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!!

Journal of International Financial Markets, Institutions and Money / Elsevier

1.27

Impact Factor

1.27

5-Years IF

36

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
19920.1000 (%)0.04
19930.110300 (%)0.05
19940.120100 (%)0.05
19950.19000 (%)0.07
19960.220100 (%)0.09
19970.2721211580014 (8.9%)0.09
19980.190.270.19214280.1938321421420 (5.2%)30.140.1
19990.190.310.191961140.2333342842819 (5.7%)40.210.13
20000.330.40.312586260.3274401361199 (3.3%)50.20.15
20010.480.40.4214100490.49106442186369 (8.5%)30.210.15
20020.510.420.5124124570.4623939201005116 (6.7%)30.130.18
20030.50.441.05271511350.89270381910310821 (7.8%)20.070.18
20040.610.490.83301811460.8125251311099023 (9.1%)110.370.2
20050.530.530.69282091670.845857301208327 (5.9%)80.290.21
20060.590.510.64292381960.8230458341237933 (10.9%)60.210.2
20070.490.440.59282661700.6425157281388128 (11.2%)80.290.18
20080.630.470.78403062380.78565573614211128 (5%)220.550.2
20090.870.470.86613672920.8516685915513450 (9.7%)210.340.19
20100.970.440.87364033200.791871019818616224 (12.8%)20.060.16
20110.790.510.95484513720.82300977719418445 (15%)140.290.2
20120.510.561705214400.84473844321321351 (10.8%)190.270.21
20131.180.661.39866077031.1647211813925535451 (10.8%)410.480.23
20141.690.671.6611071710381.4527115626430150028 (10.3%)580.530.22
20151.270.821.27807979201.1511319624935044512 (10.6%)450.560.27
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
12008Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136.

Full description at Econpapers || Download paper

147
22005Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157.

Full description at Econpapers || Download paper

116
32002Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58.

Full description at Econpapers || Download paper

116
42012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

Full description at Econpapers || Download paper

105
52005Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

Full description at Econpapers || Download paper

104
62013Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65.

Full description at Econpapers || Download paper

81
72011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106.

Full description at Econpapers || Download paper

71
81998Multimarket trading and liquidity: a transaction data analysis of Canada-US interlistings. (1998). Karolyi, G. ; Foerster, Stephen R.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:393-412.

Full description at Econpapers || Download paper

69
91999Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, Øystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74.

Full description at Econpapers || Download paper

62
101999Assessing competitive conditions in the Greek banking system. (1999). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:377-391.

Full description at Econpapers || Download paper

61
111998An empirical examination of linkages between Pacific-Basin stock markets. (1998). Lamba, Asjeet S. ; Janakiramanan, Sundaram. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:155-173.

Full description at Econpapers || Download paper

59
122000Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130.

Full description at Econpapers || Download paper

55
132006Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

Full description at Econpapers || Download paper

52
142003Models of exchange rate expectations: how much heterogeneity?. (2003). MacDonald, Ronald ; Larribeau, Sophie ; Benassy-Quere, Agnès. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:113-136.

Full description at Econpapers || Download paper

52
152011Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327.

Full description at Econpapers || Download paper

50
161998Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:325-356.

Full description at Econpapers || Download paper

50
172012Commodity volatility breaks. (2012). Wohar, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

Full description at Econpapers || Download paper

49
181997The impact of exchange rate volatility on German-US trade flows. (1997). Brooks, Robert ; McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:7:y:1997:i:1:p:73-87.

Full description at Econpapers || Download paper

49
192004Banking competition and macroeconomic conditions: a disaggregate analysis. (2004). Coccorese, Paolo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:14:y:2004:i:3:p:203-219.

Full description at Econpapers || Download paper

47
202008Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526.

Full description at Econpapers || Download paper

45
211998What determines real exchange rates?: The long and the short of it. (1998). MacDonald, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:2:p:117-153.

Full description at Econpapers || Download paper

44
222003Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186.

Full description at Econpapers || Download paper

42
232006Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40.

Full description at Econpapers || Download paper

41
242009A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758.

Full description at Econpapers || Download paper

40
252005Stock market linkages in emerging markets: implications for international portfolio diversification. (2005). Phylaktis, Kate ; Ravazzolo, Fabiola. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:91-106.

Full description at Econpapers || Download paper

40
262012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

Full description at Econpapers || Download paper

39
272008Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45.

Full description at Econpapers || Download paper

39
282008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63.

Full description at Econpapers || Download paper

38
292003Spillovers of stock return volatility to Asian equity markets from Japan and the US. (2003). Miyakoshi, Tatsuyoshi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:4:p:383-399.

Full description at Econpapers || Download paper

38
302011Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742.

Full description at Econpapers || Download paper

37
311999Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?. (1999). Caglayan, Mustafa ; Barkoulas, John ; Baum, Christopher. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:4:p:359-376.

Full description at Econpapers || Download paper

37
322013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

Full description at Econpapers || Download paper

37
332008Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105.

Full description at Econpapers || Download paper

37
342015Oil price and stock returns of consumers and producers of crude oil. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

Full description at Econpapers || Download paper

36
352000Intervention from an information perspective. (2000). Humpage, Owen ; Baillie, Richard ; Osterberg, William P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:407-421.

Full description at Econpapers || Download paper

36
362006Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56.

Full description at Econpapers || Download paper

36
372009Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833.

Full description at Econpapers || Download paper

36
382009Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15.

Full description at Econpapers || Download paper

33
392013Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87.

Full description at Econpapers || Download paper

33
402008Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497.

Full description at Econpapers || Download paper

33
412009Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off. (2009). Mallick, Sushanta ; Granville, Brigitte. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:4:p:662-674.

Full description at Econpapers || Download paper

32
422002On measuring volatility and the GARCH forecasting performance. (2002). Renò, Roberto ; Barucci, Emilio ; Reno, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:3:p:183-200.

Full description at Econpapers || Download paper

32
432000Central bank intervention and exchange rate volatility -- Australian evidence. (2000). Sheen, Jeffrey ; Kortian, Tro ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:381-405.

Full description at Econpapers || Download paper

31
441998The impact of exchange rate volatility on Australian trade flows. (1998). McKenzie, Michael D.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:1:p:21-38.

Full description at Econpapers || Download paper

31
452005Cost efficiency in the Latin American and Caribbean banking systems. (2005). Kasman, Adnan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:1:p:55-72.

Full description at Econpapers || Download paper

31
462005Financial markets and economic growth in Greece, 1986-1999. (2005). Lolos, Sarantis ; Hondroyiannis, George ; Papapetrou, Evangelia . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:173-188.

Full description at Econpapers || Download paper

29
472000Central bank intervention and exchange rates: the case of Sweden. (2000). Aguilar, Javiera ; Nydahl, Stefan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:303-322.

Full description at Econpapers || Download paper

28
481998Price discovery in high and low volatility periods: open outcry versus electronic trading. (1998). Martens, Martin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:8:y:1998:i:3-4:p:243-260.

Full description at Econpapers || Download paper

28
492007Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat ; Choi, Kyongwook. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245.

Full description at Econpapers || Download paper

27
502000The United States as an informed foreign-exchange speculator. (2000). Humpage, Owen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:3-4:p:287-302.

Full description at Econpapers || Download paper

27

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

#YearTitleCited
12012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

Full description at Econpapers || Download paper

89
22008Bank-specific, industry-specific and macroeconomic determinants of bank profitability. (2008). Delis, Manthos ; Brissimis, Sophocles ; Athanasoglou, Panayiotis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:2:p:121-136.

Full description at Econpapers || Download paper

75
32013Financialization, crisis and commodity correlation dynamics. (2013). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65.

Full description at Econpapers || Download paper

67
42005Bank provisioning behaviour and procyclicality. (2005). Metzemakers, Paul ; Bikker, Jacob. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:2:p:141-157.

Full description at Econpapers || Download paper

65
52005Gold as a hedge against the dollar. (2005). Capie, Forrest ; Mills, Terence C. ; Wood, Geoffrey . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352.

Full description at Econpapers || Download paper

63
62011Financial crises and stock market contagion in a multivariate time-varying asymmetric framework. (2011). Kenourgios, Dimitris ; Samitas, Aristeidis ; Paltalidis, Nikos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:1:p:92-106.

Full description at Econpapers || Download paper

50
72012Commodity volatility breaks. (2012). Wohar, Mark. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:395-422.

Full description at Econpapers || Download paper

37
82015Oil price and stock returns of consumers and producers of crude oil. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:245-262.

Full description at Econpapers || Download paper

36
92011Determinants of bank profitability before and during the crisis: Evidence from Switzerland. (2011). Dietrich, Andreas ; Wanzenried, Gabrielle . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:307-327.

Full description at Econpapers || Download paper

36
102013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

Full description at Econpapers || Download paper

33
112013Bank insolvency risk and time-varying Z-score measures. (2013). Strobel, Frank ; Lepetit, Laetitia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:73-87.

Full description at Econpapers || Download paper

31
122012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

Full description at Econpapers || Download paper

31
132009A cospectral analysis of exchange rate comovements during Asian financial crisis. (2009). Orlov, Alexei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:742-758.

Full description at Econpapers || Download paper

30
142002Cost and profit efficiency in European banks. (2002). Quesada, Javier ; perez, francisco ; Pastor, José ; Maudos, Joaquin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:12:y:2002:i:1:p:33-58.

Full description at Econpapers || Download paper

28
152011Stock market interdependence, contagion, and the U.S. financial crisis: The case of emerging and frontier markets. (2011). Samarakoon, Lalith P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:5:p:724-742.

Full description at Econpapers || Download paper

28
162008Banks procyclical behavior: Does provisioning matter?. (2008). Lepetit, Laetitia ; Bouvatier, Vincent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:513-526.

Full description at Econpapers || Download paper

28
172006Does herding behavior exist in Chinese stock markets?. (2006). Kutan, Ali ; Demirer, Riza. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:2:p:123-142.

Full description at Econpapers || Download paper

25
181999Causal relations among stock returns and macroeconomic variables in a small, open economy. (1999). Sættem, Frode ; Gjerde, Øystein. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:9:y:1999:i:1:p:61-74.

Full description at Econpapers || Download paper

22
192013Oil 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

22
202013Investor herds and regime-switching: Evidence from Gulf Arab stock markets. (2013). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:295-321.

Full description at Econpapers || Download paper

22
212013Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis. (2013). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:258-272.

Full description at Econpapers || Download paper

22
222013Mapping the state of financial stability. (2013). Sarlin, Peter ; Peltonen, Tuomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:46-76.

Full description at Econpapers || Download paper

20
232012The integration of the credit default swap markets during the US subprime crisis: Dynamic correlation analysis. (2012). Wang, Ping ; Moore, Tomoe . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:1:p:1-15.

