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Applied Financial Economics 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:taf:apfiec:v:6:y:1996:i:6:p:463-75 The Stable Paretian Hypothesis and the Frequency of Large Returns: An Examination of Major German Stocks. (1996). (2) RePEc:taf:apfiec:v:4:y:1994:i:2:p:121-32 Investment Decisions and the Role of Debt, Liquid Assets and Cash Flow: Evidence from Panel Data. (1994). (3) RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-96 Efficiency of Multinational Banks: An Empirical Investigation. (1998). (4) RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-14 Linkages between the US and European Equity Markets: Further Evidence from Cointegration Tests. (1998). (5) RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17 Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought (2006). (6) RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326 Can mergers in Europe help banks hedge against macroeconomic risk? (2005). (7) RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486 Stock market integration and financial crises: the case of Asia (2003). (8) RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-84 Long Memory in the Greek Stock Market. (2000). (9) RePEc:taf:apfiec:v:11:y:2001:i:1:p:1-8 Nonparametric Cointegration Analysis of Real Exchange Rates. (2001). (10) RePEc:taf:apfiec:v:5:y:1995:i:4:p:257-64 The Effect of Financial Liberalization on the Efficiency of Turkish Commercial Banks. (1995). (11) RePEc:taf:apfiec:v:6:y:1996:i:4:p:367-75 Economies of Scale and Scope in European Banking. (1996). (12) RePEc:taf:apfiec:v:15:y:2005:i:14:p:1007-1017 Does patenting increase the probability of being acquired? Evidence from cross-border and domestic acquisitions (2005). (13) RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-11 Short-Term and Long-Term Price Linkages between the Equity Markets of Australia and Its Major Trading Partners. (1999). (14) RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-56 Volatility Spillovers across Equity Markets: European Evidence. (1998). (15) RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-91 Regime Switching in Stock Market Returns. (1997). (16) RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911 Credit Risk and Efficiency in the European Banking System: A Three-Stage Analysis. (2002). (17) RePEc:taf:apfiec:v:8:y:1998:i:6:p:577-87 Modelling Real Exchange Rate Behaviour: A Cross-Country Study. (1998). (18) RePEc:taf:apfiec:v:5:y:1995:i:1:p:43-50 Day of the Week Effect on the Greek Stock Market. (1995). (19) RePEc:taf:apfiec:v:3:y:1993:i:3:p:255-66 The Causality between Official and Parallel Exchange Rates in Developing Countries. (1993). (20) RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-98 Evaluating the Hedging Performance of the Constant-Correlation GARCH Model. (2002). (21) RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74 A Comparative Analysis of the Propagation of Stock Market Fluctuations in Alternative Models of Dynamic Causal Linkages. (1997). (22) RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051 Financial development and economic growth in the Middle East (2005). (23) RePEc:taf:apfiec:v:6:y:1996:i:3:p:293-300 Does It Matter How Seigniorage Is Measured. (1996). (24) RePEc:taf:apfiec:v:2:y:1992:i:4:p:191-98 The Form of Time Variation of Systematic Risk: Some Australian Evidence. (1992). (25) RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535 Monetary policy rules and regime shifts (2003). (26) RePEc:taf:apfiec:v:6:y:1996:i:4:p:307-17 Testing for Non-linearity in Daily Sterling Exchange Rates. (1996). (27) RePEc:taf:apfiec:v:9:y:1999:i:1:p:73-85 Macroeconomic Determinants of Long-Term Stock Market Comovements among Major EMS Countries. (1999). (28) RePEc:taf:apfiec:v:8:y:1998:i:2:p:167-74 Stock Market Prices, Causality and Efficiency: Evidence from the Athens Stock Exchange. (1998). (29) RePEc:taf:apfiec:v:12:y:2002:i:1:p:19-24 The Determinants of Corporate Debt Maturity: Evidence from UK Firms. (2002). (30) RePEc:taf:apfiec:v:18:y:2008:i:1:p:41-59 Risk premium: insights over the threshold (2008). (31) RePEc:taf:apfiec:v:13:y:2003:i:2:p:113-122 Technical analysis in foreign