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Applied Financial Economics / Taylor & Francis Journals

0.26

Impact Factor

0.32

5-Years IF

29

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
19910.09282800 (%)0.04
19920.128562828 (%)0.04
19930.11439910.015656 (%)0.05
19940.12481477199 (%)0.05
19950.195320010.0191147 (%)0.07
19960.225925910101200 (%)0.09
19970.2714039952811223134 (6.4%)0.09
19980.050.270.03127526110.025651999343922 (3.9%)10.010.1
19990.090.310.06105631300.05333267254272526 (7.8%)10.010.13
20000.110.40.08126757470.06410232264844121 (5.1%)40.030.15
20010.090.40.1121878700.08448231215575824 (5.4%)40.030.15
20020.060.420.131681046980.09641247166198036 (5.6%)50.030.18
20030.160.440.219211381850.164942894564713529 (5.9%)140.150.18
20040.130.490.1613012681730.14671260356129533 (4.9%)70.050.2
20050.240.530.2711913873280.245652225463716921 (3.7%)90.080.21
20060.380.510.4212215094770.32599249946302629 (1.5%)170.140.2
20070.370.440.3514916583930.24544241896312205 (%)130.090.18
20080.270.470.3713417925120.29246271736122264 (1.6%)120.090.2
20090.240.470.3715319455440.28295283696542446 (2%)70.050.19
20100.150.440.315521005190.25325287436772032 (%)60.040.16
20110.210.510.3215122516120.27250308657132271 (%)130.090.2
20120.260.560.3115424056390.2721430679742228 (%)110.070.21
20130.260.660.2914625517840.3112830579747214 (%)90.060.23
20140.290.670.3312026718220.319830088759247 (%)390.330.22
20150.260.820.3226717040.2626669726233 (%)0.27
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
11997Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

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75
22006Real exchange rates and Purchasing Power Parity: mean-reversion in economic thought. (2006). Taylor, Mark. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:1-17.

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74
31997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

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67
42006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

64
52003Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

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58
61998Efficiency of multinational banks: an empirical investigation. (1998). HASAN, IFTEKHAR ; Chang, Edward C. ; Hunter, William C.. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:689-696.

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56
71998Linkages between the US and European equity markets: further evidence from cointegration tests. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:6:p:607-614.

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51
82000Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

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49
91998Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256.

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47
102002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

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46
112007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

46
122006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

Full description at Econpapers || Download paper

42
132007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

Full description at Econpapers || Download paper

41
141997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

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40
152002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

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38
161998Chaos in an emerging capital market? The case of the Athens Stock Exchange. (1998). Barkoulas, John ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:231-243.

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35
172002African stock markets: multiple variance ratio tests of random walks. (2002). Jefferis, Keith ; Smith, Graham ; Ryoo, Hyun-Jung . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:475-484.

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35
182001Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105.

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35
192003Monetary policy rules and regime shifts. (2003). Valente, Giorgio. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:525-535.

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35
202002Credit risk and efficiency in the European banking system: A three-stage analysis. (2002). Pastor, José. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:12:p:895-911.

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35
212002Long memory in stock returns: some international evidence. (2002). Henry, Ólan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

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34
222001Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571.

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34
232004International portfolio diversification to Central European stock markets. (2004). Syriopoulos, Theodore. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:17:p:1253-1268.

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34
242014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Nguyen, Duc Khuong ; Lean, Hooi Hooi. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373.

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33
252002Forecasting volatility in the New Zealand stock market. (2002). Yu, Jun. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:193-202.

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32
262004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

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32
271997Security price anomalies in the London International Stock Exchange: a 60 year perspective. (1997). Coutts, Andrew J. ; Arsad, Zainudin . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:5:p:455-464.

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31
282005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; John O. S. Wilson, ; Tavakoli, Manouche . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

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30
292005Financial development and economic growth in the Middle East. (2005). Harb, Nasri ; Al Awad, Mouawiya ; Al-Awad, Mouawiya . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:15:p:1041-1051.

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29
302006Testing for Purchasing Power Parity using stationary covariates. (2006). Papell, David ; Amara, Jomana. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:29-39.

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29
312001Price spread and convenience yield behaviour in the international oil market. (2001). Milonas, Nikolaos ; Henker, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:23-36.

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29
322004Testing for inconsistencies in the estimation of UK capital structure determinants. (2004). Bevan, A A ; Danbolt, J. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:55-66.

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28
331997Financial constraints on the growth of high technology small firms in the United Kingdom. (1997). Storey, David J ; Westhead, Paul . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:197-201.

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28
342005Can mergers in Europe help banks hedge against macroeconomic risk?. (2005). Weill, Laurent ; Méon, Pierre-Guillaume. In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:5:p:315-326.

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28
352006Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663.