Full description at Econpapers || Download paper

19
242014Integration versus segmentation in Middle East North Africa Equity Market: Time variations and currency risk. (2014). Teulon, Frédéric ; Moisseron, Jean-Yves ; Guesmi, Khaled. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:204-212.

Full description at Econpapers || Download paper

18
252012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

Full description at Econpapers || Download paper

17
262008Is bank portfolio riskiness procyclical: Evidence from Italy using a vector autoregression. (2008). Quagliariello, Mario ; Marcucci, Juri. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:46-63.

Full description at Econpapers || Download paper

16
272013Bank competition in the EU: How has it evolved?. (2013). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:100-112.

Full description at Econpapers || Download paper

16
282008Comovements in international stock markets. (2008). MORANA, CLAUDIO ; Beltratti, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:31-45.

Full description at Econpapers || Download paper

16
292013Sectoral equity returns and portfolio diversification opportunities across the GCC region. (2013). Balli, Faruk ; Basher, Syed. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:25:y:2013:i:c:p:33-48.

Full description at Econpapers || Download paper

16
302006Dynamics of bond market integration between established and accession European Union countries. (2006). Wu, Eliza ; lucey, brian ; Kim, Suk-Joong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:41-56.

Full description at Econpapers || Download paper

16
312009Bank modelling methodologies: A comparative non-parametric analysis of efficiency in the Japanese banking sector. (2009). Simper, Richard ; Hall, Maximilian ; Drake, Leigh. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:1:p:1-15.

Full description at Econpapers || Download paper

15
322009Convergence in banking efficiency across European countries. (2009). Weill, Laurent. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:19:y:2009:i:5:p:818-833.

Full description at Econpapers || Download paper

15
332000Intraday and interday volatility in the Japanese stock market. (2000). Bollerslev, Tim ; Andersen, Torben ; Cai, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130.

Full description at Econpapers || Download paper

14
342010Diversification benefits of commodity futures. (2010). Miu, Peter ; Cheung, Sherman C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:20:y:2010:i:5:p:451-474.

Full description at Econpapers || Download paper

14
352011Cross-country effects in herding behaviour: Evidence from four south European markets. (2011). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; Economou, Fotini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:3:p:443-460.

Full description at Econpapers || Download paper

14
362006Volatility spillovers and dynamic correlation in European bond markets. (2006). Skintzi, Vasiliki ; Refenes, Apostolos N.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:16:y:2006:i:1:p:23-40.

Full description at Econpapers || Download paper

14
372012Diversification evidence from international equity markets using extreme values and stochastic copulas. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:3:p:622-646.

Full description at Econpapers || Download paper

14
382014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

Full description at Econpapers || Download paper

14
392012Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718.

Full description at Econpapers || Download paper

14
402014Who moves East Asian stock markets? The role of the 2007–2009 global financial crisis. (2014). Wang, Lihong . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:182-203.

Full description at Econpapers || Download paper

14
412007Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries. (2007). Hammoudeh, Shawkat ; Choi, Kyongwook. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:17:y:2007:i:3:p:231-245.

Full description at Econpapers || Download paper

14
422008Efficiency in emerging markets--Evidence from the MENA region. (2008). lucey, brian ; Lagoarde-Segot, Thomas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:1:p:94-105.

Full description at Econpapers || Download paper

13
432013Bank competition, crisis and risk taking: Evidence from emerging markets in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe ; MacHrouh, Fouad . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:23:y:2013:i:c:p:196-221.

Full description at Econpapers || Download paper

13
442014How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Ajmi, Ahdi Noomen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:213-227.

Full description at Econpapers || Download paper

13
452013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

Full description at Econpapers || Download paper

13
462008Cost efficiency of the banking industry in the South Eastern European region. (2008). mamatzakis, emmanuel ; Koutsomanoli-Filippaki, Anastasia ; Staikouras, Christos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:18:y:2008:i:5:p:483-497.

Full description at Econpapers || Download paper

13
472012Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates. (2012). Nguyen, Duc Khuong ; Chkili, Walid ; Aloui, Chaker. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:738-757.

Full description at Econpapers || Download paper

13
482014Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries. (2014). Deesomsak, Rataporn ; Chau, Frankie ; Wang, Jun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:28:y:2014:i:c:p:1-19.

Full description at Econpapers || Download paper

12
492003Contagion and causality: an empirical investigation of four Asian crisis episodes. (2003). Sander, Harald ; Kleimeier, Stefanie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:13:y:2003:i:2:p:171-186.

Full description at Econpapers || Download paper

12
502012When bank loans are bad news: Evidence from market reactions to loan announcements under the risk of expropriation. (2012). Zhao, Shan ; Schwienbacher, Armin ; Huang, Weihua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:2:p:233-252.

Full description at Econpapers || Download paper

12

Citing documents used to compute impact factor 249:

YearTitle
2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

Full description at Econpapers || Download paper

2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8.

Full description at Econpapers || Download paper

2015Day-of-the-week trading patterns of informed and uninformed traders in Taiwans foreign exchange market. (2015). Zhang, Tai-Wei ; Hsu, Yao Hua ; Chueh, Horace . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:271-279.

Full description at Econpapers || Download paper

2015Central bank transparency and the interest rate channel: Evidence from emerging economies. (2015). Spyromitros, Eleftherios ; Sidiropoulos, Moise ; Papadamou, Stephanos. In: Economic Modelling. RePEc:eee:ecmode:v:48:y:2015:i:c:p:167-174.

Full description at Econpapers || Download paper

2015Political Volatility and Capital Markets: Evidence from Transition. (2015). Hartwell, Christopher. In: HKUST IEMS Working Paper Series. RePEc:hku:wpaper:201515.

Full description at Econpapers || Download paper

2015The regional pricing of risk: An empirical investigation of the MENA equity determinants. (2015). Kablan, Akassi ; Guesmi, Khaled ; Belgacem, Aymen. In: MPRA Paper. RePEc:pra:mprapa:70271.

Full description at Econpapers || Download paper

2015On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects. (2015). Ortiz, Roberto . In: Papers. RePEc:arx:papers:1510.03926.

Full description at Econpapers || Download paper

2015Stock market interdependence between China and the world: A multi-factor R-squared approach. (2015). He, Hongbo ; Ou, Jinghua ; Yao, Shujie ; Chen, Shou . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:125-129.

Full description at Econpapers || Download paper

2015The long-term performance of index additions and deletions: Evidence from the Hang Seng Index. (2015). Kot, Hung Wan . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:407-420.

Full description at Econpapers || Download paper

2015Finanzmarktintegration in Mittelosteuropa: Eine empirische Analyse der integrativen Wirkung des Euro. (2015). Wohlmann, Monika . In: Arbeitspapiere der FOM. RePEc:zbw:fomarb:55.

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

2015IMPACT OF THE SHOCKS FROM NYSE ON THE ROMANIAN CAPITAL MARKETS. (2015). Stefanescu, Razvan ; DUMITRIU, Ramona. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2015:p:371-376.

Full description at Econpapers || Download paper

2015Integration between the Romanian and the Euro Area Financial Markets and its Impact on the Growth Rate of Romanian Listed Companies. (2015). Moscalu, Maricica. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2015:i:4:p:138-149.

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

2015Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George. In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:1-21.

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

2015Foreign direct investment, regulations and growth in sub-Saharan Africa. (2015). Osei, Eric Evans ; Adams, Samuel . In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:47:y:2015:i:c:p:48-56.

Full description at Econpapers || Download paper

2015Convenience yields and risk premiums in the EU-ETS - Evidence from the Kyoto commitment period. (2015). Weron, Rafał ; Trueck, Stefan ; Truck, Stefan . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1503.

Full description at Econpapers || Download paper

2015Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:29-65.

Full description at Econpapers || Download paper

2015The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis. (2015). Reddy, K ; Rao, Narendar. In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:2:p:309-341.

Full description at Econpapers || Download paper

2015The benefits of combining seasonal anomalies and technical trading rules. (2015). Hudson, Robert ; Gebka, Bartosz ; Atanasova, Christina V. In: Finance Research Letters. RePEc:eee:finlet:v:14:y:2015:i:c:p:36-44.

Full description at Econpapers || Download paper

2015Is Exchange Rate Trading Profitable?. (2015). Narayan, Paresh ; Thuraisamy, Kannan ; Mishra, Sagarika . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:217-229.

Full description at Econpapers || Download paper

2015Return predictability and the ‘wisdom of crowds’: Genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis. (2015). Hudson, Robert ; Hoque, Hafiz ; Manahov, Viktor . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:85-98.

Full description at Econpapers || Download paper

2015Regional bank efficiency and its effect on regional growth in normal and bad times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:586.

Full description at Econpapers || Download paper

2015Regional Bank Efficiency and its Effect on Regional Growth in “Normal” and “Bad” Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201507.

Full description at Econpapers || Download paper

2015Regional Bank Efficiency and its Effect on Regional Growth in Normal and Bad Times. (2015). Setzer, Ralph ; Haskamp, Ulrich ; Belke, Ansgar. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112824.

Full description at Econpapers || Download paper

2015Carbon dioxide emissions reduction in Chinas transport sector: A dynamic VAR (vector autoregression) approach. (2015). Xu, Bin ; Lin, Boqiang . In: Energy. RePEc:eee:energy:v:83:y:2015:i:c:p:486-495.

Full description at Econpapers || Download paper

2015Interdependence among Agricultural Commodity Markets, Macroeconomic Factors, Crude Oil and Commodity Index. (2015). Fernandez, Jose . In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:15/666.

Full description at Econpapers || Download paper

2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

Full description at Econpapers || Download paper

2015International swap market contagion and volatility. (2015). Batten, Jonathan ; Azad, A.S.M. ; Sohel Azad, A. S. M., ; Wickramanayake, Jayasinghe ; Fang, Victor . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:355-371.

Full description at Econpapers || Download paper

2015The accrual anomaly in Europe: The role of accounting distortions. (2015). Tsiritakis, Emmanuel ; Papanastasopoulos, Georgios A. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:176-185.

Full description at Econpapers || Download paper

2015The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199.

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

2015Macroeconomic scenarios for the south Mediterranean countries: Evidence from general equilibrium model simulation results. (2015). Tsani, Stella ; Paroussos, Leonidas ; Charalampidis, Ioannis ; Capros, Pantelis ; Fragkiadakis, Kostas . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:1:p:121-142.

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

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

2015Foreigners’ trading and stock returns in Spain. (2015). Porras, Eva ; Ulku, Numan . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:111-126.

Full description at Econpapers || Download paper

2015Stock return predictability in South Africa: The role of major developed markets. (2015). Wen, Yi-Chieh ; Roca, Eduardo ; Li, Bin ; Lin, Philip T. In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:257-265.

