Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

The North American Journal of Economics and Finance / Elsevier


1.26

Impact Factor

1.2

5-Years IF

27

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1121220002 (10%)0.04
19930.11152730.112612122 (7.7%)0.05
19940.070.120.07144130.07102722721 (10%)0.05
19950.030.190.05135450.09382914122 (5.3%)0.07
19960.190.220.152478140.18272755487 (25.9%)10.040.09
19970.050.270.09189670.0718037278713 (7.2%)0.09
19980.190.270.1413109160.153142884124 (12.9%)0.1
19990.10.310.052012950.041033138245 (4.9%)0.13
20000.030.40.0713142140.14533188611 (24.4%)30.230.15
20010.210.40.1818160340.21381337881620 (5.2%)50.280.15
20020.940.420.5419179890.53073129824413 (4.2%)150.790.18
20031.30.440.78191981000.512433748836516 (6.6%)40.210.18
20041.370.490.97192171320.61166385289867 (4.2%)160.840.2
20050.950.531.17232401600.6738238368810316 (4.2%)100.430.21
20060.740.511.18252651670.6328842319811628 (9.7%)60.240.2
20070.830.440.8172821570.5616848401058419 (11.3%)20.120.18
20080.830.471.23223042450.81160423510312715 (9.4%)30.140.2
20090.970.471.01173212120.66159393810610713 (8.2%)40.240.19
20100.560.440.88233442060.619139221049122 (11.5%)80.350.16
20111.40.511.43203643310.91107405610414931 (29%)80.40.2
20121.330.561.2223863490.912043579911936 (30%)90.410.21
20131.380.661.41844705091.08328425810414793 (28.4%)480.570.23
20141.140.671.19675374310.813110612116619744 (33.6%)120.180.22
20151.260.821.2706075060.835915119121625913 (22%)190.270.27
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:


#YearTitleCited
12001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. 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

158
21997Globalization and the open economy. (1997). Arndt, Sven. 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

145
32002Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146.

Full description at Econpapers || Download paper

144
42006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. 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

124
52001Fragmentation in simple trade models. (2001). Deardorff, Alan. 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

112
62007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; 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

85
72006Fragmentation 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

70
82004Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Shiratsuka, Shigenori ; Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100.

Full description at Econpapers || Download paper

65
92010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. 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

53
102002The great exchange rate debate after Argentina. (2002). Edwards, Sebastian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252.

Full description at Econpapers || Download paper

52
112005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. 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

49
122003Short-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

48
132003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin . 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

45
141999From 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.

Full description at Econpapers || Download paper

45
152005How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; 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.

Full description at Econpapers || Download paper

43
162013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; 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

37
172005Vertical specialization and three facts about U.S. international trade. (2005). Yi, Kei-Mu ; 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

36
182013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. 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

35
192009Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, João. 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

35
202005International 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

35
212005International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Hanley, Aoife ; Gorg, Holger . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269.

Full description at Econpapers || Download paper

32
222005Patterns of international fragmentation of production and the relative demand for labor. (2005). Tajoli, Lucia ; Helg, Rodolfo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:233-254.

Full description at Econpapers || Download paper

32
232005Fragmentation and services. (2005). Soubeyran, Antoine ; Riezman, Raymond ; Long, Ngo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:137-152.

Full description at Econpapers || Download paper

29
242009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; 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

28
252002An evaluation of monetary regime options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:213-235.

Full description at Econpapers || Download paper

28
262013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; 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

27
272002Monetary integration in the Southern Cone. (2002). Gros, Daniel ; Belke, Ansgar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:323-349.

Full description at Econpapers || Download paper

27
282010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

Full description at Econpapers || Download paper

25
292009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

Full description at Econpapers || Download paper

24
302005The 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.

Full description at Econpapers || Download paper

24
312001The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). Wolfmayr, Yvonne ; Pfaffermayr, Michael ; Egger, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272.

Full description at Econpapers || Download paper

24
322005Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries. (2005). Chiquiar, Daniel ; 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.

Full description at Econpapers || Download paper

23
332001Cross-border sourcing and outward processing in EU manufacturing. (2001). Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:243-256.

Full description at Econpapers || Download paper

23
342003Trade 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.

Full description at Econpapers || Download paper

23
352003Fragmentation and agglomeration matter: Japanese multinationals in Latin America and East Asia. (2003). Kimura, Fukunari ; Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:287-317.

Full description at Econpapers || Download paper

23
362008Fiscal convergence in the European Union. (2008). Yigit, Taner ; Kutan, Ali ; Kočenda, Evžen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:319-330.

Full description at Econpapers || Download paper

22
372005Do 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.

Full description at Econpapers || Download paper

22
382011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

Full description at Econpapers || Download paper

22
392005Do consumer-confidence indexes help forecast consumer spending in real time?. (2005). Croushore, Dean. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:435-450.

Full description at Econpapers || Download paper

21
402008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

Full description at Econpapers || Download paper

21
412001A 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.

Full description at Econpapers || Download paper

21
422001Banking conduct before the European single banking license: a cross-country comparison. (2001). Shaffer, Sherrill. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:79-104.

Full description at Econpapers || Download paper

20
432003The distributional effects of international outsourcing in a 2 x 2 production model. (2003). Falkinger, Josef ; Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:189-206.

Full description at Econpapers || Download paper

20
442002Monetary union: European lessons, Latin American prospects. (2002). Schmidt-Hebbel, Klaus ; Hochreiter, Eduard ; Winckler, Georg . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:297-321.

Full description at Econpapers || Download paper

19
452010Causes of banking crises revisited. (2010). . 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

19
462007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. (2007). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:2:p:155-174.

Full description at Econpapers || Download paper

19
472003Revisiting the case for flexible exchange rates in North America. (2003). St-Amant, Pierre ; Schembri, Lawrence ; Murray, John . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:207-240.

