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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

The North American Journal of Economics and Finance / Elsevier


1.03

Impact Factor

1.08

5-Years IF

24

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09121217002 (11.8%)0.04
19930.1152730.112312122 (8.7%)0.05
19940.070.110.07144130.079272272 (%)0.05
19950.030.190.05135450.09312914121 (3.2%)0.07
19960.190.230.152478140.18222755485 (22.7%)10.040.09
19970.030.270.06189650.0516337178513 (8%)0.09
19980.190.270.1413109160.152842884124 (14.3%)0.1
19990.10.310.052012950.04923138244 (4.3%)0.13
20000.030.390.0613142130.094333188510 (23.3%)30.230.15
20010.210.410.1718160330.21351337881519 (5.4%)50.280.16
20020.90.430.5119179870.49285312882429 (3.2%)150.790.19
20031.30.450.7719198980.492053748836414 (6.8%)40.210.19
20041.290.510.92192171250.58138384989826 (4.3%)150.790.21
20050.890.541.13232401520.633133834889910 (3.2%)80.350.22
20060.710.521.16252651630.6224242309811420 (8.3%)60.240.21
20070.730.450.72172821460.5213748351057615 (10.9%)20.120.18
20080.810.481.17223042370.7811742341031205 (4.3%)30.140.2
20090.970.480.96173212040.6412239381061027 (5.7%)40.240.19
20100.560.440.82233441810.5315039221048512 (8%)60.260.16
20111.30.531.2203642790.7778405210412521 (26.9%)70.350.21
20121.070.580.95223862820.73874346999431 (35.6%)90.410.22
20131.050.711.08844704480.95214424410411284 (39.3%)470.560.25
20141.030.811.08675373870.725910610916617931 (52.5%)120.180.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2001Regionalism in the nineties: what effect on trade?. (2001). Wintersb, Alan L. ; Soloaga, Isidro . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

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150
2002Inflation targeting in Chile. (2002). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146.

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143
1997Globalization and the open economy. (1997). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

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132
2006Production fragmentation and trade integration: East Asia in a global context. (2006). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

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102
2001Fragmentation in simple trade models. (2001). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137.

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101
2007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

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69
2006Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281.

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58
2004Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100.

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57
2002The great exchange rate debate after Argentina. (2002). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252.

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48
2010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo M.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105.

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43
2003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

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41
2005Estimating equilibrium real interest rates in real time. (2005). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

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39
2003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Li, Huimin ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

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38
1999From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yunez-Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:10:y:1999:i:1:p:5-38.

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37
2005How the Bundesbank really conducted monetary policy. (2005). Worms, Andreas ; Gerberding, Christina . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:277-292.

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34
2005Vertical specialization and three facts about U.S. international trade. (2005). Chen, Hogan ; Kondratowicz, Matthew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:35-59.

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33
2005International fragmentation and the new economic geography. (2005). Kierzkowski, Henryk ; Jones, Ronald W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:1-10.

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31
2005Fragmentation and services. (2005). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:137-152.

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27
2002Monetary integration in the Southern Cone. (2002). Gros, Daniel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:323-349.

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27
2005Patterns of international fragmentation of production and the relative demand for labor. (2005). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:233-254.

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26
2002An evaluation of monetary regime options for Latin America. (2002). Borensztein, Eduardo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:213-235.

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26
2009Vertical specialization across the world: A relative measure. (2009). Amador, Joo ; Cabral, Sonia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280.

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25
2005International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Gorg, Holger . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269.

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25
2013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

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24
2009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

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24
2001Cross-border sourcing and outward processing in EU manufacturing. (2001). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:243-256.

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22
2005The relevance of real-time data in estimating reaction functions for the euro area. (2005). Roffia, Barbara ; Gerdesmeier, Dieter . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:293-307.

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22
2003Trade integration and synchronization between the business cycles of Mexico and the United States. (2003). ALBERTOTORRES, ; Vela, Oscar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:319-342.

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22
2003Fragmentation and agglomeration matter: Japanese multinationals in Latin America and East Asia. (2003). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:287-317.

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22
2008Fiscal convergence in the European Union. (2008). Kutan, Ali M.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:319-330.

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21
2005Do unskilled workers always lose from fragmentation?. (2005). Gorg, Holger ; Geishecker, Ingo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:81-92.

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21
2001A specific-factors view on outsourcing. (2001). Kohler, Wilhelm . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:31-53.

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21
2010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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20
2013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Beckmann, Joscha . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

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20
2005Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries. (2005). Ramos -Francia, Manuel ; Ramos-Francia, Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:187-216.

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19
2001The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272.

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19
2002Monetary union: European lessons, Latin American prospects. (2002). Winckler, Georg . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:297-321.

