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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.
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). (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). (3) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421 Intervention from an information perspective (2000). (4) RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130 Intraday and interday volatility in the Japanese stock market (2000). (5) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302 The United States as an informed foreign-exchange speculator (2000). (6) RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391 Assessing competitive conditions in the Greek banking system (1999). (7) 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). (8) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322 Central bank intervention and exchange rates: the case of Sweden (2000). (9) RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2008). (10) RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173 An empirical examination of linkages between Pacific-Basin stock markets (1998). (11) RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200 On measuring volatility and the GARCH forecasting performance (2002). (12) 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). (13) RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38 The impact of exchange rate volatility on Australian trade flows (1998). (14) 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). (15) RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136 Models of exchange rate expectations: how much heterogeneity? (2003). (16) 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). (17) 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). (18) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405 Central bank intervention and exchange rate volatility -- Australian evidence (2000). (19) 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). (20) RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193 A test of purchasing power parity for emerging economies (1999). (21) RePEc:eee:intfin:v:9:y:1999:i:2:p:163-182 Factor price misspecification in bank cost function estimation (1999). (22) 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). (23) RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106 Stock market linkages in emerging markets: implications for international portfolio diversification (2005). (24) RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147 Local and global price memory of international stock markets (1999). (25) 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). (26) 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). (27) 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). (28) RePEc:eee:intfin:v:8:y:1998:i:1:p:1-19 Monetary-based models of the exchange rate: a panel perspective (1998). (29) RePEc:eee:intfin:v:13:y:2003:i:2:p:85-112 Information arrivals and intraday exchange rate volatility (2003). (30) RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72 Cost efficiency in the Latin American and Caribbean banking systems (2005). (31) 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). (32) 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). (33) RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320 Malmquist indices of productivity change in Australian financial services (1999). (34) 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). (35) 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). (36) RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219 Banking competition and macroeconomic conditions: a disaggregate analysis (2004). (37) RePEc:eee:intfin:v:13:y:2003:i:3:p:271-289 Gold factor exposures in international asset pricing (2003). (38) 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). (39) RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87 The impact of exchange rate volatility on German-US trade flows (1997). (40) RePEc:eee:intfin:v:13:y:2003:i:5:p:429-449 Bank deregulation is better than mergers (2003). (41) RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327 International portfolio diversification: a synthesis and an update (1997). (42) RePEc:eee:intfin:v:14:y:2004:i:4:p:367-383 Return and risk interactions in Chinese stock markets (2004). (43) 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). (44) 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). (45) 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). (46) RePEc:eee:intfin:v:12:y:2002:i:2:p:139-155 Before and after international cross-listing: an intraday examination of volume and volatility (2002). (47) RePEc:eee:intfin:v:14:y:2004:i:2:p:165-183 Growth, financial development, societal norms and legal institutions* (2004). (48) RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188 Financial markets and economic growth in Greece, 1986-1999 (2005). (49) RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15 Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector (2009). (50) 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). Recent citations received in: | 2008 | 2007 | 2006 | 2005 Recent citations received in: 2008 (1) RePEc:bog:wpaper:73 Exploring the Nexus between Banking Sector Reform and Performance: Evidence from Newly Acceded EU Countries (2008). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers (2) RePEc:bog:wpaper:92 Assessing Output and Productivity Growth in the Banking Industry (2008). Special Studies Division, Economic Research Department, Bank of Greece / Working Papers (3) RePEc:gla:glaewp:2008_29 Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship (2008). Department of Economics, University of Glasgow / Working Papers (4) RePEc:hhs:bofitp:2008_027 Global and local sources of risk in Eastern European emerging stock markets (2008). Bank of Finland, Institute for Economies in Transition / BOFIT Discussion Papers (5) RePEc:hkg:wpaper:0810 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? (2008). Hong Kong Monetary Authority / Working Papers (6) RePEc:hum:wpaper:sfb649dp2008-072 Common Influences, Spillover and Integration in Chinese Stock Markets (2008). Sonderforschungsbereich 649, Humboldt University, Berlin, Germany / SFB 649 Discussion Papers (7) RePEc:icr:wpmath:14-2008 International shocks and national house prices (2008). ICER - International Centre for Economic Research / ICER Working Papers - Applied Mathematics Series (8) RePEc:kap:compec:v:31:y:2008:i:3:p:225-241 A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d (9) RePEc:kap:jculte:v:32:y:2008:i:3:p:201-214 Purchasing power parity and cultural convergence: evidence from the global video games market (2008). Journal of Cultural Economics (10) RePEc:kie:kieliw:1470 Sentiment Dynamics and Stock Returns: The Case of the German Stock Market (2008). Kiel Institute for World Economics / Working Papers (11) RePEc:mod:wcefin:08014 Indebtedness, macroeconomic conditions and banksâ loan losses: evidence from Italy (2008). Universita di Modena e Reggio Emilia, Facoltàdi Economia Marco Biagi / Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Fi (12) RePEc:pra:mprapa:11953 Cost and profit efficiency of banks in Haiti: do domestic banks perform better than foreign banks? (2008). University Library of Munich, Germany / MPRA Paper (13) RePEc:pra:mprapa:12788 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts (2008). University Library of Munich, Germany / MPRA Paper (14) RePEc:pra:mprapa:13890 Competitive conditions in the Central and Eastern European banking systems (2008). University Library of Munich, Germany / MPRA Paper (15) RePEc:pra:mprapa:16378 Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System (2008). University Library of Munich, Germany / MPRA Paper 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 (5) RePEc:pra:mprapa:19807 The stability of money demand function in Japan: Evidence from rolling cointegration approach (2007). University Library of Munich, Germany / MPRA Paper 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 polÃtica 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 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. |
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