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 |
|---|---|---|
| 2006 | Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17. Full description at Econpapers || Download paper | 52 |
| 1998 | Efficiency of multinational banks: an empirical investigation. (1998). HASAN, IFTEKHAR ; Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696. Full description at Econpapers || Download paper | 50 |
| 1998 | Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614. Full description at Econpapers || Download paper | 47 |
| 1997 | Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191. Full description at Econpapers || Download paper | 44 |
| 1997 | Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35. Full description at Econpapers || Download paper | 42 |
| 2006 | Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729. Full description at Econpapers || Download paper | 32 |
| 2003 | Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486. Full description at Econpapers || Download paper | 30 |
| 1998 | Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256. Full description at Econpapers || Download paper | 29 |
| 2000 | Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184. Full description at Econpapers || Download paper | 29 |
| 2002 | Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, José. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911. Full description at Econpapers || Download paper | 29 |
| 2002 | Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798. Full description at Econpapers || Download paper | 28 |
| 1998 | Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243. Full description at Econpapers || Download paper | 27 |
| 2005 | Financial development and economic growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051. Full description at Econpapers || Download paper | 25 |
| 2003 | Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535. Full description at Econpapers || Download paper | 25 |
| 2002 | African stock markets: multiple variance ratio tests of random walks. (2002). Jefferis, Keith ; Smith, Graham ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484. Full description at Econpapers || Download paper | 24 |
| 2005 | Can mergers in Europe help banks hedge against macroeconomic risk?. (2005). Weill, Laurent ; Méon, Pierre-Guillaume. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326. Full description at Econpapers || Download paper | 23 |
| 2007 | Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138. Full description at Econpapers || Download paper | 22 |
| 1997 | A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74. Full description at Econpapers || Download paper | 22 |
| 2004 | Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66. Full description at Econpapers || Download paper | 22 |
| 1999 | Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511. Full description at Econpapers || Download paper | 22 |
| 2004 | International portfolio diversification to Central European stock markets. (2004). Syriopoulos, Theodore. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268. Full description at Econpapers || Download paper | 22 |
| 2002 | Forecasting volatility in the New Zealand stock market. (2002). Yu, Jun. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202. Full description at Econpapers || Download paper | 21 |
| 1997 | Productivity growth in the Hellenic banking industry: state versus private banks. (1997). Noulas, Athanasios G.. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:3:p:223-228. Full description at Econpapers || Download paper | 21 |
| 2006 | Testing for Purchasing Power Parity using stationary covariates. (2006). Papell, David ; Amara, Jomana. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39. Full description at Econpapers || Download paper | 21 |
| 2006 | Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302. Full description at Econpapers || Download paper | 21 |
| 1997 | Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464. Full description at Econpapers || Download paper | 21 |
| 1997 | Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201. Full description at Econpapers || Download paper | 20 |
| 2001 | Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571. Full description at Econpapers || Download paper | 20 |
| 2001 | Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105. Full description at Econpapers || Download paper | 20 |
| 2000 | Purchasing power parity, nonlinearity and chaos. (2000). Serletis, Apostolos ; Gogas, Periklis. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-622. Full description at Econpapers || Download paper | 20 |
| 2002 | Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A. ; Danbolt, Jo. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170. Full description at Econpapers || Download paper | 20 |