Full description at Econpapers || Download paper

19
482004Price deflation, money demand, and monetary policy discontinuity: a comparative view of Japan, China, and the United States. (2004). Parker, Elliott ; Cargill, Thomas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:125-147.

Full description at Econpapers || Download paper

19
492004Monetary policy in deflation: the liquidity trap in history and practice. (2004). Orphanides, Athanasios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:101-124.

Full description at Econpapers || Download paper

19
502010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

Full description at Econpapers || Download paper

18

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12013Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; 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

32
22006Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. 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

32
32013Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. 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

27
42006Fragmentation 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

19
52013Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; 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
62001Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. 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

17
72013Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738.

Full description at Econpapers || Download paper

16
82001Fragmentation in simple trade models. (2001). Deardorff, Alan. 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

16
92013Nonlinear dynamics and recurrence plots for detecting financial crisis. (2013). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey. 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

15
102009Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; Martínez-Zarzoso, Inmaculada ; 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

15
112009Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238.

Full description at Econpapers || Download paper

15
122013The 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.

Full description at Econpapers || Download paper

15
132012Recent trends in measures to manage capital flows in emerging economies. (2012). Pasricha, Gurnain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:286-309.

Full description at Econpapers || Download paper

14
142005Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. 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

14
152014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

Full description at Econpapers || Download paper

14
162010Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. 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

14
172007Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; 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

14
182012The effect of episodes of large capital inflows on domestic credit. (2012). Furceri, Davide ; 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.

Full description at Econpapers || Download paper

13
192013Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265.

Full description at Econpapers || Download paper

13
202003Short-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

12
212009Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, João. 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

12
222014Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470.

Full description at Econpapers || Download paper

12
232003Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin . 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
242013Risk management and financial derivatives: An overview. (2013). McAleer, Michael ; Hammoudeh, Shawkat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115.

Full description at Econpapers || Download paper

10
252013Was the 2007 crisis really a global banking crisis?. (2013). de Haan, Jakob ; Shehzad, Choudhry Tanveer . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:113-124.

Full description at Econpapers || Download paper

10
262012Cross-section dependence and the monetary exchange rate model – A panel analysis. (2012). Dobnik, Frauke ; Beckmann, Joscha ; Belke, Ansgar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:1:p:38-53.

Full description at Econpapers || Download paper

10
272011Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42.

Full description at Econpapers || Download paper

10
282013Spillovers 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.

Full description at Econpapers || Download paper

10
292012Monetary policy announcements and stock reactions: An international comparison. (2012). Mayes, David ; Wang, Shen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:2:p:145-164.

Full description at Econpapers || Download paper

10
302005International 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

9
312010Causes of banking crises revisited. (2010). . 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

9
322013The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:70-93.

Full description at Econpapers || Download paper

9
332001The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). Wolfmayr, Yvonne ; Pfaffermayr, Michael ; Egger, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272.

Full description at Econpapers || Download paper

9
342008Are remittances manna from heaven? A look at the business cycle properties of remittances. (2008). Vargas-Silva, Carlos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:290-303.

Full description at Econpapers || Download paper

9
351997Globalization and the open economy. (1997). Arndt, Sven. 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

9
362013How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456.

Full description at Econpapers || Download paper

9
372008The impact of bank supervision on loan growth. (2008). Ramirez, Carlos ; Fissel, Gary ; Curry, Timothy J.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:2:p:113-134.

Full description at Econpapers || Download paper

8
382012The 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.

Full description at Econpapers || Download paper

8
392005International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Hanley, Aoife ; Gorg, Holger . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269.

Full description at Econpapers || Download paper

8
402008Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260.

Full description at Econpapers || Download paper

8
412010Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125.

Full description at Econpapers || Download paper

8
422007Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. (2007). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:2:p:155-174.

Full description at Econpapers || Download paper

8
432011Weights and pools for a Norwegian density combination. (2011). Thorsrud, Leif ; Smith, Christie ; Bjørnland, Hilde ; Jore, Anne Sofie ; Gerdrup, Karsten . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:61-76.

Full description at Econpapers || Download paper

7
442011Financial CDS, stock market and interest rates: Which drives which?. (2011). Sarı, Ramazan ; Hammoudeh, Shawkat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:3:p:257-276.

Full description at Econpapers || Download paper

7
452013Credit vs. demand constraints: The determinants of US firm-level investment over the business cycles from 1977 to 2011. (2013). Schoder, Christian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:1-27.

Full description at Econpapers || Download paper

7
462014Transmission 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.

Full description at Econpapers || Download paper

7
472005The use of real-time information in Phillips-curve relationships for the euro area. (2005). Paloviita, Maritta ; Mayes, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:415-434.

Full description at Econpapers || Download paper

7
482009Real convergence, financial markets, and the current account - Emerging Europe versus emerging Asia. (2009). Winkler, Adalbert ; Herrmann, Sabine. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:2:p:100-123.

Full description at Econpapers || Download paper

7
492010The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71.

Full description at Econpapers || Download paper

7
502013Reexamining the time-varying volatility spillover effects: A Markov switching causality approach. (2013). Zuo, Haomiao ; Zheng, Tingguo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:643-662.

Full description at Econpapers || Download paper

7

Citing documents used to compute impact factor 191:


YearTitle
2015Issues in Islamic banking and finance: Islamic banks, Shari’ah-compliant investment and sukuk. (2015). Ibrahim, Mansor. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:185-191.

Full description at Econpapers || Download paper

2015Predictability dynamics of Islamic and conventional equity markets. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Aras, Guler . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

Full description at Econpapers || Download paper

2015Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries. (2015). Hammoudeh, Shawkat ; Aloui, Chaker ; ben Hamida, Hela . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:311-329.