Full description at Econpapers || Download paper

2015Bucharest University of Economic Studies, Romania. (2015). Tugcu, Can Tansel . In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(605):y:2015:i:4(605):p:105-112.

Full description at Econpapers || Download paper

2015Bucharest University of Economic Studies, Romania. (2015). ÖZTÜRK, SERDAR ; Tugcu, Can Tansel . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxii:y:2015:i:4(605):p:105-112.

Full description at Econpapers || Download paper

2015Time-varying systematic and idiosyncratic risk exposures of US bank holding companies. (2015). Kurmann, Philipp ; Bessler, Wolfgang ; Nohel, Tom . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:45-68.

Full description at Econpapers || Download paper

2015LIBOR troubles: anomalous movements detection based on Maximum Entropy. (2015). Fernandez Bariviera, Aurelio ; Martin, M T ; Vampa, V ; Plastino, A. In: Papers. RePEc:arx:papers:1508.04512.

Full description at Econpapers || Download paper

2015The (in)visible hand in the Libor market: an Information Theory approach. (2015). Fernandez Bariviera, Aurelio ; Guercio, Bel'En M ; Rosso, Osvaldo A ; Martinez, Lisana B. In: Papers. RePEc:arx:papers:1508.04748.

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

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

2015Gold–oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00444.

Full description at Econpapers || Download paper

2015Price linkage between the US and Japanese futures across different time zones: An analysis of the minute-by-minute data. (2015). Kao, Erin H. ; Ho, Tsung-Wu ; Fung, Hung-Gay . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:321-336.

Full description at Econpapers || Download paper

2015Intra-daily volatility spillovers in international stock markets. (2015). Gribisch, Bastian ; Golosnoy, Vasyl ; Liesenfeld, Roman . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:95-114.

Full description at Econpapers || Download paper

2015Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467.

Full description at Econpapers || Download paper

2015Comparing U.S. and European market volatility responses to interest rate policy announcements. (2015). Mauck, Nathan ; Krieger, Kevin ; Vazquez, Joseph . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:127-136.

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

2015Realized spill-over effects between stock and foreign exchange market: Evidence from regional analysis. (2015). Treepongkaruna, Sirimon ; Do, Hung Xuan ; Brooks, Robert . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:24-37.

Full description at Econpapers || Download paper

2015Trading behavior and stock returns in Japan. (2015). Huang, Sheng-Tang ; Lu, Chia-Chi ; Liu, Nathan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:200-212.

Full description at Econpapers || Download paper

2015Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach. (2015). Filis, George ; Antonakakis, Nikolaos ; Eeckels, Bruno ; Dragouni, Mina . In: MPRA Paper. RePEc:pra:mprapa:67419.

Full description at Econpapers || Download paper

2015Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma. (2015). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: MPRA Paper. RePEc:pra:mprapa:67422.

Full description at Econpapers || Download paper

2015Granger causality stock market networks: Temporal proximity and preferential attachment. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, tefan . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:427:y:2015:i:c:p:262-276.

Full description at Econpapers || Download paper

2015Are the KOSPI 200 implied volatilities useful in value-at-risk models?. (2015). Ryu, Doojin ; Kim, Jun Sik . In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:43-64.

Full description at Econpapers || Download paper

2015Trends and convergence in global housing markets. (2015). Yunus, Nafeesa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:100-112.

Full description at Econpapers || Download paper

2015Return spillovers around the globe: A network approach. (2015). Výrost, Tomáš ; Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Stefan . In: Papers. RePEc:arx:papers:1507.06242.

Full description at Econpapers || Download paper

2015Capital mobility in the panel GMM framework: Evidence from EU members. (2015). Ketenci, Natalya. In: European Journal of Comparative Economics. RePEc:liu:liucej:v:12:y:2015:i:1:p:3-19.

Full description at Econpapers || Download paper

2015Value premium and implied equity duration in the Japanese stock market. (2015). Fukuta, Yuichi ; Yamane, Akiko . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:102-121.

Full description at Econpapers || Download paper

2015Financial distress drivers in Brazilian banks: A dynamic slacks approach. (2015). Faria, Joao ; Barros, Carlos P. ; Wanke, Peter . In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:1:p:258-268.

Full description at Econpapers || Download paper

2015Foreign banks and international shock transmission: Does bank ownership still matter?. (2015). Xu, Ying ; La, Hai Anh . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:200-216.

Full description at Econpapers || Download paper

2015The Evolution of Bank Competition: Have Conditions Changed in the Jordanian Banking Sector?. (2015). Khalaf, Bashar Abu ; Omet, Ghassan ; Yaseen, Hadeel . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:5:y:2015:i:3:p:100-107.

Full description at Econpapers || Download paper

2015International Spillovers of ECB’s Unconventional Monetary Policy: The Effect on Central and Eastern Europe. (2015). Horvath, Roman ; Halova, Klara . In: Working Papers. RePEc:ost:wpaper:351.

Full description at Econpapers || Download paper

2015Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366.

Full description at Econpapers || Download paper

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

2015Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

Full description at Econpapers || Download paper

2015Is Islamic stock index secured against interest rate risk? Evidence from Wavelet analysis. (2015). Masih, Abul ; Rahim, Yasmin Abd . In: MPRA Paper. RePEc:pra:mprapa:65259.

Full description at Econpapers || Download paper

2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Charles, Amelie ; Pop, Adrian ; Darne, Olivier . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

Full description at Econpapers || Download paper

2015A critical review of regional economic integration in China. (2015). Rui, Wang . In: Turkish Economic Review. RePEc:ksp:journ2:v:2:y:2015:i:2:p:88-103.

Full description at Econpapers || Download paper

2015Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Economou, Fotini ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

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

2015Impact of Arab uprising on Portfolio diversification benefits at different investment horizons for the Turkish investors in relation to the regional stock markets: Multivariate GARCH-DCC and Wavelet c. (2015). Masih, Abul ; Buriev, Abdul Aziz . In: MPRA Paper. RePEc:pra:mprapa:65233.

Full description at Econpapers || Download paper

2015A broadened causality in variance approach to assess the risk dynamics between crude oil prices and the Jordanian stock market. (2015). Bouri, Elie. In: Energy Policy. RePEc:eee:enepol:v:85:y:2015:i:c:p:271-279.

Full description at Econpapers || Download paper

2015Oil prices and financial stress: A volatility spillover analysis. (2015). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN. In: Energy Policy. RePEc:eee:enepol:v:82:y:2015:i:c:p:278-288.

Full description at Econpapers || Download paper

2015US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146.

Full description at Econpapers || Download paper

2015Interactions between oil and financial markets — Do conditions of financial stress matter?. (2015). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:52:y:2015:i:pa:p:160-175.

Full description at Econpapers || Download paper

2015Matching the BRIC equity premium: A structural approach. (2015). Donadelli, Michael ; Curatola, Giuliano ; Gruning, Patrick . In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:65-75.

Full description at Econpapers || Download paper

2015How large are productivity differences between Islamic and Conventional Banks?. (2015). Prentice, David ; Ahmad, Wahida . In: Discussion Papers. RePEc:not:notcfc:15/09.

Full description at Econpapers || Download paper

2015Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels. (2015). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: MPRA Paper. RePEc:pra:mprapa:67602.

Full description at Econpapers || Download paper

2015Insurance companies trading behaviour during the European Sovereign debt crisis: Flight home or flight to quality?. (2015). Vermeulen, Robert ; Bijlsma, Melle. In: DNB Working Papers. RePEc:dnb:dnbwpp:468.

Full description at Econpapers || Download paper

2015Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, Murad A.. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

Full description at Econpapers || Download paper

2015Analyzing Systemic Risk in the Chinese Banking System. (2015). Scholtens, Bert ; de Haan, Jakob ; Huang, Qiubin . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5513.

Full description at Econpapers || Download paper

2015Is Loan Dollarization Contagious across Countries? Evidence from Transition Economies. (2015). Savva, Christos ; Neanidis, Kyriakos. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:200.

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

2015Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Nguyen, Duc Khuong ; Reboredo, Juan C ; Hammoudeh, Shawkat ; Mensi, Walid . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:101-121.

Full description at Econpapers || Download paper

2015Did bank borrowers benefit from the TARP program : the effects of TARP on loan contract terms. (2015). Roman, Raluca ; Berger, Allen N ; Makaew, Tanakorn . In: Research Working Paper. RePEc:fip:fedkrw:rwp15-11.

Full description at Econpapers || Download paper

2015The value of Saints and the price of Sin. (2015). Koh, Szekee ; Durand, Robert B. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:56-72.

Full description at Econpapers || Download paper

2015Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries. (2015). Koufadakis, Stylianos X. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:29-65.

Full description at Econpapers || Download paper

2015Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects. (2015). Wang, Xunxiao ; Xu, Weidong ; Wu, Chongfeng . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:609-619.

Full description at Econpapers || Download paper

2015Anatomy of international banking crises at the onset of the Great Recession. (2015). Stolbov, Mikhail. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:12:y:2015:i:4:p:553-569.

Full description at Econpapers || Download paper

2015A cross-volatility index for hedging the country risk. (2015). Chevallier, Julien ; Aboura, Sofiane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:25-41.

Full description at Econpapers || Download paper

2015Does sovereign creditworthiness affect bank valuations in emerging markets?. (2015). Williams, Gwion ; ap Gwilym, Owain ; Alsakka, Rasha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:113-129.

Full description at Econpapers || Download paper

2015Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P.. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138.

Full description at Econpapers || Download paper

2015Macro Determinants of the Real Exchange Rate in a Small Open Small Island Economy: Evidence from Mauritius via BMA. (2015). Njindan, Bernard. In: MPRA Paper. RePEc:pra:mprapa:68968.

Full description at Econpapers || Download paper

2015The impact of the global financial crisis on border-crossing mergers and acquisitions: A continental/industry analysis. (2015). Kotapati, Srinivasa Reddy ; Reddy, Kotapati Srinivasa . In: MPRA Paper. RePEc:pra:mprapa:63563.

Full description at Econpapers || Download paper

2015Global Financial Crisis, Ownership Change, and Corporate Governance Evolution: Firm-Level Evidence from Russia. (2015). Iwasaki, Ichiro. In: RRC Working Paper Series. RePEc:hit:rrcwps:52.

Full description at Econpapers || Download paper

2015Global Financial Crisis, Ownership Change, and Corporate Governance Evolution Firm-Level Evidence from Russia. (2015). Iwasaki, Ichiro. In: KIER Working Papers. RePEc:kyo:wpaper:925.

Full description at Econpapers || Download paper

2015The impact of the global financial crisis on cross-border mergers and acquisitions: a continental and industry analysis. (2015). Reddy, K ; Rao, Narendar. In: Eurasian Business Review. RePEc:spr:eurasi:v:5:y:2015:i:2:p:309-341.