| 2003 | How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551. Full description at Econpapers || Download paper | 19 |
| 2002 | Long memory in stock returns: some international evidence. (2002). Henry, Ãlan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729. Full description at Econpapers || Download paper | 18 |
| 2004 | Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342. Full description at Econpapers || Download paper | 18 |
| 2006 | Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663. Full description at Econpapers || Download paper | 17 |
| 2004 | Efficiency of Indian commercial banks during the reform period. (2004). Rangasamy, Shanmugam ; Das, Abhiman ; Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686. Full description at Econpapers || Download paper | 17 |
| 2001 | The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange. (2001). Lux, Thomas. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:299-315. Full description at Econpapers || Download paper | 17 |
| 2000 | Day of the week effect in emerging Asian stock markets: evidence from the GARCH model. (2000). Choudhry, Taufiq . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:235-242. Full description at Econpapers || Download paper | 17 |
| 2006 | Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143. Full description at Econpapers || Download paper | 17 |
| 2002 | Competition and efficiency in the Spanish banking sector: the importance of specialization. (2002). perez, francisco ; Pastor, José ; Maudos, Joaquin ; Joaquín Maudos, . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:505-516. Full description at Econpapers || Download paper | 17 |
| 1999 | Short- and long-term links among European and US stock markets. (1999). Yuce, Ayse ; Gerrits, Robert-Jan. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9. Full description at Econpapers || Download paper | 17 |
| 2000 | Stock market integration and macroeconomic fundamentals: an empirical analysis, 1980-95. (2000). Dickinson, David G.. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:3:p:261-276. Full description at Econpapers || Download paper | 17 |
| 2002 | 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). Bologna, Pierluigi ; Cavallo, Laura . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-192. Full description at Econpapers || Download paper | 16 |
| 2001 | Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402. Full description at Econpapers || Download paper | 16 |
| 2004 | Exchange-rate uncertainty and workers remittances. (2004). Pozo, Susan ; Hysenbegasi, Alketa ; Higgins, Matthew L.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:6:p:403-411. Full description at Econpapers || Download paper | 16 |
| 1998 | Estimating structural exchange rate models by artificial neural networks. (1998). Daniels, Hennie ; Verkooijen, William ; Plasmans, Joseph . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:5:p:541-551. Full description at Econpapers || Download paper | 16 |
| 1999 | Efficiency and risk management in Spanish banking: a method to decompose risk. (1999). PASTOR, Jose M.. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:4:p:371-384. Full description at Econpapers || Download paper | 16 |
| 2001 | Price spread and convenience yield behaviour in the international oil market. (2001). Milonas, Nikolaos ; Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36. Full description at Econpapers || Download paper | 16 |
| 1999 | Macroeconomic determinants of long-term stock market comovements among major EMS countries. (1999). Cheung, Yin-Wong ; Lai, Kon S. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:1:p:73-85. Full description at Econpapers || Download paper | 15 |
| 1999 | Productive efficiency, technological change and productivity in Portuguese banking. (1999). Mendes, Victor ; Rebelo, Joao. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:513-521. Full description at Econpapers || Download paper | 15 |
Citing documents used to compute impact factor 69:
| Year | Title | See |
|---|---|---|
| 2012 | Patenting in family firms. (2012). Tognazzo, Alessandra ; Gubitta, Paolo ; Destro, Federica . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0155. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | What determines the long run growth rate in Kenya?. (2012). Pacheco, Gail ; kumar, saten. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:5:p:705-718. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Corporate governance mechanisms and capital structure in UAE. (2012). Al Jifri, Khaled ; Hussainey, Khaled ; Aljifri, Khaled . In: Journal of Applied Accounting Research. RePEc:eme:jaarpp:v:13:y:2012:i:2:p:145-160. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The pricing of G7 sovereign bond spreads â the times, they are a-changin. (2012). Ehrmann, Michael ; D'Agostino, Antonello. In: MPRA Paper. RePEc:pra:mprapa:40604. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Exchange rates and oil prices: A multivariate stochastic volatility analysis. (2012). Ding, Liang ; Vo, Minh . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:1:p:15-37. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Money market pressure in emerging economies: International contagion versus domestic determinants. (2012). Hegerty, Scott. In: Economic Systems. RePEc:eee:ecosys:v:36:y:2012:i:4:p:506-521. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | How integrated are the exchange markets of the Baltic Sea Region? An examination of market pressure and its contagion. (2012). Hegerty, Scott. In: Baltic Journal of Economics. RePEc:bic:journl:v:12:y:2012:i:2:p:109-122. 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 | Commodity volatility breaks. (2012). Wohar, Mark ; Vivian, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique. In: THEMA Working Papers. RePEc:ema:worpap:2012-25. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Are Southeast Asian Real Exchange Rates Mean Reverting?. (2012). ZENG, SONGLIN ; Bec, Frédérique. In: Working Papers. RePEc:hal:wpaper:hal-00685812. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Lassen sich CAPM, HCAPM und CCAPM durch konsumbasierte zeitvariable Parameterspezifikation rehabilitieren?. (2012). Auer, Benjamin R.. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:232:y:2012:i:5:p:518-544. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Flattening of the Phillips curve and the role of the oil price: An unobserved component model for the USA and Australia. (2012). Paradiso, Antonio ; Rao, Bhaskara B.. In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:259-262. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Identifying the Phillips curve through shifts in volatility. (2012). Kajuth, Florian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:4:p:975-991. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Stylized facts of business cycles in a transition economy in time and frequency. (2012). Caraiani, Petre. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2163-2173. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Time-Varying Risk Premium in the Czech Capital Market: Did the Market Experience a Structural Shock in 2008â2009?. (2012). Posta, Vit . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:5:p:450-470. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Energy price transmissions during extreme movements. (2012). Joëts, Marc ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-38. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Risk Aversion in the Euro area. (2012). Benchimol, Jonathan. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-00713669. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Trading Activity and Financial Market Integration. (2012). Lee, Chia-Hao ; Pei-I Chou, ; Pei-I Chou, . In: The Financial Review. RePEc:bla:finrev:v:47:y:2012:i:3:p:589-616. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Modeling hedge fund exposure to risk factors. (2012). JAWADI, Fredj ; Khanniche, Sabrina . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1003-1018. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Size, value and liquidity. Do They Really Matter on an Emerging Stock Market?. (2012). Lischewski, Judith ; Voronkova, Svitlana . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:1:p:8-25. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Analyzing the effect of using international accounting standards on the development of emerging capital markets. (2012). Zeghal, Daniel ; Mhedhbi, Karim. In: International Journal of Accounting and Information Management. RePEc:eme:ijaipp:v:20:y:2012:i:3:p:220-237. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Reexamining the Financeââ¬âGrowth Relationship for a Developing Economy: A Time Series Analysis of Post-reform India. (2012). Mandal, Kumarjit ; Kar, Sabyasachi . In: Working Papers. RePEc:ess:wpaper:id:5058. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Three ethical dimensions of the financial crisis. (2012). Argandoa, Antonio . In: IESE Research Papers. RePEc:ebg:iesewp:d-0944. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Analyst following, staggered boards, and managerial entrenchment. (2012). Jiraporn, Pornsit ; Chintrakarn, Pandej ; Kim, Young S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3091-3100. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sudden equity price declines and the flight-to-safety phenomenon: additional evidence using daily data. (2012). Brocato, Joe ; Smith, Kenneth . In: Journal of Economics and Finance. RePEc:spr:jecfin:v:36:y:2012:i:3:p:712-727. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Opaque banks, price discovery, and financial instability. (2012). Jones, Jeffrey S. ; Lee, Wayne Y. ; Yeager, Timothy J.. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:383-408. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa. (2012). Cifter, Atilla. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:2:p:127-142. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Carbon price drivers: Phase I versus Phase II equilibrium?. (2012). Mignon, Valérie ; Jouvet, Pierre-André ; Creti, Anna . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:327-334. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market. (2012). Toyoshima, Yuki ; Tamakoshi, Go ; Hamori, Shigeyuki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:381-394. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Exploring the dynamic interdependence between gold and other financial markets. (2012). Toyoshima, Yuki ; Miyazaki, Takashi ; Hamori, Shigeyuki. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00754. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis. (2012). Toyoshima, Yuki ; Tamakoshi, Go ; Hamori, Shigeyuki. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00485. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Macroeconomic dynamics in Macedonia and Slovakia: Structural estimation and comparison. (2012). Melecký, Martin ; Melecky, Martin . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1377-1387. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Analysing financial contagion and asymmetric market dependence with volatility indices via copulas. (2012). Ng, Wing ; Peng, Yue . In: Annals of Finance. RePEc:kap:annfin:v:8:y:2012:i:1:p:49-74. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | How Firms Use Domestic and International Corporate Bond Markets. (2012). Schmukler, Sergio ; Martinez Peria, Maria ; Levine, Ross ; Gozzi, Juan Carlos ; Maria Soledad Martinez Peria, . In: NBER Working Papers. RePEc:nbr:nberwo:17763. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | How firms use domestic and international corporate bond markets. (2012). Schmukler, Sergio ; Levine, Ross ; Gozzi, Juan Carlos ; Peria, Maria Soledad Martinez, . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6209. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets. (2012). Tsoukas, Serafeim ; Mizen, Paul ; Remolona, Eli M ; Packer, Frank . In: BIS Working Papers. RePEc:bis:biswps:401. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets. (2012). Tsoukas, Serafeim ; Mizen, Paul ; Remolona, Eli ; Packer, Frank . In: Working Papers. RePEc:gla:glaewp:2012_16. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Equity financing capacity and stock returns: Evidence from China. (2012). Tian, Gao-Liang ; Fonseka, M. M. ; Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1277-1291. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Return and volatility spillovers between Dubai financial market and Abu Dhabi Stock Exchange in the UAE. (2012). Maghyereh, A. ; Awartani, B.. In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:10:p:837-848. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The US monetary performance prior to the 2008 crisis. (2012). Li, Kui. In: MPRA Paper. RePEc:pra:mprapa:41036. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Japanese economy in crises: A time series segmentation study. (2012). Xu, Danny Yuan ; Zhang, Yiting ; Yim, Woei Shyr ; Cheong, Siew Ann ; Fornia, Robert Paulo ; Lee, Gladys Hui Ting, ; Kok, Jun Liang . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:20125. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Switching to floating exchange rates, devaluations, and stock returns in MENA countries. (2012). cipollini, andrea ; Chortareas, Georgios ; Eissa, Mohamed Abdelaziz . In: International Review of Financial Analysis. RePEc:eee:finana:v:21:y:2012:i:c:p:119-127. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Determinants of ownership structure and performance of seasoned equity offerings: Evidence from Chinese stock markets. (2012). Reddy, Krishna ; Abidin, Sazali ; Chen, Liehui . In: International Journal of Managerial Finance. RePEc:eme:ijmfpp:v:8:y:2012:i:4:p:304-331. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Foreign bank lending and information asymmetries in China: Empirical evidence from the syndicated loan market. (2012). Weill, Laurent ; Godlewski, Christophe ; Pessarossi, Pierre . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:4:p:423-433. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Day of the week effect in central European stock markets. (2012). Stavarek, Daniel ; Heryan, Tomas . In: MPRA Paper. RePEc:pra:mprapa:38431. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The week-of-the-year effect: Evidence from around the globe. (2012). Yagil, Joseph ; Levy, Tamir . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1963-1974. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The cost of living in China: Implications for inequality and