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18
2013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Al-Hassan, Abdullah ; Hammoudeh, Shawkat ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

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18
2005Do consumer-confidence indexes help forecast consumer spending in real time?. (2005). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:435-450.

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18
2001Banking conduct before the European single banking license: a cross-country comparison. (2001). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:79-104.

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18
2009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem H.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

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18
2010Causes of banking crises revisited. (2010). Klomp, Jeroen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87.

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16
2003The distributional effects of international outsourcing in a 2 x 2 production model. (2003). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:189-206.

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16
2004Monetary policy in deflation: the liquidity trap in history and practice. (2004). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:101-124.

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16
2011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Bloor, Chris ; Matheson, Troy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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15
2006Does regionalism lead to more global trade integration in East Asia?. (2006). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:283-301.

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14
2013Nonlinear dynamics and recurrence plots for detecting financial crisis. (2013). Guegan, Dominique ; Addo, Peter Martey ; Billio, Monica . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:416-435.

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14
2008Volatility transmission in the European money market. (2008). Offermanns, Christian J. ; Nautz, Dieter . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:1:p:23-39.

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14
2009Monetary effects on nominal oil prices. (2009). Nakov, Anton ; Gillman, Max . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:239-254.

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14
2005Fragmentation of headquarter services and FDI. (2005). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:61-79.

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14

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2006Production fragmentation and trade integration: East Asia in a global context. (2006). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256.

Full description at Econpapers || Download paper

38
2013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138.

Full description at Econpapers || Download paper

24
2013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Beckmann, Joscha . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222.

Full description at Econpapers || Download paper

20
2001Fragmentation in simple trade models. (2001). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137.

Full description at Econpapers || Download paper

20
2006Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281.

Full description at Econpapers || Download paper

20
2010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo M.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105.

Full description at Econpapers || Download paper

20
2013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Al-Hassan, Abdullah ; Hammoudeh, Shawkat ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334.

Full description at Econpapers || Download paper

18
2001Regionalism in the nineties: what effect on trade?. (2001). Wintersb, Alan L. ; Soloaga, Isidro . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29.

Full description at Econpapers || Download paper

18
2009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65.

Full description at Econpapers || Download paper

17
2013Nonlinear dynamics and recurrence plots for detecting financial crisis. (2013). Guegan, Dominique ; Addo, Peter Martey ; Billio, Monica . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:416-435.

Full description at Econpapers || Download paper

14
2013Was the 2007 crisis really a global banking crisis?. (2013). Shehzad, Choudhry Tanveer ; de Haan, Jakob . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:113-124.

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13
1997Globalization and the open economy. (1997). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79.

Full description at Econpapers || Download paper

13
2012Recent trends in measures to manage capital flows in emerging economies. (2012). Pasricha, Gurnain Kaur . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:286-309.

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12
2007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40.

Full description at Econpapers || Download paper

12
2013The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52.

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12
2005Estimating equilibrium real interest rates in real time. (2005). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413.

Full description at Econpapers || Download paper

12
2009Vertical specialization across the world: A relative measure. (2009). Amador, Joo ; Cabral, Sonia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280.

Full description at Econpapers || Download paper

11
2003Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68.

Full description at Econpapers || Download paper

11
2003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Li, Huimin ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114.

Full description at Econpapers || Download paper

11
2012The effect of episodes of large capital inflows on domestic credit. (2012). Rusticelli, Elena ; Guichard, Stephanie . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:325-344.

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10
2010Causes of banking crises revisited. (2010). Klomp, Jeroen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87.

Full description at Econpapers || Download paper

10
2013Has the Basel Accord improved risk management during the global financial crisis?. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio ; McAleer, Michael . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265.

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10
2012The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?. (2012). Fidora, Michael ; Bracke, Thierry . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:2:p:185-202.

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10
2013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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10
2013EVT and tail-risk modelling: Evidence from market indices and volatility series. (2013). Singh, Abhay K. ; Powell, Robert J. ; Allen, David E.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:355-369.

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9
2005Do unskilled workers always lose from fragmentation?. (2005). Gorg, Holger ; Geishecker, Ingo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:81-92.

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9
2011Weights and pools for a Norwegian density combination. (2011). Jore, Anne Sofie ; Gerdrup, Karsten ; Smith, Christie . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:61-76.

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9
2005Vertical specialization and three facts about U.S. international trade. (2005). Chen, Hogan ; Kondratowicz, Matthew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:35-59.

Full description at Econpapers || Download paper

9
2009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem H.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

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9
2013Risk management and financial derivatives: An overview. (2013). Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115.

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8
2010Understanding the flattening Phillips curve. (2010). Kuttner, Ken ; Robinson, Tim . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

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8
2005International fragmentation and the new economic geography. (2005). Kierzkowski, Henryk ; Jones, Ronald W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:1-10.

