0.43
Impact Factor
0.36
5-Years IF
4
5-Years H index
Journal of Risk and Financial Management / MDPI, Open Access Journal
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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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 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.2 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.29 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.32 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2002 | 0.42 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.44 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.49 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2005 | 0.53 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.51 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 5 | 5 | 4 | 0 | 0 | 1 (25%) | 0.2 | ||||||||
| 2009 | 0.47 | 5 | 10 | 6 | 5 | 5 | (%) | 0.19 | ||||||||
| 2010 |  0.1 | 0.45 | 0.1 | 5 | 15 | 1 | 0.07 | 2 | 10 | 1 | 10 | 1 | (%) | 0.16 | ||
| 2011 | 0.52 | 5 | 20 | 3 | 10 | 15 | (%) | 0.2 | ||||||||
| 2012 | 0.55 | 0.05 | 5 | 25 | 1 | 0.04 | 6 | 10 | 20 | 1 | (%) | 0.2 | ||||
| 2013 | 0.62 | 0.04 | 4 | 29 | 1 | 0.03 | 3 | 10 | 25 | 1 | (%) | 0.22 | ||||
| 2014 | 0.64 | 0.04 | 10 | 39 | 2 | 0.05 | 6 | 9 | 24 | 1 | (%) | 0.21 | ||||
| 2015 | 0.69 | 0.17 | 20 | 59 | 7 | 0.12 | 20 | 14 | 29 | 5 | (%) | 0.22 | ||||
| 2016 | 0.43 | 0.85 | 0.36 | 16 | 75 | 20 | 0.27 | 4 | 30 | 13 | 44 | 16 | (%) | 2 | 0.13 | 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 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers || Download paper | 8 |
| 2 | 2015 | Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers || Download paper | 6 |
| 3 | 2014 | International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers || Download paper | 5 |
| 4 | 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers || Download paper | 4 |
| 5 | 2013 | Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492. Full description at Econpapers || Download paper | 3 |
| 6 | 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448. Full description at Econpapers || Download paper | 3 |
| 7 | 2015 | Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143. Full description at Econpapers || Download paper | 3 |
| 8 | 2017 | On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525. Full description at Econpapers || Download paper | 2 |
| 9 | 2009 | Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers || Download paper | 2 |
| 10 | 2015 | Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812. Full description at Econpapers || Download paper | 2 |
| 11 | 2008 | Effective Basemetal Hedging: The Optimal Hedge Ratio and Hedging Horizon. (2008). Marriott, Luke ; Dewally, Michael . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:41-76:d:28294. Full description at Econpapers || Download paper | 2 |
| 12 | 2012 | Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408. Full description at Econpapers || Download paper | 2 |
| 13 | 2009 | Corporate Risk Disclosure and Corporate Governance. (2009). Lajili, Kaouthar . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:94-117:d:28365. Full description at Econpapers || Download paper | 2 |
| 14 | 2011 | Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375. Full description at Econpapers || Download paper | 2 |
| 15 | 2009 | Chinaâs Stock Market Integration with a Leading Power and a Close Neighbor. (2009). Wong, Wing-Keung ; Heng, Chen ; YI, ZHENG . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:38-74:d:28328. Full description at Econpapers || Download paper | 2 |
| 16 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2-:d:64713. Full description at Econpapers || Download paper | 1 |
| 17 | 2011 | A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Fung, Eric S. ; Lam, Kin . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:43-73:d:28373. Full description at Econpapers || Download paper | 1 |
| 18 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:-:d:64713. Full description at Econpapers || Download paper | 1 |
| 19 | 2010 | Hedging Performance and Multiscale Relationships in the German Electricity Spot and Futures Markets. (2010). Pinho, Carlos ; Madaleno, Mara . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:26-62:d:28368. Full description at Econpapers || Download paper | 1 |
| 20 | 2010 | Conserving Capital by Adjusting Deltas for Gamma in the Presence of Skewness. (2010). Madan, Dilip B.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:3:y:2010:i:1:p:1-25:d:28367. Full description at Econpapers || Download paper | 1 |
| 21 | 2015 | Quantification of VaR: A Note on VaR Valuation in the South African Equity Market. (2015). Mare, Eben ; Kufakunesu, Rodwell ; Mabitsela, Lesedi . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:103-126:d:45910. Full description at Econpapers || Download paper | 1 |
| 22 | 2008 | Financial Distress Comparison Across Three Global Regions. (2008). Platt, Harlan D.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:129-162:d:28326. Full description at Econpapers || Download paper | 1 |
| 23 | 2016 | VaR and CVaR Implied in Option Prices. (2016). BaroneAdesi, Giovanni . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:1:p:2:d:64713. Full description at Econpapers || Download paper | 1 |
| 24 | 2008 | Do REITs Outperform Stocks and Fixed-Income Assets? New Evidence from Mean-Variance and Stochastic Dominance Approaches. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:1:y:2008:i:1:p:1-40:d:28255. Full description at Econpapers || Download paper | 1 |
| 25 | 2015 | Network Analysis of the Shanghai Stock Exchange Based on Partial Mutual Information. (2015). Fiedor, PaweÅ ; You, Tao . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:266-284:d:50474. Full description at Econpapers || Download paper | 1 |
| 26 | 2014 | Remuneration Committee, Board Independence and Top Executive Compensation. (2014). Yu, Shih-Ti ; Kuo, Chii-Shyan. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:28-44:d:35127. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2015 | The Fundamental Equation in Tourism Finance. (2015). McAleer, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:4:p:369-374:d:61108. Full description at Econpapers || Download paper | 8 |