Full description at Econpapers || Download paper

2015The social, environmental and ethical performance of Chinese companies: Evidence from the Shanghai Stock Exchange. (2015). Farag, Hisham ; Mallin, Chris ; Meng, Qingwei . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:53-63.

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

2015Assessing the link between price and financial stability. (2015). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe. In: Journal of Financial Stability. RePEc:eee:finsta:v:16:y:2015:i:c:p:71-88.

Full description at Econpapers || Download paper

2015Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

Full description at Econpapers || Download paper

2015Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; Dąbrowski, Marek ; Dbrowski, Marek A ; Miech, Sawomir . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503.

Full description at Econpapers || Download paper

2015Price Transmissions During Financialization and Turmoil: New Evidence from North American and European Agricultural Futures. (2015). Ledebur, Ernst-Oliver ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3815.

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

2015Exogenous impacts on the links between energy and agricultural commodity markets. (2015). Yin, Libo ; Han, Liyan ; Zhou, Yimin . In: Energy Economics. RePEc:eee:eneeco:v:49:y:2015:i:c:p:350-358.

Full description at Econpapers || Download paper

2015Financial indicators signaling correlation changes in sovereign bond markets. (2015). De Santis, Roberto A. ; Stein, Michael . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:86-102.

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

2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

Full description at Econpapers || Download paper

2015Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2015). Joets, Marc . In: European Journal of Operational Research. RePEc:eee:ejores:v:247:y:2015:i:1:p:204-215.

Full description at Econpapers || Download paper

2015Trends in Stock-Bond Correlations. (2015). Okimoto, Tatsuyoshi ; Tatsuyoshi, Okimoto ; Harumi, Ohmi . In: Discussion papers. RePEc:eti:dpaper:15115.

Full description at Econpapers || Download paper

2015Financialisation of the commodity markets. Conclusions from the VARX DCC GARCH. (2015). Szafranek, Karol. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:213.

Full description at Econpapers || Download paper

2015A Tale for Two Tails: Explaining Extreme Events in Financialized Agricultural markets. (2015). Kalkuhl, Matthias ; Algieri, Bernardina ; Koch, Nicolas . In: 2015 Conference (59th), February 10-13, 2015, Rotorua, New Zealand. RePEc:ags:aare15:202529.

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

2015Big Fish: Oil Markets and Speculation. (2015). Cologni, Alessandro ; Sitzia, Francesco Giuseppe ; Scarpa, Elisa . In: Working Papers. RePEc:fem:femwpa:2015.52.

Full description at Econpapers || Download paper

2015Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Bessler, Wolfgang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

Full description at Econpapers || Download paper

2015Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

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

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

2015Creative destruction in Wall Streets technological arms race: Evidence from patent data. (2015). Diaz-Rainey, Ivan ; Essendorfer, Stephan ; Falta, Michael . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:99:y:2015:i:c:p:300-316.

Full description at Econpapers || Download paper

2015Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2015). Thorp, Susan ; Silvennoinen, Annastiina. In: NCER Working Paper Series. RePEc:qut:auncer:2015_07.

Full description at Econpapers || Download paper

2015Assessing the link between price and financial stability. (2015). Blot, Christophe ; Saraceno, Francesco ; Labondance, Fabien ; Creel, Jerome . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/114p6m6s0395gqm0es4g7kgv3u.

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

2015Endogenous crisis dating and contagion using smooth transition structural GARCH. (2015). Thorp, Susan ; Dungey, Mardi ; Milunovich, George ; Yang, Minxian . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79.

Full description at Econpapers || Download paper

2015Does the choice of performance measure influence the evaluation of commodity investments?. (2015). Auer, Benjamin R.. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:142-150.

Full description at Econpapers || Download paper

2015Managerial risk incentives and investment related agency costs. (2015). Clark, Ephraim ; Belghitar, Yacine. In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:191-197.

Full description at Econpapers || Download paper

2015Are equities good inflation hedges? A frequency domain perspective. (2015). Ciner, Cetin . In: Review of Financial Economics. RePEc:eee:revfin:v:24:y:2015:i:c:p:12-17.

Full description at Econpapers || Download paper

2015The impact of oil price shocks on the stock market return and volatility relationship. (2015). Yoon, Kyung Hwan ; Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:41-54.

Full description at Econpapers || Download paper

2015Extreme risk spillovers between crude oil and stock markets. (2015). Du, Limin ; He, Yanan . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:455-465.

Full description at Econpapers || Download paper

2015Banking Competition and Efficiency: Empirical Analysis on the Bosnia and Herzegovina Using Panzar-Rosse Model. (2015). Memi, Deni . In: Business Systems Research. RePEc:bit:bsrysr:v:6:y:2015:i:1:p:72-92.

Full description at Econpapers || Download paper

2015Cross-border banking claims on emerging countries: The Basel III Banking Reforms in a push and pull framework. (2015). Lahet, Delphine ; Figuet, Jean-Marc ; Humblot, Thomas . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:294-310.

Full description at Econpapers || Download paper

2015Comparison of monetary policy effects on lending channel in EMU and non-EMU countries: Evidence from period 1999-2012. (2015). Heryan, Tomas ; Palekova, Iveta ; Radi, Nemanja . In: Working Papers. RePEc:opa:wpaper:0003.

Full description at Econpapers || Download paper

2015The Expectations Hypothesis and Decoupling of Short- and Long-Term US Interest Rates: A Pairwise Approach. (2015). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: Working Paper Series. RePEc:rim:rimwps:15-31.

Full description at Econpapers || Download paper

2015The expectations hypothesis and decoupling of short- and long-term US interest rates: A pairwise approach. (2015). Panagiotidis, Theodore ; Otero, Jesus ; Holmes, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:301-313.

Full description at Econpapers || Download paper

2015An analysis of involuntary excess reserves, monetary policy and risk-taking behaviour of Chinese Banks. (2015). Nguyen, Thai ; Boateng, Agyenim ; Nguyen, Vu Hong Thai, . In: International Review of Financial Analysis. RePEc:eee:finana:v:37:y:2015:i:c:p:63-72.

Full description at Econpapers || Download paper

2015Bank excess reserves in emerging economies: A critical review and research agenda. (2015). Nguyen, Thai ; Boateng, Agyenim ; Nguyen, Vu Hong Thai, . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:158-166.

Full description at Econpapers || Download paper

2015The impact of capital on lending in publicly-traded and privately- held banks in the EU. (2015). Pipień, Mateusz ; Olszak, Małgorzata. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:72015.

Full description at Econpapers || Download paper

2015The role of investment banking in systemic risk profiles. Evidence from a panel of EU banking sectors. (2015). Karkowska, Renata. In: Faculty of Management Working Paper Series. RePEc:sgm:fmuwwp:22015.

Full description at Econpapers || Download paper

2015Stock price synchronicity and tails of return distribution. (2015). Douch, Mohamed ; Bouaddi, Mohammed ; Farooq, Omar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:1-11.

Full description at Econpapers || Download paper

2015What is a Financial Crisis? Efficiently Measuring Real-Time Perceptions of Financial Market Stress with an Application to Financial Crisis Budget Cycles. (2015). Gandrud, Christopher ; Hallerberg, Mark . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5632.

Full description at Econpapers || Download paper

2015Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Cely, Jorge ; Leon, Carlos . In: Borradores de Economia. RePEc:bdr:borrec:917.

Full description at Econpapers || Download paper

2015Bank insolvency risk and Z-score measures: A refinement. (2015). Strobel, Frank ; Lepetit, Laetitia. In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:214-224.

Full description at Econpapers || Download paper

2015Nonstationary Z-score measures. (2015). Mare, Davide Salvatore ; Rossi, Roberto ; Moreira, Fernando . In: MPRA Paper. RePEc:pra:mprapa:67840.

Full description at Econpapers || Download paper

2015Banking regulation and bank performance in the EU – what should be the scope of the regulatory reform?. (2015). Sum, Katarzyna . In: Bank i Kredyt. RePEc:nbp:nbpbik:v:46:y:2015:i:3:p:207-236.

Full description at Econpapers || Download paper

2015Monitoring the Unsecured Interbank Funds Market. (2015). Sarmiento, Miguel ; León, Carlos ; Leon, Carlos ; Cely, Jorge . In: BORRADORES DE ECONOMIA. RePEc:col:000094:014080.

Full description at Econpapers || Download paper

2015Is there a competition-stability trade-off in European banking?. (2015). Lucotte, Yannick ; Leroy, Aurélien. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:19.

Full description at Econpapers || Download paper

2015Should we trust the Z-score? Evidence from the European Banking Industry. (2015). Poli, Federica ; Chiaramonte, Laura ; Croci, Ettore . In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:111-131.

Full description at Econpapers || Download paper

2015Global Imbalances and Bank Risk-Taking. (2015). Dinger, Valeriya ; Te, Daniel Marcel . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112866.

Full description at Econpapers || Download paper

2015Does Banking Market Power Matter on Financial (In)Stability? Evidence from the Banking Industry MENA Region. (2015). mensi, sami ; Labidi, Widede . In: MPRA Paper. RePEc:pra:mprapa:62190.

Full description at Econpapers || Download paper

2015Bank Competition and Risk Appetite: Evidence from Tunisia. (2015). HAMDI, Helmi ; HAKIMI, ABDELAZIZ ; DKHILI, Hichem ; ZAGHDOUDI, Khemais . In: MPRA Paper. RePEc:pra:mprapa:64475.

Full description at Econpapers || Download paper

2015The impact of market power at bank level in risk-taking: The Brazilian case. (2015). Tabak, Benjamin ; da Silva Medeiros, Mauricio, ; Gomes, Guilherme M. R., . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:154-165.

Full description at Econpapers || Download paper

2015Foreign participation and banking competition: Evidence from the Indonesian banking industry. (2015). Miranti, Riyana ; Mulyaningsih, Tri ; Daly, Anne . In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:70-82.

Full description at Econpapers || Download paper

2015Competition in the banking sector: New evidence from a panel of emerging market economies and the financial crisis. (2015). Apergis, Nicholas. In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:154-162.

Full description at Econpapers || Download paper

2015Tax attractiveness and the allocation of risk within multinationals. (2015). Dinkel, Andreas . In: arqus Discussion Papers in Quantitative Tax Research. RePEc:zbw:arqudp:189.

Full description at Econpapers || Download paper

2015Do mutual funds herd in industries?. (2015). Sonaer, Gokhan ; Celiker, Umut ; Chowdhury, Jaideep . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:1-16.

Full description at Econpapers || Download paper

2015Herding dynamics in exchange groups: Evidence from Euronext. (2015). Goyal, Abhinav ; Economou, Fotini ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:228-244.