Full description at Econpapers || Download paper

8
2004Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100.

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8
2010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

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2013The role of banking regulation in an economy under credit risk and liquidity shock. (2013). Divino, Jose Angelo ; da Silva, Marcos Soares . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:266-281.

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2011Financial CDS, stock market and interest rates: Which drives which?. (2011). Sari, Ramazan ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:3:p:257-276.

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2013The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil. (2013). Harvey, Hanafiah ; Hegerty, Scott W. ; Bahmani-Oskooee, Mohsen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:70-93.

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7
2006On the informational efficiency of S&P500 implied volatility. (2006). Becker, Ralf ; White, Scott I.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:2:p:139-153.

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2010Comparing the New Keynesian Phillips Curve with time series models to forecast inflation. (2010). Rumler, Fabio ; Valderrama, Maria Teresa . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:126-144.

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2002The great exchange rate debate after Argentina. (2002). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252.

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7
2008Are remittances manna from heaven? A look at the business cycle properties of remittances. (2008). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:290-303.

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2011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Bloor, Chris ; Matheson, Troy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

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7
2003Trade integration and synchronization between the business cycles of Mexico and the United States. (2003). ALBERTOTORRES, ; Vela, Oscar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:319-342.

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7
1999From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yunez-Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:10:y:1999:i:1:p:5-38.

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2012Project financing, entrepreneurial activity, and investment in the presence of asymmetric information. (2012). Batabyal, Amitrajeet A.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:1:p:115-122.

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6
2013Risk premia in multi-national enterprises. (2013). Lutz, Stefan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:293-305.

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6
2006Financial development and financial liberalization in Asia: Thresholds, institutions and the sequence of liberalization. (2006). . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:303-327.

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6
2013Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216.

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2011Emerging market mutual fund performance: Evidence for Poland. (2011). Bialkowski, Jedrzej ; Otten, Roger . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:2:p:118-130.

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6
2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamics. (2011). Yuan, Chunming . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:2:p:197-220.

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Citing documents used to compute impact factor 109:


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YearTitleSee
2014Modelling a Latent Daily Tourism Financial Conditions Index. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54887.

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2014The Cox, Ross and Rubinstein tree model which includes counterparty credit risk and funding costs. (2014). Hunzinger, Chadd B. ; Labuschagne, Coenraad C. A., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:200-217.

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2014The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401.

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2014Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238.

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2014Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:349-380.

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2014Frontier stock market integration and the global financial crisis. (2014). Chen, Mei-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103.

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2014Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

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2014The small open macroeconomy and the yield curve: A state-space representation. (2014). Lange, Ronald H.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:1-21.

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2014An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry. (2014). Simpson, Marc W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:221-238.

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2014Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets. (2014). Bekiros, Stelios . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:336-348.

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2014Detecting predictable non-linear dynamics in Dow Jones Islamic Market and Dow Jones Industrial Average indices using nonparametric regressions. (2014). alvarez-Diaz, Marcos ; Hammoudeh, Shawkat ; Gupta, Rangan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:22-35.

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2014Detection and quantification of causal dependencies in multivariate time series: a novel information theoretic approach to understanding systemic risk.. (2014). Addo, Peter Martey ; De Peretti, Philippe . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14069.

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2014The kiss of information theory that captures systemic risk. (2014). Addo, Peter Martey ; Runge, Jakob ; Gatfaoui, Hayette ; De Peretti, Philippe . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01110712.

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2014The Efficiency of Chinese Local Banks: A comparison of DEA and SFA. (2014). Tabak, Benjamin Miranda ; Marina V. B. Dias, ; Cajueiro, Daniel Oliveira . In: Working Papers Series. RePEc:bcb:wpaper:346.

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2014Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?. (2014). Baele, Lieven ; de Bruyckere, Valerie ; Vennet, Rudi Vander ; De Jonghe, Olivier . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:124-145.

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2014Risk management in life insurance companies: Evidence from Taiwan. (2014). Hu, Jin-Li ; Yu, Hsueh-E, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:185-199.

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2014The Fluke Of Stochastic Volatility Versus Garch Inevitability : Which Model Creates Better Forecasts?. (2014). Lakshina, Valeria V.. In: HSE Working papers. RePEc:hig:wpaper:37/fe/2014.

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2014Point and Density Forecasts for the Euro Area Using Bayesian VARs. (2014). Berg, Tim Oliver . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4711.

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2014Forecasting Chinas foreign exchange reserves using dynamic model averaging: The roles of macroeconomic fundamentals, financial stress and economic uncertainty. (2014). Simo -Kengne, Beatrice D. ; Kim, Won Joong ; Hammoudeh, Shawkat ; Gupta, Rangan ; Simo-Kengne, Beatrice D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:170-189.

