Citation analysis for The North American Journal of Economics and Finance / Elsevier

The North American Journal of Economics and Finance / Elsevier

0.81

Impact Factor

0.85

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09		12	12			21	0		0		2 (9.5%)			0.04
1993		0.1		15	27	3	0.11	26	12		12		2 (7.7%)			0.05
1994	0.07	0.11	0.07	14	41	3	0.07	11	27	2	27	2	1 (9.1%)			0.05
1995	0.03	0.2	0.05	13	54	5	0.09	42	29	1	41	2	2 (4.8%)			0.07
1996	0.19	0.23	0.15	24	78	15	0.19	30	27	5	54	8	8 (26.7%)	2	0.08	0.09
1997	0.03	0.27	0.08	18	96	6	0.06	189	37	1	78	6	14 (7.4%)			0.09
1998	0.19	0.29	0.14	13	109	17	0.16	39	42	8	84	12	4 (10.3%)			0.1
1999	0.1	0.32	0.05	20	129	5	0.04	109	31	3	82	4	5 (4.6%)			0.13
2000	0.03	0.4	0.08	13	142	18	0.13	47	33	1	88	7	13 (27.7%)	5	0.38	0.15
2001	0.24	0.4	0.19	18	160	35	0.22	404	33	8	88	17	21 (5.2%)	5	0.28	0.15
2002	0.94	0.42	0.54	19	179	90	0.5	323	31	29	82	44	14 (4.3%)	15	0.79	0.18
2003	1.35	0.44	0.82	19	198	105	0.53	270	37	50	83	68	16 (5.9%)	4	0.21	0.19
2004	1.42	0.49	0.98	19	217	135	0.62	179	38	54	89	87	8 (4.5%)	17	0.89	0.2
2005	0.95	0.53	1.17	23	240	160	0.67	406	38	36	88	103	16 (3.9%)	10	0.43	0.21
2006	0.74	0.51	1.2	25	265	171	0.65	307	42	31	98	118	29 (9.4%)	6	0.24	0.2
2007	0.83	0.45	0.8	17	282	155	0.55	188	48	40	105	84	20 (10.6%)	2	0.12	0.18
2008	0.81	0.48	1.26	22	304	253	0.83	184	42	34	103	130	16 (8.7%)	3	0.14	0.2
2009	0.97	0.47	1.08	17	321	223	0.69	182	39	38	106	114	13 (7.1%)	5	0.29	0.19
2010	0.59	0.45	0.94	23	344	220	0.64	218	39	23	104	98	24 (11%)	8	0.35	0.16
2011	1.43	0.52	1.45	20	364	336	0.92	122	40	57	104	151	34 (27.9%)	8	0.4	0.2
2012	1.35	0.55	1.26	22	386	360	0.93	139	43	58	99	125	39 (28.1%)	9	0.41	0.2
2013	1.38	0.62	1.44	84	470	521	1.11	417	42	58	104	150	102 (24.5%)	48	0.57	0.22
2014	1.27	0.64	1.33	67	537	485	0.9	204	106	135	166	220	50 (24.5%)	19	0.28	0.21
2015	1.28	0.69	1.22	70	607	519	0.86	113	151	193	216	264	19 (16.8%)	18	0.26	0.22
2016	0.81	0.85	0.85	73	680	441	0.65	61	137	111	263	223	6 (9.8%)	14	0.19	0.26

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:

#	Year	Title	Cited
1	2001	Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29. Full description at Econpapers \|\| Download paper	164
2	1997	Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79. Full description at Econpapers \|\| Download paper	152
3	2002	Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146. Full description at Econpapers \|\| Download paper	149
4	2006	Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256. Full description at Econpapers \|\| Download paper	129
5	2001	Fragmentation in simple trade models. (2001). Deardorff, Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137. Full description at Econpapers \|\| Download paper	116
6	2007	Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40. Full description at Econpapers \|\| Download paper	94
7	2006	Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281. Full description at Econpapers \|\| Download paper	74
8	2004	Policy commitment and expectation formation: Japans experience under zero interest rates. (2004). Shiratsuka, Shigenori ; Okina, Kunio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:75-100. Full description at Econpapers \|\| Download paper	67
9	2010	Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105. Full description at Econpapers \|\| Download paper	59
10	2005	Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413. Full description at Econpapers \|\| Download paper	55
11	2002	The great exchange rate debate after Argentina. (2002). Edwards, Sebastian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:237-252. Full description at Econpapers \|\| Download paper	54
12	2003	Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68. Full description at Econpapers \|\| Download paper	54
13	2013	Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222. Full description at Econpapers \|\| Download paper	49
14	2003	Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114. Full description at Econpapers \|\| Download paper	49
15	2013	Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138. Full description at Econpapers \|\| Download paper	48
16	1999	From stylized to applied models:: Building multisector CGE models for policy analysis. (1999). Yunez-Naude, Antonio ; Robinson, Sherman ; Devarajan, Shantayanan ; Hinojosa-Ojeda, Raul ; Lewis, Jeffrey D.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:10:y:1999:i:1:p:5-38. Full description at Econpapers \|\| Download paper	48
17	2005	How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; Worms, Andreas ; Gerberding, Christina . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:277-292. Full description at Econpapers \|\| Download paper	44
18	2005	Vertical specialization and three facts about U.S. international trade. (2005). Yi, Kei-Mu ; Chen, Hogan ; Kondratowicz, Matthew. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:35-59. Full description at Econpapers \|\| Download paper	39
19	2009	Vertical specialization across the world: A relative measure. (2009). Cabral, Sonia ; Amador, JoÃÂ£o. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:267-280. Full description at Econpapers \|\| Download paper	38
20	2009	Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238. Full description at Econpapers \|\| Download paper	37
21	2005	International fragmentation and the new economic geography. (2005). Kierzkowski, Henryk ; Jones, Ronald W.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:1-10. Full description at Econpapers \|\| Download paper	37
22	2013	Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334. Full description at Econpapers \|\| Download paper	35
23	2005	Patterns of international fragmentation of production and the relative demand for labor. (2005). Tajoli, Lucia ; Helg, Rodolfo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:233-254. Full description at Econpapers \|\| Download paper	33
24	2005	Fragmentation and services. (2005). Soubeyran, Antoine ; Riezman, Raymond ; Long, Ngo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:137-152. Full description at Econpapers \|\| Download paper	31
25	2005	International outsourcing and productivity: evidence from the Irish electronics industry. (2005). Hanley, Aoife ; Gorg, Holger . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:255-269. Full description at Econpapers \|\| Download paper	31
26	2009	Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; MartÃÂnez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65. Full description at Econpapers \|\| Download paper	31
27	2002	An evaluation of monetary regime options for Latin America. (2002). Mauro, Paolo ; Berg, Andrew ; Borensztein, Eduardo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:213-235. Full description at Econpapers \|\| Download paper	31
28	2008	Fiscal convergence in the European Union. (2008). Yigit, Taner ; Kutan, Ali ; KoÄenda, EvÅ¾en. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:319-330. Full description at Econpapers \|\| Download paper	29
29	2002	Monetary union: European lessons, Latin American prospects. (2002). Schmidt-Hebbel, Klaus ; Hochreiter, Eduard ; Winckler, Georg . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:297-321. Full description at Econpapers \|\| Download paper	28
30	2002	Monetary integration in the Southern Cone. (2002). Gros, Daniel ; Belke, Ansgar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:3:p:323-349. Full description at Econpapers \|\| Download paper	28
31	2010	The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71. Full description at Econpapers \|\| Download paper	27
32	2005	The relevance of real-time data in estimating reaction functions for the euro area. (2005). Roffia, Barbara ; Gerdesmeier, Dieter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:293-307. Full description at Econpapers \|\| Download paper	27
33	2001	The international fragmentation of Austrian manufacturing: The effects of outsourcing on productivity and wages. (2001). Wolfmayr, Yvonne ; Pfaffermayr, Michael ; Egger, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:257-272. Full description at Econpapers \|\| Download paper	27
34	2008	Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260. Full description at Econpapers \|\| Download paper	25
35	2010	Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125. Full description at Econpapers \|\| Download paper	25
36	2001	Cross-border sourcing and outward processing in EU manufacturing. (2001). Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:243-256. Full description at Econpapers \|\| Download paper	24