poverty.. (2012). Almås, Ingvild ; Alms, Ingvild ; Johnsen, shild Augland . In: Discussion Paper Series in Economics. RePEc:hhs:nhheco:2012_021. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Using Engel Curves to Measure CPI Bias for Indonesia. (2012). Olivia, Susan ; Gibson, John. In: Working Papers in Economics. RePEc:wai:econwp:12/06. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Using Engel Curves to Measure CPI Bias for Indonesia. (2012). Olivia, Susan ; Gibson, John. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-13. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Macroeconomic Uncertainty and the Impact of Oil Shocks. (2012). Van Robays, Ine. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3937. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Macroeconomic uncertainty and the impact of oil shocks. (2012). Van Robays, Ine. In: Working Paper Series. RePEc:ecb:ecbwps:20121479. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Modeling the effects of Geographical Expansion Strategies on the Italian Minor Banksâ Efficiency. (2012). Brighi, Paola ; Bernini, Cristina . In: Working Paper Series. RePEc:rim:rimwps:72_12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Lâefficienza del sistema bancario italiano dal 2006 al 2010. Unâapplicazione delle frontiere stocastiche.. (2012). Bonanno, Graziella. In: MPRA Paper. RePEc:pra:mprapa:42831. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The effects of volatility spillover in the US basis swap markets. (2012). Malhotra, D. K. ; Bhargava, Vivek . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:216-238. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Paradoxical price effects on insurance markets. (2012). RegÅs, Gábor ; Regs, Gbor ; Banyr, Jzsef . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1399-1407. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Effects of Global Liquidity on Commodity and Food Prices. (2012). Volz, Ulrich ; Belke, Ansgar ; Bordon, Ingo G.. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1199. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Effects of Global Liquidity on Commodity and Food Prices. (2012). Volz, Ulrich ; Belke, Ansgar ; Borden, Ingo . In: Ruhr Economic Papers. RePEc:rwi:repape:0323. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Liquidity and crude oil prices: Chinaâs influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:44049. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15727. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A note on US institutional equity flows to Brazil. (2012). French, Joseph J. ; Li, Wei-Xuan . In: Review of Accounting and Finance. RePEc:eme:rafpps:v:11:y:2012:i:3:p:298-315. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Análisis Coste-Beneficio de la introducción de dispositivos ahorradores de agua. Estudio de un caso en el sector hotelero. (2012). Salvador, Manuel ; Barberan, Ramon ; de Renteria, Pilar Gracia ; Egea, Pilar . In: Documentos de Trabajo. RePEc:zar:wpaper:dt2012-04. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | An Empirical Analysis of Australian Gold Mining Firms. (2012). Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:171. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Globalizations and bank performance in China. (2012). SUFIAN, FADZLAN ; Habibullah, Muzafar Shah. In: Research in International Business and Finance. RePEc:eee:riibaf:v:26:y:2012:i:2:p:221-239. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The relationship between net interest margin and noninterest income using a system estimation approach. (2012). Nguyen, James. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:9:p:2429-2437. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Migration and Remittances during the Global Financial Crisis and Beyond. (2012). Ratha, Dilip ; Cohen, Jeffrey H. ; Sirkeci, Ibrahim . In: World Bank Publications. RePEc:wbk:wbpubs:13092. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Spatial modeling of stock market comovements. (2012). Orlov, Alexei ; MONTERO, JOSÃ-MARÃA ; FERNÃNDEZ-AVILÃS, GEMA ; Fernandez-Aviles, Gema . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:4:p:202-212. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
| Year | Title | See |
|---|---|---|