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2014Inflation uncertainty revisited: a proposal for robust measurement. (2014). Grimme, Christian ; Wieland, Elisabeth . In: Empirical Economics. RePEc:spr:empeco:v:47:y:2014:i:4:p:1497-1523.

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2014Excess volatility and the cross-section of stock returns. (2014). Ma, Jinpeng ; Wang, Yuming . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:1-16.

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2014Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns. (2014). Chiu, Chia-Yung ; Lin, Shin-Hung ; Huang, Hung-Hsi ; Wang, Ching-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:59-83.

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2014Le système financier indien à lépreuve de la crise. (2014). Sujithan, Kuhanathan Ano . In: Economics Thesis from University Paris Dauphine. RePEc:dau:thesis:123456789/14810.

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2014Does R&D increase the profit contribution of intangible assets? An exploration of European and American automotive supplierss. (2014). Lutz, Stefan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1407.

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2014Is there an inverse U-shaped relationship between pay and performance?. (2014). Lin, Dan ; Wang, Lie-Huey ; Yeh, Li-Jen ; Kuo, Hsien-Chang ; Lien, Donald . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:347-357.

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2014The asymmetric predictability of high-yield bonds. (2014). Zhang, Tai-Wei ; Wu, Wei-Hwa . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:146-155.

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2014Is there heterogeneity in financial integration dynamics? Evidence from country and industry emerging market equity indexes. (2014). Paradiso, Antonio ; Donadelli, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:184-218.

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2014Modelização VAR da volatilidade dos preços do ouro e dos índices dos mercados financeiros. (2014). Antunes, Joo Marques . In: MPRA Paper. RePEc:pra:mprapa:57017.

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2014Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes. (2014). Di Iorio, Francesca ; Fachin, Stefano . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:59-76.

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2014Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:17-37.

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2014The Solution is Full Reserve / 100% Reserve Banking.. (2014). Musgrave, Ralph S.. In: MPRA Paper. RePEc:pra:mprapa:57955.

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2014Instability, stationary utilization and effective demand: A structuralist model of endogenous cycles. (2014). Schoder, Christian . In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:30:y:2014:i:c:p:10-29.

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2014Business investment during the global crisis: some evidence from the Italian experience. (2014). D'Elia, Enrico ; Morettini, Lucio . In: MPRA Paper. RePEc:pra:mprapa:61511.

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2014Monetary Policy and Inequality in Mexico. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57074.

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2014The deterministic shift extension and the affine dynamic Nelson–Siegel model. (2014). HILLION, ALAIN ; DANG-NGUYEN, STEPHANE ; LE CAILLEC, JEAN-MARC . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:402-417.

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2014Distribution of stock ratings and analyst recommendation revision. (2014). Chan, Chia-Ying ; Su, Yi-Ru ; Lo, Huai-Chun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:273-286.

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2014Interest rate risk propagation: Evidence from the credit crunch. (2014). Liu, Chih-Liang ; Chou, Ray Yeutien ; Yang, Hsin-Feng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264.

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2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440.

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2014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Majdoub, Jihed ; Mansour, Walid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

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2014The impact of information flow and trading activity on gold and oil futures volatility. (2014). Todorova, Neda . In: NCER Working Paper Series. RePEc:qut:auncer:2014_03.

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2014Formulating hypothetical scenarios in correlation stress testing via a Bayesian framework. (2014). Ng, F. C. ; Yu, Philip L. H., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:17-33.

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2014Determinants of the Confucius Institute establishment. (2014). Oh, Chang Hoon ; Lien, Donald . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:3:p:437-441.

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2014International Equity Diversification Between the United States and Brics Countries. (2014). Tzeng, Han-Wen ; Chang, Tsangyao ; Zhong, Ming . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2014:i:1:p:123-138.

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2014The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis in the Long Term Relation with G-7 Growth Rates (1962-2012). (2014). . In: EconStor Open Access Articles. RePEc:zbw:espost:97032.

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2014Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan Carlos ; Mensi, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-159.

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2014The Effects of BRICS and MATIK Countries on World Economy and Cointegration Analysis The Long Term Relation G-7 Growth Rates (1962-2012). (2014). . In: MPRA Paper. RePEc:pra:mprapa:55693.

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2014Obstacle factors of corporate social responsibility implementation: Empirical evidence from listed companies in Taiwan. (2014). Yeh, Shu-Ling ; Chen, Yu-Shan ; Kao, Yi-Hui ; Wu, Sou-Shan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:313-326.

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2014Structural Breakage and Long-term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries. (2014). KARGI, Bilal . In: EconStor Open Access Articles. RePEc:zbw:espost:98660.

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2014Structural Breakage and Long Term Cointegration Analysis for Economic Growth in G-7, BRICS and MATIK Countries (1962-2012). (2014). KARGI, Bilal . In: MPRA Paper. RePEc:pra:mprapa:57106.