Full description at Econpapers || Download paper

2015Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis. (2015). Syriopoulos, Theodore ; Boubaker, Adel ; Makram, Beljid . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:7-18.

Full description at Econpapers || Download paper

2015Volatility spillover dynamics and relationship across G7 financial markets. (2015). Liow, Kim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365.

Full description at Econpapers || Download paper

2015Multivariate dynamic intensity peaks-over-threshold models. (2015). Hautsch, Nikolaus ; Herrera, Rodrigo . In: CFS Working Paper Series. RePEc:zbw:cfswop:516.

Full description at Econpapers || Download paper

2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

Full description at Econpapers || Download paper

2015Dynamic Asian stock market convergence: Evidence from dynamic cointegration analysis among China and ASEAN-5. (2015). Lee, Chien-Chiang ; Hu, Hui-Ting . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:84-98.

Full description at Econpapers || Download paper

2015A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy. (2015). Daugherty, Mary Schmid ; Jithendranathan, Thadavillil . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:95-115.

Full description at Econpapers || Download paper

2015Option pricing under GARCH models with Hansens skewed-t distributed innovations. (2015). Ng, Andrew Cheuk-Yin ; Liu, Yanxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:108-125.

Full description at Econpapers || Download paper

2015On the relation between currency and banking crises in developing countries, 1980–2010. (2015). Jing, Zhongbo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:267-291.

Full description at Econpapers || Download paper

2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138.

Full description at Econpapers || Download paper

2015Investor trading behavior, investor sentiment and asset prices. (2015). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:42-62.

Full description at Econpapers || Download paper

2015The impact of liquidity on inflation-linked bonds: A hypothetical indexed bonds approach. (2015). Kupfer, Alexander ; Sendlhofer, Rupert ; Auckenthaler, Julia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:139-154.

Full description at Econpapers || Download paper

2015Pricing American options: RNMs-constrained entropic least-squares approach. (2015). Xie, Xiaoke ; Yu, Xisheng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:155-173.

Full description at Econpapers || Download paper

2015VIX forecasting and variance risk premium: A new GARCH approach. (2015). Liu, Qiang ; Qiao, Gaoxiu ; Guo, Shuxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:314-322.

Full description at Econpapers || Download paper

2015Uninsured deposits as a monitoring device: Their impact on bond yields of banks. (2015). Beladi, Hamid ; Alanis, Emmanuel ; Quijano, Margot . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:77-88.

Full description at Econpapers || Download paper

2015Regional and global spillovers and diversification opportunities in the GCC equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:160-187.

Full description at Econpapers || Download paper

2015Do commodity investors herd? Evidence from a time-varying stochastic volatility model. (2015). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Stavroyiannis, Stavros . In: Resources Policy. RePEc:eee:jrpoli:v:46:y:2015:i:p2:p:281-287.

Full description at Econpapers || Download paper

2015New empirical evidence from assessing financial market integration, with application to Saudi Arabia. (2015). JOUINI, Jamel. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:198-211.

Full description at Econpapers || Download paper

2015Specified purpose acquisition companies in shipping. (2015). Vulanovic, Milos ; Shachmurove, Yochanan. In: Global Finance Journal. RePEc:eee:glofin:v:26:y:2015:i:c:p:64-79.

Full description at Econpapers || Download paper

2015Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Alizadeh, Amir H. ; Kappou, Konstantina ; Visvikis, Ilias . In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:76:y:2015:i:c:p:58-75.

Full description at Econpapers || Download paper

2015Bid-ask spreads, deviations from PPP and the forward prediction error: The case of the British pound and the euro. (2015). Grossmann, Axel ; Simpson, Marc W.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:124-139.

Full description at Econpapers || Download paper

2015Firm leverage decisions: Does industry matter?. (2015). Khandaker, Sarod ; Islam, Silvia Z.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:94-107.

Full description at Econpapers || Download paper

2015Improving international diversification benefits for US investors. (2015). Miralles-Marcelo, Jose Luis ; Miralles-Quiros, Maria del Mar, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:64-76.

Full description at Econpapers || Download paper

2015Momentum strategies with stock index exchange-traded funds. (2015). Tse, Yiuman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:134-148.

Full description at Econpapers || Download paper

2015Policy interest rate, loan portfolio management and bank liquidity. (2015). giulioni, gianfranco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:52-74.

Full description at Econpapers || Download paper

2015Determinants of commercial bank profitability in Mexico. (2015). Chavarín, Rubén. In: MPRA Paper. RePEc:pra:mprapa:70106.

Full description at Econpapers || Download paper

2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Kr, Aviral ; Moya, Pablo ; Ferrer, Roman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

Full description at Econpapers || Download paper

2015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150129.

Full description at Econpapers || Download paper

2015The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:79221.

Full description at Econpapers || Download paper

2015International long-term yields and monetary policy in a small open economy: The case of Canada. (2015). Lange, Ronald H.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:292-310.

Full description at Econpapers || Download paper

2015State-dependent jump risks for American gold futures option pricing. (2015). Lian, Yu-Min ; Chen, Jun-Home . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:115-133.

Full description at Econpapers || Download paper

2015Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:337-352.

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201510.

Full description at Econpapers || Download paper

2015Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions. (2015). Alaminos, Estefania . In: Working Papers. RePEc:bak:wpaper:201504.

Full description at Econpapers || Download paper

2015A vine-copula conditional value-at-risk approach to systemic sovereign debt risk for the financial sector. (2015). Ugolini, Andrea ; Reboredo, Juan C.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:98-123.

Full description at Econpapers || Download paper

2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

Full description at Econpapers || Download paper

2015How Do Political Factors Shape the Bank Risk-Sovereign Risk Nexus in Emerging Markets?. (2015). Eichler, Stefan. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112877.