37	2003	An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356. Full description at Econpapers \|\| Download paper	24
38	2003	Trade integration and synchronization between the business cycles of Mexico and the United States. (2003). ALBERTOTORRES, ; Vela, Oscar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:319-342. Full description at Econpapers \|\| Download paper	24
39	2004	Monetary policy in deflation: the liquidity trap in history and practice. (2004). Orphanides, Athanasios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:15:y:2004:i:1:p:101-124. Full description at Econpapers \|\| Download paper	24
40	2011	Real-time conditional forecasts with Bayesian VARs: An application to New Zealand. (2011). Matheson, Troy ; Bloor, Chris. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:26-42. Full description at Econpapers \|\| Download paper	23
41	2005	Trade and business-cycle synchronization: evidence from Mexican and U.S. manufacturing industries. (2005). Chiquiar, Daniel ; Ramos -Francia, Manuel ; Ramos-Francia, Manuel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:2:p:187-216. Full description at Econpapers \|\| Download paper	23
42	2010	Causes of banking crises revisited. (2010). Klomp, Jeroen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87. Full description at Econpapers \|\| Download paper	23
43	2003	Fragmentation and agglomeration matter: Japanese multinationals in Latin America and East Asia. (2003). Kimura, Fukunari ; Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:287-317. Full description at Econpapers \|\| Download paper	23
44	2005	Do unskilled workers always lose from fragmentation?. (2005). Gorg, Holger ; Geishecker, Ingo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:1:p:81-92. Full description at Econpapers \|\| Download paper	22
45	2003	The distributional effects of international outsourcing in a 2 x 2 production model. (2003). Falkinger, Josef ; Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:189-206. Full description at Econpapers \|\| Download paper	22
46	2001	A specific-factors view on outsourcing. (2001). Kohler, Wilhelm . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:31-53. Full description at Econpapers \|\| Download paper	22
47	2005	Do consumer-confidence indexes help forecast consumer spending in real time?. (2005). Croushore, Dean. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:435-450. Full description at Econpapers \|\| Download paper	22
48	2001	Unit roots and structural breaks in North American unemployment rates. (2001). Wunnava, Phanindra ; Ewing, Bradley. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:3:p:273-282. Full description at Econpapers \|\| Download paper	21
49	2013	Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738. Full description at Econpapers \|\| Download paper	20
50	2007	Contagion in global equity markets in 1998: The effects of the Russian and LTCM crises. (2007). Martin, Vance ; Fry-McKibbin, Renee ; Dungey, Mardi ; Gonzalez-Hermosillo, Brenda . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:2:p:155-174. Full description at Econpapers \|\| Download paper	20

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

#	Year	Title	Cited
1	2013	Gold as an inflation hedge in a time-varying coefficient framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:208-222. Full description at Econpapers \|\| Download paper	38
2	2013	Conditional correlations and volatility spillovers between crude oil and stock index returns. (2013). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:116-138. Full description at Econpapers \|\| Download paper	31
3	2009	Negative nominal interest rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:3:p:213-238. Full description at Econpapers \|\| Download paper	22
4	2006	Production fragmentation and trade integration: East Asia in a global context. (2006). Yamashita, Nobuaki ; Athukorala, Prema-chandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:233-256. Full description at Econpapers \|\| Download paper	20
5	2014	Islamic equity market integration and volatility spillover between emerging and US stock markets. (2014). Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:452-470. Full description at Econpapers \|\| Download paper	19
6	2013	Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks. (2013). Hammoudeh, Shawkat ; Al-Hassan, Abdullah ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:318-334. Full description at Econpapers \|\| Download paper	19
7	2014	An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153. Full description at Econpapers \|\| Download paper	18
8	2014	What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors. (2014). Hammoudeh, Shawkat ; Demirer, Riza ; Balcilar, Mehmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:418-440. Full description at Econpapers \|\| Download paper	17
9	2005	Estimating equilibrium real interest rates in real time. (2005). Kozicki, Sharon ; Clark, Todd. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:395-413. Full description at Econpapers \|\| Download paper	17
10	2006	Fragmentation and vertical intra-industry trade in East Asia. (2006). Ando, Mitsuyo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:257-281. Full description at Econpapers \|\| Download paper	16
11	2012	Recent trends in measures to manage capital flows in emerging economies. (2012). Pasricha, Gurnain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:286-309. Full description at Econpapers \|\| Download paper	15
12	2010	Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area. (2010). Sousa, Ricardo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:88-105. Full description at Econpapers \|\| Download paper	15
13	2001	Regionalism in the nineties: what effect on trade?. (2001). Soloaga, Isidro ; Wintersb, Alan L.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:1:p:1-29. Full description at Econpapers \|\| Download paper	13
14	2013	Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265. Full description at Econpapers \|\| Download paper	13
15	2015	Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73. Full description at Econpapers \|\| Download paper	12
16	2015	Global 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	12
17	2001	Fragmentation in simple trade models. (2001). Deardorff, Alan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:12:y:2001:i:2:p:121-137. Full description at Econpapers \|\| Download paper	12
18	2007	Fragmentation and parts and components trade: Comparison between East Asia and Europe. (2007). Kimura, Fukunari ; Hayakawa, Kazunobu ; Takahashi, Yuya . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:18:y:2007:i:1:p:23-40. Full description at Econpapers \|\| Download paper	12
19	2003	Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations. (2003). Jeon, Bang ; Hammoudeh, Shawkat ; Li, Huimin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:89-114. Full description at Econpapers \|\| Download paper	12
20	2016	On economic uncertainty, stock market predictability and nonlinear spillover effects. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Kyei, Clement . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:184-191. Full description at Econpapers \|\| Download paper	12
21	2003	Short-run and long-run industry-level estimates of U.S. Armington elasticities. (2003). McDaniel, Christine A. ; Rivera, Sandra A. ; Gallaway, Michael P.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:1:p:49-68. Full description at Econpapers \|\| Download paper	12
22	2010	Understanding the flattening Phillips curve. (2010). Robinson, Tim ; Kuttner, Kenneth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:110-125. Full description at Econpapers \|\| Download paper	11
23	2010	Causes of banking crises revisited. (2010). Klomp, Jeroen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:72-87. Full description at Econpapers \|\| Download paper	11
24	2013	Nonlinear dynamics and recurrence plots for detecting financial crisis. (2013). GUEGAN, Dominique ; Billio, Monica ; Addo, Peter Martey. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:416-435. Full description at Econpapers \|\| Download paper	11
25	2013	Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738. Full description at Econpapers \|\| Download paper	11
26	2008	The impact of bank supervision on loan growth. (2008). Ramirez, Carlos ; Fissel, Gary ; Curry, Timothy J.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:2:p:113-134. Full description at Econpapers \|\| Download paper	10