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2014China’s Monetary Policy and Commodity Prices. (2014). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-298.

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2014Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks. (2014). Rehman, Ijaz Ur ; Tahir, Mohammad Iqbal ; Ali, Imran . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:190-205.

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2014Leading and Lagging Indicators Of the Economic Crisis. (2014). JABA, Elisabeta ; Palasca, Silvia . In: Romanian Statistical Review. RePEc:rsr:journl:v:62:y:2014:i:3:p:31-47.

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2014On the economic determinants of the gold–inflation relation. (2014). Lucey, Brian M ; Batten, Jonathan A. ; Ciner, Cetin . In: Resources Policy. RePEc:eee:jrpoli:v:41:y:2014:i:c:p:101-108.

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2014Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth. (2014). Koziol, Philipp . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:4:p:459-472.

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2014Does financial integration affect real exchange rate volatility and cross-country equity market returns correlation?. (2014). Paradiso, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:206-220.

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2014Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). Jouini, Jamel ; Boubaker, Sabri . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

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2014Variance-constrained canonical least-squares Monte Carlo: An accurate method for pricing American options. (2014). Liu, Qiang ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:77-89.

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2014Non-interest income, profitability, and risk in banking industry: A cross-country analysis. (2014). Chang, Chi-Hung ; Yang, Shih-Jui . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:48-67.

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2014Banks’ capital, regulation and the financial crisis. (2014). Alves, Ana C. G., ; Teixeira, João C. A., ; Silva, Francisco J. F., ; Fernandes, Ana V.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:33-58.

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2014Probability of multiple crossings and pricing of double barrier options. (2014). Choe, Geon Ho ; Koo, Ki Hwan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:156-184.

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2014A Fast, Accurate Method for Value-at-Risk and Expected Shortfall. (2014). Krause, Jochen ; Paolella, Marc S.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:98-122:d:37459.

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2014Local institutional shareholders and corporate hedging policies. (2014). Lin, Lin ; Lai, Yi-Hsun ; Tai, Vivian W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:287-312.

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2014The role of lending-relationship banks in the underwriting of seasoned equity offerings: Conflict of interest or certification?. (2014). Lai, Christine W. ; Yeh, Yi-Ting ; Chen, Hsuan-Chi ; Chou, De-Wai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:327-346.

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2014Multilateral adjustment, regime switching and real exchange rate dynamics. (2014). Dib, Ali ; Schembri, Lawrence ; Bailliu, Jeannine . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:68-87.

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2014Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim . In: Working Papers. RePEc:ipg:wpaper:2014-390.

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2014The linkage between insurance activity and banking credit: Some evidence from dynamic analysis. (2014). Liu, Guanchun ; Yue, Yiding ; He, Lei ; Wang, Jiying . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:239-265.

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2014Causal nexus between economic growth, banking sector development, stock market development, and other macroeconomic variables: The case of ASEAN countries. (2014). Hall, John H. ; Bahmani, Sahar ; Pradhan, Rudra P. ; Arvin, Mak B.. In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:155-173.

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2014Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market. (2014). Lee, Hsiu-Chuan ; Lu, Ralph Yang-Cheng ; Chiu, Peter . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2014:i:4:p:140-167.

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2014Investigating Intraday Interdependence Between Gold, Silver and Three Major Currencies: the Euro, British Pound and Japanese Yen. (2014). Papadamou, Stephanos ; Markopoulos, Thomas . In: International Advances in Economic Research. RePEc:kap:iaecre:v:20:y:2014:i:4:p:399-410.

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2014Downside risk, portfolio diversification and the financial crisis in the euro-zone. (2014). AraujoSantos, Paulo ; Sarafrazi, Soodabeh ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:368-396.

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2014Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Ke, Yu-Pei . In: MPRA Paper. RePEc:pra:mprapa:57625.

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2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: do long memory and asymmetry matter?. (2014). Aloui, Chaker . In: Working Papers. RePEc:ipg:wpaper:2014-549.

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2014Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:59760.

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2014Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat. (2014). Sadorsky, Perry . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:72-81.

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2014Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter?. (2014). Aloui, Chaker ; Chkili, Walid ; Nguyen, Duc Khuong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:354-366.

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2014Forecast combination for U.S. recessions with real-time data. (2014). Vasnev, Andrey ; Pauwels, Laurent . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:138-148.

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2014Central banks’ interest rate projections and forecast coordination. (2014). Pierdzioch, Christian ; Rulke, Jan-Christoph . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:130-137.

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2014Term structure estimation in the presence of autocorrelation. (2014). Juneja, Januj . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:119-129.

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2014Savings and investments in the OECD, 1970–2007: A test of panel cointegration with regime changes. (2014). Di Iorio, Francesca ; Fachin, Stefano . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:59-76.

