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2002 | Cost and profit efficiency in European banks RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58 [Citation Analysis] | 56 |
1999 | Assessing competitive conditions in the Greek banking system RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391 [Citation Analysis] | 38 |
2008 | Bank-specific, industry-specific and macroeconomic determinants of bank profitability RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136 [Citation Analysis] | 34 |
1998 | An empirical examination of linkages between Pacific-Basin stock markets RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173 [Citation Analysis] | 33 |
2000 | Intraday and interday volatility in the Japanese stock market RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130 [Citation Analysis] | 31 |
1998 | Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356 [Citation Analysis] | 31 |
2003 | Models of exchange rate expectations: how much heterogeneity? RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136 [Citation Analysis] | 31 |
1997 | The impact of exchange rate volatility on German-US trade flows RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87 [Citation Analysis] | 30 |
1998 | Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412 [Citation Analysis] | 30 |
1999 | Causal relations among stock returns and macroeconomic variables in a small, open economy RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74 [Citation Analysis] | 28 |
2000 | Intervention from an information perspective RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421 [Citation Analysis] | 27 |
2002 | On measuring volatility and the GARCH forecasting performance RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200 [Citation Analysis] | 26 |
2004 | Banking competition and macroeconomic conditions: a disaggregate analysis RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219 [Citation Analysis] | 23 |
2000 | Central bank intervention and exchange rates: the case of Sweden RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322 [Citation Analysis] | 22 |
2005 | Stock market linkages in emerging markets: implications for international portfolio diversification RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106 [Citation Analysis] | 22 |
2000 | The United States as an informed foreign-exchange speculator RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302 [Citation Analysis] | 21 |
1999 | Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float? RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376 [Citation Analysis] | 21 |
1998 | What determines real exchange rates?: The long and the short of it RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153 [Citation Analysis] | 20 |
2003 | Contagion and causality: an empirical investigation of four Asian crisis episodes RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186 [Citation Analysis] | 19 |
2005 | Cost efficiency in the Latin American and Caribbean banking systems RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72 [Citation Analysis] | 18 |
1998 | The impact of exchange rate volatility on Australian trade flows RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38 [Citation Analysis] | 17 |
2005 | Bank provisioning behaviour and procyclicality RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157 [Citation Analysis] | 17 |
2004 | The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36 [Citation Analysis] | 16 |
2005 | Gold as a hedge against the dollar RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352 [Citation Analysis] | 16 |
2003 | Spillovers of stock return volatility to Asian equity markets from Japan and the US RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399 [Citation Analysis] | 15 |
1998 | Price discovery in high and low volatility periods: open outcry versus electronic trading RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260 [Citation Analysis] | 15 |
1998 | Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298 [Citation Analysis] | 14 |
2000 | Central bank intervention and exchange rate volatility -- Australian evidence RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405 [Citation Analysis] | 14 |
1999 | Malmquist indices of productivity change in Australian financial services RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320 [Citation Analysis] | 14 |
2007 | Why do central banks intervene secretly?: Preliminary evidence from the BoJ RePEc:eee:intfin:v:17:y:2007:i:3:p:291-306 [Citation Analysis] | 14 |
2006 | Volatility spillovers and dynamic correlation in European bond markets RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40 [Citation Analysis] | 14 |
2009 | Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15 [Citation Analysis] | 14 |
1999 | Local and global price memory of international stock markets RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147 [Citation Analysis] | 14 |
2009 | Does transparency in central bank intervention policy bring noise to the FX market?: The case of the Bank of Japan RePEc:eee:intfin:v:19:y:2009:i:1:p:94-111 [Citation Analysis] | 14 |