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27
362003How rewarding is technical analysis? Evidence from Singapore stock market. (2003). Wong, Wing-Keung ; Chew, Boon-Kiat ; Manzur, Meher . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:543-551.

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27
371999Short-term and long-term price linkages between the equity markets of Australia and its major trading partners. (1999). Roca, Eduardo. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:5:p:501-511.

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27
381999Short- and long-term links among European and US stock markets. (1999). Yuce, Ayse ; Gerrits, Robert-Jan. In: Applied Financial Economics. RePEc:taf:apfiec:v:9:y:1999:i:1:p:1-9.

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26
392006Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns. (2006). McAleer, Michael ; Manera, Matteo ; Grasso, Margherita . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:7:p:525-533.

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25
402006Purchasing Power Parity in economies in transition: evidence from Central and East European countries. (2006). Sideris, Dimitrios. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:1-2:p:135-143.

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25
412001Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402.

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25
422004Efficiency of Indian commercial banks during the reform period. (2004). Rangasamy, Shanmugam ; Das, Abhiman ; Shanmugam, K. R.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:9:p:681-686.

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25
432002Competition and efficiency in the Spanish banking sector: the importance of specialization. (2002). perez, francisco ; Pastor, José ; Maudos, Joaquin ; Joaquín Maudos, . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:7:p:505-516.

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24
442010Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis. (2010). Fung, Scott ; Cheung, William . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103.

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23
452002Does the introduction of stock index futures effectively reduce stock market volatility? Is the futures effect immediate? Evidence from the Italian stock exchange using GARCH. (2002). Bologna, Pierluigi ; Cavallo, Laura . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:183-192.

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23
462004Exchange-rate uncertainty and workers remittances. (2004). Pozo, Susan ; Hysenbegasi, Alketa ; Higgins, Matthew L.. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:6:p:403-411.

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23
472000Purchasing power parity, nonlinearity and chaos. (2000). Serletis, Apostolos ; Gogas, Periklis. In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:6:p:615-622.

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23
481997Productivity growth in the Hellenic banking industry: state versus private banks. (1997). Noulas, Athanasios G.. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:3:p:223-228.

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23
491998Market structure and performance in Spanish banking using a direct measure of efficiency. (1998). Maudos, Joaquin. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:191-200.

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23
502001The limiting extremal behaviour of speculative returns: an analysis of intra-daily data from the Frankfurt Stock Exchange. (2001). Lux, Thomas. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:299-315.

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22

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

#YearTitleCited
12014Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis. (2014). Nguyen, Duc Khuong ; Lean, Hooi Hooi. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:21:p:1367-1373.

Full description at Econpapers || Download paper

33
22007Banks riskiness over the business cycle: a panel analysis on Italian intermediaries. (2007). Quagliariello, Mario. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:2:p:119-138.

Full description at Econpapers || Download paper

23
32006Dependence patterns across financial markets: a mixed copula approach. (2006). Hu, Ling . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:10:p:717-729.

Full description at Econpapers || Download paper

22
42007International linkages of the Chinese stock exchanges: a multivariate GARCH analysis. (2007). Li, Hong . In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:4:p:285-297.

Full description at Econpapers || Download paper

22
51997Regime switching in stock market returns. (1997). van Norden, Simon ; Schaller, Huntley. In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:2:p:177-191.

Full description at Econpapers || Download paper

22
62003Stock market integration and financial crises: the case of Asia. (2003). Yang, Jian ; Min, Insik ; Kolari, James W.. In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:477-486.

Full description at Econpapers || Download paper

19
72005Determinants of profitability in European manufacturing and services: evidence from a dynamic panel model. (2005). Wilson, John ; Goddard, John ; John O. S. Wilson, ; Tavakoli, Manouche . In: Applied Financial Economics. RePEc:taf:apfiec:v:15:y:2005:i:18:p:1269-1282.

Full description at Econpapers || Download paper

17
82006Disappearing anomalies: a dynamic analysis of the persistence of anomalies. (2006). Nisser, Johan ; Marquering, Wessel ; Valla, Toni . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:291-302.

Full description at Econpapers || Download paper

15
91997Exchange rate and stock price interactions in emerging financial markets: evidence on India, Korea, Pakistan and the Philippines. (1997). Abdalla, Issam S A, ; Murinde, Victor . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:25-35.

Full description at Econpapers || Download paper

13
102002Long memory in stock returns: some international evidence. (2002). Henry, Ólan. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:10:p:725-729.

Full description at Econpapers || Download paper

13
112000Long memory in the Greek stock market. (2000). Barkoulas, John ; Baum, Christopher ; Travlos, Nickolaos . In: Applied Financial Economics. RePEc:taf:apfiec:v:10:y:2000:i:2:p:177-184.