27	2015	Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38. Full description at Econpapers \|\| Download paper	9
28	2013	Determinants of credit spreads: The role of ambiguity and information uncertainty. (2013). Guo, Liang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:279-297. Full description at Econpapers \|\| Download paper	9
29	1997	Globalization and the open economy. (1997). Arndt, Sven. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:8:y:1997:i:1:p:71-79. Full description at Econpapers \|\| Download paper	9
30	2013	The dynamic interactions among the stock, bond and insurance markets. (2013). Lee, Chien-Chiang ; Huang, Wei-Ling ; Yin, Chun-Hao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:28-52. Full description at Econpapers \|\| Download paper	9
31	2008	Bank interest margins in OECD countries. (2008). Hawtrey, Kim ; Liang, Hanyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:19:y:2008:i:3:p:249-260. Full description at Econpapers \|\| Download paper	9
32	2013	Was the 2007 crisis really a global banking crisis?. (2013). Shehzad, Choudhry Tanveer ; de Haan, Jakob. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:24:y:2013:i:c:p:113-124. Full description at Econpapers \|\| Download paper	8
33	2013	Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216. Full description at Econpapers \|\| Download paper	8
34	2013	The effects of exchange-rate volatility on commodity trade between the U.S. and Brazil. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:70-93. Full description at Econpapers \|\| Download paper	8
35	2003	An estimation of US industry-level capital-labor substitution elasticities: support for Cobb-Douglas. (2003). Balistreri, Edward ; McDaniel, Christine A. ; Wong, Eina Vivian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:3:p:343-356. Full description at Econpapers \|\| Download paper	8
36	2014	Detecting 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	8
37	2006	Financial development and financial liberalization in Asia: Thresholds, institutions and the sequence of liberalization. (2006). Ito, Hiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:17:y:2006:i:3:p:303-327. Full description at Econpapers \|\| Download paper	8
38	2012	The effect of episodes of large capital inflows on domestic credit. (2012). Furceri, Davide ; Rusticelli, Elena ; Guichard, Stephanie . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:3:p:325-344. Full description at Econpapers \|\| Download paper	8
39	2012	Monetary policy announcements and stock reactions: An international comparison. (2012). Mayes, David ; Wang, Shen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:23:y:2012:i:2:p:145-164. Full description at Econpapers \|\| Download paper	8
40	2013	How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches. (2013). Zhang, Zhaoyong ; Ho, Kin-Yip ; Shi, Yanlin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:436-456. Full description at Econpapers \|\| Download paper	8
41	2009	Are regional trading agreements beneficial?: Static and dynamic panel gravity models. (2009). Nowak-Lehmann D., Felicitas ; MartÃÂnez-Zarzoso, Inmaculada ; Martinez-Zarzoso, Inmaculada ; Felicitas, Nowak-Lehmann D. ; Horsewood, Nicholas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:20:y:2009:i:1:p:46-65. Full description at Econpapers \|\| Download paper	8
42	2016	A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55. Full description at Econpapers \|\| Download paper	7
43	2003	The distributional effects of international outsourcing in a 2 x 2 production model. (2003). Falkinger, Josef ; Egger, Hartmut. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:14:y:2003:i:2:p:189-206. Full description at Econpapers \|\| Download paper	7
44	2010	The external finance premium in the Euro area: A dynamic stochastic general equilibrium analysis. (2010). Gelain, Paolo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:1:p:49-71. Full description at Econpapers \|\| Download paper	7
45	2005	The use of real-time information in Phillips-curve relationships for the euro area. (2005). Paloviita, Maritta ; Mayes, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:16:y:2005:i:3:p:415-434. Full description at Econpapers \|\| Download paper	7
46	2014	Is gold investment a hedge against inflation in Pakistan? A co-integration and causality analysis in the presence of structural breaks. (2014). Shahbaz, Muhammad ; Ali, Imran ; Rehman, Ijaz Ur ; Tahir, Mohammad Iqbal . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:190-205. Full description at Econpapers \|\| Download paper	7
47	2014	Transmission of US financial and trade shocks to Asian economies: Implications for spillover of the 2007â2009 US financial crisis. (2014). Yamamoto, Shugo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:27:y:2014:i:c:p:88-103. Full description at Econpapers \|\| Download paper	7
48	2002	Inflation targeting in Chile. (2002). Tapia, Matias ; Schmidt-Hebbel, Klaus. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:13:y:2002:i:2:p:125-146. Full description at Econpapers \|\| Download paper	7
49	2010	Comparing the New Keynesian Phillips Curve with time series models to forecast inflation. (2010). Valderrama, Maria ; Rumler, Fabio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:21:y:2010:i:2:p:126-144. Full description at Econpapers \|\| Download paper	7
50	2011	Weights and pools for a Norwegian density combination. (2011). Thorsrud, Leif ; Smith, Christie ; BjÃÂ¸rnland, Hilde ; Jore, Anne Sofie ; Gerdrup, Karsten . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:22:y:2011:i:1:p:61-76. Full description at Econpapers \|\| Download paper	7

Citing documents used to compute impact factor 111:

Year	Title
2016	Optimal Credit Guarantee Ratio for Asia. (2016). Yoshino, Naoyuki ; TAGHIZADEH-HESARY, Farhad. In: ADBI Working Papers. RePEc:ris:adbiwp:0586. Full description at Econpapers \|\| Download paper
2016	Foreign entry and the Turkish banking system in 2000s. (2016). Levent, Haluk ; Suer, Omur . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:420-435. Full description at Econpapers \|\| Download paper
2016	Determinants of bank CDS spreads in Europe. (2016). Samaniego-Medina, Reyes ; di Pietro, Filippo ; Parrado-Martinez, Purificacion ; Trujillo-Ponce, Antonio . In: Journal of Economics and Business. RePEc:eee:jebusi:v:86:y:2016:i:c:p:1-15. Full description at Econpapers \|\| Download paper
2016	Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level. (2016). Oxley, Les ; Hu, Yang . In: Working Papers in Economics. RePEc:wai:econwp:16/06. Full description at Econpapers \|\| Download paper
2016	Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83. Full description at Econpapers \|\| Download paper
2016	Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti . In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730. Full description at Econpapers \|\| Download paper
2016	Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233. Full description at Econpapers \|\| Download paper
2016	Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102. Full description at Econpapers \|\| Download paper
2016	Asset market response to monetary policy news from SNB press releases. (2016). Huning, Hendrik . In: HWWI Research Papers. RePEc:zbw:hwwirp:177. Full description at Econpapers \|\| Download paper
2016	Life cycle costing of diesel, natural gas, hybrid and hydrogen fuel cell bus systems: An Australian case study. (2016). Pryor, Trevor ; Ally, Jamie . In: Energy Policy. RePEc:eee:enepol:v:94:y:2016:i:c:p:285-294. Full description at Econpapers \|\| Download paper
2016	Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66. Full description at Econpapers \|\| Download paper
2016	Hedging Inflation with Individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper Series. RePEc:rim:rimwps:16-11. Full description at Econpapers \|\| Download paper
2016	Hedging inflation with individual US stocks: A long-run portfolio analysis. (2016). Panagiotidis, Theodore ; Bampinas, Georgios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:374-392. Full description at Econpapers \|\| Download paper
2016	On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140. Full description at Econpapers \|\| Download paper
2016	Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39. Full description at Econpapers \|\| Download paper
2016	Another explanation of the mutual fund fee puzzle. (2016). Hu, May ; Lim, Jin Hao ; Chao, Chi-Chur . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:134-152. Full description at Econpapers \|\| Download paper