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201508.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Fernandez-Rodriguez, Fernando ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:04-15.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

Full description at Econpapers || Download paper

2015An experimental study of signaling in auctions with a flexible reserve price. (2015). Khoroshilov, Yuri . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:124-137.

Full description at Econpapers || Download paper

2015The effect of managerial overconfidence on the market timing ability and post-buyback performance of open market repurchases. (2015). Chen, Anlin ; Lu, Cheng-Shou . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:234-251.

Full description at Econpapers || Download paper

2015International capital markets structure, preferences and puzzles: A “US–China World”. (2015). Donadelli, Michael ; Caporale, Guglielmo Maria ; Varani, Alessia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:85-99.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Does boardroom gender diversity matter? Evidence from a transitional economy. (2015). Nguyen, Tuan ; Reddy, Krishna ; Locke, Stuart . In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:184-202.

Full description at Econpapers || Download paper

2015The impact of corporate governance on state-owned and non-state-owned firms efficiency in China. (2015). He, Yan ; Zhang, Bin ; Chiu, Yung-Ho . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:252-277.

Full description at Econpapers || Download paper

2015Improved beta modeling and forecasting: An unobserved component approach with conditional heteroscedastic disturbances. (2015). MONEVA, JOSE ; Ortas, E. ; Salvador, M.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:27-51.

Full description at Econpapers || Download paper

2015Property rights and the stock market-growth nexus. (2015). Ibrahim, Mansor ; Ng, Adam ; Dewandaru, Ginanjar . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:48-63.

Full description at Econpapers || Download paper

2015Systemic Risk in Conventional vs Islamic Equity Markets. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1528.

Full description at Econpapers || Download paper

2015Forecasting the US CPI: Does Nonlinearity Matter?. (2015). GUPTA, RANGAN ; Alvarez-Diaz, Marcos . In: Working Papers. RePEc:pre:wpaper:201512.

Full description at Econpapers || Download paper

2015Forecasting the price of gold using dynamic model averaging. (2015). GUPTA, RANGAN ; Aye, Goodness ; Hammoudeh, Shawkat . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:257-266.

Full description at Econpapers || Download paper

2015Capital control and exchange rate volatility. (2015). Chen, Shikuan ; Chang, Ming-Jen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:167-177.

Full description at Econpapers || Download paper

2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

Full description at Econpapers || Download paper

2015Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach. (2015). El Montasser, Ghassen ; Asongu, Simplice ; Toumi, Hassen . In: MPRA Paper. RePEc:pra:mprapa:69442.

Full description at Econpapers || Download paper

2015Testing the Relationships between Energy Consumption, CO2 emissions and Economic Growth in 24 African Countries: a Panel ARDL Approach. (2015). El Montasser, Ghassen ; Asongu, Simplice ; Toumi, Hassen . In: Working Papers. RePEc:agd:wpaper:15/037.

Full description at Econpapers || Download paper

2015A new measure for heated negotiation in the IPO syndicate. (2015). Jeon, Jin Q ; Lee, Cheolwoo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:278-304.

Full description at Econpapers || Download paper

2015Interdependence between Sovereign and Bank CDS Spreads in Eurozone during the European Debt Crisis - The PSI Effect. (2015). PSILLAKI, Maria ; Papafilis, Michalis-Panayiotis ; Margaritis, Dimitris . In: MPRA Paper. RePEc:pra:mprapa:68037.

Full description at Econpapers || Download paper

2015Bubbles in health care: Evidence from the U.S., U.K., and German stock markets. (2015). Tseng, Chun-Yao ; Lin, Yu-Hui ; Chen, Wen-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:193-205.

Full description at Econpapers || Download paper

2015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

Full description at Econpapers || Download paper

2015Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:126-154.

Full description at Econpapers || Download paper

2015US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

Full description at Econpapers || Download paper

2015Pricing a Collateralized Derivative Trade with a Funding Value Adjustment. (2015). Hunzinger, Chadd B. ; Coenraad C. A. Labuschagne, . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:17-42:d:45138.

Full description at Econpapers || Download paper

2015Option pricing under truncated Gram–Charlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97.

Full description at Econpapers || Download paper

2015Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR. (2015). Pirschel, Inske. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113031.

Full description at Econpapers || Download paper

2015Model-free volatility indexes in the financial literature: A review. (2015). Gonzalez-Perez, Maria T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:141-159.

Full description at Econpapers || Download paper

2015Improved beta modeling and forecasting: An unobserved component approach with conditional heteroscedastic disturbances. (2015). MONEVA, JOSE ; Ortas, E. ; Salvador, M.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:27-51.

Full description at Econpapers || Download paper

2015Macroeconomic policy coordination in the global economy: VAR and BVAR-DSGE analyses. (2015). Mallick, Sushanta ; Bhattarai, Keshab. In: Working Paper Series. RePEc:rim:rimwps:15-01.

Full description at Econpapers || Download paper

2015Measuring the impact of the Chinese competition on the Mexican Labor Market: 1990–2013. (2015). Caamal Olvera, Cinthya ; Rangel-Gonzalez, Erick ; Caamal-Olvera, Cinthya G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:351-363.

Full description at Econpapers || Download paper

2015The kiss of information theory that captures systemic risk. (2015). Gatfaoui, Hayette ; Addo, Peter Martey ; de Peretti, Philippe ; Runge, Jakob . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:14069r.

Full description at Econpapers || Download paper

2015Option pricing under GARCH models with Hansens skewed-t distributed innovations. (2015). Ng, Andrew Cheuk-Yin ; Liu, Yanxin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:108-125.

Full description at Econpapers || Download paper

2015Bubbles in health care: Evidence from the U.S., U.K., and German stock markets. (2015). Tseng, Chun-Yao ; Lin, Yu-Hui ; Chen, Wen-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:193-205.