Full description at Econpapers || Download paper

2015Do fund managers herd in frontier markets — and why?. (2015). Economou, Fotini ; Yordanov, Nikolay ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:76-87.

Full description at Econpapers || Download paper

2015The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca . In: Working Papers. RePEc:fem:femwpa:2015.99.

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

2015Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03.

Full description at Econpapers || Download paper

2015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:mib:wpaper:298.

Full description at Econpapers || Download paper

2015Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test. (2015). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Economic Systems. RePEc:eee:ecosys:v:39:y:2015:i:2:p:288-300.

Full description at Econpapers || Download paper

2015How Does Stock Market Volatility React to Oil Shocks?. (2015). Manera, Matteo ; Bastianin, Andrea. In: Working Papers. RePEc:fem:femwpa:2014.110.

Full description at Econpapers || Download paper

2015Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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

2015Investments and uncertainty revisited: The case of the US economy. (2015). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:72083.

Full description at Econpapers || Download paper

2015The Macroeconomic Effects of Uncertainty Shocks in India - Gli effetti macroeconomici degli shock di incertezza in India. (2015). Jooste, Charl ; GUPTA, RANGAN ; Bonga-Bonga, Lumengo. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0758.

Full description at Econpapers || Download paper

2015Is Economic Development Promoting Monetary Integration in East Asia?. (2015). Kawasaki, Kentaro ; Wang, Zhi-Qian . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:4:p:451-481:d:56897.

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

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

2015Financial stress spillovers across the banking, securities and foreign exchange markets. (2015). Papadopoulos, Athanasios ; Apostolakis, George. In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:1-21.

Full description at Econpapers || Download paper

2015Cross-Border Asset Holdings and Comovements in Sovereign Bond Markets. (2015). Asgharian, Hossein ; Larsson, Marcus ; Liu, LU. In: Working Papers. RePEc:hhs:lunewp:2015_030.

Full description at Econpapers || Download paper

2015Business cycle and financial cycle spillovers in the G7 countries. (2015). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:58:y:2015:i:c:p:154-162.

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

2015Price discovery and regime shift behavior in the relationship between sharia stocks and sukuk: A two-state Markov switching analysis. (2015). Aloui, Chaker ; ben Hamida, Hela ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:121-135.

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

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

2015Industry herding and momentum strategies. (2015). Demirer, Riza ; Lien, Donald ; Zhang, Huacheng . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:95-110.

Full description at Econpapers || Download paper

2015Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries. (2015). Demirer, Riza ; Khalifa, Ahmed A. A., ; Jategaonkar, Shrikant P.. In: Energy Economics. RePEc:eee:eneeco:v:49:y:2015:i:c:p:132-140.

Full description at Econpapers || Download paper

2015Does the stock market drive herd behavior in commodity futures markets?. (2015). Demirer, Riza ; Lee, Hsiang-Tai ; Lien, Donald . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:32-44.

Full description at Econpapers || Download paper

2015A new method of measuring herding in stock market and its empirical results in Chinese A-share market. (2015). Xie, Tian ; Zhang, Xinsheng ; Xu, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:37:y:2015:i:c:p:324-339.

Full description at Econpapers || Download paper

2015Global risk exposures and industry diversification with Shariah-compliant equity sectors. (2015). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pb:p:499-520.

Full description at Econpapers || Download paper

2015Herding where retail investors dominate trading: The case of Saudi Arabia. (2015). Rahman, Arifur M ; Sadique, Shibley M ; Hassan, Shah Saeed . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:57:y:2015:i:c:p:46-60.

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

2015Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). ARTIKIS, PANAGIOTIS ; Apergis, Nicholas ; Kyriazis, Dimitrios . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:42-64.

Full description at Econpapers || Download paper

2015Industry long-term return reversal. (2015). Malin, Mirela ; Bornholt, Graham ; Gharaibeh, Omar . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:65-78.

Full description at Econpapers || Download paper

2015A discontinuous mispricing model under asymmetric information. (2015). Long, Hongwei ; Buckley, Winston S.. In: European Journal of Operational Research. RePEc:eee:ejores:v:243:y:2015:i:3:p:944-955.

Full description at Econpapers || Download paper

2015Combining momentum with reversal in commodity futures. (2015). Bianchi, Robert J ; Fan, John Hua ; Drew, Michael E. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:59:y:2015:i:c:p:423-444.

Full description at Econpapers || Download paper

2015Interest Rate Pass-Through and Asymmetries in Retail Deposit and Lending Rates: An Analysis using Data from Colombian Banks. (2015). Otero, Jesus ; Iregui, Ana ; Holmes, Mark. In: Working Papers in Economics. RePEc:wai:econwp:15/05.

Full description at Econpapers || Download paper

2015Interest rate pass through and asymmetries in retail deposit and lending rates: An analysis using data from Colombian banks. (2015). Otero, Jesus ; Iregui, Ana ; Holmes, Mark. In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:270-277.

Full description at Econpapers || Download paper

2015Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276.

Full description at Econpapers || Download paper

2015EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS. (2015). Maria, Pece Andreea ; Ioan, Trenca . In: Revista Economica. RePEc:blg:reveco:v:67:y:2015:i:2:p:143-160.

Full description at Econpapers || Download paper

2015Intra-Day Realized Volatility for European and USA Stock Indices. (2015). Degiannakis, Stavros ; Floros, Christos . In: MPRA Paper. RePEc:pra:mprapa:64940.

Full description at Econpapers || Download paper

2015Oil price uncertainty and sectoral stock returns in China: A time-varying approach. (2015). Spagnolo, Nicola ; Menla Ali, Faek ; Caporale, Guglielmo Maria. In: China Economic Review. RePEc:eee:chieco:v:34:y:2015:i:c:p:311-321.

Full description at Econpapers || Download paper

2015The Effect of Financial and Macroeconomic Factors on the Oil Market. (2015). Drimbetas, Evangelos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-04-21.

Full description at Econpapers || Download paper

2015US stock market regimes and oil price shocks. (2015). Filis, George ; Degiannakis, Stavros ; Angelidis, Timotheos. In: Global Finance Journal. RePEc:eee:glofin:v:28:y:2015:i:c:p:132-146.

Full description at Econpapers || Download paper

2015How do U.S. stock returns respond differently to oil price shocks pre-crisis, within the financial crisis, and post-crisis?. (2015). Tsai, Chun-Li . In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:47-62.

Full description at Econpapers || Download paper

2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal. (2015). Cole, Rebel ; Chernykh, Lucy . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:131-143.

Full description at Econpapers || Download paper

2015Do the disposition and house money effects coexist? A reconciliation of two behavioral biases using individual investor-level data. (2015). Hudson, Robert ; Duxbury, Darren ; Yang, Zhishu ; Yao, Songyao ; Keasey, Kevin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:34:y:2015:i:c:p:55-68.

Full description at Econpapers || Download paper

2015International Sign Predictability of Stock Returns: The Role of the United States. (2015). Pönkä, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20.

Full description at Econpapers || Download paper

2015Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market. (2015). Su, Jung-Bin . In: Economic Modelling. RePEc:eee:ecmode:v:46:y:2015:i:c:p:204-224.

Full description at Econpapers || Download paper

2015Corporate Shareholdings and the Liquidity of Malaysian Stocks: Investor Heterogeneity, Trading Account Types and the Underlying Channels. (2015). Lim, Kian-Ping ; Hooy, Chee-Wooi ; Thian, Tze-Chung . In: MPRA Paper. RePEc:pra:mprapa:67602.

Full description at Econpapers || Download paper

2015The importance of being systemically important financial institutions. (2015). Pelagatti, Matteo ; Nieri, Laura ; Bongini, Paola . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:50:y:2015:i:c:p:562-574.

Full description at Econpapers || Download paper

2015Looking at the determinants of efficiency in banking: evidence from Italian mutual-cooperatives. (2015). Bonanno, Graziella ; Aiello, Francesco ; Graziella, Bonanno . In: MPRA Paper. RePEc:pra:mprapa:62486.

Full description at Econpapers || Download paper

2015Multilevel empirics for small banks in local markets. (2015). Bonanno, Graziella ; Aiello, Francesco. In: MPRA Paper. RePEc:pra:mprapa:64399.

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

2015Contribution of macroeconomic factors to the prediction of small bank failures. (2015). Mare, Davide Salvatore. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:25-39.

Full description at Econpapers || Download paper

2015Macroeconomic effects on emerging-markets sovereign credit spreads. (2015). Clark, Ephraim ; Kassimatis, Konstantinos . In: Journal of Financial Stability. RePEc:eee:finsta:v:20:y:2015:i:c:p:1-13.

Full description at Econpapers || Download paper

2015Dynamic optimization of an investment portfolio on European stock markets using pair copulas. (2015). Atskanov, Isuf . In: Applied Econometrics. RePEc:ris:apltrx:0279.

Full description at Econpapers || Download paper

2015Forecasting growth and stock performance using government and corporate yield curves: Evidence from the European and Asian markets. (2015). Saar, Dan ; Yagil, Yossi . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:27-41.

Full description at Econpapers || Download paper

2015Dynamic technical and allocative efficiencies in European banking. (2015). Tsionas, Mike ; Matousek, Roman ; Assaf, George A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:130-139.

Full description at Econpapers || Download paper

2015Translog Cost Function Estimation: Banking Efficiency. (2015). Weill, Laurent ; Tripe, David ; Daglish, Toby ; Robertson, Oliver . In: Working Paper Series. RePEc:vuw:vuwcsr:4180.

Full description at Econpapers || Download paper

2015Do markup dynamics reflect fundamentals or changes in conduct?. (2015). Kim, Moshe ; Juselius, John ; Ringbom, Staffan . In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:3:p:1119-1147.

Full description at Econpapers || Download paper

2015Changes in the size and structure of the European Union banking sector-the role of competition between banks. (2015). Pawłowska, Małgorzata. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:205.

Full description at Econpapers || Download paper

2015On the Effect of Market Share Dispersion on New Firm Entry. (2015). Geronikolaou, George . In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:3:p:287-298.

Full description at Econpapers || Download paper

2015The Panzar–Rosse revenue test and market power in banking. (2015). Shaffer, Sherrill ; Spierdijk, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:c:p:340-347.

Full description at Econpapers || Download paper

2015On the Effect of Market Share Dispersion on New Firm Entry. (2015). Geronikolaou, George. In: International Advances in Economic Research. RePEc:kap:iaecre:v:21:y:2015:i:3:p:287-298:10.1007/s11294-015-9533-0.

Full description at Econpapers || Download paper

2015Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio . In: Review of Financial Economics. RePEc:eee:revfin:v:24:y:2015:i:c:p:18-35.

