005). Financial Markets and Portfolio Management

(31) 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

(32) 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

(33) 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

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

(35) 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

(36) 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

(37) 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

(38) 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

(39) 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

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

(41) 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

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

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

(44) 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

(45) 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

(46) 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

(47) 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

(48) 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

(49) 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

(50) 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

(51) RePEc:unu:wpaper:rp2005-76 Sources and Effectiveness of Financial Development: What We Know and What We Need to Know (2005). World Institute for Development Economic Research (UNU-WIDER) / Working Papers

(52) 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

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

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

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

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

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

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

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

(60) 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

(61) 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

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

(63) 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).

(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:jfsres:v:26:y:2004:i:2:p:161-191 Incorporating Systemic Influences Into Risk Measurements: A Survey of the Literature (2004). Journal of Financial Services Research

(22) 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

(23) 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

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

(26) 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

(27) 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

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

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

(30) 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

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

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

(33) 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

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

(35) 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

(36) 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

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

(38) 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

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.