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 0.08 1997 0.21 21 29 0 0 0.08 1998 0.22 21 125 21 0 2 0.1 0.1 1999 0.14 0.28 19 100 42 6 0 2 0.11 0.13 2000 0.15 0.37 25 115 40 6 0 3 0.12 0.16 2001 0.18 0.37 14 31 44 8 0 2 0.14 0.16 2002 0.23 0.41 24 83 39 9 0 4 0.17 0.19 2003 0.29 0.42 27 62 38 11 0 1 0.04 0.2 2004 0.2 0.47 30 61 51 10 0 9 0.3 0.21 2005 0.33 0.5 28 62 57 19 0 7 0.25 0.23 2006 0.33 0.51 29 37 58 19 0 5 0.17 0.22 2007 0.19 0.4 28 45 57 11 0 5 0.18 0.18 2008 0.32 0.42 40 83 57 18 0 16 0.4 0.21 2009 0.43 0.43 61 53 68 29 6.9 10 0.16 0.19
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: 35 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: 24 times.

(3) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421 Intervention from an information perspective (2000).
Cited: 23 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: 20 times.

(5) RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200 On measuring volatility and the GARCH forecasting performance (2002).
Cited: 19 times.

(6) RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391 Assessing competitive conditions in the Greek banking system (1999).
Cited: 19 times.

(7) RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302 The United States as an informed foreign-exchange speculator (2000).
Cited: 17 times.

(8) RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136 Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2008).
Cited: 17 times.

(9) RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130 Intraday and interday volatility in the Japanese stock market (2000).
Cited: 16 times.

(10) RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173 An empirical examination of linkages between Pacific-Basin stock markets (1998).
Cited: 16 times.

(11) 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.

(12) 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: 13 times.

(13) RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38 The impact of exchange rate volatility on Australian trade flows (1998).
Cited: 13 times.

(14) 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.

(15) 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: 12 times.

(16) 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.

(17) RePEc:eee:intfin:v:17:y:2007:i:3:p:291-306 Why do central banks intervene secretly?: Preliminary evidence from the BoJ (2007).
Cited: 12 times.

(18) RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136 Models of exchange rate expectations: how much heterogeneity? (2003).
Cited: 12 times.

(19) 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: 11 times.

(20) 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: 11 times.

(21) RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320 Malmquist indices of productivity change in Australian financial services (1999).
Cited: 10 times.

(22) RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72 Cost efficiency in the Latin American and Caribbean banking systems (2005).
Cited: 10 times.

(23) 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: 9 times.

(24) RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219 Banking competition and macroeconomic conditions: a disaggregate analysis (2004).
Cited: 9 times.

(25) 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.

(26) 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.

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

(28) 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.

(29) 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: 8 times.

(30) 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: 8 times.

(31) RePEc:eee:intfin:v:18:y:2008:i:2:p:137-146 The purchasing power parity revisited: New evidence for 16 OECD countries from panel unit root tests with structural breaks (2008).
Cited: 8 times.

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

(33) RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674 Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off (2009).
Cited: 8 times.

(34) 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.

(35) 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).
Cited: 8 times.

(36) 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: 7 times.

(37) 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: 7 times.

(38) RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40 Volatility spillovers and dynamic correlation in European bond markets (2006).
Cited: 7 times.

(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).
Cited: 7 times.

(40) RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63 Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression (2008).
Cited: 7 times.

(41) RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147 Local and global price memory of international stock markets (1999).
Cited: 7 times.

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

(43) RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186 Contagion and causality: an empirical investigation of four Asian crisis episodes (2003).
Cited: 6 times.

(44) 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: 6 times.

(45) 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.

(46) RePEc:eee:intfin:v:13:y:2003:i:3:p:271-289 Gold factor exposures in international asset pricing (2003).
Cited: 6 times.

(47) RePEc:eee:intfin:v:14:y:2004:i:2:p:165-183 Growth, financial development, societal norms and legal institutions* (2004).
Cited: 6 times.

(48) RePEc:eee:intfin:v:14:y:2004:i:4:p:313-328 Evidence to support the four-factor pricing model from the Canadian stock market (2004).
Cited: 6 times.

(49) 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).
Cited: 6 times.