2003 | Information arrivals and intraday exchange rate volatility RePEc:eee:intfin:v:13:y:2003:i:2:p:85-112 [Citation Analysis] | 14 |
1999 | A test of purchasing power parity for emerging economies RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193 [Citation Analysis] | 13 |
2000 | Deviations from daily uncovered interest rate parity and the role of intervention RePEc:eee:intfin:v:10:y:2000:i:3-4:p:363-379 [Citation Analysis] | 13 |
1998 | The liquidity of automated exchanges: new evidence from German Bund futures RePEc:eee:intfin:v:8:y:1998:i:3-4:p:225-241 [Citation Analysis] | 13 |
1999 | Factor price misspecification in bank cost function estimation RePEc:eee:intfin:v:9:y:1999:i:2:p:163-182 [Citation Analysis] | 12 |
2000 | Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82 [Citation Analysis] | 12 |
2003 | Beta and returns revisited: Evidence from the German stock market RePEc:eee:intfin:v:13:y:2003:i:1:p:1-18 [Citation Analysis] | 12 |
2009 | Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674 [Citation Analysis] | 12 |
2003 | Bank deregulation is better than mergers RePEc:eee:intfin:v:13:y:2003:i:5:p:429-449 [Citation Analysis] | 12 |
2004 | Evidence to support the four-factor pricing model from the Canadian stock market RePEc:eee:intfin:v:14:y:2004:i:4:p:313-328 [Citation Analysis] | 12 |
1997 | International portfolio diversification: a synthesis and an update RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327 [Citation Analysis] | 11 |
2002 | Before and after international cross-listing: an intraday examination of volume and volatility RePEc:eee:intfin:v:12:y:2002:i:2:p:139-155 [Citation Analysis] | 11 |
2006 | Does herding behavior exist in Chinese stock markets? RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142 [Citation Analysis] | 11 |
2008 | Cost efficiency of the banking industry in the South Eastern European region RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497 [Citation Analysis] | 11 |
2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63 [Citation Analysis] | 11 |
2000 | Foreign reserve and money dynamics with asset portfolio adjustment: international evidence RePEc:eee:intfin:v:10:y:2000:i:3-4:p:229-247 [Citation Analysis] | 10 |
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2011 | European integration and banking efficiency: a panel cost frontier approach RePEc:ise:isegwp:wp042011 | [Citation Analysis] |
2011 | Is foreign-bank efficiency in financial centers driven by homecountry characteristics? RePEc:bcl:bclwop:bclwp068 | [Citation Analysis] |
2011 | When are multinational banks getting a bang for their buck on their subsidiaries abroad? RePEc:nbp:nbpmis:97 | [Citation Analysis] |
2011 | Cross-country effects in herding behaviour: Evidence from four south European markets RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460 | [Citation Analysis] |
2011 | Capital market imperfections and the theory of optimum currency areas RePEc:eee:jimfin:v:30:y:2011:i:8:p:1659-1675 | [Citation Analysis] |
2011 | A Higher Moment Downside Framework for Conditional and Unconditional CAPM in the Russian Stock Market RePEc:ebz:eerjrn:v:1:y:2011:i:2:p:157-178 | [Citation Analysis] |
2011 | Modeling Comovement among Emerging Stock Markets: The Case of Budapest and Istanbul RePEc:fau:fauart:v:61:y:2011:i:3:p:277-304 | [Citation Analysis] |
2011 | Volatility Patterns of CDS, Bond and Stock Markets Before and During
the Financial Crisis â Evidence from Major Financial Institutions RePEc:rwi:repape:0243 | [Citation Analysis] |
2011 | What explains default risk premium during the financial crisis? Evidence from Japan RePEc:eee:jebusi:v:63:y:2011:i:5:p:412-430 | [Citation Analysis] |
2011 | The effect of liquidity on the price discovery process in credit derivatives markets in times of financial distress. RePEc:ner:carlos:info:hdl:10016/13814 | [Citation Analysis] |
2011 | Long-term return reversals--Value and growth or tax? UK evidence RePEc:eee:intfin:v:21:y:2011:i:3:p:347-368 | [Citation Analysis] |
2011 | Changes in Stock Markets Interdependencies as a Result of the Global Financial Crisis: Empirical Investigation on the CEE Region RePEc:voj:journl:v:58:y:2011:i:3:p:525-543 | [Citation Analysis] |
2011 | The 2011 Japanese earthquake, tsunami and nuclear crisis: evidence of contagion from international financial markets RePEc:pra:mprapa:31174 | [Citation Analysis] |
2011 | Estimation of the competitive conditions in the Czech banking sector RePEc:pra:mprapa:30720 | [Citation Analysis] |
2011 | Currency Crises, Exchange Rate Regimes, and Capital Account Liberalization: A Duration Analysis Approach RePEc:car:carecp:11-12 | [Citation Analysis] |
2011 | Money demand in China and time-varying cointegration RePEc:eee:chieco:v:22:y:2011:i:3:p:330-343 | [Citation Analysis] |
2011 | Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? RePEc:eee:ecmode:v:28:y:2011:i:3:p:1279-1290 | [Citation Analysis] |
2011 | A test of the expectations hypothesis in very short-term international rates in the presence of preferred habitat for liquidity RePEc:eee:quaeco:v:51:y:2011:i:1:p:49-55 | [Citation Analysis] |