2016	Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Yang, Chunpeng ; Zhou, Liyun . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:39-53. Full description at Econpapers \|\| Download paper
2016	Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9. Full description at Econpapers \|\| Download paper
2016	Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38. Full description at Econpapers \|\| Download paper
2016	Effect of Managerial Overconfidence and Compensation on Share Repurchase: Empirical Evidence from Taiwanese Firms. (2016). Liu, Tzu-Yu ; Diaz, John Francis . In: Asian Academy of Management Journal of Accounting and Finance (AAMJAF). RePEc:usm:journl:aamjaf01201_153-179. Full description at Econpapers \|\| Download paper
2016	Option pricing on foreign exchange in a Markov-modulated, incomplete-market economy. (2016). Lian, Yu-Min ; Chen, Jun-Home . In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:208-219. Full description at Econpapers \|\| Download paper
2016	Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46. Full description at Econpapers \|\| Download paper
2016	Do global financial distress and uncertainties impact GCC and global sukuk return dynamics?. (2016). Naifar, Nader ; Hammoudeh, Shawkat . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:39:y:2016:i:c:p:57-69. Full description at Econpapers \|\| Download paper
2016	Dynamic transmissions between Sukuk and bond markets. (2016). Awartani, Basel ; Maghyereh, Aktham I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:246-261. Full description at Econpapers \|\| Download paper
2016	Dependence structure between sukuk (Islamic bonds) and stock market conditions: An empirical analysis with Archimedean copulas. (2016). Naifar, Nader ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Hammoudeh, Shawkat . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:148-165. Full description at Econpapers \|\| Download paper
2016	Dynamic correlations and volatility linkages between stocks and sukuk: Evidence from international markets. (2016). Miani, Stefano ; Sclip, Alex ; Dreassi, Alberto ; Paltrinieri, Andrea . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:34-44. Full description at Econpapers \|\| Download paper
2016	Who is more visionary in mergers: Commercial vs. investment banks. (2016). Lin, Lin ; Yang, Chung-Chun ; Hsu, Chien-Lung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:133-152. Full description at Econpapers \|\| Download paper
2016	Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359. Full description at Econpapers \|\| Download paper
2016	Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339. Full description at Econpapers \|\| Download paper
2016	The term structure of interest rates in an estimated New Keynesian policy model. (2016). Buncic, Daniel ; Lentner, Philipp . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:50:y:2016:i:c:p:126-150. Full description at Econpapers \|\| Download paper
2016	Filling the gaps smoothly. (2016). Itkin, Andrey ; Lipton, Alexander. In: Papers. RePEc:arx:papers:1608.05145. Full description at Econpapers \|\| Download paper
2016	Macro-economic determinants of European stock and government bond correlations: A tale of two regions. (2016). Vermeulen, Wessel ; Perego, Erica R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:214-232. Full description at Econpapers \|\| Download paper
2016	Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications. (2016). Shahzad, Syed Jawad Hussain ; Kumar, Ronald ; Ameer, Saba ; Ali, Sajid ; Hussain, Syed Jawad . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:8-33. Full description at Econpapers \|\| Download paper
2016	Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation. (2016). Bradford, Marc ; Lahiani, Amine ; Elmarzougui, Abdelaziz . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:42-53. Full description at Econpapers \|\| Download paper
2016	Do long-term bonds hedge equity risk? Evidence from Spain. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n275-16.pdf. Full description at Econpapers \|\| Download paper
2016	Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model. (2016). GUPTA, RANGAN ; Sun, Xiaojin . In: Working Papers. RePEc:pre:wpaper:201641. Full description at Econpapers \|\| Download paper
2016	Knowledge recombination along the technology life cycle. (2016). Kalthaus, Martin. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-012. Full description at Econpapers \|\| Download paper
2016	Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201639. Full description at Econpapers \|\| Download paper
2016	Dynamic Comovements Between Housing and Oil Markets in the US over 1859 to 2013: a Note. (2016). Muteba Mwamba, John Weirstrasd ; GUPTA, RANGAN ; Antonakakis, Nikolaos. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:44:y:2016:i:3:d:10.1007_s11293-016-9508-4. Full description at Econpapers \|\| Download paper
2016	Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis . In: Working Papers. RePEc:pre:wpaper:201637. Full description at Econpapers \|\| Download paper
2016	Causal Relationships between Economic Policy Uncertainty and Housing Market Returns in China and India: Evidence from Linear and Nonlinear Panel and Time Series Models. (2016). Wong, Wing-Keung ; GUPTA, RANGAN ; Chow, Sheung ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201674. Full description at Econpapers \|\| Download paper
2016	The impacts of financial development on growth:A time-varying causality analysis for Turkey. (2016). AK, Mehmet Zeki ; Altinta, Mehmet Nurullah ; Kirca, Mustafa . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:34:y:2016:i:2:p:529-554. Full description at Econpapers \|\| Download paper
2016	Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14. Full description at Econpapers \|\| Download paper
2016	Management, financing and taxation of housing stock in the shrinking cities of aging societies. (2016). Bogataj, David ; McDonnell, Diego Ros . In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:2-13. Full description at Econpapers \|\| Download paper
2016	Linkages in the term structure of interest rates across sovereign bond markets. (2016). Bhaduri, Saumitra ; Sowmya, Subramaniam ; Prasanna, Krishna . In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:118-139. Full description at Econpapers \|\| Download paper
2016	Is momentum trading profitable from Shariah compliant stocks?. (2016). , Mamunurrashid ; Ee, Mong Shan ; Li, Bob ; Rashid, Mamunur . In: Review of Financial Economics. RePEc:eee:revfin:v:31:y:2016:i:c:p:56-63. Full description at Econpapers \|\| Download paper
2016	Housing market volatility connectedness among G7 countries. (2016). Lee, Hahn Shik . In: Working Papers. RePEc:sgo:wpaper:1605. Full description at Econpapers \|\| Download paper
2016	Real estate global beta and spillovers: An international study. (2016). Liow, Kim ; Newell, Graeme . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:297-313. Full description at Econpapers \|\| Download paper
2016	Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States. (2016). Hamori, Shigeyuki ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:163-171. Full description at Econpapers \|\| Download paper
2016	Asset Allocation Brewed Accross African Stock Markets. (2016). Mensah, Lord . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:3205757. Full description at Econpapers \|\| Download paper
2016	Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach. (2016). Hou, Yang ; Li, Steven . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:884-897. Full description at Econpapers \|\| Download paper
2016	Islamic financial markets and global crises: Contagion or decoupling?. (2016). Naifar, Nader ; Kenourgios, Dimitris ; Dimitriou, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:36-46. Full description at Econpapers \|\| Download paper
2016	On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140. Full description at Econpapers \|\| Download paper
2016	Volatility Spillover between Islamic and conventional stock markets: evidence from Quantile Regression analysis. (2016). Ben Rejeb, Aymen. In: MPRA Paper. RePEc:pra:mprapa:73302. Full description at Econpapers \|\| Download paper
2016	Market integration between conventional and Islamic stock prices. (2016). JOUINI, Jamel ; Mansour, Walid ; Majdoub, Jihed . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:436-457. Full description at Econpapers \|\| Download paper