Full description at Econpapers || Download paper

13
122010Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis. (2010). Fung, Scott ; Cheung, William . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:1-2:p:85-103.

Full description at Econpapers || Download paper

13
131997A comparative analysis of the propagation of stock market fluctuations in alternative models of dynamic causal linkages. (1997). Masih, Abul ; Masih, Abul M M, . In: Applied Financial Economics. RePEc:taf:apfiec:v:7:y:1997:i:1:p:59-74.

Full description at Econpapers || Download paper

12
142013Competition and the performance of microfinance institutions. (2013). Hermes, Niels ; Meesters, Aljar ; Assefa, Esubalew . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:9:p:767-782.

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12
152012Dynamic correlation analysis of US financial crisis and contagion: evidence from four OECD countries. (2012). Min, Hong-Ghi ; Hwang, Young-Soon . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:24:p:2063-2074.

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12
162010Global liquidity and commodity prices-a cointegrated VAR approach for OECD countries. (2010). Belke, Ansgar ; Hendricks, Torben ; Bordon, Ingo . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:3:p:227-242.

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12
172006Modelling time-varying conditional correlations in the volatility of Tapis oil spot and forward returns. (2006). McAleer, Michael ; Manera, Matteo ; Grasso, Margherita . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:7:p:525-533.

Full description at Econpapers || Download paper

12
182006What determines the speed of adjustment to the target capital structure?. (2006). Wanzenried, Gabrielle ; Drobetz, Wolfgang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:13:p:941-958.

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11
192011Stylized facts of return series, robust estimates and three popular models of volatility. (2011). Teräsvirta, Timo ; Zhao, Zhenfang. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:67-94.

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11
202007Dynamic analysis between the US stock returns and the macroeconomic variables. (2007). Sharma, Subhash ; Ratanapakorn, Orawan. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:5:p:369-377.

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10
212007Security transaction taxes and financial volatility: Athens stock exchange. (2007). Phylaktis, Kate ; Aristidou, Antonis. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:18:p:1455-1467.

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10
222004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model. (2004). Degiannakis, Stavros. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:18:p:1333-1342.

Full description at Econpapers || Download paper

10
232003Long memory and outliers in stock market returns. (2003). Tolvi, Jussi . In: Applied Financial Economics. RePEc:taf:apfiec:v:13:y:2003:i:7:p:495-502.

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10
241998Volatility spillovers across equity markets: European evidence. (1998). Kanas, Angelos. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:3:p:245-256.

Full description at Econpapers || Download paper

10
252001The demand for household debt in the USA: evidence from the 1995 Survey of Consumer Finance. (2001). Crook, Jonathan . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:83-91.

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10
262011Combining forecasts - forty years later. (2011). Wallis, Kenneth. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:33-41.

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10
271998Precious metals and inflation. (1998). Taylor, Nick. In: Applied Financial Economics. RePEc:taf:apfiec:v:8:y:1998:i:2:p:201-210.

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10
282013Financial education and investment attitudes in high schools: evidence from a randomized experiment. (2013). Caiazza, Stefano ; Becchetti, Leonardo ; Coviello, Decio . In: Applied Financial Economics. RePEc:taf:apfiec:v:23:y:2013:i:10:p:817-836.

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10
292010Determinants of financial performance in Chinese banking. (2010). Heffernan, Shelagh ; Fu, Xiaoqing . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:20:p:1585-1600.

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10
302002Capital structure and its determinants in the UK - a decompositional analysis. (2002). Bevan, Alan A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:3:p:159-170.

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9
312007Volatility transmission across markets: a Multichain Markov Switching model. (2007). Otranto, Edoardo ; Gallo, Giampiero. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:8:p:659-670.

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9
322010Dynamic correlation analysis of financial contagion in Asian markets in global financial turmoil. (2010). Ho, Wai-Yip Alex ; Choi, Daniel ; Yiu, Matthew . In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:4:p:345-354.

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9
332002Evaluating the hedging performance of the constant-correlation GARCH model. (2002). Tsui, Albert ; Albert K. C. Tsui, ; Tse, Y. K. ; Lien, Donald . In: Applied Financial Economics. RePEc:taf:apfiec:v:12:y:2002:i:11:p:791-798.

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9
342001Volatility in the transition markets of Central Europe. (2001). Price, Simon ; Kasch-Haroutounian, Maria . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:1:p:93-105.

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352004Financial conglomeration: efficiency, productivity and strategic drive. (2004). Girardone, Claudia ; Casu, Barbara. In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:10:p:687-696.

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362006Seasonality, risk and return in daily COMEX gold and silver data 1982-2002. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:4:p:319-333.

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372001Efficiency and productivity change in UK banking. (2001). Drake, Leigh . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:5:p:557-571.