2011 | Securitization and bank intermediation function RePEc:pra:mprapa:34961 | [Citation Analysis] |
2011 | On the relationship of persistence and number of breaks in volatility: new evidence for three CEE countries RePEc:pra:mprapa:27927 | [Citation Analysis] |
2011 | The Information Improving Channel of Exchange Rate Intervention: How Do Official Announcements Work? RePEc:koe:wpaper:1116 | [Citation Analysis] |
2011 | Are foreign currency markets interdependent? evidence from data mining technologies RePEc:pra:mprapa:35261 | [Citation Analysis] |
2011 | Correlation of financial markets in times of crisis RePEc:arx:papers:1102.1339 | [Citation Analysis] |
2011 | Banking efficiency and stock market performance: an analysis of listed Indonesian banks RePEc:kap:rqfnac:v:37:y:2011:i:1:p:1-20 | [Citation Analysis] |
2011 | Efficiency and Its Impact on the Performance of European Commercial Banks RePEc:mag:wpaper:110018 | [Citation Analysis] |
2011 | Association of DEA super-efficiency estimates with financial ratios: Investigating the case for Chinese banks RePEc:eee:jomega:v:39:y:2011:i:3:p:323-334 | [Citation Analysis] |
2011 | European exchange rates volatility and its asymmetrical components during the financial crisis RePEc:men:wpaper:17_2011 | [Citation Analysis] |
2011 | Bank Competition in the EU: How Has It Evolved? RePEc:lar:wpaper:2011-04 | [Citation Analysis] |
2011 | European integration and banking efficiency: a panel cost frontier approach RePEc:ise:isegwp:wp042011 | [Citation Analysis] |
2011 | Post-crisis cost efficiency of Jamaican banks RePEc:cdf:wpaper:2011/27 | [Citation Analysis] |
2011 | Efficiency and bank profitability in MENA countries RePEc:eee:ememar:v:12:y:2011:i:2:p:94-110 | [Citation Analysis] |
2011 | Capital market imperfections and the theory of optimum currency areas RePEc:eee:jimfin:v:30:y:2011:i:8:p:1659-1675 | [Citation Analysis] |
2011 | Modeling Default Probabilities: the case of Brazil RePEc:bcb:wpaper:232 | [Citation Analysis] |
2011 | Modeling default probabilities: The case of Brazil RePEc:eee:intfin:v:21:y:2011:i:4:p:513-534 | [Citation Analysis] |
2011 | Does deposit insurance improve financial intermediation? Evidence from the Russian experiment RePEc:eee:jbfina:v:35:y:2011:i:2:p:388-402 | [Citation Analysis] |
2011 | Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010 RePEc:hkm:wpaper:232011 | [Citation Analysis] |
2011 | Enter the Dragon: Interactions between Chinese, US and Asia-Pacific Equity Markets, 1995-2010 RePEc:acb:camaaa:2011-35 | [Citation Analysis] |
2011 | The Sri Lankan stock market and the macroeconomy: an empirical investigation RePEc:eme:sefpps:v:28:y:2011:i:3:p:179-195 | [Citation Analysis] |
2011 | Contagious speculative bubbles: A note on the Greek sovereign debt crisis RePEc:ebl:ecbull:eb-11-00547 | [Citation Analysis] |
2011 | Shock transmission among the European Stock markets - Conferinta CRESTERE ECONOMICA SI SUSTENABILITATE SOCIALA. PROVOCARI SI PERSPECTIVE EUROPENE> RePEc:rjr:wpconf:101101 | [Citation Analysis] |
2011 | Housing, consumption and monetary policy: How different are the US and the euro area? RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041 | [Citation Analysis] |
2011 | How Does Fiscal Policy React to Wealth Composition and Asset Prices? RePEc:nip:nipewp:24/2011 | [Citation Analysis] |
2011 | Capital Regulation, Monetary Policy and Financial Stability RePEc:man:cgbcrp:154 | [Citation Analysis] |
2011 | Capital Regulation, Monetary Policy and Financial Stability RePEc:bcb:wpaper:237 | [Citation Analysis] |
2011 | Wealth, Labour Income, Stock Returns and Government Bond Yields, and Financial Stress in the Euro Area RePEc:nip:nipewp:22/2011 | [Citation Analysis] |
2011 | How Does Fiscal Policy React to Wealth Composition and Asset Prices? RePEc:gmf:wpaper:2011-18 | [Citation Analysis] |
2011 | Fiscal Policy Discretion, Private Spending, and Crisis Episodes RePEc:nip:nipewp:31/2011 | [Citation Analysis] |
2011 | What are the effects of fiscal policy on asset markets? RePEc:eee:ecmode:v:28:y:2011:i:4:p:1871-1890 | [Citation Analysis] |
2011 | Intraday timing of AUD intervention by the Reserve Bank of Australia: Evidence from microstructural analyses RePEc:eee:intfin:v:21:y:2011:i:2:p:277-295 | [Citation Analysis] |
2011 | Asymmetric information and market collapse: Evidence from the Chinese Market RePEc:dkn:ecomet:fe_2011_09 | [Citation Analysis] |
2011 | The relationship between liquidity and returns on the Chinese stock market RePEc:eee:asieco:v:22:y:2011:i:3:p:259-266 | [Citation Analysis] |
2011 | The Global Financial Crisis and Stochastic Convergence in the Euro Area RePEc:kap:iaecre:v:17:y:2011:i:3:p:315-333 | [Citation Analysis] |
2011 | Explaining over-subscription in fixed-price IPOs -- Evidence from the Malaysian stock market RePEc:eee:ememar:v:12:y:2011:i:3:p:205-216 | [Citation Analysis] |
2011 | SAFE: An early warning system for systemic banking risk RePEc:fip:fedcwp:1129 | [Citation Analysis] |
2011 | Contagion risk in the Australian banking and property sectors RePEc:eee:jbfina:v:35:y:2011:i:3:p:681-697 | [Citation Analysis] |