Full description at Econpapers || Download paper

2015“Self-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: IREA Working Papers. RePEc:ira:wpaper:201511.

Full description at Econpapers || Download paper

2015Macroprudential oversight, risk communication and visualization. (2015). Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20151768.

Full description at Econpapers || Download paper

2015Ending over-lending: assessing systemic risk with debt to cash flow. (2015). Sarlin, Peter ; Ramsay, Bruce A.. In: Working Paper Series. RePEc:ecb:ecbwps:20151769.

Full description at Econpapers || Download paper

2015Robust Signals for Banking Crises. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean Sbastien . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00716.

Full description at Econpapers || Download paper

2015Leading indicators of systemic banking crises: Finland in a panel of EU countries. (2015). Sarlin, Peter ; Nyholm, Juho ; Laina, Patrizio . In: Working Paper Series. RePEc:ecb:ecbwps:20151758.

Full description at Econpapers || Download paper

2015Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151866.

Full description at Econpapers || Download paper

2015Prédire les crises bancaires : un système d’alerte robuste. (2015). Pentecôte, Jean-Sébastien ; Jedidi, Ons ; Pentecote, Jean-Sebastien . In: Revue française d'économie. RePEc:cai:rferfe:rfe_153_0189.

Full description at Econpapers || Download paper

2015“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: AQR Working Papers. RePEc:aqr:wpaper:201508.

Full description at Econpapers || Download paper

2015An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed. In: MPRA Paper. RePEc:pra:mprapa:63847.

Full description at Econpapers || Download paper

2015An Analysis of Returns and Volatility Spillovers and their Determinants in Emerging Asian and Middle Eastern Countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. ; Basher, Syed Abul . In: MPRA Paper. RePEc:pra:mprapa:63860.

Full description at Econpapers || Download paper

2015Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

Full description at Econpapers || Download paper

2015An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries. (2015). Ghassan, Hassan ; Balli, Faruk ; Basher, Syed ; Hajhoj, Hassan Rafdan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:311-325.

Full description at Econpapers || Download paper

2015The transmission of market shocks and bilateral linkages: Evidence from emerging economies. (2015). Balli, Faruk ; Vo, Tuan Kiet . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:349-357.

Full description at Econpapers || Download paper

2015The effect of excess lending on bank liquidity : Evidence from China. (2015). Chou, Hsiu-Hsia ; Chang, Yuan ; Chen, Ting-Hsuan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:36:y:2015:i:c:p:54-68.

Full description at Econpapers || Download paper

2015Effects of Funding Portfolios on the Credit Supply of Canadian Banks. (2015). Damar, Evren ; Meh, Cesaire ; Terajima, Yaz . In: Staff Working Papers. RePEc:bca:bocawp:15-10.

Full description at Econpapers || Download paper

2015Foreign banks and international shock transmission: Does bank ownership still matter?. (2015). Xu, Ying ; La, Hai Anh . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:200-216.

Full description at Econpapers || Download paper

2015Measuring heterogeneity in bank liquidity risk: who are the winners and the losers?. (2015). Soula, Jean-Loup. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-09.

Full description at Econpapers || Download paper

2015Why stay-at-home investing makes sense. (2015). Berrill, Jenny ; O'Hagan-Luff, Martha . In: International Review of Financial Analysis. RePEc:eee:finana:v:38:y:2015:i:c:p:1-14.

Full description at Econpapers || Download paper

2015On quantitative easing and high frequency exchange rate dynamics. (2015). Papadamou, Stephanos ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:110-125.

Full description at Econpapers || Download paper

2015Housing wealth, financial wealth, and consumption: New evidence for Italy and the UK. (2015). Costantini, Mauro ; Meco, Iris ; Barrell, Ray . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:316-323.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs. (2015). Leung, Tim ; Ward, Brian . In: Papers. RePEc:arx:papers:1501.02276.

Full description at Econpapers || Download paper

2015Countercyclical Capital Buffer: The Case of Uruguay. (2015). PONCE, Jorge ; Pena, Alejandro ; Tubio, Magdalena ; Dassatti, Cecilia . In: Monetaria. RePEc:cml:moneta:v:iii:y:2015:i:2:p:251-285.

Full description at Econpapers || Download paper

2015Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20151866.

Full description at Econpapers || Download paper

2015Do managers manipulate earnings prior to management buyouts?. (2015). Renneboog, Luc ; Mao, Yaping . In: Journal of Corporate Finance. RePEc:eee:corfin:v:35:y:2015:i:c:p:43-61.

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

2015Oil price shocks and global imbalances: Lessons from a model with trade and financial interdependencies. (2015). Mignon, Valérie ; Allegret, Jean-Pierre ; Sallenave, Audrey . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:232-247.

Full description at Econpapers || Download paper

2015Sudden changes in extreme value volatility estimator: Modeling and forecasting with economic significance analysis. (2015). Kumar, Dilip . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:354-371.

Full description at Econpapers || Download paper

2015Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation. (2015). Iglesias, Emma. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:1-8.

Full description at Econpapers || Download paper

2015Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227.

Full description at Econpapers || Download paper

2015Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265.

Full description at Econpapers || Download paper

2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model. (2015). Ni, Zhong-Xin ; Xue, Wen-Jun ; Wang, Da-Zhong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:266-274.

Full description at Econpapers || Download paper

2015Is there a structural change in the persistence of WTI–Brent oil price spreads in the post-2010 period?. (2015). Huang, Zhuo ; Yi, Yanping ; Chen, Wei . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:64-71.

Full description at Econpapers || Download paper

2015Limited attention of individual investors and stock performance: Evidence from the ChiNext market. (2015). Zhang, Bing ; Wang, Yudong . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:94-104.

Full description at Econpapers || Download paper

2015The role of financial speculation in the energy future markets: A new time-varying coefficient approach. (2015). Park, Sung Y. ; Kim, Hyung-Gun ; Li, Haiqi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:112-122.

Full description at Econpapers || Download paper

2015Precious metals, cereal, oil and stock market linkages and portfolio risk management: Evidence from Saudi Arabia. (2015). Mensi, Walid ; Kang, Sang Hoon ; Hammoudeh, Shawkat . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:340-358.

Full description at Econpapers || Download paper

2015Policy risks, technological risks and stock returns: New evidence from the US stock market. (2015). Apergis, Nicholas. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:359-365.

Full description at Econpapers || Download paper

2015Modeling asymmetric and dynamic dependence of overnight and daytime returns: An empirical evidence from China Banking Sector. (2015). Tong, Bin ; Wu, Chongfeng ; Diao, Xundi . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:366-382.

Full description at Econpapers || Download paper

2015Liquidity and conditional market returns: Evidence from German exchange traded funds. (2015). Wagner, Niklas ; Czauderna, Katrin ; Riedel, Christoph . In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:454-459.

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

2015The political determinants of executive compensation: Evidence from an emerging economy. (2015). Renneboog, Luc ; Li, Sunny ; Liang, Hao . In: Emerging Markets Review. RePEc:eee:ememar:v:25:y:2015:i:c:p:69-91.

Full description at Econpapers || Download paper

2015Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India. (2015). Rath, Badri Narayan ; Bal, Debi Prasad . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:149-156.

Full description at Econpapers || Download paper

2015The nexus between oil price and Russias real exchange rate: Better paths via unconditional vs conditional analysis. (2015). Tiwari, Aviral ; Shahbaz, Muhammad ; Selmi, Refk ; bouoiyour, jamal. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:54-66.

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

2015Impact of the introduction of call auction on price discovery: Evidence from the Indian stock market using high-frequency data. (2015). Agarwalla, Sobhesh Kumar ; Pandey, Ajay ; Jacob, Joshy . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:167-178.

Full description at Econpapers || Download paper

2015Stock return forecasting: Some new evidence. (2015). Narayan, Paresh ; Sharma, Susan Sunila ; Phan, Dinh Hoang Bach, . In: International Review of Financial Analysis. RePEc:eee:finana:v:40:y:2015:i:c:p:38-51.

Full description at Econpapers || Download paper

2015The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee A ; Yang, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

Full description at Econpapers || Download paper

2015Arbitrage opportunities and feedback trading in emissions and energy markets. (2015). Chau, Frankie ; Shi, Yukun ; Kuo, Jing-Ming . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:36:y:2015:i:c:p:130-147.

Full description at Econpapers || Download paper

2015Determinants of money flows into investment trusts in Japan. (2015). Shinozawa, Yoshikatsu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:37:y:2015:i:c:p:138-161.

Full description at Econpapers || Download paper

2015The scope of international mutual fund outsourcing: Fees, performance and risks. (2015). Cumming, Douglas ; Zhan, Feng ; Schwienbacher, Armin . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:185-199.

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

2015The role of internal and external certification mechanisms in seasoned equity offerings. (2015). Tourani-Rad, Alireza ; Lau, Sie Ting ; Krishnamurti, Chandrasekhar ; Koerniadi, Hardjo ; Yang, Ting . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:30:y:2015:i:c:p:110-127.

Full description at Econpapers || Download paper

2015The market timing ability and return performance of Islamic equities: An empirical study. (2015). Ashraf, Dawood ; Mohammad, Nazeeruddin . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:34:y:2015:i:c:p:169-183.

Full description at Econpapers || Download paper

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

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

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

2015Aviation Accidents and Stock Market Reaction: Evidence from Borsa Istanbul. (2015). Demir, Ender. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:3:y:2015:i:1:p:51-56.

Full description at Econpapers || Download paper

2015The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries. (2015). Manera, Matteo ; Bastianin, Andrea ; Conti, Francesca . In: Working Papers. RePEc:fem:femwpa:2015.99.

Full description at Econpapers || Download paper

2015Sentiment of a society and large-cap stock liquidity. (2015). Bukovina, Jaroslav . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:56_2015.

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

2015Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad . In: MPRA Paper. RePEc:pra:mprapa:69366.

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

2015What Triggers Loan Losses? An Empirical Investigation of Greek Financial Sector. (2015). Makri, Vasiliki . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:65:y:2015:i:3-4:p:119-143.

Full description at Econpapers || Download paper

2015What determines Bitcoins Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13.

Full description at Econpapers || Download paper

2015Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh. In: Working papers. RePEc:uct:uconnp:2015-03.

Full description at Econpapers || Download paper

2015.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document
2014Dynamics in two networks based on stocks of the US stock market. (2014). Junior, Leonidas Sandoval . In: Papers. RePEc:arx:papers:1408.1728.

Full description at Econpapers || Download paper

2014Evolving intraday foreign exchange trading strategies utilizing multiple instruments price series. (2014). Nordin, Peter ; Lloyd, Stefan ; Cirillo, Simone . In: Papers. RePEc:arx:papers:1411.2153.