Full description at Econpapers || Download paper

2015Predictability dynamics of Islamic and conventional equity markets. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Aras, Guler . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:222-248.

Full description at Econpapers || Download paper

2015TESTING FOR NONLINEARITY IN UNEMPLOYMENT RATES VIA DELAY VECTOR VARIANCE. (2015). Caraiani, Petre . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:1:p:81-92.

Full description at Econpapers || Download paper

2015Insights to the European debt crisis using recurrence quantification and network analysis. (2015). Addo, Peter Martey. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15035.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15051.

Full description at Econpapers || Download paper

2015Insights to the European debt crisis using recurrence quantification and network analysis. (2015). Addo, Peter Martey. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01164025.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01169516.

Full description at Econpapers || Download paper

2015Insights to the European debt crisis using recurrence quantification and network analysis. (2015). Addo, Peter Martey . In: Post-Print. RePEc:hal:journl:halshs-01164025.

Full description at Econpapers || Download paper

2015Coupling direction of the European Banking and Insurance sectors using inter-system recurrence networks. (2015). Addo, Peter Martey . In: Post-Print. RePEc:hal:journl:halshs-01169516.

Full description at Econpapers || Download paper

2015Option pricing under truncated Gram–Charlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97.

Full description at Econpapers || Download paper

2015An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets. (2015). Murphy, Finbarr ; Cummins, Mark . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:199-216.

Full description at Econpapers || Download paper

2015Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

Full description at Econpapers || Download paper

2015Policy interest rate, loan portfolio management and bank liquidity. (2015). giulioni, gianfranco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:52-74.

Full description at Econpapers || Download paper

2015Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

Full description at Econpapers || Download paper

2015Tackling the over-dispersion of operational risk: Implications on capital adequacy requirements. (2015). Jimenez-Rodriguez, Enrique ; Sholarin, Ola ; Feria-Dominguez, Jose Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:206-221.

Full description at Econpapers || Download paper

2015A stochastic dominance approach to financial risk management strategies. (2015). Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:472-485.

Full description at Econpapers || Download paper

2015Volatility spillover dynamics and relationship across G7 financial markets. (2015). Liow, Kim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:328-365.

Full description at Econpapers || Download paper

2015Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126.

Full description at Econpapers || Download paper

2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150133.

Full description at Econpapers || Download paper

2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance. (2015). McAleer, Michael ; Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79539.

Full description at Econpapers || Download paper

2015On the efficiency of the global gold markets. (2015). Ntim, Collins ; Wang, Yan ; Nwachukwu, Jacinta ; English, John . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:218-236.

Full description at Econpapers || Download paper

2015Firm leverage decisions: Does industry matter?. (2015). Khandaker, Sarod ; Islam, Silvia Z.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:94-107.

Full description at Econpapers || Download paper

2015Moment matching versus Bayesian estimation: Backward-looking behaviour in a New-Keynesian baseline model. (2015). Sacht, Stephen ; Franke, Reiner ; Jang, Tae-Seok . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:126-154.

Full description at Econpapers || Download paper

2015A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises. (2015). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2015cf964.

Full description at Econpapers || Download paper

2015The SIML Estimation of Integrated Covariance and Hedging Coefficient under Round-off Errors, Micro-market Price Adjustments and Random Sampling. (2015). Misaki, Hiroumi ; Sato, Seisho ; Kunitomo, Naoto . In: CIRJE F-Series. RePEc:tky:fseres:2015cf965.

Full description at Econpapers || Download paper

2015The SIML Estimation of Integrated Covariance and Hedging Coefficient Under Round-off Errors, Micro-market Price Adjustments and Random Sampling. (2015). Kunitomo, Naoto ; Sato, Seisho ; Misaki, Hiroumi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:333-368.

Full description at Econpapers || Download paper

2015Offshoring, globalization, and welfare. (2015). Zeng, Dao-Zhi ; Zhou, Yiming . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:75-93.

Full description at Econpapers || Download paper

2015Catastrophe options with double compound Poisson processes. (2015). JunYu, . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:291-297.

Full description at Econpapers || Download paper

2015The Relationship Between Credit Default Swap Spreads, Equity Indices and Sector Equity Indices: An Empirical Study on Istanbul Stock Exchange. (2015). Koy, Ayben . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604117.

Full description at Econpapers || Download paper

2015Multiple directorships and the performance of mergers & acquisitions. (2015). Lai, Jung-Ho ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:178-198.

Full description at Econpapers || Download paper

2015Accruals, growth, accounting distortions and stock returns: The case of FRS3 in the UK. (2015). Papanastasopoulos, Georgios A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:39-54.

Full description at Econpapers || Download paper

2015A new measure for heated negotiation in the IPO syndicate. (2015). Jeon, Jin Q ; Lee, Cheolwoo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:278-304.

Full description at Econpapers || Download paper

2015Global and Regional Volatility Spillovers to GCC Stock Markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R. In: MPRA Paper. RePEc:pra:mprapa:61101.

Full description at Econpapers || Download paper

2015Global and regional volatility spillovers to GCC stock markets. (2015). Mishra, Anil ; Alotaibi, Abdullah R.. In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:38-49.

Full description at Econpapers || Download paper

2015The time-varying causality between spot and futures crude oil prices: A regime switching approach. (2015). Balcilar, Mehmet ; Hammoudeh, Shawkat ; Gungor, Hasan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:51-71.

Full description at Econpapers || Download paper

2015Asymmetric volatility response to news sentiment in gold futures. (2015). Smales, Lee. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:161-172.

Full description at Econpapers || Download paper

2015Modeling high-frequency volatility with three-state FIGARCH models. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:473-483.