2016	Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach. (2016). Naifar, Nader. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:29-39. Full description at Econpapers \|\| Download paper
2016	Are Islamic Equity Markets âSafe Havensâ? Testing the Contagion Effect using DCC-GARCH. (2016). BuÄan, Mehmet ; Kilic, Yunus . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:6:y:2016:i:4:p:167-176. Full description at Econpapers \|\| Download paper
2016	Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; CuÃÂ±ado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201616. Full description at Econpapers \|\| Download paper
2016	Testing financial markets convergence in Central and Eastern Europe: A non-linear single factor model. (2016). Nioi, Mihai ; Pochea, Maria Miruna . In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:2:p:323-334. Full description at Econpapers \|\| Download paper
2016	Inflation forecasts and forecaster herding: Evidence from South African survey data. (2016). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:62:y:2016:i:c:p:42-50. Full description at Econpapers \|\| Download paper
2016	Risk Management in Energy Sector Using Short Call Ladder Strategy. (2016). Soltes, Michal ; Harcarikova, Monika . In: Montenegrin Journal of Economics. RePEc:mje:mjejnl:v:12:y:2016:i:3:p:39-54. Full description at Econpapers \|\| Download paper
2016	Do foreign institutions outperform in the Taiwan options market?. (2016). Lin, William T ; Chiu, Peter ; Tsai, Shih-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:101-115. Full description at Econpapers \|\| Download paper
2016	The Christmas effectâSpecial dividend announcements. (2016). Beladi, Hamid ; Chao, Chi Chur ; Hu, May . In: International Review of Financial Analysis. RePEc:eee:finana:v:43:y:2016:i:c:p:15-30. Full description at Econpapers \|\| Download paper
2016	Derivative markets in emerging economies: A survey. (2016). Atilgan, Yigit ; Simsek, Koray D ; Demirtas, Ozgur K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:88-102. Full description at Econpapers \|\| Download paper
2016	The High Frequency Impact of Macroeconomic Announcements in the Brazilian Futures Markets. (2016). Medeiros, Marcelo ; Pinto, Marcio Gomes ; Santos, Francisco Luna . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:36:y:2016:i:2:a:46421. Full description at Econpapers \|\| Download paper
2016	The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective. (2016). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201643. Full description at Econpapers \|\| Download paper
2016	Does speculation in the oil market drive investor herding in net exporting nations?. (2016). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat . In: Working Papers. RePEc:emu:wpaper:15-29.pdf. Full description at Econpapers \|\| Download paper
2016	Analysis of Herding in REITs of an Emerging Market: The Case of Turkey. (2016). GUPTA, RANGAN ; coskun, yener ; Akinsomi, Omokolade. In: Working Papers. RePEc:pre:wpaper:201666. Full description at Econpapers \|\| Download paper
2016	Herding and excessive risk in the American stock market: A sectoral analysis. (2016). Bouraoui, Omar ; Litimi, Houda ; Bensaida, Ahmed . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:6-21. Full description at Econpapers \|\| Download paper
2016	The responses of BRICS Equities to Chinas Slowdown: A Multi-Scale Causality Analysis. (2016). Selmi, Refk ; bouoiyour, jamal. In: Working Papers. RePEc:tac:wpaper:2015-2016_7. Full description at Econpapers \|\| Download paper
2016	Brexit concerns, UK and European equities: A lose-lose scenario?. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70519. Full description at Econpapers \|\| Download paper
2016	Is uncertainty over Brexit damaging the UK and European equities?. (2016). Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:70520. Full description at Econpapers \|\| Download paper
2016	The Impact of the 2008 Global Financial Crisis on the Structure of the Transmission of Price Innovations Across Financial Markets: The Case of Southwest Asian Equity Markets. (2016). Qunfeng, Liao ; John, Stephens ; Seyed, Mehdian. In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:63:y:2016:i:2:p:195-208:n:5. Full description at Econpapers \|\| Download paper
2016	Who is more visionary in mergers: Commercial vs. investment banks. (2016). Lin, Lin ; Yang, Chung-Chun ; Hsu, Chien-Lung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:133-152. Full description at Econpapers \|\| Download paper
2016	Going public via special purpose acquisition companies: Frogs do not turn into princes. (2016). Tykvova, Tereza ; Kolb, Johannes . In: Journal of Corporate Finance. RePEc:eee:corfin:v:40:y:2016:i:c:p:80-96. Full description at Econpapers \|\| Download paper
2016	Evidence of risk premiums in emerging market carry trade currencies. (2016). Coelho, Marcelo Bittencourt ; Figueiredo, Antonio Carlos ; Klotzle, Marcelo Cabus . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:103-115. Full description at Econpapers \|\| Download paper
2016	Foreign entry and the Turkish banking system in 2000s. (2016). Levent, Haluk ; Suer, Omur . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:420-435. Full description at Econpapers \|\| Download paper
2016	Loan supply shocks in Macedonia: a Bayesian SVAR approach with sign restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina . In: Working Papers. RePEc:mae:wpaper:2016-02. Full description at Econpapers \|\| Download paper
2016	Loan Supply Shocks in Macedonia: A Bayesian SVAR Approach with Sign Restrictions. (2016). Kabashi, Rilind ; Suleva, Katerina . In: Croatian Economic Survey. RePEc:iez:survey:ces-v18_1-2016_kabashi-suleva. Full description at Econpapers \|\| Download paper
2016	Credit cycles and real activity - the Swiss case. (2016). Scheufele, Rolf ; Baeurle, Gregor ; Baurle, Gregor . In: Working Papers. RePEc:snb:snbwpa:2016-13. Full description at Econpapers \|\| Download paper
2016	The bank-lending channel empirically revisited. (2016). Halvorsen, Jorn I ; Jacobsen, Dag Henning . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:95-105. Full description at Econpapers \|\| Download paper
2016	Insurance penetration and economic growth nexus: Cross-country evidence from ASEAN. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Norman, Neville R ; Pradhan, Rudra P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:447-458. Full description at Econpapers \|\| Download paper
2016	The dynamic linkage between insurance activities and banking credit: Some new evidence from global countries. (2016). Zhang, Chengsi ; Liu, Guanchun . In: International Review of Economics & Finance. RePEc:eee:reveco:v:44:y:2016:i:c:p:40-53. Full description at Econpapers \|\| Download paper
2016	The source of stock return fluctuation in Taiwan. (2016). Liu, De-Chih . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:61:y:2016:i:c:p:77-88. Full description at Econpapers \|\| Download paper
2016	A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55. Full description at Econpapers \|\| Download paper
2016	Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach. (2016). Lahiani, Amine ; HOANG, Thi Hong Van ; Heller, David ; van Hoang, Thi Hong . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:54-66. Full description at Econpapers \|\| Download paper
2016	Is the relationship between macroeconomy and stock market liquidity mutually reinforcing? Evidence from an emerging market. (2016). Ur, Ijaz ; Zainudin, Rozaimah ; Mahdzan, Nurul Shahnaz . In: International Journal of Monetary Economics and Finance. RePEc:ids:ijmefi:v:9:y:2016:i:3:p:294-316. Full description at Econpapers \|\| Download paper
2016	Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. (2016). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed . In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:290-301. Full description at Econpapers \|\| Download paper
2016	Another explanation of the mutual fund fee puzzle. (2016). Hu, May ; Lim, Jin Hao ; Chao, Chi-Chur . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:134-152. Full description at Econpapers \|\| Download paper
2016	Optimal allocation of government bond funds through the business cycle. Is money smart?. (2016). Laborda, Ricardo ; Muoz, Fernando . In: International Review of Economics & Finance. RePEc:eee:reveco:v:45:y:2016:i:c:p:46-67. Full description at Econpapers \|\| Download paper
2016	The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010. Full description at Econpapers \|\| Download paper