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382004Money demand stability under currency substitution: some recent evidence. (2004). Sharma, Subhash ; Chowdhury, Abdur ; Chaisrisawatsuk, Santi . In: Applied Financial Economics. RePEc:taf:apfiec:v:14:y:2004:i:1:p:19-27.

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392014Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen. In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:14:p:993-1004.

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402011Modelling the Phillips curve with unobserved components. (2011). Harvey, Andrew. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:1-2:p:7-17.

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8
412006Pricing of non-ferrous metals futures on the London Metal Exchange. (2006). Watkins, Clinton ; McAleer, Michael. In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:12:p:853-880.

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8
422001Is there a long run relationship between stock returns and monetary variables: evidence from an emerging market. (2001). Metin Özcan, Kivilcim ; Gülnur Muradoglu, ; Argac, Reha. In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:6:p:641-649.

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8
432012Financial market spillovers around the globe. (2012). Jung, Robert C. ; Dimpfl, Thomas . In: Applied Financial Economics. RePEc:taf:apfiec:v:22:y:2012:i:1:p:45-57.

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442001The determinants of the Tunisian deposit banks performance. (2001). Ben Naceur, Sami ; Goaied, Mohamed ; Bennaceur, Samy . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:3:p:317-319.

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452011Changes in euro area monetary transmission?. (2011). Worms, Andreas ; Gerke, Rafael ; Weber, Axel A.. In: Applied Financial Economics. RePEc:taf:apfiec:v:21:y:2011:i:3:p:131-145.

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462010Financial structure and economic growth: evidence from time series analyses. (2010). Luintel, Kul ; Arestis, Philip. In: Applied Financial Economics. RePEc:taf:apfiec:v:20:y:2010:i:19:p:1479-1492.

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472001Estimating fractal dimension using stable distributions and exploring long memory through ARFIMA models in Athens Stock Exchange. (2001). Panas, Epaminondas . In: Applied Financial Economics. RePEc:taf:apfiec:v:11:y:2001:i:4:p:395-402.

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482006Economic reforms and bank efficiency in developing countries: the case of the Indian banking industry. (2006). Ataullah, Ali ; Le, Hang . In: Applied Financial Economics. RePEc:taf:apfiec:v:16:y:2006:i:9:p:653-663.

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7
492007REIT markets and rational speculative bubbles: an empirical investigation. (2007). Waters, George ; Payne, James. In: Applied Financial Economics. RePEc:taf:apfiec:v:17:y:2007:i:9:p:747-753.

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502009Integration at a cost: evidence from volatility impulse response functions. (2009). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Applied Financial Economics. RePEc:taf:apfiec:v:19:y:2009:i:11:p:917-933.

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Citing documents used to compute impact factor 69:

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

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2015Regional innovation system (in)efficiency and its determinants: an empirical evidence from Italian regions. (2015). Zotti, Roberto ; Barra, Cristian. In: MPRA Paper. RePEc:pra:mprapa:67067.

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2015Persistence, Mean-Reversion and Non-Linearities in Infant Mortality Rates. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201574.

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2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Cuñado, Juncal ; Caporale, Guglielmo Maria ; Cunado, Juncal . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1486.

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2015Persistence of precious metal prices: A fractional integration approach with structural breaks. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Aye, Goodness C. ; Chang, Shinhye . In: Resources Policy. RePEc:eee:jrpoli:v:44:y:2015:i:c:p:57-64.

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2015The Relationship between Healthcare Expenditure and Disposable Personal Income in the US States: A Fractional Integration and Cointegration Analysis. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Cunado, Juncal . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5407.

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2015Persistence of precious metal prices: a fractional integration approach with structural breaks. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Gil-Alaa, Luis Alberiko ; Aye, Goodness C ; Chang, Shinhye . In: NCID Working Papers. RePEc:nva:unnvaa:wp06-2015.

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2015African Growth, Non-Linearities and Strong Dependence: An Empirical Study. (2015). Caporale, Guglielmo Maria ; Balprad, Borja ; Gil-Alaa, Luis Alberiko . In: NCID Working Papers. RePEc:nva:unnvaa:wp12-2015.

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2015DEVELOPMENT OF RISK PAYMENT INDEX IN SLOVAKIA COMPARING WITH CHOSEN EU COUNTRIES. (2015). Culkova, Katarina ; Janoskova, Maria ; Csikosovaa, Adriana . In: Polish Journal of Management Studies. RePEc:pcz:journl:v:12:y:2015:i:1:p:37-47.

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

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2015Do US policy uncertainty, leveraging costs and global risk aversion impact emerging market equities? An application of bounds testing approach to the BRICS. (2015). Masih, Abul ; Momin, Ebaad . In: MPRA Paper. RePEc:pra:mprapa:65834.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: CSEF Working Papers. RePEc:sef:csefwp:401.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:106.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:21.