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2014Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Rees, Andreas ; Belke, Ansgar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

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2014Trends in international commodity prices: Panel unit root analysis. (2014). Nazlioglu, Saban . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:441-451.

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2014Exchange rates and monetary fundamentals in CEE countries: Evidence from a panel approach. (2014). Dbrowski, Marek A. ; Miech, Sawomir ; Papie, Monika . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:41:y:2014:i:c:p:148-159.

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2014Effective exchange rates, current accounts and global imbalances. (2014). Beckmann, Joscha ; Czudaj, Robert . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100364.

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2014Capital flows to emerging market economies: A brave new world?. (2014). Zlate, Andrei ; Ahmed, Shaghil . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:48:y:2014:i:pb:p:221-248.

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2014Capital Controls and Macroprudential Measures: What Are They Good For?. (2014). Forbes, Kristin ; Straub, Roland ; Fratzscher, Marcel . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9798.

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2014Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation. (2014). Moura, Marcelo L. ; GAIO, RAFAEL L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:114-144.

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2014Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan. (2014). Ma, Changfeng ; Chen, Zhijuan ; Lin, William T. ; Tsai, Shih-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:358-374.

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2014The existence of uncovered interest parity in the CIS countries. (2014). Bhatti, Razzaque H.. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:227-241.

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2014Public and private sector jobs, unreported income and consumption gap in India: Evidence from micro-data. (2014). Roy, Poulomi ; Saha, Sarani ; Kar, Saibal . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:285-300.

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2014Monetary policy, global liquidity and commodity price dynamics. (2014). Belke, Ansgar H. ; Hendricks, Torben W. ; Bordon, Ingo G.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:1-16.

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2014Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007–2009 US financial crisis. (2014). Yamamoto, Shugo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:88-103.

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2014House Prices, Capital Inflows and Macroprudential Policy. (2014). Mendicino, Caterina ; Punzi, Maria Teresa . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp180.

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2014On the European debt crisis. (2014). Beker, Victor . In: MPRA Paper. RePEc:pra:mprapa:59869.

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2014Global Economic Prospects, Volume 8, January 2014 : Coping with Policy Normalization in High-Income Countries. (2014). Bank, World . In: World Bank Publications. RePEc:wbk:wbpubs:16572.

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2014Imposing curvature conditions on flexible functional forms for GNP functions. (2014). Larue, Bruno ; Nana, Guy Chapda . In: Empirical Economics. RePEc:spr:empeco:v:47:y:2014:i:4:p:1411-1440.

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2014Non-interest income, profitability, and risk in banking industry: A cross-country analysis. (2014). Chang, Chi-Hung ; Yang, Shih-Jui . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:48-67.

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2014The role of lending-relationship banks in the underwriting of seasoned equity offerings: Conflict of interest or certification?. (2014). Lai, Christine W. ; Yeh, Yi-Ting ; Chen, Hsuan-Chi ; Chou, De-Wai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:327-346.

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2014Distribution of stock ratings and analyst recommendation revision. (2014). Chan, Chia-Ying ; Su, Yi-Ru ; Lo, Huai-Chun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:273-286.

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2014On the impossibility of insider trade in rational expectations equilibria. (2014). Zimper, Alexander . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:109-118.

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2014Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana . In: Post-Print. RePEc:hal:journl:hal-00952641.

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2014Optimal Return in a Model of Bank Small-business Financing. (2014). Peia, Oana ; Vranceanu, Radu . In: ESSEC Working Papers. RePEc:ebg:essewp:dr-14003.

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2014Frontier stock market integration and the global financial crisis. (2014). Chen, Mei-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:84-103.

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2014Financial globalization or great financial expansion? The impact of capital flows on credit and banking crises. (2014). van Tilburg, Ruben . In: DNB Working Papers. RePEc:dnb:dnbwpp:441.

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2014Capital Controls and the Determinants of Entrepreneurship. (2014). . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:64:y:2014:i:6:p:434-456.

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2014Determinants of domestic credit levels in emerging markets: The role of external factors. (2014). . In: Emerging Markets Review. RePEc:eee:ememar:v:18:y:2014:i:c:p:1-18.

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2014Vulnerability to Changes in External Financing Due to Global Factors. (2014). Pinto, Francisco ; Contreras, Gabriela . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:734.

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2014Long-run growth in Ghana : determinants and prospects. (2014). Aykut, Dilek ; Herrera, Santiago . In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:7115.

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2014Capital Flows and Financial Intermediation: is EMU different?. (2014). Samarina, Anna ; Bezemer, Dirk . In: Research Report. RePEc:gro:rugsom:14021-gem.

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2014From boom to bust in the credit cycle. (2014). Bezemer, Dirk ; Zhang, L. In: Research Report. RePEc:gro:rugsom:14025-gem.

