CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated February, 3 2014 581.217 documents
processed, 14.657.417 references and 5.549.674 citations
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published 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 II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2002 | Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58. Full description at Econpapers || Download paper | 71 |
| 2008 | Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136. Full description at Econpapers || Download paper | 54 |
| 1999 | Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391. Full description at Econpapers || Download paper | 47 |
| 1998 | An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173. Full description at Econpapers || Download paper | 40 |
| 1997 | The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87. Full description at Econpapers || Download paper | 39 |
| 2005 | Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157. Full description at Econpapers || Download paper | 38 |
| 1998 | Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412. Full description at Econpapers || Download paper | 38 |
| 1998 | Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356. Full description at Econpapers || Download paper | 36 |
| 2000 | Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130. Full description at Econpapers || Download paper | 34 |
| 2003 | Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136. Full description at Econpapers || Download paper | 34 |
| 2004 | Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219. Full description at Econpapers || Download paper | 33 |
| 1999 | Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, Ãystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74. Full description at Econpapers || Download paper | 33 |
| 2000 | Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421. Full description at Econpapers || Download paper | 28 |
| 2003 | Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186. Full description at Econpapers || Download paper | 26 |
| 2005 | Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; WOOD, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352. Full description at Econpapers || Download paper | 25 |
| 2005 | Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106. Full description at Econpapers || Download paper | 25 |
| 1998 | What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153. Full description at Econpapers || Download paper | 25 |
| 1999 | Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376. Full description at Econpapers || Download paper | 25 |
| 2002 | On measuring volatility and the GARCH forecasting performance. (2002). Renò, Roberto ; Barucci, Emilio ; Reno, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200. Full description at Econpapers || Download paper | 24 |
| 2009 | Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674. Full description at Econpapers || Download paper | 23 |
| 2000 | Central bank intervention and exchange rates: the case of Sweden. (2000). Aguilar, Javiera ; Nydahl, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322. Full description at Econpapers || Download paper | 23 |
| 2003 | Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399. Full description at Econpapers || Download paper | 23 |
| 2005 | Cost efficiency in the Latin American and Caribbean banking systems. (2005). Kasman, Adnan ; Carvallo, Oscar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72. Full description at Econpapers || Download paper | 23 |
| 2000 | The United States as an informed foreign-exchange speculator. (2000). Humpage, Owen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302. Full description at Econpapers || Download paper | 22 |
| 1998 | The impact of exchange rate volatility on Australian trade flows. (1998). McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38. Full description at Econpapers || Download paper | 21 |
| 2006 | Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40. Full description at Econpapers || Download paper | 19 |
| 1998 | Price discovery in high and low volatility periods: open outcry versus electronic trading. (1998). Martens, Martin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260. Full description at Econpapers || Download paper | 19 |
| 2008 | Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63. Full description at Econpapers || Download paper | 19 |
| 1999 | Local and global price memory of international stock markets. (1999). Knif, Johan ; Pynnonen, Seppo . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:2:p:129-147. Full description at Econpapers || Download paper | 18 |
| Why do central banks intervene secretly?: Preliminary evidence from the BoJ. (2007). Beine, Michel ; Bernal, Oscar. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:291-306. Full description at Econpapers || Download paper | 18 | |
| 2004 | The accuracy of press reports regarding the foreign exchange interventions of the Bank of Japan. (2004). Pierdzioch, Christian ; Stadtmann, Georg ; Frenkel, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:1:p:25-36. Full description at Econpapers || Download paper | 17 |
| 2009 | Changes in the international comovement of stock returns and asymmetric macroeconomic shocks. (2009). Pierdzioch, Christian ; Kizys, Renatas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:2:p:289-305. Full description at Econpapers || Download paper | 17 |
| 2006 | Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142. Full description at Econpapers || Download paper | 16 |
| 1999 | Malmquist indices of productivity change in Australian financial services. (1999). Worthington, Andrew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:3:p:303-320. Full description at Econpapers || Download paper | 16 |
| 2008 | Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105. Full description at Econpapers || Download paper | 16 |
| 2009 | Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15. Full description at Econpapers || Download paper | 16 |