(50) RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497 Cost efficiency of the banking industry in the South Eastern European region (2008).
Cited: 6 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:eee:empfin:v:16:y:2009:i:5:p:862-873 Central bank interventions and implied exchange rate correlations (2009). Journal of Empirical Finance

(2) RePEc:eee:intfin:v:19:y:2009:i:5:p:950-968 Capturing the time dynamics of central bank intervention (2009). Journal of International Financial Markets, Institutions and Money

(3) RePEc:eee:jjieco:v:23:y:2009:i:4:p:367-394 Announcements, financial operations or both? Generalizing central banks FX reaction functions (2009). Journal of the Japanese and International Economies

(4) RePEc:gla:glaewp:2009_17 A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks (2009). Working Papers

(5) RePEc:ivi:wpasec:2009-07 Determinants of interest rate exposure of Spanish banking industry (2009). Working Papers. Serie EC

(6) RePEc:kyu:dpaper:35 On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data (2009). Discussion Papers

(7) RePEc:lbo:lbowps:2009_20 A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector (2009). Discussion Paper Series

(8) RePEc:pqs:wpaper:032009 The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data (2009).

(9) RePEc:pqs:wpaper:042009 Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments (2009).

(10) RePEc:ptu:wpaper:w200904 International comovement of stock market returns: a wavelet analysis (2009). Working Papers

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). Working Papers

(2) RePEc:bog:wpaper:92 Assessing Output and Productivity Growth in the Banking Industry (2008). Working Papers

(3) RePEc:cii:cepidt:2008-23 Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling (2008). Working Papers

(4) RePEc:gla:glaewp:2008_29 Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship (2008). Working Papers

(5) RePEc:hhs:bofitp:2008_027 Global and local sources of risk in Eastern European emerging stock markets (2008). BOFIT Discussion Papers

(6) RePEc:hkg:wpaper:0810 What Drives Hong Kong Dollar Swap Spreads: Credit or Liquidity? (2008). Working Papers

(7) RePEc:hum:wpaper:sfb649dp2008-072 Common Influences, Spillover and Integration in Chinese Stock Markets (2008). SFB 649 Discussion Papers

(8) RePEc:icr:wpmath:14-2008 International shocks and national house prices (2008). ICER Working Papers - Applied Mathematics Series

(9) 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 t (2008). Computational Economics

(10) 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

(11) RePEc:kie:kieliw:1470 Sentiment Dynamics and Stock Returns: The Case of the German Stock Market (2008). Kiel Working Papers

(12) RePEc:mod:wcefin:08014 Indebtedness, macroeconomic conditions and banks’ loan losses: evidence from Italy (2008). Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance)

(13) RePEc:pra:mprapa:11953 Cost and profit efficiency of banks in Haiti: do domestic banks perform better than foreign banks? (2008). MPRA Paper

(14) RePEc:pra:mprapa:12788 Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts (2008). MPRA Paper

(15) RePEc:pra:mprapa:13890 Competitive conditions in the Central and Eastern European banking systems (2008). MPRA Paper

(16) RePEc:pra:mprapa:16378 Modeling extreme but plausible losses for credit risk: a stress testing framework for the Argentine Financial System (2008). 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). Temi di discussione (Economic working papers)

(2) RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:155-170 An assessment of some open issues in the analysis of foreign exchange intervention (2007). International Journal of Finance & Economics

(3) RePEc:mie:wpaper:561 The Influence of Actual and Unrequited Interventions (2007). Working Papers

(4) RePEc:nbr:nberwo:12953 The Influence of Actual and Unrequited Interventions (2007). NBER Working Papers

(5) RePEc:pra:mprapa:19807 The stability of money demand function in Japan: Evidence from rolling cointegration approach (2007). 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 política monetaria en el Perú: 1995-2004 (2006). Revista Estudios Económicos

(3) RePEc:zbw:euvgra:20064 Multiple Priors And No-Transaction Region (2006). Working Paper Series

(4) RePEc:zbw:euvgra:20067 Allocative efficiency measurement revisited: Do we really need input prices? (2006). Working Paper Series

(5) RePEc:zbw:euvgra:20069 Political Orientation of Government and Stock Market Returns (2006). Working Paper Series

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