| 2012 | Modelling the liquidity ratio as macroprudential instrument. (2012). End, Jan Willem ; van den End, Jan Willem ; Kruidhof, Mark . In: DNB Working Papers. RePEc:dnb:dnbwpp:342. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008â09 financial crisis. (2012). Hamori, Shigeyuki ; Xu, Haifeng . In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:4:p:344-352. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The effects of volatility spillover in the US basis swap markets. (2012). Malhotra, D. K. ; Bhargava, Vivek . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:216-238. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Firms Accruals and Tobinâs q. (2012). Racicot, François-Ãric ; Calmès, Christian. In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Do Socially Responsible Investment Indexes Outperform Conventional Indexes?. (2012). Okimoto, Tatsuyoshi ; Matsuda, Akimi ; Managi, Shunsuke. In: MPRA Paper. RePEc:pra:mprapa:36662. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Performances of Socially Responsible Investment and Environmentally Friendly Funds. (2012). Matsuda, Akimi ; Managi, Shunsuke ; Ito, Yutaka . In: MPRA Paper. RePEc:pra:mprapa:40654. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Intra-daily volatility spillovers between the US and German stock markets. (2012). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Scattered Fiscal Forecasts. (2011). Pierdzioch, Christian ; Ruelke, Jan ; Stadtmann, Georg . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00353. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The Stock Market and Macroeconomic Variables in a BRICS Country and Policy Implications. (2011). Hsing, Yu. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2011-01-2. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Flattening of the Phillips Curve and the Role of Oil Price: An Unobserved Components Model for the USA and Australia. (2011). Rao, B. ; Paradiso, Antonio . In: MPRA Paper. RePEc:pra:mprapa:29606. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | A Review and Bibliography of Early Warning Models. (2011). Yucel, Eray. In: MPRA Paper. RePEc:pra:mprapa:32893. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | The instability of the correlation structure of the S&P 500. (2011). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, tefan . In: MPRA Paper. RePEc:pra:mprapa:34160. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | A New Keynesian IS Curve for Australia: Is it Forward Looking or Backward Looking?. (2011). kumar, saten ; Rao, Bhaskara B ; Antonio, Paradiso . In: MPRA Paper. RePEc:pra:mprapa:35296. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
| Year | Title | See |
|---|---|---|
| 2010 | Call auctions : A solution to some difficulties in Indian finance. (2010). Thomas, Susan. In: Finance Working Papers. RePEc:eab:financ:23028. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Stock Market Calendar Anomalies: Evidence from ASEAN-5 Stock Markets. (2010). Lim, Shiok Ye ; Chia, Ricky. In: Economics Bulletin. RePEc:ebl:ecbull:eb-09-00761. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | An empirical model of daily highs and lows of West Texas Intermediate crude oil prices. (2010). Wan, Alan ; He, Angela W. W., ; Wan, Alan T. K., ; Kwok, Jerry T. K., . In: Energy Economics. RePEc:eee:eneeco:v:32:y:2010:i:6:p:1499-1506. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop. (2010). Wagner, Niklas ; Breitenfellner, Bastian . In: International Review of Financial Analysis. RePEc:eee:finana:v:19:y:2010:i:4:p:289-297. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Predictable dynamics in implied volatility surfaces from OTC currency options. (2010). Tsekrekos, Andrianos ; Chalamandaris, George. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:6:p:1175-1188. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Call Auctions: A Solution to Some Difficulties in Indian Finance. (2010). Thomas, Susan. In: Working Papers. RePEc:ess:wpaper:id:2597. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
| Year | Title | See |
|---|---|---|
| 2009 | Managed Floats to Damp Shocks like 1982-5 and 2006-9: Field and Laboratory Evidence for Chinese Interest
in a Single World Currency. (2009). von Hagen, Juergen ; Selten, Reinhard ; Kube, Sebastian ; Pope, Robin . In: Bonn Econ Discussion Papers. RePEc:bon:bonedp:bgse26_2009. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Deregulation and liberalization of the Chinese stock market and the improvement of market efficiency. (2009). Hung, Jui-Cheng . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:49:y:2009:i:3:p:843-857. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Forecast of value at risk for equity indices: an analysis from developed and emerging markets. (2009). Huang, Alex Yi-Hou ; Tseng, Tsung-Wei . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:10:y:2009:i:4:p:393-409. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Myopic loss aversion, bond returns and the equity premium puzzle. (2009). Madsen, Jakob ; Jagd, Philip . In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:17:p:1383-1390. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Staatsfonds - neue Akteure an den Finanzmärkten?. (2009). Schalast, Christoph ; Tuppi, Pascal ; Tiemann, Marcel . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:114. Full description at Econpapers || Download paper | [Citation Analysis] |
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.