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2015Gender Differences in Bank Loan Access: An Empirical Analysis. (2015). GIOMBINI, GERMANA ; Calcagnini, Giorgio ; Lenti, Elisa . In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:1:y:2015:i:2:p:193-217.

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2015Collateral and Local Lending: Testing the Lender-Based Theory. (2015). Zazzaro, Alberto ; GIOMBINI, GERMANA ; Bellucci, Andrea ; Borisov, Alexander . In: IAW Discussion Papers. RePEc:iaw:iawdip:119.

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2015Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. (2015). Ramiah, Vikash ; Moosa, Imad A ; Xu, Xiaoming . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:89-100.

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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.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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

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

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2015THE STEEL EUROPEAN STOCK MARKET EFFICIENCY. (2015). Chirila, Viorica. In: CES Working Papers. RePEc:jes:wpaper:y:2015:v:7:i:4:p:873-880.

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2015Do CDS spreads move with commonality in liquidity?. (2015). Meine, Christian ; Weiss, Gregor ; Supper, Hendrik . In: Review of Derivatives Research. RePEc:kap:revdev:v:18:y:2015:i:3:p:225-261.

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2015Insurance development and the finance-growth nexus: Evidence from 34 OECD countries. (2015). Arvin, Mak ; Norman, Neville R ; Pradhan, Rudra P. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:31:y:2015:i:c:p:1-22.

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2015Risk attitudes in the board room and company performance: Evidence for an emerging economy. (2015). Franses, Philip Hans ; Bodeutsch, D. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78127.

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2015Whos a major? A novel approach to peer group selection: Empirical evidence from oil and gas companies. (2015). Misund, BÃ¥rd ; Asche, Frank. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2015_018.

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2015Performance and performance persistence of socially responsible investment funds in Europe and North America. (2015). Smyth, Russell ; Lean, Hooi Hooi ; Ang, Wei Rong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:254-266.

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

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2015Purchasing Power Parity in Transition Countries: Panel Stationary Test with Smooth and Sharp Breaks. (2015). Chang, Tsangyao ; Bahmani-Oskooee, Mohsen ; Wu, Tsung-Pao . In: International Journal of Financial Studies. RePEc:gam:jijfss:v:3:y:2015:i:2:p:153-161:d:49776.

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2015Impact of changes in the CSI 300 Index constituents. (2015). Wang, Chuan ; Haman, Janto ; Murgulov, Zoltan . In: Emerging Markets Review. RePEc:eee:ememar:v:24:y:2015:i:c:p:13-33.

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2015The Impact of Financial Education for Youth in Ghana. (2015). Berry, James ; Karlan, Dean S. ; Pradhan, Menno . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10529.

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2015The Impact of Financial Education for Youth in Ghana. (2015). Berry, James ; Karlan, Dean ; Pradhan, Menno . In: Working Papers. RePEc:egc:wpaper:1048.

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2015Financial education, literacy and investment attitudes. (2015). Pettinicchi, Yuri ; Padula, Mario ; Cavapozzi, Danilo ; Brugiavini, Agar. In: SAFE Working Paper Series. RePEc:zbw:safewp:86.

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2015The Impact of Financial Education for Youth in Ghana. (2015). Berry, James ; Karlan, Dean ; Pradhan, Menno . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150043.

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2015The Impact of Financial Education for Youth in Ghana. (2015). Karlan, Dean ; Berry, James ; Pradhan, Menno . In: NBER Working Papers. RePEc:nbr:nberwo:21068.

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2015Financial Competence, Overconfidence, and Trusting Investments: Results from an Experiment. (2015). McCannon, Bryan C ; Wilson, Mark ; Asaad, Colleen Tokar . In: Working Papers. RePEc:wvu:wpaper:15-26.

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2015Gender, style diversity, and their effect on fund performance. (2015). Caporale, Guglielmo Maria ; BABALOS, VASSILIOS ; Philippas, Nikolaos . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:57-74.

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2015Firm, market and top management antecedents of speculation: Lessons for corporate governance. (2015). Zeidan, Rodrigo ; Mullner, Jakob . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:32-33:y:2015:i::p:42-58.

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2015Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan. (2015). Takeuchi, Kenji ; Yamaguchi, Keiko ; Nakai, Miwa . In: Discussion Papers. RePEc:koe:wpaper:1530.

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2015Time-Varying Versus Fixed Weights in Exchange-Market Pressure Indices: Evidence From Tests Using Latin American Data. (2015). Hegerty, Scott. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:2:y:2015:i:1:p:21-36.

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2015When secured and unsecured creditors recover the same: The emblematic case of the Tunisian corporate bankruptcies. (2015). BLAZY, Régis ; Letaief, Aziza . In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2015-08.

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

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

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2015Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: Post-Print. RePEc:hal:journl:hal-01238706.