2016	Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. (2016). Brooks, Rob ; Fenech, Jean Pierre ; Silvapulle, Param ; Thomas, Alice. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:83-92. Full description at Econpapers \|\| Download paper
2016	Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145. Full description at Econpapers \|\| Download paper
2016	Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101. Full description at Econpapers \|\| Download paper
2016	Do aircraft perquisites cause CEOs to withhold bad news?. (2016). Huang, Chia-Wei ; Lin, Chih-Yen . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:189-202. Full description at Econpapers \|\| Download paper
2016	Option pricing model with sentiment. (2016). Yang, Chunpeng ; Gao, Bin . In: Review of Derivatives Research. RePEc:kap:revdev:v:19:y:2016:i:2:d:10.1007_s11147-015-9118-3. Full description at Econpapers \|\| Download paper
2016	Does the Shariah screening process matter? Evidence from Shariah compliant portfolios. (2016). Ashraf, Dawood ; Khawaja, Mohsin . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:s:p:77-92. Full description at Econpapers \|\| Download paper
2016	Real estate returns predictability revisited: novel evidence from the US REITs market. (2016). GUPTA, RANGAN ; Akinsomi, Omokolade ; Economou, Fotini ; Babalos, Vassilios ; Aye, Goodness C. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:3:d:10.1007_s00181-015-1037-5. Full description at Econpapers \|\| Download paper
2016	Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83. Full description at Econpapers \|\| Download paper
2016	The volatility dynamics of spot and futures gold prices: Evidence from Russia. (2016). Kirkulak, Berna ; Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:474-484. Full description at Econpapers \|\| Download paper
2016	Multiscale dependence analysis and portfolio risk modeling for precious metal markets. (2016). Liu, Youjin ; Yu, Lean ; Lai, Kin Keung ; He, Kaijian . In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:224-233. Full description at Econpapers \|\| Download paper
2016	How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: BIS Working Papers. RePEc:bis:biswps:541. Full description at Econpapers \|\| Download paper
2016	Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK. (2016). Tamakoshi, Go ; Hamori, Shigeyuki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:288-296. Full description at Econpapers \|\| Download paper
2016	Crude oil prices and sectoral stock returns in Jordan around the Arab uprisings of 2010. (2016). Bouri, Elie ; Maghyereh, Aktham ; Awartani, Basel . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:205-214. Full description at Econpapers \|\| Download paper
2016	How do global investors differentiate between sovereign risks? The new normal versus the old. (2016). Remolona, Eli ; Amstad, Marlene ; Shek, Jimmy . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:66:y:2016:i:c:p:32-48. Full description at Econpapers \|\| Download paper
2016	Spillover effects from euro area monetary policy across the EU: A factor-augmented VAR approach. (2016). Potjagailo, Galina. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2033. Full description at Econpapers \|\| Download paper
2016	Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222. Full description at Econpapers \|\| Download paper
2016	CEO Overconfidence, Leadership Ethics, and Institutional Investors. (2016). Park, Joohee ; Chung, Chune Young . In: Sustainability. RePEc:gam:jsusta:v:9:y:2016:i:1:p:14-:d:85988. Full description at Econpapers \|\| Download paper
2016	Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201680. Full description at Econpapers \|\| Download paper
2016	Financial crises and estimation bias in international bond markets. (2016). Juneja, Januj A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:593-607. Full description at Econpapers \|\| Download paper
2016	Conditional dependence of US and EU sovereign CDS: A time-varying copula-based estimation. (2016). Bradford, Marc ; Lahiani, Amine ; Elmarzougui, Abdelaziz . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:42-53. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Volatility transmission across currencies and commodities with US uncertainty measures. (2016). Otranto, Edoardo ; Ramchander, Sanjay ; Hammoudeh, Shawkat . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:63-83. Full description at Econpapers \|\| Download paper
2016	Locational concentration and institutional diversification: Evidence from foreign direct investments in the banking industry. (2016). Han, I ; Chan, Kam C ; Liang, Hsin-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:38:y:2016:i:c:p:185-199. Full description at Econpapers \|\| Download paper
2016	On the dynamic links between commodities and Islamic equity. (2016). Ng, Adam ; Inghelbrecht, Koen ; Disli, Mustafa ; Nagayev, Ruslan . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:125-140. Full description at Econpapers \|\| Download paper
2016	Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis. (2016). GUPTA, RANGAN ; Bekiros, Stelios ; Majumdar, Anandamayee . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:291-296. Full description at Econpapers \|\| Download paper
2016	Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125. Full description at Econpapers \|\| Download paper
2016	Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:74-80. Full description at Econpapers \|\| Download paper
2016	Firm geographic location and voluntary disclosure. (2016). Derouiche, Imen ; Zemzem, Ahmed ; Jaafar, Kaouther . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:29-47. Full description at Econpapers \|\| Download paper
2016	Characterizing monetary and fiscal policy rules and interactions when commodity prices matter. (2016). Middleditch, Paul ; Chuku, Chuku. In: Centre for Growth and Business Cycle Research Discussion Paper Series. RePEc:man:cgbcrp:222. Full description at Econpapers \|\| Download paper
2016	Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee . In: Working Papers. RePEc:pre:wpaper:201626. Full description at Econpapers \|\| Download paper
2016	Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; ChuliÃÂ¡, Helena ; Chulia, Helena . In: Working Papers. RePEc:pre:wpaper:201656. Full description at Econpapers \|\| Download paper
2016	Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671. Full description at Econpapers \|\| Download paper
2016	Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675. Full description at Econpapers \|\| Download paper
2016	On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy . In: Working Papers. RePEc:pre:wpaper:201677. Full description at Econpapers \|\| Download paper
2016	Stock-Market Expectations: Econometric Evidence that both REH and Behavioral Insights Matter. (2016). Stillwagon, Josh ; Frydman, Roman . In: Working Papers Series. RePEc:thk:wpaper:44. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Communication about future policy rates in theory and practice: A Survey. (2015). Moessner, Richhild ; Jansen, David-Jan ; de Haan, Jakob. In: DNB Working Papers. RePEc:dnb:dnbwpp:475. Full description at Econpapers \|\| Download paper
2015	Pollution, health and economic growth. (2015). Chao, Chi-Chur ; Hu, Shih-Wen ; Tai, Meng-Yi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:155-161. Full description at Econpapers \|\| Download paper
2015	Option pricing under truncated GramâCharlier expansion. (2015). Huang, Hung-Hsi ; Lin, Shin-Hung . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:32:y:2015:i:c:p:77-97. Full description at Econpapers \|\| Download paper
2015	Does the bank risk concentration freeze the interbank system?. (2015). Lucchetta, Marcella. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:149-166. Full description at Econpapers \|\| Download paper
2015	Static hedging of chained-type barrier options. (2015). Jun, Doobae ; Ku, Hyejin . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:317-327. Full description at Econpapers \|\| Download paper
2015	Temporal causality between house prices and output in the US: A bootstrap rolling-window approach. (2015). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Das, Sonali ; Nyakabawo, Wendy . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:55-73. Full description at Econpapers \|\| Download paper
2015	Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas. (2015). Tiwari, Aviral ; Jammazi, Rania ; Moya, Pablo ; Ferrer, Roman ; Kr, Aviral . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:74-93. Full description at Econpapers \|\| Download paper