| 2 | 2015 | Dependency Relations among International Stock Market Indices. (2015). Junior, Leonidas Sandoval ; Kenett, Dror Y. ; Mullokandov, Asher . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:227-265:d:50467. Full description at Econpapers || Download paper | 6 |
| 3 | 2014 | International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. (2014). Wong, Wing-Keung ; Abid, Fathi ; Leung, Pui Lam ; Mroua, Mourad . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:45-66:d:35901. Full description at Econpapers || Download paper | 5 |
| 4 | 2012 | Modelling the Effects of Oil Prices on Global Fertilizer Prices and Volatility. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:78-114:d:28410. Full description at Econpapers || Download paper | 4 |
| 5 | 2015 | Inflation and Speculation in a Dynamic Macroeconomic Model. (2015). Nguyen-Huu, Adrien ; Grasselli, Matheus R. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:3:p:285-310:d:52143. Full description at Econpapers || Download paper | 3 |
| 6 | 2013 | Testing for a Single-Factor Stochastic Volatility in Bivariate Series. (2013). Kobayashi, Masahito ; Chiba, Masaru . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:6:y:2013:i:1:p:31-61:d:31492. Full description at Econpapers || Download paper | 3 |
| 7 | 2016 | Down-Side Risk Metrics as Portfolio Diversification Strategies across the Global Financial Crisis. (2016). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:2:p:6-:d:72448. Full description at Econpapers || Download paper | 3 |
| 8 | 2009 | Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital. (2009). Inanoglu, Hulusi ; Jacobs, Michael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:2:y:2009:i:1:p:118-189:d:28366. Full description at Econpapers || Download paper | 2 |
| 9 | 2015 | Interconnected Risk Contributions: A Heavy-Tail Approach to Analyze U.S. Financial Sectors. (2015). Petrella, Lea ; Bernardi, Mauro. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:2:p:198-226:d:47812. Full description at Econpapers || Download paper | 2 |
| 10 | 2011 | Periodically Collapsing Bubbles in Stock Prices Cointegrated with Broad Dividends and Macroeconomic Factors. (2011). Fu, Man ; Bidarkota, Prasad V.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:4:y:2011:i:1:p:97-132:d:28375. Full description at Econpapers || Download paper | 2 |
| 11 | 2012 | Stock Returns and Risk: Evidence from Quantile. (2012). Li, Jiandong ; Chiang, Thomas C.. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:20-58:d:28408. Full description at Econpapers || Download paper | 2 |
| 12 | 2017 | On the Power and Size Properties of Cointegration Tests in the Light of High-Frequency Stylized Facts. (2017). Krauss, Christopher ; Herrmann, Klaus . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:1:p:7-:d:89525. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 13:
| Year | Title | |
|---|---|---|
| 2016 | Inventory growth cycles with debt-financed investment. (2016). Nguyen-Huu, Adrien ; Grasselli, Matheus . In: Papers. RePEc:arx:papers:1610.00955. Full description at Econpapers || Download paper | |
| 2016 | Debt and Investment in the Keen Model: a Reappraisal of Modeling Minsky. (2016). Pottier, Antonin ; Nguyen-Huu, Adrien. In: Working Papers. RePEc:hal:wpaper:hal-01376552. Full description at Econpapers || Download paper | |
| 2016 | Tourism Stocks in Times of Crises: An Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160104. Full description at Econpapers || Download paper | |
| 2016 | Tourism stocks in times of crises: An econometric investigation of non-macro factors. (2016). Savva, Christos ; McAleer, Michael ; Zopiatis, Anastasios ; Lambertides, Neophytos . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1618. Full description at Econpapers || Download paper | |
| 2016 | Tourism Stocks in Times of Crises: an Econometric Investigation of Non-macro Factors. (2016). Savva, Christos ; McAleer, Michael ; Lambertides, N ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:99512. Full description at Econpapers || Download paper | |
| 2016 | Brokersâ financial network and stock return. (2016). Chuang, Hongwei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:172-183. Full description at Econpapers || Download paper | |
| 2016 | Correlations of multiscale entropy in the FX market. (2016). Stosic, Darko ; Ludermir, Teresa . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:457:y:2016:i:c:p:52-61. Full description at Econpapers || Download paper | |
| 2016 | Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397. Full description at Econpapers || Download paper | |
| 2016 | Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160040. Full description at Econpapers || Download paper | |
| 2016 | Management science, economics and finance: A connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1607. Full description at Econpapers || Download paper | |
| 2016 | Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93113. Full description at Econpapers || Download paper | |
| 2016 | Making Markowitzs Portfolio Optimization Theory Practically Useful. (2016). Wong, Wing-Keung ; Bai, Zhi Dong ; Liu, Huixia . In: MPRA Paper. RePEc:pra:mprapa:74360. Full description at Econpapers || Download paper | |
| 2016 | DOMESTIC VS INTERNATIONAL RISK DIVERSIFICATION POSSIBILITIES IN SOUTHEASTERN EUROPEAN STOCK MARKETS. (2016). Ivanovic, Zoran ; Baresa, Suzana ; Bogdan, Sinisa . In: UTMS Journal of Economics. RePEc:ris:utmsje:0186. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, A K. In: Econometric Institute Research Papers. RePEc:ems:eureir:98658. Full description at Econpapers || Download paper | |
| 2016 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2016). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1703. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document |
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Recent citations received in 2014
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Recent citations received in 2013
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10 most frequent citing series
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team