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

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2015Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests. (2015). Choudhry, Taufiq ; Shabi, Sarosh ; Hassan, Syed S. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:247-256.

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2015Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Charles, Amelie ; Darne, Olivier . In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

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2015The impact of monetary policy announcements on the stock price of large European banks during the financial crisis. (2015). Ricci, Ornella . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:245-255.

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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.

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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.

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2015Reconciliation of Expectancy-Valence and Expectation-Disconfirmation Paradigms in Investment Decisions: Case of Turkish Equity Investors. (2015). Al, Betl . In: International Journal of Business and Social Research. RePEc:mir:mirbus:v:5:y:2015:i:1:p:15-32.

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2015The Costs of Implementing a Unilateral One-Sided Exchange Rate Target Zone. (2015). Hertrich, Markus. In: MPRA Paper. RePEc:pra:mprapa:67839.

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2015Kiedy firmy sięgają po leasing?. (2015). nehrebecka, natalia ; Dzik-Walczak, Aneta ; Biaek-Jaworska, Anna . In: Gospodarka Narodowa. RePEc:sgh:gosnar:y:2015:i:2:p:113-144.

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2015Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: Working Papers. RePEc:gla:glaewp:2015_13.

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2015Education and the local equity bias around the world. (2015). Bose, Udichibarna ; Tsoukas, Serafeim . In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:684.

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2015Education and the local equity bias around the world. (2015). Tsoukas, Serafeim ; MacDonald, Ronald ; Bose, Udichibarna . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:39:y:2015:i:c:p:65-88.

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2015Mergers between regulated firms with unknown efficiency gains. (2015). Fiocco, Raffaele ; Guo, Dongyu . In: Review of Economic Design. RePEc:spr:reecde:v:19:y:2015:i:4:p:299-326.

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2015Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5305.

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2015Business cycle variation in positive feedback trading: Evidence from the G-7 economies. (2015). Deesomsak, Rataporn ; Chau, Frankie . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:35:y:2015:i:c:p:147-159.

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2015Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05.

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2015The 2014 oil bust: Causes and consequences. (2015). Tokic, Damir . In: Energy Policy. RePEc:eee:enepol:v:85:y:2015:i:c:p:162-169.

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2015What Drives Financial Inclusion at the Bottom of the Pyramid? Empirical Evidence from Microfinance Panel Data. (2015). Martinez, Catalina ; Krauss, Annette . In: CFD Working Papers. RePEc:gii:cfdwpa:cfdwp07-2015.

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2015The Interrelated Dynamics of Multiple Borrowing and Over-indebtedness among Rural Households in Thailand and Vietnam. (2015). Chichaibelu, Bezawit ; Waibel, Hermann . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:211463.

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2015Handbook on the Economics of Foreign Aid. (2015). Arvin, Mak. In: Books. RePEc:elg:eebook:15762.

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2015Corporate diversification and board composition in Japanese electronics corporations. (2015). NISHI, Takahiro . In: International Journal of Business and Management. RePEc:sek:jijobm:v:3:y:2015:i:2:p:27-44.

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2015How exactly do markets adapt? Evidence from the moving average rule in three developed markets. (2015). Hudson, Robert ; Gebka, Bartosz ; Urquhart, Andrew . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:38:y:2015:i:c:p:127-147.

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2015Towards a new framework on efficient markets. (2015). De Moor, Lieven ; Verheyden, Tim ; Van den Bossche, Filip . In: Research in International Business and Finance. RePEc:eee:riibaf:v:34:y:2015:i:c:p:294-308.

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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.

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2015A springboard into politics: Do Chinese entrepreneurs benefit from joining the government-controlled business associations?. (2015). Rui, Oliver ; Wu, Yiping ; Ma, Guangrong . In: China Economic Review. RePEc:eee:chieco:v:36:y:2015:i:c:p:166-183.

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Recent citations (cites in year: CiY)

Recent citations received in 2014
YearCiting document
2014Why does the Euro fail? The DCCA approach. (2014). Ferreira, Paulo ; Dionisio, Andreia ; Zebende, Gilney . In: CEFAGE-UE Working Papers. RePEc:cfe:wpcefa:2014_15.

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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.

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2014The effect of internationalisation on modelling credit risk for SMEs: Evidence from UK market. (2014). Gregoriou, Andros ; Healy, Jerome ; Gupta, Jairaj . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:31:y:2014:i:c:p:397-413.

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

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2014Does Innovation Affect Credit Access? New Empirical Evidence from Italian Small Business Lending. (2014). GIOMBINI, GERMANA ; Bellucci, Andrea. In: IAW Discussion Papers. RePEc:iaw:iawdip:104.