| 2008 | Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45. Full description at Econpapers || Download paper | 15 |
| 2009 | Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833. Full description at Econpapers || Download paper | 15 |
| 1999 | A test of purchasing power parity for emerging economies. (1999). Salehizadeh, Mehdi ; Taylor, Robert . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:2:p:183-193. Full description at Econpapers || Download paper | 15 |
| 2000 | Testing for nonlinear Granger causality from fundamentals to exchange rates in the ERM. (2000). Ma, Yue ; Kanas, Angelos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:1:p:69-82. Full description at Econpapers || Download paper | 15 |
| 2000 | Central bank intervention and exchange rate volatility -- Australian evidence. (2000). Sheen, Jeffrey ; Kortian, Tro ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405. Full description at Econpapers || Download paper | 15 |
| 2008 | Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497. Full description at Econpapers || Download paper | 15 |
| 2005 | Financial markets and economic growth in Greece, 1986-1999. (2005). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188. Full description at Econpapers || Download paper | 15 |
| 1997 | International portfolio diversification: a synthesis and an update. (1997). Mikhail, Azmi D. ; Kuenzel, Rolf ; Shawky, Hany A.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:4:p:303-327. Full description at Econpapers || Download paper | 15 |
| 2007 | Fiscal policy events and interest rate swap spreads: Evidence from the EU. (2007). Afonso, Antonio ; Strauch, Rolf . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:261-276. Full description at Econpapers || Download paper | 14 |
| 2003 | Beta and returns revisited: Evidence from the German stock market. (2003). Theissen, Erik ; El-Shaer, Mahmoud ; Elsas, Ralf . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:1:p:1-18. Full description at Econpapers || Download paper | 14 |
| 2006 | Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56. Full description at Econpapers || Download paper | 14 |
| 1998 | Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong. (1998). Chung, Dennis Y. ; Brockman, Paul . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298. Full description at Econpapers || Download paper | 14 |
| 2003 | Information arrivals and intraday exchange rate volatility. (2003). Taylor, Stephen J. ; Chang, Yuanchen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:85-112. Full description at Econpapers || Download paper | 14 |
| 1999 | Factor price misspecification in bank cost function estimation. (1999). Mountain, Dean ; Thomas, Hugh . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:2:p:163-182. Full description at Econpapers || Download paper | 14 |
Citing documents used to compute impact factor 36:
| Year | Title | See |
|---|---|---|
| 2012 | Changing integration of EMU public property markets. (2012). Yunus, Nafeesa ; Swanson, Peggy E.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:194-208. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Return and volatility spillovers among CIVETS stock markets. (2012). Atukeren, Erdal ; evik, Emrah a. ; KORKMAZ, Turhan . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Is the UAE stock market integrated with the USA stock market? New evidence from asymmetric causality testing. (2012). Hatemi-J, Abdulnasser ; Hatemi-J , Abdulnasser, ; Hatemi-J, Abdulnasser, . In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:273-280. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A Framework for Extracting the Probability of Default from Stock
Option Prices. (2012). Vinogradov, Dmitri ; Takeyama, Azusa ; Constantinou, Nick . In: IMES Discussion Paper Series. RePEc:ime:imedps:12-e-14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods. (2012). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:41566. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Is monetary policy non-linear in Indonesia, Korea, Malaysia, and Thailand? A quantile regression analysis. (2012). Schreyer, Sam ; Miles, William . In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:26:y:2012:i:2:p:155-166. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Assesment of Equilibrium Real Echange Rate of Latvia. (2012). Ajevskis, Viktors ; Tkacevs, Olegs ; Rutkaste, Uldis ; Rimgailaite, Ramune . In: Working Papers. RePEc:ltv:wpaper:201204. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The impact of Chinas stock market reforms on its international stock market linkages. (2012). Li, Hong . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:358-368. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Portfolio Risk Evaluation
An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: AMSE Working Papers. RePEc:aim:wpaimx:1208. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Portfolio risk evaluation: An approach based on dynamic conditional correlations models and wavelet multiresolution analysis. (2012). Boutahar, Mohamed ; Khalfaoui, Rabeh. In: MPRA Paper. RePEc:pra:mprapa:41624. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | International portfolio diversification: An ICAPM approach with currency risk. (2012). Simos, Theodore ; Dimitriou, Dimitrios. In: MPRA Paper. RePEc:pra:mprapa:42825. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Portfolio Risk Evaluation: An Approach Based on Dynamic Conditional Correlations Models and Wavelet Multi-Resolution Analysis. (2012). Boutahar, Mohamed ; Khalfaoui, R.. In: Working Papers. RePEc:hal:wpaper:halshs-00793068. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Emerging markets and financial crises: Regional, global or isolated shocks?. (2012). Kenourgios, Dimitris ; Padhi, Puja . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:22:y:2012:i:1:p:24-38. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Modelling the Sovereign Linkages of Key Latin American Economies. (2012). Gannon, Gerard ; Thuraisamy, Kannan . In: Financial Econometics Series. RePEc:dkn:ecomet:fe_2012_03. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Changing integration of EMU public property markets. (2012). Yunus, Nafeesa ; Swanson, Peggy E.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:194-208. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Messung ökonomischer Integration in der Europäischen Union: Entwicklung eines EU-Integrationsindexes. (2012). Ohr, Renate ; Konig, Jorg . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:135. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Efficiency evaluation of Greek equity funds. (2012). PHILIPPAS, NIKOLAOS ; BABALOS, VASSILIOS ; Guglielmo-Maria, Caporale . In: MPRA Paper. RePEc:pra:mprapa:37954. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Efficiency evaluation of Greek equity funds. (2012). PHILIPPAS, NIKOLAOS ; BABALOS, VASSILIOS ; Caporale, Guglielmo Maria . In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:317-333. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The relevance of information and trading costs in explaining momentum profits: Evidence from optioned and non-optioned stocks. (2012). Galariotis, Emilios C. ; Badreddine, Sina ; Holmes, Phil . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:589-608. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | âBlack Swansâ before the âBlack Swanâ evidence from international LIBORâOIS spreads. (2012). Wohar, Mark ; Olson, Eric ; Miller, Scott. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1339-1357. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Are South East Europe stock markets integrated with regional and global stock markets?. (2012). Ugur, Mehmet ; Guidi, Francesco . In: MPRA Paper. RePEc:pra:mprapa:44133. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Holler, Julian ; Bessler, Wolfgang ; Kurmann, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches. (2012). Wolff, Dominik ; Bessler, Wolfgang ; Opfer, Heiko . In: Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century. RePEc:zbw:vfsc12:62020. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Jump spillovers in energy futures markets: Implications for diversification benefits. (2012). Tu, Anthony H. ; Liu, Qingfu . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:5:p:1447-1464. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Portfolio Diversification in Extreme Environments: Are There Benefits from Adding Commodity Future Indices?. (2012). Batavia, Bala ; Wague, Cheick ; Parameswar, Nandakumar . In: European Research Studies Journal. RePEc:ers:journl:v:xv:y:2012:i:3:p:33-48. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | To Group or Not to Group? Evidence from Mutual Funds. (2012). Sarkissian, Sergei ; patel, saurin . In: MPRA Paper. RePEc:pra:mprapa:38496. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The effect of management team characteristics on risk-taking and style extremity of mutual fund portfolios. (2012). Karagiannidis, Iordanis . In: Review of Financial Economics. RePEc:eee:revfin:v:21:y:2012:i:3:p:153-158. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Impact of Market Power at Bank Level in Risk-taking: the Brazilian case. (2012). Tabak, Benjamin ; Mauricio da Silva Medeiros Junior, ; Guilherme Maia Rodrigues Gomes, . In: Working Papers Series. RePEc:bcb:wpaper:283. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:2:p:341-358. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Models of Speculative Attacks and Crashes in International Capital Markets. (2012). Piersanti, Giovanni ; Marini, Giancarlo. In: CEIS Research Paper. RePEc:rtv:ceisrp:245. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Eurozone sovereign contagion: Evidence from the CDS market (2005â2010). (2012). Kalbaska, A. ; Gtkowski, M.. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:657-673. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Modeling the dependence structure between default risk premium, equity return volatility and the jump risk: Evidence from a financial crisis. (2012). Naifar, Nader . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:119-131. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2012-20. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A Financial Crisis Manual Causes, Consequences, and Lessons of the Financial Crisis. (2012). Beachy, Ben . In: GDAE Working Papers. RePEc:dae:daepap:12-06. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-42. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Is currency risk priced for emerging stock markets?. (2012). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00112. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach. (2012). You, Kefei ; Sarantis, Nicholas . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1146-1163. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Foreign exchange volatility and stock returns. (2012). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1202-1216. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Size and earnings volatility of US bank holding companies. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3008-3016. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Rhee, Ghon S. ; Ahmad, Rubi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1574-1592. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Wagner versus Keynes: Public spending and national income in Italy. (2012). Magazzino, Cosimo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:890-905. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | International tax arbitrage and residence vs. source-based capital income taxation. (2012). Strobel, Frank. In: Research in Economics. RePEc:eee:reecon:v:66:y:2012:i:4:p:391-397. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Does CEO turnover matter in China? Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_021. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Are bank loans still âspecialâ (especially during a crisis)? Empirical evidence from a European country. (2012). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-03. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8651. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The forward-bias puzzle: Still unsolved. (2011). Müller, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:605-610. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | On the (in)feasibility of covered interest parity as a solution to the forward bias puzzle. (2011). Chang, Sanders ; Sanders S., Chang, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:611-616. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | A comment on: The solution to the forward-bias puzzleâÂÂ. (2011). Alan, King . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:623-628. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The solution to the forward-bias puzzle: Reply. (2011). John, Pippenger . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:629-636. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | A survey of announcement effects on foreign exchange volatility and jumps. (2011). Neely, Christopher. In: Review. RePEc:fip:fedlrv:y:2011:i:sep:p:361-385:n:v.93no.5. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Capital flows and Japanese asset volatility. (2011). Neely, Christopher ; Fawley, Brett W.. In: Working Papers. RePEc:fip:fedlwp:2011-034. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Sovereign CDS and Bond Pricing Dynamics in the Euro-area. (2011). Portes, Richard ; Palladini, Giorgia . In: NBER Working Papers. RePEc:nbr:nberwo:17586. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The threshold nonstationary panel data approach to forward premiums. (2011). Nagayasu, Jun. In: MPRA Paper. RePEc:pra:mprapa:34265. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
| Year | Title | See |
|---|---|---|
| 2010 | Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Madaleno, Mara ; Pinho, Carlos . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:26-62:d:28368. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Financialization, Crisis and Commodity Correlation Dynamics. (2010). Thorp, Susan ; Silvennoinen, Annastiina. In: Research Paper Series. RePEc:uts:rpaper:267. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
| Year | Title | See |
|---|---|---|
| 2009 | International comovement of stock market returns: A wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:4:p:632-639. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Central bank interventions and implied exchange rate correlations. (2009). Vähämaa, Sami ; Nikkinen, Jussi ; Vahamaa, Sami . In: Journal of Empirical Finance. RePEc:eee:empfin:v:16:y:2009:i:5:p:862-873. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Market discipline and bank efficiency. (2009). Uchida, Hirofumi ; Satake, Mitsuhiko . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:792-802. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Productivity growth and biased technological change: Credit banks in Japan. (2009). Matousek, Roman ; Managi, Shunsuke ; Barros, Carlos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:924-936. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Capturing the time dynamics of central bank intervention. (2009). Douglas, Christopher C. ; Kolar, Marek . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:950-968. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | The market reaction to cross-listings: Does the destination market matter?. (2009). van Dijk, Mathijs ; Roosenboom, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:10:p:1898-1908. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | The ADR shadow exchange rate as an early warning indicator for currency crises. (2009). Eichler, Stefan ; Karmann, Alexander ; Maltritz, Dominik . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:11:p:1983-1995. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Announcements, financial operations or both? Generalizing central banks FX reaction functions. (2009). Gnabo, Jean-Yves ; Bernal, Oscar. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:23:y:2009:i:4:p:367-394. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Modeling sudden volatility changes: Evidence from Japanese and Korean stock markets. (2009). Yoon, Seong-Min ; Cho, Hwan-Gue ; Kang, Sang Hoon . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:388:y:2009:i:17:p:3543-3550. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | A New Test of the Real Interest Rate Parity Hypothesis: Bounds Approach and Structural Breaks. (2009). Kontonikas, Alexandros ; Bagdatoglou, George . In: Working Papers. RePEc:gla:glaewp:2009_17. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Determinants of interest rate exposure of Spanish banking industry. (2009). Soto, Gloria M. ; Gonzalez, Cristobal ; Ferrer, Roman ; Ballester, Laura ; Gloria M. Soto Pacheco, . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2009-07. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | On-Going versus Completed Interventions and Yen/Dollar Expectations - Evidence from Disaggregated Survey Data. (2009). Yoshida, Yushi ; Rulke, Jan C.. In: Discussion Papers. RePEc:kyu:dpaper:35. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector. (2009). Simper, Richard ; Kenjegalieva, Karligash ; Hall, Maximilian ; Santoso, Wimboh ; Hadad, Muliaman D. ; Maximilian J. B. Hall, . In: Discussion Paper Series. RePEc:lbo:lbowps:2009_20. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data. (2009). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:032009. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments. (2009). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:042009. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | On-site audits, sanctions, and bank risk-taking: An empirical overture towards a novel regulatory and supervisory philosophy. (2009). Staikouras, Panagiotis ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:16836. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | International comovement of stock market returns: a wavelet analysis. (2009). Rua, António ; Nunes, Luis. In: Working Papers. RePEc:ptu:wpaper:w200904. Full description at Econpapers || Download paper | [Citation Analysis] |
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Source data used to compute the impact factor of RePEc series.