Full description at Econpapers || Download paper

2014Volatility Linkage of Nominal and Index-linked Bond Returns: A Multivariate BEKK-GARCH Approach. (2014). Benlagha, Noureddine. In: Review of Economics & Finance. RePEc:bap:journl:140404.

Full description at Econpapers || Download paper

2014The role of implicit costs and product quality in determining the customer costs of using personal current accounts. (2014). Ashton, john ; Gregoriou, Andros . In: Working Papers. RePEc:bng:wpaper:14001.

Full description at Econpapers || Download paper

2014Technology Upgrades in Emerging Equity Markets: Effects on Liquidity, Trading Activity and Volatility. (2014). Yılmaz, Mustafa ; Eraslan, Veysel ; Erdem, Orhan ; Arık, Evren ; Yilmaz, Kemal M.. In: Working Paper. RePEc:bor:wpaper:1420.

Full description at Econpapers || Download paper

2014Asymmetric behavior of Australias Big-4 banks in the mortgage market. (2014). Worthington, Andrew ; Valadkhani, Abbas. In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:57-66.

Full description at Econpapers || Download paper

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

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

Full description at Econpapers || Download paper

2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

Full description at Econpapers || Download paper

2014Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data. (2014). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:154-166.

Full description at Econpapers || Download paper

2014The dynamic relationship between exchange rates and macroeconomic fundamentals: Evidence from Pacific Rim countries. (2014). Su, Che-Yi ; Chang, Ming-Jen . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:30:y:2014:i:c:p:220-246.

Full description at Econpapers || Download paper

2014The dynamics of exchange rate volatility: A panel VAR approach. (2014). Orlov, Alexei ; Grossmann, Axel ; Love, Inessa . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:1-27.

Full description at Econpapers || Download paper

2014Bank efficiency and shareholder value in Asia Pacific. (2014). Molyneux, Philip ; Lin, Yongjia ; Fu, Xiaoqing . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:200-222.

Full description at Econpapers || Download paper

2014Hedging European government bond portfolios during the recent sovereign debt crisis. (2014). Bessler, Wolfgang . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:379-399.

Full description at Econpapers || Download paper

2014Oil price shocks and stock market returns: New evidence from the United States and China. (2014). Filis, George ; Broadstock, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:33:y:2014:i:c:p:417-433.

Full description at Econpapers || Download paper

2014Financial markets development and bank risk: Experience from Thailand during 1990–2012. (2014). Vithessonthi, Chaiporn. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:67-88.

Full description at Econpapers || Download paper

2014What explains the initial return of initial public offerings after the 1997 Asian financial crisis? Evidence from Thailand. (2014). Vithessonthi, Chaiporn. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:27:y:2014:i:c:p:89-113.

Full description at Econpapers || Download paper

2014Emerging market currency exposure: Taiwan. (2014). Du, Ding ; Hu, Ou ; Wu, Hong . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:28:y:2014:i:c:p:47-61.

Full description at Econpapers || Download paper

2014Financialisation and the Financial and Economic Crises: The Case of Sweden. (2014). Stenfors, Alexis. In: FESSUD studies. RePEc:fes:fstudy:fstudy27.

Full description at Econpapers || Download paper

2014Who is to Blame: Foreign Ownership or Foreign Funding?. (2014). Feyen, Erik ; Rocha, Roberto ; Letelier, Raquel ; Love, Inessa . In: Working Papers. RePEc:hai:wpaper:201423.

Full description at Econpapers || Download paper

2014Unraveling the Monetary Policy Transmission Mechanism in Sri Lanka. (2014). Ghazanchyan, Manuk. In: IMF Working Papers. RePEc:imf:imfwpa:14/190.

Full description at Econpapers || Download paper

2014The Evolution of Risk Premium as a Measure for Intra-regional Equity Market Integration. (2014). Teulon, Frédéric ; Muzaffar, Ahmed Taneem ; Guesmi, Khaled. In: Working Papers. RePEc:ipg:wpaper:2014-365.

Full description at Econpapers || Download paper

2014Robust Portfolio Protection: A Scenarios-Based Approach. (2014). GUESMI, Khaled ; Mankai, Selim . In: Working Papers. RePEc:ipg:wpaper:2014-394.

Full description at Econpapers || Download paper

2014Further evidence on the determinants of regional stock market integration in Latin America. (2014). GUESMI, Khaled ; Nguyen, Duc Khuong . In: Working Papers. RePEc:ipg:wpaper:2014-415.

Full description at Econpapers || Download paper

2014Greece’s Stock Market Integration with Southeast Europe. (2014). GUESMI, Khaled ; Abid, Ilyes . In: Working Papers. RePEc:ipg:wpaper:2014-440.

Full description at Econpapers || Download paper

2014Stock Market Integration and Risk Premium: Empirical Evidence for Emerging Economies of South Asia. (2014). GUESMI, Khaled ; Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-444.

Full description at Econpapers || Download paper

2014Sensitivity Analysis of Domestic Credit to Private Sector in Pakistan: A Variable Replacement Approach Applied with Con-integration. (2014). Levyne, Olivier ; ALI, SYED ALAMDAR ; Butt, Shazaib ; Masood, Omar . In: Working Papers. RePEc:ipg:wpaper:2014-452.

Full description at Econpapers || Download paper

2014Finn Kydland et les cycles d’affaires réels. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-463.

Full description at Econpapers || Download paper

2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). Thompson, Kirsten ; van Eyden, Renee . In: Working Papers. RePEc:ipg:wpaper:2014-468.

Full description at Econpapers || Download paper

2014Exploring the Causality Links between Energy and Employment in African Countries. (2014). MHENNI, Hatem ; ben Youssef, Adel ; Mohamed El Hedi Arouri, ; Mohamed El Hedi Arouri, ; Rault, Christophe . In: Working Papers. RePEc:ipg:wpaper:2014-475.

Full description at Econpapers || Download paper

2014Shift-volatility transmission in East Asian Equity Markets. (2014). de Truchis, Gilles ; Aloy, Marcel ; Dufrenot, Gilles . In: Working Papers. RePEc:ipg:wpaper:2014-500.

Full description at Econpapers || Download paper

2014Islamic vs. conventional banks in the GCC countries: A comparative study using classification techniques. (2014). ben Khediri, Karim ; Ben Youssef, Slah ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-505.

Full description at Econpapers || Download paper

2014Kappa Performance Measures with Johnson Distributions. (2014). Prigent, Jean-Luc ; Naguez, Naceur . In: Working Papers. RePEc:ipg:wpaper:2014-510.

Full description at Econpapers || Download paper

2014Corporate Investment Choice and Exchange Option between Production Functions. (2014). Prigent, Jean-Luc ; Bouasker, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-511.

Full description at Econpapers || Download paper

2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-531.

Full description at Econpapers || Download paper

2014Joseph Stiglitz : une vision désenchantée de la mondialisation. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-559.

Full description at Econpapers || Download paper

2014Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach. (2014). ben Aissa, Mohamed Safouane ; Aloui, Riadh . In: Working Papers. RePEc:ipg:wpaper:2014-564.

Full description at Econpapers || Download paper

2014Asymmetric and nonlinear passthrough of crude oil prices to gasoline and natural gas prices. (2014). Atil, Ahmed . In: Working Papers. RePEc:ipg:wpaper:2014-569.

Full description at Econpapers || Download paper

2014Stock Price Dynamics and the Business Cycle in an Estimated DSGE Model for South Africa. (2014). de Bandt, Olivier ; Razafindrabe, Tovonony . In: Working Papers. RePEc:ipg:wpaper:2014-576.

Full description at Econpapers || Download paper

2014Tests of Financial Market Contagion: Evolutionary Cospectral Analysis V.S. Wavelet Analysis. (2014). Tiwari, Aviral ; Guesmi, Khaled ; Belanes, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-577.

Full description at Econpapers || Download paper

2014Does Profit Loss Sharing (PLS) solve moral hazard problems?. (2014). YOUSFI, Ouidad . In: Working Papers. RePEc:ipg:wpaper:2014-581.

Full description at Econpapers || Download paper

2014Corporate governance : the case the limitation of the voting rights in a listed company. (2014). Moschetto, Bruno-Laurent ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-604.

Full description at Econpapers || Download paper

2014On the dynamic dependence between US and other developed stock markets: An extreme. (2014). Boubaker, Heni ; Sghaier, Nadia . In: Working Papers. RePEc:ipg:wpaper:2014-94.

Full description at Econpapers || Download paper

2014Real Financial Market Exchange Rates and Capital Flows. (2014). Reitz, Stefan. In: Kiel Working Papers. RePEc:kie:kieliw:1946.

Full description at Econpapers || Download paper

2014Credit Default Swaps: A Survey. (2014). Tang, Dragon Yongjun ; Wang, Sarah Qian ; Augustin, Patrick ; Subrahmanyam, Marti G.. In: Foundations and Trends(R) in Finance. RePEc:now:fntfin:0500000040.

Full description at Econpapers || Download paper

2014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09.

Full description at Econpapers || Download paper

2014Dependence patterns across Gulf Arab stock markets: a copula approach. (2014). Basher, Syed ; Salem, Nechi ; Hui, Zhu . In: MPRA Paper. RePEc:pra:mprapa:56566.

Full description at Econpapers || Download paper

2014Vliv externího financování na mikrofinanční rozvoj - makro perspektiva. (2014). Janda, Karel ; Tran, Quang ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:58166.

Full description at Econpapers || Download paper

2014Influence of External Funding on Microfinance Performance. (2014). Janda, Karel ; Van Tran, Quang ; Zetek, Pavel . In: MPRA Paper. RePEc:pra:mprapa:58170.

Full description at Econpapers || Download paper

2014Effects of Political Turmoil (Arab Spring) on Portfolio Diversification Benefits: Perspectives of the Moroccan Islamic Stock investors. (2014). Masih, Abul ; Rahim, Adam Mohamed . In: MPRA Paper. RePEc:pra:mprapa:58832.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

Recent citations received in 2013
YearCiting document
2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:1346.

Full description at Econpapers || Download paper

2013Rischio e concorrenza nel sistema bancario italiano durante la crisi finanziaria globale. (2013). Zazzaro, Alberto ; Marchionne, Francesco. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:86.

Full description at Econpapers || Download paper

2013Structural bank regulation initiatives: approaches and implications. (2013). Rixtel, Adrian ; Gambacorta, Leonardo ; van Rixtel, Adrian . In: BIS Working Papers. RePEc:bis:biswps:412.

Full description at Econpapers || Download paper

2013Measuring bank competition in China: a comparison of new versus conventional approaches applied to loan markets. (2013). Rixtel, Adrian ; Van Leuvensteijn, Michiel ; van Rixtel, Adrian ; Xu, Bing . In: BIS Working Papers. RePEc:bis:biswps:422.