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2014A Macro Assessment of China Effects on Malaysian Exports and Trade Balances. (2014). Lean, Hooi-Hooi ; Chan, Tze-Haw . In: Working Papers. RePEc:ipg:wpaper:2014-458.

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2014The Effect of Weather-Induced Internal Migration on Local Labor Markets Evidence from Uganda. (2014). Stobl, Eric ; Valfort, Marie-Anne . In: Working Papers. RePEc:ipg:wpaper:2014-460.

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2014The Role of Renewable Energy Consumption and Trade: Environmental Kuznets Curve Analysis for Sub-Saharan Africa Countries. (2014). Ozturk, Ilhan ; ben Youssef, Slim ; ben Jebli, Mehdi . In: Working Papers. RePEc:ipg:wpaper:2014-467.

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2014ESTIMATING SHADOW PRICES OF POLLUTION IN OECD ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-479.

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2014Circular economy: what regulatory framework in France?. (2014). LEVILLAIN, Alexandre ; Fernandez, Dominique Bonet . In: Working Papers. RePEc:ipg:wpaper:2014-482.

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2014Key success factors for the integration of Circular economy by energy sector firms in the early 21st century? A research agenda. (2014). Fernandez, Dominique Bonet ; Gael -Miguel JUILLARD, . In: Working Papers. RePEc:ipg:wpaper:2014-483.

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2014Regulation of water demand in arid and semi-arid countries. (2014). Bouchrika, Ali ; Arouri, Mohamed ; Charfeddine, Lanouar . In: Working Papers. RePEc:ipg:wpaper:2014-484.

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2014ADJUSTING PRODUCTIVITY FOR POLLUTION IN SELECTED ASIAN ECONOMIES. (2014). Mourougane, Annabelle ; Dang, Thai-Thanh . In: Working Papers. RePEc:ipg:wpaper:2014-491.

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2014Le capitalisme liberal vu par Friedrich von Hayek. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-493.

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2014THE EFFECT OF GREEN TAXATION AND ECONOMIC GROWTH ON ENVIRONMENT HAZARDS: THE CASE OF MALAYSIA. (2014). Loganathan, Nanthakumar ; Taha, Roshaiza . In: Working Papers. RePEc:ipg:wpaper:2014-494.

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2014L’intégration des entreprises des pays en développement dans les CGV permet-elle l’apprentissage environnemental ? Une application aux entreprises oléicoles tunisiennes. (2014). Akli, ACHABOU ; Mohamed, HAMDOUN ; Sihem, DEKHILI . In: Working Papers. RePEc:ipg:wpaper:2014-496.

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

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2014The inflation Targeting effect on the inflation series: A New Analysis Approach of evolutionary spectral analysis. (2014). Essaadi, Essahbi . In: Working Papers. RePEc:ipg:wpaper:2014-516.

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2014Gary Becker et l’approche économique du comportement humain. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-521.

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2014Relire Marx (et les marxistes !). (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-526.

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2014Milton Friedman (1912-2006) : une synthèse biographique et bibliographique. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-530.

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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.

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2014Robert Mundell et les relations monétaires internationales. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-534.

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2014Charles Kindleberger (1910-2003) et les dysfonctionnements de l’économie mondiale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-538.

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2014A la recherche de Maurice Allais. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-548.

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2014Paul Krugman et la nouvelle économie internationale. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-550.

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2014John Kenneth Galbraith, un économiste hétérodoxe dans le siècle. (2014). . In: Working Papers. RePEc:ipg:wpaper:2014-551.

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2014Linking FDI inflows to economic growth in North African countries. (2014). Sassi-Tmar, Amel . In: Working Papers. RePEc:ipg:wpaper:2014-558.

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

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2014DSGE Model-Based Forecasting of Modeled and Non-Modeled Ination Variables in South Africa. (2014). Kanda, Tunda P. ; Paccagnini, Alessia ; Modise, Mampho P.. In: Working Papers. RePEc:ipg:wpaper:2014-562.

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2014James Tobin, père fondateur de la finance moderne. (2014). , FredericTeulon ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-571.

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2014Ce que nous devons à James Mead (1907-1995). (2014). , FredericTeulon ; Teulon, Frederic . In: Working Papers. RePEc:ipg:wpaper:2014-574.

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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.

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2014Market Timing Skill of Socially Responsible Investing Fund Managers: North America versus Europe. (2014). Gregoriou, Greg N. ; Ang, Wei Rong . In: Working Papers. RePEc:ipg:wpaper:2014-599.

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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.

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2014Factor Vector Autoregressive Estimation of Heteroskedastic Persistent and Non Persistent Processes Subject to Structural Breaks. (2014). MORANA, CLAUDIO. In: Working Papers. RePEc:mib:wpaper:273.