Full description at Econpapers || Download paper

2015Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

Full description at Econpapers || Download paper

2015Public news flow in intraday component models for trading activity and volatility. (2015). Clements, Adam ; Papalexiou, Vasilios ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2015_04.

Full description at Econpapers || Download paper

2015Stress-testing for portfolios of commodity futures. (2015). Paraschiv, Florentina ; Andrieș, Alin Marius ; Mudry, Pierre-Antoine . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:9-18.

Full description at Econpapers || Download paper

2015Many a little makes a mickle: Macro portfolio stress test for small and medium-sized German banks. (2015). Koziol, Philipp ; Mitrovic, Marc ; Busch, Ramona . In: Discussion Papers. RePEc:zbw:bubdps:232015.

Full description at Econpapers || Download paper

2015Vertical specialization, global trade and energy consumption for an urban economy: A value added export perspective for Beijing. (2015). Xia, Xiao-Hua ; Hayat, T ; Chen, G Q ; Alsaedi, A ; Wu, X D ; Hu, Y. In: Ecological Modelling. RePEc:eee:ecomod:v:318:y:2015:i:c:p:49-58.

Full description at Econpapers || Download paper

2015Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis. (2015). Syriopoulos, Theodore ; Boubaker, Adel ; Makram, Beljid . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:7-18.

Full description at Econpapers || Download paper

2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas. (2015). Yang, Lu ; Hamori, Shigeyuki ; Li, Mengling ; Cai, Xiaojing . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:308-314.

Full description at Econpapers || Download paper

2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

Full description at Econpapers || Download paper

2015The role of U.S. subprime mortgage-backed assets in propagating the crisis:contagion or interdependence?. (2015). Sheenan, Lisa ; Flavin, Thomas. In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n260-15.pdf.

Full description at Econpapers || Download paper

2015Determinants of Cross-border Mergers and Acquisitions: A Comprehensive Review and Future Direction. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63969.

Full description at Econpapers || Download paper

2015Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper Series. RePEc:rim:rimwps:15-02.

Full description at Econpapers || Download paper

2015Evaluation of Gold Investment as an Inflationary Hedge in Case of Pakistan. (2015). Javid, Attiya ; Zafar, Sadaf . In: PIDE-Working Papers. RePEc:pid:wpaper:2015:118.

Full description at Econpapers || Download paper

2015Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. (2015). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo . In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:16-24.

Full description at Econpapers || Download paper

2015The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian . In: MPRA Paper. RePEc:pra:mprapa:65484.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015State-dependent jump risks for American gold futures option pricing. (2015). Lian, Yu-Min ; Chen, Jun-Home . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:115-133.

Full description at Econpapers || Download paper

2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306.

Full description at Econpapers || Download paper

2015Gold-oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid. In: MPRA Paper. RePEc:pra:mprapa:68110.

Full description at Econpapers || Download paper

2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

Full description at Econpapers || Download paper

2015“The beauty of gold is, it loves bad news”: evidence from three major gold consumers. (2015). Dar, Arif ; Bhanja, Niyati . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:48:y:2015:i:3:p:187-208.

Full description at Econpapers || Download paper

2015Mean-variance portfolio methods for energy policy risk management. (2015). Ramos-Real, Francisco ; Puch, Luis ; Marrero, Gustavo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:246-264.

Full description at Econpapers || Download paper

2015What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:187-214.

Full description at Econpapers || Download paper

2015The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; O'Connor, Fergal A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

Full description at Econpapers || Download paper

2015Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

Full description at Econpapers || Download paper

2015Análise VAR dos índices bolsistas SP500, FTSE100, PSI20, HSI e IBOVESPA. (2015). Marques, António ; Fuinhas, José ; Nogueira, David Coito . In: MPRA Paper. RePEc:pra:mprapa:62092.

Full description at Econpapers || Download paper

2015US–Mexico border tourism and day trips: an aberration in globalization?. (2015). Ghoshal, Animesh ; Berdell, John . In: Latin American Economic Review. RePEc:spr:laecrv:v:24:y:2015:i:1:p:1-18:10.1007/s40503-015-0023-9.

Full description at Econpapers || Download paper

2015Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options. (2015). Kotze, Antonie ; Oosthuizen, Rudolf ; Pindza, Edson . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:43-82:d:45139.

Full description at Econpapers || Download paper

2015Pricing American options: RNMs-constrained entropic least-squares approach. (2015). Xie, Xiaoke ; Yu, Xisheng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:155-173.

Full description at Econpapers || Download paper

2015To sigmoid-based functional description of the volatility smile. (2015). Itkin, Andrey . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:264-291.

Full description at Econpapers || Download paper

2015Securitization and credit risk: Empirical evidence from an emerging economy. (2015). de Mendonça, Helder ; deMendona, Helder Ferreira ; Barcelos, Vivian Iris ; de Mendona, Helder Ferreira . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:12-28.

Full description at Econpapers || Download paper

2015The internationalisation of financial crises: Banking and currency crises 1883–2008. (2015). Lestano, Lestano ; Jacobs, Jan ; Dungey, Mardi ; Jacobs, Jan P. A. M., ; Lestano,, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:29-47.

Full description at Econpapers || Download paper

2015Supervisory powers and bank risk taking. (2015). de Haan, Jakob ; Shehzad, Choudhry Tanveer . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:15-24.

Full description at Econpapers || Download paper

2015Managing financial risk in Chinese stock markets: Option pricing and modeling under a multivariate threshold autoregression. (2015). Li, Johnny Siu-Hang ; Chan, Wai-Sum . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:217-230.

Full description at Econpapers || Download paper

2015ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails. (2015). Paolella, Marc S ; Polak, Pawe . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:282-297.

Full description at Econpapers || Download paper

2015Bank relationships and the likelihood of filing for reorganization. (2015). You, Chun-Fan ; Huang, Jiang-Chuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:35:y:2015:i:c:p:278-291.