exchange markets: evidence from the EMS (2003). (32) RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-92 Does the Introduction of Stock Index Futures Effectively Reduce Stock Market Volatility? Is the Futures Effect Immediate? Evidence from the Italian Stock Exchange Using GARCH. (2002). (33) RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-84 African Stock Markets: Multiple Variance Ratio Tests of Random Walks. (2002). (34) RePEc:taf:apfiec:v:4:y:1994:i:1:p:33-39 Some International Evidence Regarding the Stochastic Memory of Stock Returns. (1994). (35) RePEc:taf:apfiec:v:3:y:1993:i:2:p:119-26 Stochastic Behaviour of the Athens Stock Exchange. (1993). (36) RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-71 Efficiency and Productivity Change in UK Banking. (2001). (37) RePEc:taf:apfiec:v:7:y:1997:i:5:p:493-98 Stock Market Returns in Thin Markets: Evidence from the Vienna Stock Exchange. (1997). (38) RePEc:taf:apfiec:v:12:y:2002:i:12:p:851-61 Testing for Cointegration between International Stock Prices. (2002). (39) RePEc:taf:apfiec:v:15:y:2005:i:3:p:153-163 International financial contagion: evidence from the Argentine crisis of 2001-2002 (2005). (40) RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-22 Purchasing Power Parity, Nonlinearity and Chaos. (2000). (41) RePEc:taf:apfiec:v:5:y:1995:i:1:p:11-18 Long Run Behaviour of Pacific-Basin Stock Prices. (1995). (42) RePEc:taf:apfiec:v:9:y:1999:i:4:p:385-95 The Information Content of the German Term Structure Regarding Inflation. (1999). (43) RePEc:taf:apfiec:v:4:y:1994:i:4:p:265-78 A Cointegration Analysis of Danish Zero-Coupon Bond Yields. (1994). (44) RePEc:taf:apfiec:v:9:y:1999:i:2:p:173-81 Setting Futures Margins: The Extremes Approach. (1999). (45) RePEc:taf:apfiec:v:2:y:1992:i:1:p:43-47 The International Transmission of Stock Market Fluctuation between the Developed Markets and the Asian-Pacific Markets. (1992). (46) RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551 How rewarding is technical analysis? Evidence from Singapore stock market (2003). (47) RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201 Financial Constraints on the Growth of High Technology Small Firms in the United Kingdom. (1997). (48) RePEc:taf:apfiec:v:2:y:1992:i:3:p:145-59 Dynamics of the Composition of Household Asset Portfolios and the Life Cycle. (1992). (49) RePEc:taf:apfiec:v:4:y:1994:i:3:p:193-205 A Revenue-Restricted Cost Study of 100 Large Banks. (1994). (50) RePEc:taf:apfiec:v:8:y:1998:i:5:p:541-51 Estimating Structural Exchange Rate Models by Artificial Neural Networks. (1998). Recent citations received in: | 2008 | 2007 | 2006 | 2005 Recent citations received in: 2008 (1) RePEc:bcb:wpaper:158 Characterizing the Brazilian Term Structure of Interest Rates (2008). Central Bank of Brazil, Research Department / Working Papers Series (2) RePEc:bcb:wpaper:162 Balance Sheet Effects in Currency Crises: Evidence from Brazil (2008). Central Bank of Brazil, Research Department / Working Papers Series (3) RePEc:cns:cnscwp:200813 Clustering Mutual Funds by Return and Risk Levels (2008). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS (4) RePEc:frz:wpaper:wp2008_15.rdf Oil price Dynamics and Speculation. A Multivariate Financial Approach (2008). Universita' degli Studi di Firenze, Dipartimento di Scienze Economiche / Working Papers Series (5) RePEc:imf:imfwpa:08/286 Volatility Spillovers and Contagion from Mature to Emerging Stock Markets (2008). International Monetary Fund / IMF Working Papers (6) RePEc:kie:kieliw:1470 Sentiment Dynamics and Stock Returns: The Case of the German Stock Market (2008). Kiel Institute for World Economics / Working Papers (7) RePEc:nbr:nberwo:14088 Capital Market Imperfections and the Theory of Optimum Currency Areas (2008). National Bureau of Economic Research, Inc / NBER Working Papers (8) RePEc:pra:mprapa:10670 Assessing production efficiency of Islamic banks and conventional bank Islamic windows in Malaysia (2008). University Library of Munich, Germany / MPRA Paper (9) RePEc:pra:mprapa:12120 Bank Efficiency and Share Prices in China: Empirical Evidence from a Three-Stage Banking Model (2008). University Library of Munich, Germany / MPRA