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2014The determinants of abandoned M&As in the banking sector. (2014). Pozzolo, Alberto ; Caiazza, Stefano. In: Economics & Statistics Discussion Papers. RePEc:mol:ecsdps:esdp14074.

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2014Human capital development, knowledge spillovers and local growth: Is there a quality effect of university efficiency?. (2014). Zotti, Roberto ; Barra, Cristian. In: MPRA Paper. RePEc:pra:mprapa:60065.

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2014Persistence, Mean Reversion and Non-Linearities in US Housing Prices Over 1830-2013. (2014). Pérez de Gracia, Fernando ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Working Papers. RePEc:pre:wpaper:201450.

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Recent citations received in 2013
YearCiting document
2013La microfinance : quelles leçons tirées des expériences des pays en développement ?. (2013). Avouyi-Dovi, Sanvi ; Arrassen, Wassini . In: Economics Thesis from University Paris Dauphine. RePEc:dau:thesis:123456789/12692.

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2013Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Souek, Michael ; Todorova, Neda . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597.

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2013The determinants of quantile autocorrelations: Evidence from the UK. (2013). Wohar, Mark ; Gebka, Bartosz ; Gbka, Bartosz . In: International Review of Financial Analysis. RePEc:eee:finana:v:29:y:2013:i:c:p:51-61.

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2013Re-examining the decline in the US saving rate: The impact of mortgage equity withdrawal. (2013). Paradiso, Antonio ; Costantini, Mauro ; Caporale, Guglielmo Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:26:y:2013:i:c:p:215-225.

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2013On the predictive role of large futures trades for S&P500 index returns: An analysis of COT data as an informative trading signal. (2013). Maher, Daniela ; Chen, Haojun . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:27:y:2013:i:c:p:177-201.

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2013The Vulnerability of Microfinance to Financial Turmoil – Evidence from the Global Financial Crisis. (2013). Winkler, Adalbert ; Wagner, Charlotte . In: World Development. RePEc:eee:wdevel:v:51:y:2013:i:c:p:71-90.

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2013Testing for contagion: the impact of US structured markets on international financial markets. (2013). Taylor, Nicholas ; Leung, Woon Sau . In: Chapters. RePEc:elg:eechap:14545_11.

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2013Age Dependency and Labor Productivity Divergence. (2013). Choudhry, Misbah Tanveer . In: Quaderni del Dipartimento di Economia, Finanza e Statistica. RePEc:pia:wpaper:113/2013.

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2013Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa. (2013). inoue, takeshi ; Hamori, Shigeyuki. In: MPRA Paper. RePEc:pra:mprapa:53417.

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Recent citations received in 2012
YearCiting document
2012Modelling the liquidity ratio as macroprudential instrument. (2012). End, Jan Willem ; van den End, Jan Willem ; Kruidhof, Mark . In: DNB Working Papers. RePEc:dnb:dnbwpp:342.

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2012Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis. (2012). Hamori, Shigeyuki. In: Journal of Asian Economics. RePEc:eee:asieco:v:23:y:2012:i:4:p:344-352.

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2012Performance of Portfolios Composed of British SRI Stocks. (2012). Brzeszczynski, Janusz ; McIntosh, Graham . In: CFI Discussion Papers. RePEc:hwe:cfidps:1202.

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2012The effects of volatility spillover in the US basis swap markets. (2012). Malhotra, D. K. ; Bhargava, Vivek . In: International Journal of Financial Services Management. RePEc:ids:ijfsmg:v:5:y:2012:i:3:p:216-238.

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2012Are Fiscal Adjustments Contractionary?. (2012). Weder, Martin ; Schaltegger, Christoph. In: FinanzArchiv: Public Finance Analysis. RePEc:mhr:finarc:urn:sici:0015-2218(201212)68:4_335:afac_2.0.tx_2-t.

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2012Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan. In: NBER Working Papers. RePEc:nbr:nberwo:18554.

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2012Firms Accruals and Tobin’s q. (2012). Racicot, François-Éric ; Calmès, Christian. In: RePAd Working Paper Series. RePEc:pqs:wpaper:032012.

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2012Do Socially Responsible Investment Indexes Outperform Conventional Indexes?. (2012). Okimoto, Tatsuyoshi ; Matsuda, Akimi ; Managi, Shunsuke. In: MPRA Paper. RePEc:pra:mprapa:36662.

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2012Performances of Socially Responsible Investment and Environmentally Friendly Funds. (2012). Matsuda, Akimi ; Managi, Shunsuke ; Ito, Yutaka . In: MPRA Paper. RePEc:pra:mprapa:40654.

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2012Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284.

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2012Intra-daily volatility spillovers between the US and German stock markets. (2012). Golosnoy, Vasyl ; Gribisch, Bastian ; Liesenfeld, Roman . In: Economics Working Papers. RePEc:zbw:cauewp:201206.

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