2015	Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253. Full description at Econpapers \|\| Download paper
2015	On the relation between currency and banking crises in developing countries, 1980â2010. (2015). Jing, Zhongbo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:267-291. Full description at Econpapers \|\| Download paper
2015	Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102. Full description at Econpapers \|\| Download paper
2015	Contagion and banking crisis â International evidence for 2007â2009. (2015). Gajurel, Dinesh ; Dungey, Mardi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:60:y:2015:i:c:p:271-283. Full description at Econpapers \|\| Download paper
2015	Asymmetric Information, Bank Lending and Implicit Contracts: Differences between Banks. (2015). Niinimaki, Juha-Pekka . In: Czech Economic Review. RePEc:fau:aucocz:au2015_074. Full description at Econpapers \|\| Download paper
2015	Dissecting Models Forecasting Performance. (2015). Siliverstovs, Boriss. In: KOF Working papers. RePEc:kof:wpskof:15-397. Full description at Econpapers \|\| Download paper
2015	Is investing in Islamic stocks profitable? Evidence from the Dow Jones Islamic market indexes. (2015). Smyth, Russell ; Mishra, Vinod ; Lean, Hooi Hooi. In: Monash Economics Working Papers. RePEc:mos:moswps:2015-33. Full description at Econpapers \|\| Download paper
2015	On 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
2015	Students? Project-Based Learning: Local Commercial Products and Marketing Mix. (2015). Khairiree, Krongthong ; Meenanun, Chonnart . In: Proceedings of International Academic Conferences. RePEc:sek:iacpro:2604495. Full description at Econpapers \|\| Download paper
2015	Global Equity Market Volatility Spillovers: A Broader Role for the United States. (2015). Buncic, Daniel ; Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2015:08. Full description at Econpapers \|\| Download paper
2015	Macroeconomic Factors and Equity Premium Predictability. (2015). Buncic, Daniel ; Tischhauser, Martin . In: Economics Working Paper Series. RePEc:usg:econwp:2015:22. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Wleklinska, Dagna ; Gorna, Karolina ; Szulc, Elzbieta . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:125-144. Full description at Econpapers \|\| Download paper
2014	Statistics 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
2014	Globalisation and monetary policyâA FAVAR analysis for the G7 and the eurozone. (2014). Belke, Ansgar ; Rees, Andreas . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:306-321. Full description at Econpapers \|\| Download paper
2014	Linkages between emerging and developed equity markets: Empirical evidence in the PMG framework. (2014). JOUINI, Jamel ; Boubaker, Sabri. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:322-335. Full description at Econpapers \|\| Download paper
2014	The deterministic shift extension and the affine dynamic NelsonâSiegel model. (2014). HILLION, ALAIN ; DANG-NGUYEN, STEPHANE ; LE CAILLEC, JEAN-MARC . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:402-417. Full description at Econpapers \|\| Download paper
2014	Adjusting MV-efficient portfolio frontier bias for skewed and non-mesokurtic returns. (2014). Chiu, Chia-Yung ; Lin, Shin-Hung ; Huang, Hung-Hsi ; Wang, Ching-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:59-83. Full description at Econpapers \|\| Download paper
2014	An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153. Full description at Econpapers \|\| Download paper
2014	Do institutional investors monitor management? Evidence from the relationship between institutional ownership and capital structure. (2014). Chung, Chune Young ; Wang, Kainan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:203-233. Full description at Econpapers \|\| Download paper
2014	The real effects of inflation in a developing economy with external debt and sovereign risk. (2014). Assibey-Yeboah, Mark ; Mohsin, Mohammed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:40-55. Full description at Econpapers \|\| Download paper
2014	US dollar exchange rate and food price dependence: Implications for portfolio risk management. (2014). Reboredo, Juan ; Ugando, Mikel . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:72-89. Full description at Econpapers \|\| Download paper
2014	Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:30:y:2014:i:c:p:189-206. Full description at Econpapers \|\| Download paper
2014	Volatility spillovers and dynamic correlation between liquidity risk factors in Tunisian banks. (2014). Ghorbel, Achraf ; Boujelbne, Younes ; Ghorbel-Zouari, Sonia . In: International Journal of Managerial and Financial Accounting. RePEc:ids:injmfa:v:6:y:2014:i:1:p:1-26. Full description at Econpapers \|\| Download paper
2014	Chinaâs Monetary Policy and Commodity Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-298. Full description at Econpapers \|\| Download paper
2014	US Monetary Policy and Commodity Sector Prices. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Working Papers. RePEc:ipg:wpaper:2014-438. Full description at Econpapers \|\| Download paper
2014	Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-470. Full description at Econpapers \|\| Download paper
2014	Relationship between Developed, Emerging and South Asian Equity Markets: Empirical Evidence with a Multivariate Framework Analysis. (2014). Shahzad, Syed Jawad Hussain ; Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Zakaria, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:60398. Full description at Econpapers \|\| Download paper
2014	Co-Movement of Pakistan Stock Exchange with India, S&P 500 and Nikkei 225: A Time-frequency (Wavelets) Analysis. (2014). Rehman, Mobeen Ur ; Ahmed, Tanveer ; Shahzad, Syed Jawad Hussain, ; Khalid, Saniya ; Zakaria, Muhammad . In: MPRA Paper. RePEc:pra:mprapa:60579. Full description at Econpapers \|\| Download paper
2014	Forecasting the Price of Gold Using Dynamic Model Averaging. (2014). Hammoudeh, Shawkat ; GUPTA, RANGAN ; Aye, Goodness C. ; Kim, Won Joong . In: Working Papers. RePEc:pre:wpaper:201415. Full description at Econpapers \|\| Download paper
2014	Real Estate Returns Predictability Revisited: Novel Evidence from the US REITs Market. (2014). GUPTA, RANGAN ; BABALOS, VASSILIOS ; Akinsomi, Omokolade ; Economou, Fotini ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201454. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets. (2013). Palomba, Giulio ; Nicolau, Mihaela ; TRAINI, Ilaria . In: Working Papers. RePEc:anc:wpaper:394. Full description at Econpapers \|\| Download paper
2013	Inflation Targeting and Financial Stability: A Perspective from the Developing World. (2013). Pereira da Silva, Luiz Awazu ; AgÃÂ©nor, Pierre-Richard ; Luiz A. Pereira da Silva, ; Agenor, Pierre-Richard . In: Working Papers Series. RePEc:bcb:wpaper:324. Full description at Econpapers \|\| Download paper
2013	The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/27. Full description at Econpapers \|\| Download paper
2013	Foreign exchange risk in a managed float regime: A case study of Pakistani rupee. (2013). Uppal, Jamshed ; Naseem, Imran ; Mudakkar, Syeda Rabab ; Shah, Ghias Ud Din, ; Zaman, Khalid. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:409-417. Full description at Econpapers \|\| Download paper
2013	Product variety, finite changes and wage inequality. (2013). Marjit, Sugata ; Kar, Saibal ; Dutta, Meghna. In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:610-613. Full description at Econpapers \|\| Download paper
2013	Risk management and financial derivatives: An overview. (2013). McAleer, Michael ; Hammoudeh, Shawkat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:109-115. Full description at Econpapers \|\| Download paper
2013	What did Frederick the great know about financial engineering? A survey of recent covered bond market developments and research. (2013). Larsson, Carl F.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:25:y:2013:i:c:p:22-39. Full description at Econpapers \|\| Download paper
2013	Dynamic relationships between industry returns and stock market returns. (2013). Lee, Chien-Chiang ; Chang, Chi-Hung ; Chen, Mei-Ping . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:119-144. Full description at Econpapers \|\| Download paper
2013	Portfolio selection and portfolio frontier with background risk. (2013). Wang, Ching-Ping ; Huang, Hung-Hsi . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:177-196. Full description at Econpapers \|\| Download paper