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2014Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market. (2014). Schipp, Bernhard ; Herrera, Rodrigo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:218-238.

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2014Globalisation and monetary policy—A FAVAR analysis for the G7 and the eurozone. (2014). Rees, Andreas ; Belke, Ansgar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321.

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2014Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). Jouini, Jamel ; Boubaker, Sabri . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335.

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2014The deterministic shift extension and the affine dynamic Nelson–Siegel model. (2014). HILLION, ALAIN ; DANG-NGUYEN, STEPHANE ; LE CAILLEC, JEAN-MARC . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:402-417.

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2014Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns. (2014). Chiu, Chia-Yung ; Lin, Shin-Hung ; Huang, Hung-Hsi ; Wang, Ching-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:59-83.

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2014China’s Monetary Policy and Commodity Prices. (2014). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-298.

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2014US Monetary Policy and Commodity Sector Prices. (2014). Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-438.

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2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-470.

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2014Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis. (2014). Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Zakaria, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:60398.

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2014Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:60579.

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2014Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness C. ; Kim, Won Joong ; Hammoudeh, Shawkat ; Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201415.

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2014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). Economou, Fotini ; Babalos, Vassilios ; Gupta, Rangan ; Akinsomi, Kola ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454.

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2013Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets. (2013). TRAINI, Ilaria ; NICOLAU, Mihaela . In: Working Papers. RePEc:anc:wpaper:394.

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2013Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:324.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:13/27.

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2013Foreign exchange risk in a managed float regime: A case study of Pakistani rupee. (2013). Naseem, Imran ; Mudakkar, Syeda Rabab ; Shah, Ghias Ud Din, ; Zaman, Khalid ; Uppal, Jamshed Y.. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:409-417.

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2013Product variety, finite changes and wage inequality. (2013). Dutta, Meghna ; Marjit, Sugata ; Kar, Saibal . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:610-613.

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2013Risk management and financial derivatives: An overview. (2013). Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115.

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2013What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research. (2013). Larsson, Carl F.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:22-39.

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2013Dynamic relationships between industry returns and stock market returns. (2013). Chang, Chi-Hung ; Chen, Mei-Ping ; Lee, Chien-Chiang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:119-144.

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2013Portfolio selection and portfolio frontier with background risk. (2013). Wang, Ching-Ping ; Huang, Hung-Hsi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:177-196.

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2013Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216.

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2013Dynamic price integration in the global gold market. (2013). Chang, Chia-Lin ; Huang, Yi-Wei ; Della Chang, Jui-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:227-235.

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2013Has the Basel Accord improved risk management during the global financial crisis?. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio ; McAleer, Michael . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265.

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2013The role of banking regulation in an economy under credit risk and liquidity shock. (2013). Divino, Jose Angelo ; da Silva, Marcos Soares . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:266-281.

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2013Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise. (2013). Kunitomo, Naoto ; Sato, Seisho . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:282-309.

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2013Pricing options on stocks denominated in different currencies: Theory and illustrations. (2013). Li, Johnny Siu-Hang ; Chan, Wai-Sum ; Ng, Andrew C. Y., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:339-354.

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2013EVT and tail-risk modelling: Evidence from market indices and volatility series. (2013). Singh, Abhay K. ; Powell, Robert J. ; Allen, David E.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:355-369.

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2013Quantitative evaluation of contingent capital and its applications. (2013). Gupta, Anshul ; Nishiyama, Yoshihiko ; Akuzawa, Toshinao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:457-486.

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2013High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables. (2013). Alves, Isabel Fraga ; Hammoudeh, Shawkat ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:487-496.

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2013Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism. (2013). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:519-534.

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2013Deciphering the Libor and Euribor Spreads during the subprime crisis. (2013). Sartore, Domenico ; Pelizzon, Loriana . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:565-585.

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2013Asset price, risk transfer and economic activities: Firm-level evidence from China. (2013). Huang, Ying Sophie ; Wang, Yizhong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:663-676.

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2013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

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2013On pollution permits and abatement. (2013). Beladi, Hamid ; Oladi, Reza ; Liu, LU. In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:3:p:302-305.

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2013Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Beckmann, Joscha . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

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2013On the short- and long-run efficiency of energy and precious metal markets. (2013). Lahiani, Amine ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong ; Arouri, Mohamed El Hedi, . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844.

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2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment. (2013). Floros, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:175-191.

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2013Oil prices and effective dollar exchange rates. (2013). Beckmann, Joscha ; Czudaj, Robert . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, C-L., ; McAleer, M. J. ; Allen, D. E.. In: Econometric Institute Research Papers. RePEc:ems:eureir:38695.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Chang, C-L., ; McAleer, M. J. ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:41465.