Full description at Econpapers || Download paper

2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

Full description at Econpapers || Download paper

2013On policymakers loss function and the evaluation of early warning systems. (2013). Sarlin, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20131509.

Full description at Econpapers || Download paper

2013Predicting distress in European banks. (2013). Sarlin, Peter ; Peltonen, Tuomas ; Betz, Frank ; Oprica, Silviu . In: Working Paper Series. RePEc:ecb:ecbwps:20131597.

Full description at Econpapers || Download paper

2013Bank opacity, intermediation cost and globalization: Evidence from a sample of publicly traded banks in Asia. (2013). TARAZI, Amine ; Soedarmono, Wahyoe. In: Journal of Asian Economics. RePEc:eee:asieco:v:29:y:2013:i:c:p:91-100.

Full description at Econpapers || Download paper

2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:15-22.

Full description at Econpapers || Download paper

2013Equity risk premium and time horizon: What do the U.S. secular data say?. (2013). Prat, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:34:y:2013:i:c:p:76-88.

Full description at Econpapers || Download paper

2013An alternative approach to the modelling of interest rate pass through and asymmetric adjustment. (2013). Valadkhani, Abbas ; Bollen, Bernard . In: Economics Letters. RePEc:eee:ecolet:v:120:y:2013:i:3:p:491-494.

Full description at Econpapers || Download paper

2013Institutional industry herding: Intentional or spurious?. (2013). Ferreira, Mário Pedro ; Ferreira, Mario Pedro Leite, ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:192-214.

Full description at Econpapers || Download paper

2013Time-variations in herding behavior: Evidence from a Markov switching SUR model. (2013). Klein, Arne C.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:291-304.

Full description at Econpapers || Download paper

2013Oil shocks, policy uncertainty and stock market return. (2013). Ratti, Ronald. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:305-318.

Full description at Econpapers || Download paper

2013Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:394-412.

Full description at Econpapers || Download paper

2013Putting the “C” into crisis: Contagion, correlations and copulas on EMU bond markets. (2013). Philippas, Dionisis ; SIRIOPOULOS, COSTAS. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:161-176.

Full description at Econpapers || Download paper

2013Stock and foreign exchange market linkages in emerging economies. (2013). Savvides, Andreas ; Andreou, Elena ; Matsi, Maria . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:248-268.

Full description at Econpapers || Download paper

2013Monetary policy and the banking sector in Turkey. (2013). Stewart, Chris ; Matousek, Roman ; Akinci, Dervis Ahmet ; Radi, Nemanja . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:269-285.

Full description at Econpapers || Download paper

2013Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand. (2013). Vithessonthi, Chaiporn ; Techarongrojwong, Yaowaluk . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:23:y:2013:i:5:p:446-469.

Full description at Econpapers || Download paper

2013Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets. (2013). Demirer, Riza. In: Research in International Business and Finance. RePEc:eee:riibaf:v:29:y:2013:i:c:p:77-98.

Full description at Econpapers || Download paper

2013Increasing Trends in the Excess Comovement of Commodity Prices. (2013). Okimoto, Tatsuyoshi ; Kazuhiko, Ohashi ; Tatsuyoshi, Okimoto . In: Discussion papers. RePEc:eti:dpaper:13048.

Full description at Econpapers || Download paper

2013Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: PSE Working Papers. RePEc:hal:psewpa:halshs-00911415.

Full description at Econpapers || Download paper

2013Market Discipline and Bank Charter Value: The Case of Two Safe Banking Industries. (2013). TARAZI, Amine ; Avkiran, Necmi ; Haq, Mamiza ; Fonceca, Ana Rosa . In: Working Papers. RePEc:hal:wpaper:hal-00955135.

Full description at Econpapers || Download paper

2013Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities. (2013). Keddad, Benjamin ; DE TRUCHIS, Gilles. In: Working Papers. RePEc:hal:wpaper:halshs-00862256.

Full description at Econpapers || Download paper

2013Deposit Insurance Adoption and Bank Risk-Taking: the Role of Leverage. (2013). Le, Mathias . In: Working Papers. RePEc:hal:wpaper:halshs-00911415.

Full description at Econpapers || Download paper

2013Heterogeneous beliefs, regret, and uncertainty: The role of speculation in energy price dynamics. (2013). Joets, Marc . In: Working Papers. RePEc:ipg:wpaper:2013-031.

Full description at Econpapers || Download paper

2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Gupta, Rangan ; Chen, Wen-Yi ; Chang, Tsangyao . In: Working Papers. RePEc:ipg:wpaper:2013-036.

Full description at Econpapers || Download paper

2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Yi, Wen . In: Working Papers. RePEc:ipg:wpaper:2013-36.

Full description at Econpapers || Download paper

2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:ipg:wpaper:36.

Full description at Econpapers || Download paper

2013Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika . In: Discussion Paper Series. RePEc:kob:dpaper:dp2013-22.

Full description at Econpapers || Download paper

2013Financialisation of Food Commodity Markets, Price Surge and Volatility: New Evidence. (2013). Imai, Katsushi ; Thapa, Ganesh ; Gaiha, Raghav ; Kaicker, Nidhi ; Mathur, Kritika . In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1312.

Full description at Econpapers || Download paper

2013Commodity and Asset Pricing Models: An Integration. (2013). Schwartz, Eduardo S. ; Kovacevic, Ivo . In: NBER Working Papers. RePEc:nbr:nberwo:19167.

Full description at Econpapers || Download paper

2013Office of Financial Research 2013 Annual Report. (2013). . In: Reports. RePEc:ofr:report:13-2.

Full description at Econpapers || Download paper

2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. (2013). Managi, Shunsuke ; makram, beljid ; Boubaker, Adel ; Mensi, Walid ; Beljid, Makram . In: MPRA Paper. RePEc:pra:mprapa:44395.

Full description at Econpapers || Download paper

2013Financialization of food - The determinants of the time-varying relation between agricultural prices and stock market dynamics. (2013). Girardi, Daniele. In: MPRA Paper. RePEc:pra:mprapa:52043.

Full description at Econpapers || Download paper

2013Should Shariah-compliant investors include commodities in their portfolios? New evidence. (2013). Masih, Abul ; Nagayev, Ruslan . In: MPRA Paper. RePEc:pra:mprapa:58851.

Full description at Econpapers || Download paper

2013Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test. (2013). Nguyen, Duc Khuong ; GUPTA, RANGAN ; Chang, Tsangyao ; Chen, Wen-Yi . In: Working Papers. RePEc:pre:wpaper:201360.

Full description at Econpapers || Download paper

2013Extreme Dependence between Crude Oil and the Stock Markets in China: A Sector. (2013). Zhao, Jing ; He, Yanan . In: WISE Working Papers. RePEc:wyi:wpaper:002210.

Full description at Econpapers || Download paper

2013The early warnings of balance-of-payments problems: Kaminsky and Reinhart revisited. (2013). Lang, Michael . In: Frankfurt School - Working Paper Series. RePEc:zbw:fsfmwp:205.

Full description at Econpapers || Download paper

2013The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil. (2013). Heumesser, Christine ; Ederer, Stefan ; Staritz, Cornelia . In: Working Papers. RePEc:zbw:oefsew:42.

Full description at Econpapers || Download paper

2013Long-run trends or short-run fluctuations What establishes the correlation between oil and food prices?. (2013). Schmidt, Torsten ; Kratschell, Karoline . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79798.

Full description at Econpapers || Download paper

Recent citations received in 2012
YearCiting document
2012Does CEO turnover matter in China? : Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_021.

Full description at Econpapers || Download paper

2012On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc . In: Working Papers. RePEc:cii:cepidt:2012-20.

Full description at Econpapers || Download paper

2012A Financial Crisis Manual Causes, Consequences, and Lessons of the Financial Crisis. (2012). Beachy, Ben . In: GDAE Working Papers. RePEc:dae:daepap:12-06.

Full description at Econpapers || Download paper

2012On the links between stock and commodity markets volatility. (2012). Mignon, Valérie ; Joëts, Marc ; Creti, Anna ; Joets, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2012-42.

Full description at Econpapers || Download paper

2012Is currency risk priced for emerging stock markets?. (2012). Chkili, Walid. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00112.

Full description at Econpapers || Download paper

2012The determinants of sovereign bond yield spreads in the EMU. (2012). Kontonikas, Alexandros ; Arghyrou, Michael ; Afonso, Antonio. In: SIRE Discussion Papers. RePEc:edn:sirdps:387.

Full description at Econpapers || Download paper

2012Structural breaks and the equilibrium real effective exchange rate of China: A NATREX approach. (2012). You, Kefei ; Sarantis, Nicholas . In: China Economic Review. RePEc:eee:chieco:v:23:y:2012:i:4:p:1146-1163.

Full description at Econpapers || Download paper

2012Emerging market sovereign bond spreads: Estimation and back-testing. (2012). Comelli, Fabio . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:4:p:598-625.

Full description at Econpapers || Download paper

2012The EMU sovereign-debt crisis: Fundamentals, expectations and contagion. (2012). Kontonikas, Alexandros ; Arghyrou, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:658-677.

Full description at Econpapers || Download paper

2012Factors determining European bank risk. (2012). Haq, Mamiza ; Heaney, Richard . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:696-718.

Full description at Econpapers || Download paper

2012Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam. (2012). NGUYEN, CUONG ; Bhatti, Ishaq M.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:4:p:758-773.

Full description at Econpapers || Download paper

2012Foreign exchange volatility and stock returns. (2012). Du, Ding ; Hu, Ou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1202-1216.

Full description at Econpapers || Download paper

2012Size and earnings volatility of US bank holding companies. (2012). Poghosyan, Tigran ; de Haan, Jakob. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3008-3016.

Full description at Econpapers || Download paper

2012Foreign exchange market efficiency under recent crises: Asia-Pacific focus. (2012). Wong, Yuen Meng ; Rhee, Ghon S. ; Ahmad, Rubi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1574-1592.

Full description at Econpapers || Download paper

2012Wagner versus Keynes: Public spending and national income in Italy. (2012). Magazzino, Cosimo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:890-905.

Full description at Econpapers || Download paper

2012International tax arbitrage and residence vs. source-based capital income taxation. (2012). Strobel, Frank. In: Research in Economics. RePEc:eee:reecon:v:66:y:2012:i:4:p:391-397.

Full description at Econpapers || Download paper

2012Does CEO turnover matter in China? Evidence from the stock market. (2012). Weill, Laurent ; Pessarossi, Pierre . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_021.

Full description at Econpapers || Download paper

2012Are bank loans still “special” (especially during a crisis)? Empirical evidence from a European country. (2012). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2012-03.

Full description at Econpapers || Download paper

2012Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10.

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