2013	Spillovers of currency carry trade returns, market risk sentiment, and U.S. market returns. (2013). Lee, Hsiu-Chuan ; Chang, Shu-Lien . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:197-216. Full description at Econpapers \|\| Download paper
2013	Dynamic price integration in the global gold market. (2013). Chang, Chia-Lin ; Huang, Yi-Wei ; della Chang, Jui-Chuan . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:227-235. Full description at Econpapers \|\| Download paper
2013	Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265. Full description at Econpapers \|\| Download paper
2013	The role of banking regulation in an economy under credit risk and liquidity shock. (2013). Divino, Jose Angelo ; da Silva, Marcos Soares . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:266-281. Full description at Econpapers \|\| Download paper
2013	Separating Information Maximum Likelihood estimation of the integrated volatility and covariance with micro-market noise. (2013). Kunitomo, Naoto ; Sato, Seisho . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:282-309. Full description at Econpapers \|\| Download paper
2013	Pricing options on stocks denominated in different currencies: Theory and illustrations. (2013). Li, Johnny Siu-Hang ; Chan, Wai-Sum ; Ng, Andrew C. Y., . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:339-354. Full description at Econpapers \|\| Download paper
2013	EVT and tail-risk modelling: Evidence from market indices and volatility series. (2013). Powell, Robert ; Allen, David ; Singh, Abhay K.. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:355-369. Full description at Econpapers \|\| Download paper
2013	Quantitative evaluation of contingent capital and its applications. (2013). Gupta, Anshul ; Nishiyama, Yoshihiko ; Akuzawa, Toshinao . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:457-486. Full description at Econpapers \|\| Download paper
2013	High quantiles estimation with Quasi-PORT and DPOT: An application to value-at-risk for financial variables. (2013). Hammoudeh, Shawkat ; Alves, Isabel Fraga ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:487-496. Full description at Econpapers \|\| Download paper
2013	Is small beautiful? Size effects of volatility spillovers for firm performance and exchange rates in tourism. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:519-534. Full description at Econpapers \|\| Download paper
2013	Deciphering the Libor and Euribor Spreads during the subprime crisis. (2013). Sartore, Domenico ; Pelizzon, Loriana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:565-585. Full description at Econpapers \|\| Download paper
2013	Asset price, risk transfer and economic activities: Firm-level evidence from China. (2013). Huang, Ying Sophie ; Wang, Yizhong . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:663-676. Full description at Econpapers \|\| Download paper
2013	Has recent financial crisis changed permanently the correlations between BRICS and developed stock markets?. (2013). Zhang, Bing ; Li, Xindan ; Yu, Honghai . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:725-738. Full description at Econpapers \|\| Download paper
2013	On pollution permits and abatement. (2013). Oladi, Reza ; Beladi, Hamid ; Liu, LU. In: Economics Letters. RePEc:eee:ecolet:v:119:y:2013:i:3:p:302-305. Full description at Econpapers \|\| Download paper
2013	Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha. In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678. Full description at Econpapers \|\| Download paper
2013	On the short- and long-run efficiency of energy and precious metal markets. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; Arouri, Mohamed El Hedi, . In: Energy Economics. RePEc:eee:eneeco:v:40:y:2013:i:c:p:832-844. Full description at Econpapers \|\| Download paper
2013	Oil 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
2013	Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:621-636. Full description at Econpapers \|\| Download paper
2013	Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:38695. Full description at Econpapers \|\| Download paper
2013	The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin ; Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:41465. Full description at Econpapers \|\| Download paper
2013	A Non-Parametric and Entropy Based Analysis of the Relationship between the VIX and S&P 500. (2013). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:6-30:d:29740. Full description at Econpapers \|\| Download paper
2013	Regime changes and the impact of currency depreciations: the case of SpanishâUS industry trade. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:1:p:21-37. Full description at Econpapers \|\| Download paper
2013	Impact of exchange-rate variability on commodity trade between U.S. and Germany. (2013). Bahmani-Oskooee, Mohsen ; Hajilee, Masoomeh . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:2:p:287-324. Full description at Econpapers \|\| Download paper
2013	Exchange-rate variability and U.S.-French trade flows: evidence from industry data. (2013). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah . In: Empirica. RePEc:kap:empiri:v:40:y:2013:i:4:p:685-719. Full description at Econpapers \|\| Download paper
2013	Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:10:y:2013:i:3:p:453-468. Full description at Econpapers \|\| Download paper
2013	Recent Developments in Financial Economics and Econometrics:An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: KIER Working Papers. RePEc:kyo:wpaper:842. Full description at Econpapers \|\| Download paper
2013	Two-moment decision model for location-scale family with background asset. (2013). Zhu, Lixing ; Wong, Wing-Keung ; Guo, XU. In: MPRA Paper. RePEc:pra:mprapa:43864. Full description at Econpapers \|\| Download paper
2013	Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Shahbaz, Muhammad ; Ali, Imran ; Tahir, Mohammad Iqbal . In: MPRA Paper. RePEc:pra:mprapa:47924. Full description at Econpapers \|\| Download paper
2013	The non-negative constraint on the nominal interest rate and the effects of monetary policy. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49394. Full description at Econpapers \|\| Download paper
2013	Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia . In: MPRA Paper. RePEc:pra:mprapa:50940. Full description at Econpapers \|\| Download paper
2013	Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130021. Full description at Econpapers \|\| Download paper
2013	The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130118. Full description at Econpapers \|\| Download paper
2013	Recent Developments in Financial Economics and Econometrics: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1303. Full description at Econpapers \|\| Download paper
2013	Effects of taxation on European multi-nationalsâ financing and profits. (2013). Lutz, Stefan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1304. Full description at Econpapers \|\| Download paper
2013	R&D, IP, and firm profits in the automotive supplier industry. (2013). Lutz, Stefan. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1315. Full description at Econpapers \|\| Download paper
2013	The Impact of China on Stock Returns and Volatility in the Taiwan Tourism Industry. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1330. Full description at Econpapers \|\| Download paper
2013	Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1336. Full description at Econpapers \|\| Download paper
2013	Mean-variance portfolio methods for energy policy risk management. (2013). Ramos-Real, Francisco ; Puch, Luis ; Marrero, Gustavo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1341. Full description at Econpapers \|\| Download paper
2013	. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	The North American Journal of Economics and Finance / Elsevier	106
2	MPRA Paper / University Library of Munich, Germany	55
3	Economic Modelling / Elsevier	39
4	International Review of Economics & Finance / Elsevier	16
5	Journal of International Money and Finance / Elsevier	13
6	CEPR Discussion Papers / C.E.P.R. Discussion Papers	13
7	Chapters / Edward Elgar Publishing	11
8	NIPE Working Papers / NIPE - Universidade do Minho	11
9	Research in International Business and Finance / Elsevier	10
10	Open Economies Review / Springer	10
11	IMF Working Papers / International Monetary Fund	9

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.