Full description at Econpapers || Download paper

2015Banks’ pooling of corporate debt: An application of the restated diversification theorem. (2015). Lundtofte, Frederik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:249-263.

Full description at Econpapers || Download paper

2015Enhancing the forecasting power of exchange rate models by introducing nonlinearity: Does it work?. (2015). Burns, Kelly ; Moosa, Imad A. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:27-39.

Full description at Econpapers || Download paper

2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis. (2015). Yang, Lu ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:124-138.

Full description at Econpapers || Download paper

2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Kr, Aviral ; Moya, Pablo ; Ferrer, Roman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

Full description at Econpapers || Download paper

2015Organization of innovation and capital markets. (2015). Orman, Cuneyt. In: MPRA Paper. RePEc:pra:mprapa:65441.

Full description at Econpapers || Download paper

2015Organization of innovation and capital markets. (2015). Orman, Cuneyt. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:94-114.

Full description at Econpapers || Download paper

2015Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:295-310.

Full description at Econpapers || Download paper

2015Volatility forecast of country ETF: The sequential information arrival hypothesis. (2015). Lee, Chien-Chiang ; Tseng, Tseng-Chan ; Chen, Mei-Ping . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:228-234.

Full description at Econpapers || Download paper

2015Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

2015Exchange-rate volatility and commodity trade between the E.U. and Egypt: evidence from 59 industries. (2015). Hosny, Amr ; Hegerty, Scott ; Bahmani-Oskooee, Mohsen. In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:1:p:109-129.

Full description at Econpapers || Download paper

2015The effects of exchange-rate volatility on industry trade between the US and Egypt. (2015). Hosny, Amr ; Hegerty, Scott ; Bahmani-Oskooee, Mohsen. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:48:y:2015:i:2:p:93-117.

Full description at Econpapers || Download paper

2015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

Full description at Econpapers || Download paper

2015Exchange rate volatility and UK imports from developing countries: The effect of the global financial crisis. (2015). Choudhry, Taufiq ; Hassan, Syed S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:89-101.

Full description at Econpapers || Download paper

2015Uninsured deposits as a monitoring device: Their impact on bond yields of banks. (2015). Beladi, Hamid ; Alanis, Emmanuel ; Quijano, Margot . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:77-88.

Full description at Econpapers || Download paper

2015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Hacihasanoglu, Erk ; Şensoy, Ahmet ; Nguyen, Duc Khuong . In: Working Paper. RePEc:bor:wpaper:1525.

Full description at Econpapers || Download paper

2015Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160.

Full description at Econpapers || Download paper

2015Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela. In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143.

Full description at Econpapers || Download paper

2015Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

Full description at Econpapers || Download paper

2015Managing systemic risk in The Netherlands. (2015). Sojli, Elvira ; Liao, Shuyu ; Tham, Wing Wah . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:231-245.

Full description at Econpapers || Download paper

2015Forecasting Value-at-Risk using block structure multivariate stochastic volatility models. (2015). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50.

Full description at Econpapers || Download paper

2015A practical approach to constructing price-based funding liquidity factors. (2015). Bouwman, Kees ; Tham, Wing Wah ; Pieterse-Bloem, Mary ; Buis, Boyd . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:90-97.

Full description at Econpapers || Download paper

2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

Full description at Econpapers || Download paper

2015Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

Full description at Econpapers || Download paper

2015Interpreting the crude oil price movements: Evidence from the Markov regime switching model. (2015). Zhang, Yue-Jun. In: Applied Energy. RePEc:eee:appene:v:143:y:2015:i:c:p:96-109.

Full description at Econpapers || Download paper

2015Market interdependence among commodity prices based on information transmission on the Internet. (2015). Ji, Qiang ; Guo, Jian-Feng . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:426:y:2015:i:c:p:35-44.

Full description at Econpapers || Download paper

2015Time-varying effect of oil market shocks on the stock market. (2015). Yoon, Kyung Hwan ; Ratti, Ronald ; Kang, Wensheng . In: CAMA Working Papers. RePEc:een:camaaa:2015-35.

Full description at Econpapers || Download paper

2015Dynamic Spillovers between Oil and Stock Markets: New Approaches at Spillover Index. (2015). Liao, Ting-Huei ; Lee, Yen-Hsien ; Huang, Ya-Ling . In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:6:y:2015:i:2:p:178-189.

Full description at Econpapers || Download paper

2015The dynamic correlation between energy commodities and Islamic stock market: analysis and forecasting. (2015). Derbali, Abdelkader ; CHEBBI, Tarek . In: International Journal of Trade and Global Markets. RePEc:ids:ijtrgm:v:8:y:2015:i:2:p:112-126.

Full description at Econpapers || Download paper

2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. (2015). Basher, Syed ; Perry, Sadorsky . In: MPRA Paper. RePEc:pra:mprapa:68231.

Full description at Econpapers || Download paper

2015Oil volatility shocks and the stock markets of oil-importing MENA economies: A tale from the financial crisis. (2015). Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:590-598.

Full description at Econpapers || Download paper

2015Time-varying effect of oil market shocks on the stock market. (2015). Ratti, Ronald ; Yoon, Kyung Hwan ; Kang, Wensheng . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s150-s163.

Full description at Econpapers || Download paper

2015Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries. (2015). Filis, George ; Degiannakis, Stavros ; Boldanov, Rustam . In: MPRA Paper. RePEc:pra:mprapa:72082.

Full description at Econpapers || Download paper

2015Implied volatility and the risk-free rate of return in options markets. (2015). Bianconi, Marcelo ; MacLachlan, Scott ; Sammon, Marco . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:1-26.