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2013Regime changes and the impact of currency depreciations: the case of Spanish–US industry trade. (2013). Harvey, Hanafiah ; Hegerty, Scott ; Bahmani-Oskooee, Mohsen . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:1:p:21-37.

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2013Impact of exchange-rate variability on commodity trade between U.S. and Germany. (2013). Hajilee, Masoomeh ; Bahmani-Oskooee, Mohsen . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:2:p:287-324.

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2013Exchange-rate variability and U.S.-French trade flows: evidence from industry data. (2013). Harvey, Hanafiah ; Bahmani-Oskooee, Mohsen . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:4:p:685-719.

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2013Oil and gold price dynamics in a multivariate cointegration framework. (2013). Beckmann, Joscha . In: International Economics and Economic Policy. RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468.

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2013Recent Developments in Financial Economics and Econometrics:An Overview. (2013). Allen, David E. In: KIER Working Papers. RePEc:kyo:wpaper:842.

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2013Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Ali, Imran ; Tahir, Mohammad Iqbal . In: MPRA Paper. RePEc:pra:mprapa:47924.

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2013The non-negative constraint on the nominal interest rate and the effects of monetary policy. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49394.

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2013Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: MPRA Paper. RePEc:pra:mprapa:50940.

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2013Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?. (2013). Beckmann, Joscha . In: Ruhr Economic Papers. RePEc:rwi:repape:0431.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). Chang, Chia-Lin ; McAleer, Michael ; Allen, David . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118.

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2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1303.

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2013Effects of taxation on European multi-nationals’ financing and profits. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1304.

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2013Analyzing Fixed-event Forecast Revisions. (2013). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1315.

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2013The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1330.

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2013Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan-Angel ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1336.

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2013Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco J. ; Marrero, Gustavo A.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341.

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Recent citations received in: 2012


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2012Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test. (2012). Beckmann, Joscha ; Czudaj, Robert . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00122.

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2012Impacts of the Trilemma Policies on Inflation, Growth and Volatility in Greece. (2012). Hsing, YU. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-03-14.

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2012Stochastic processes and target zones revisited. (2012). Chakrabarti, Avik ; Beladi, Hamid . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:1:p:34-36.

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2012Banking Crises and Short and Medium Term Output Losses in Emerging and Developing Countries: The Role of Structural and Policy Variables. (2012). Zdzienicka, Aleksandra . In: World Development. RePEc:eee:wdevel:v:40:y:2012:i:12:p:2369-2378.

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2012Responses of Monetary Authorities in Emerging Economies to International Financial Crises: What Do We Really know?. (2012). Allegret, Jean Pierre . In: European Research Studies Journal. RePEc:ers:journl:v:xv:y:2012:i:3:p:3-32.

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2012Impact of macroeconomic surprises on the brazilian yield curve and expected inflation. (2012). Moura, Marcelo L. ; Gaio, Rafael Ladeira . In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_288.

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2012Imposing Curvature Conditions on Flexible Functional Forms for GNP Functions. (2012). Larue, Bruno ; Nana, Guy Chapda . In: Cahiers de recherche CREATE. RePEc:lvl:creacr:2012-5.

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2012Capital mobility in the Caucasus. (2012). Jamilov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:38184.

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2012What Does the Future Hold for the International Banking System?. (2012). Adams-Kane, Jonathon ; Dailami, Mansoor . In: World Bank Other Operational Studies. RePEc:wbk:wboper:17079.

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Recent citations received in: 2011


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2011Weights and pools for a Norwegian density combination. (2011). Jore, Anne Sofie ; Gerdrup, Karsten ; Smith, Christie . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:61-76.

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2011Real-time inflation forecast densities from ensemble Phillips curves. (2011). Garratt, Anthony ; Mitchell, James ; Wakerly, Elizabeth C.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87.

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2011Is the Taylor Rule Nonlinear? Empirical Evidence from a Semi-Parametric Modeling Approach. (2011). de Porres, Carlos ; Markov, Nikolay . In: Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva. RePEc:gen:geneem:11052.

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2011An Evaluation of Mutual Fund Performance in an Emerging Economy: The Case of Pakistan. (2011). Mahmud, Mehreen ; Mirza, Nawazish . In: Lahore Journal of Economics. RePEc:lje:journl:v:16:y:2011:i:sp:p:301-316.

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2011Evaluating density forecasts: model combination strategies versus the RBNZ. (2011). McDonald, Chris . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2011/03.

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2011Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function. (2011). Klose, Jens . In: Ruhr Economic Papers. RePEc:rwi:repape:0286.

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2011Political Business Cycles and Monetary Policy Revisited – An Application of a Two-Dimensional Asymmetric Taylor Reaction Function. (2011). Klose, Jens . In: Ruhr Economic Papers. RePEc:zbw:rwirep:286.

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