Paper Recent citations received in: 2007 (1) RePEc:col:000094:004246 Pronósticos directos de la inflación colombiana (2007). TITULARIZADORA COLOMBIANA / INFORMES (2) RePEc:col:000094:004247 Pronósticos directos de la inflación colombiana (2007). TITULARIZADORA COLOMBIANA / INFORMES (3) RePEc:crt:wpaper:0701 Backtesting VaR Models: An Expected Shortfall Approach (2007). University of Crete, Department of Economics / Working Papers (4) RePEc:pra:mprapa:5319 Forecasting volatility: Evidence from the Macedonian stock exchange (2007). University Library of Munich, Germany / MPRA Paper (5) RePEc:taf:apfelt:v:3:y:2007:i:1:p:31-37 Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes (2007). Applied Financial Economics Letters (6) RePEc:ven:wpaper:2007_17 Dynamic Risk Exposure in Hedge Funds (2007). University of Venice Ca' Foscari, Department of Economics / Working Papers Recent citations received in: 2006 (1) RePEc:bcb:wpaper:126 Risk Premium: Insights Over The Threshold (2006). Central Bank of Brazil, Research Department / Working Papers Series (2) RePEc:crt:wpaper:0615 The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange (2006). University of Crete, Department of Economics / Working Papers (3) RePEc:cte:wbrepe:wb062808 RISK PREMIUM: INSIGHTS OVER THE THRESHOLD (2006). Universidad Carlos III, Departamento de EconomÃa de la Empresa / Business Economics Working Papers (4) RePEc:ega:wpaper:200607 Technology and Customer Value Dynamics in Banking Industry: Measuring Symbiotic Influence in Growth and Performance (2006). Tecnológico de Monterrey, Campus Ciudad de México / Marketing Working Papers (5) RePEc:hhs:iuiwop:0668 Producer Prices in the Transition to a Common Currency (2006). The Research Institute of Industrial Economics / IUI Working Paper Series (6) RePEc:ijf:ijfiec:v:11:y:2006:i:4:p:355-370 The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate (2006). International Journal of Finance & Economics (7) RePEc:ivi:wpasad:2006-27 Nonlinear trend stationary of real exchange rates: The case of the Mediterranean countries (2006). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD (8) RePEc:kap:ecopln:v:39:y:2006:i:1:p:105-124 Consolidation and Competition in Emerging Market: An Empirical Test for Malaysian Banking Industry (2006). Economics of Planning (9) RePEc:man:cgbcrp:77 Periodic Dynamic Conditional Correlations between Stock Markets in Europe and the US (2006). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series (10) RePEc:taf:apfelt:v:2:y:2006:i:2:p:99-103 Market trader heterogeneity and high frequency volatility dynamics: further evidence from intra-day FTSE-100 futures data (2006). Applied Financial Economics Letters (11) RePEc:uwa:wpaper:06-29 A New Approach to Forecasting Exchange Rates (2006). The University of Western Australia, Department of Economics / Economics Discussion / Working Papers Recent citations received in: 2005 (1) RePEc:cnb:wpaper:2005/06 Deteriorating Cost Efficiency in Commercial Banks Signals an Increasing Risk of Failure (2005). Czech National Bank, Research Department / Working Papers (2) RePEc:dgr:kubcen:200560 Leveraged Public to Private Transactions in the UK (2005). Tilburg University, Center for Economic Research / Discussion Paper (3) RePEc:kap:openec:v:16:y:2005:i:2:p:107-133 A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates (2005). Open Economies Review (4) RePEc:ntd:wpaper:2005-08 El impacto de la liquidez corporativa sobre el valor de las decisiones financieras de la empresa (2005). Interuniversitary Doctorate Program New Trends on Business Administration, Universities of Valladolid, Burgos and Salamanca (Spain). Programa de Docto (5) RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347 An alternative method to test for contagion with an application to the Asian financial crisis (2005). Applied Financial Economics Letters (6) RePEc:taf:applec:v:37:y:2005:i:18:p:2161-2166 Are the Australian and New Zealand stock prices nonlinear with a unit root? (2005). Applied Economics (7) RePEc:wpa:wuwpfi:0504020 An Analysis of the Impacts of Non-Synchronous Trading On (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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