Full description at Econpapers || Download paper

2015Robust hedging performance and volatility risk in option markets: Application to Standard and Poors 500 and Taiwan index options. (2015). Yu, Shih-Ti ; Kuo, Chii-Shyan ; Han, Chuan-Hsiang ; Chang, Chien-Hung . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:160-173.

Full description at Econpapers || Download paper

2015Modeling the distribution of extreme returns in the Chinese stock market. (2015). Hussain, Saiful Izzuan ; Li, Steven . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:263-276.

Full description at Econpapers || Download paper

2015International long-term yields and monetary policy in a small open economy: The case of Canada. (2015). Lange, Ronald H.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:31:y:2015:i:c:p:292-310.

Full description at Econpapers || Download paper

2015Examining industrial interdependence between Japan and South Korea: A FAVAR approach. (2015). Yagihashi, Takeshi ; Selover, David. In: Japan and the World Economy. RePEc:eee:japwor:v:36:y:2015:i:c:p:67-87.

Full description at Econpapers || Download paper

2015“Financial stress transmission in EMU sovereign bond market volatility: a connectedness analysis”. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: IREA Working Papers. RePEc:ira:wpaper:201510.

Full description at Econpapers || Download paper

2015Australian Dollar carry trades: Time varying probabilities and determinants. (2015). Kim, Suk-Joong. In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:64-75.

Full description at Econpapers || Download paper

2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Fernandez-Rodriguez, Fernando ; Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:04-15.

Full description at Econpapers || Download paper

2015Volatility spillovers in EMU sovereign bond markets. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers del Instituto Complutense de Estudios Internacionales. RePEc:ucm:wpaper:1504.

Full description at Econpapers || Download paper

2015The Impact of Capital Regulation on Bank Capital and Risk Decision. Evidence for European Global Systemically Important Banks. (2015). Akinsoyinu, Clements Adeyinka . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:5:y:2015:i:3:p:167-177.

Full description at Econpapers || Download paper

2015Efficiency Evaluation of European Financial Cooperative Sector. A Data Envelopment Analysis Approach. (2015). Akinsoyinu, Clements Adeyinka . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:5:y:2015:i:4:p:11-21.

Full description at Econpapers || Download paper

2015Capital control and exchange rate volatility. (2015). Chen, Shikuan ; Chang, Ming-Jen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:167-177.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Systemic Risk in Conventional vs Islamic Equity Markets. (2015). Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1528.

Full description at Econpapers || Download paper

2015Communication about future policy rates in theory and practice: A Survey. (2015). Jansen, David-Jan ; de Haan, Jakob ; Moessner, Richhild . In: DNB Working Papers. RePEc:dnb:dnbwpp:475.

Full description at Econpapers || Download paper

2015Pollution, health and economic growth. (2015). Chao, Chi-Chur ; Hu, Shih-Wen ; Tai, Meng-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:155-161.

Full description at Econpapers || Download paper

2015Option pricing under truncated Gram–Charlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97.

Full description at Econpapers || Download paper

2015Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166.

Full description at Econpapers || Download paper

2015Static hedging of chained-type barrier options. (2015). Jun, Doobae ; Ku, Hyejin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:317-327.

Full description at Econpapers || Download paper

2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73.

Full description at Econpapers || Download paper

2015Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Kr, Aviral ; Moya, Pablo ; Ferrer, Roman . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93.

Full description at Econpapers || Download paper

2015Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253.

Full description at Econpapers || Download paper

2015On the relation between currency and banking crises in developing countries, 1980–2010. (2015). Jing, Zhongbo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:267-291.

Full description at Econpapers || Download paper

2015Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

Full description at Econpapers || Download paper

2015Contagion and banking crisis – International evidence for 2007–2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283.

Full description at Econpapers || Download paper

2015Asymmetric Information, Bank Lending and Implicit Contracts: Differences between Banks. (2015). Niinimaki, Juha-Pekka . In: Czech Economic Review. RePEc:fau:aucocz:au2015_074.

Full description at Econpapers || Download paper

2015Dissecting Models’ Forecasting Performance. (2015). Siliverstovs, Boriss. In: KOF Working papers. RePEc:kof:wpskof:15-397.

Full description at Econpapers || Download paper

2015Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes. (2015). Smyth, Russell ; Mishra, Vinod ; Lean, Hooi Hooi. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-33.

Full description at Econpapers || Download paper

2015On Origins and Implications of the Sovereign Debt Crisis in the Euro Area. (2015). Mirdala, Rajmund ; Ruakova, Anna . In: MPRA Paper. RePEc:pra:mprapa:68859.

Full description at Econpapers || Download paper

2015Students’ Project-Based Learning: Local Commercial Products and Marketing Mix. (2015). Khairiree, Krongthong ; Meenanun, Chonnart . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604495.

Full description at Econpapers || Download paper

2015Global Equity Market Volatility Spillovers: A Broader Role for the United States. (2015). Buncic, Daniel ; Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2015:08.

Full description at Econpapers || Download paper

2015Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2015:22.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014US Monetary Policy and Commodity Sector Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-438.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Economou, Fotini ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454.

Full description at Econpapers || Download paper

Recent citations received in 2013

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2013High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables. (2013). Hammoudeh, Shawkat ; Alves, Isabel Fraga ; 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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:38695.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500. (2013). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:6-30:d:29740.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013Recent Developments in Financial Economics and Econometrics:An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: KIER Working Papers. RePEc:kyo:wpaper:842.

Full description at Econpapers || Download paper

2013Two-moment decision model for location-scale family with background asset. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, XU. In: MPRA Paper. RePEc:pra:mprapa:43864.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1303.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013R&D, IP, and firm profits in the automotive supplier industry. (2013). Lutz, Stefan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1315.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2013.

Full description at Econpapers || Download paper

Recent citations received in 2012

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team