0.04
Impact Factor
0.04
5-Years IF
2
5-Years H index
International Journal of Financial Markets and Derivatives / Inderscience Enterprises Ltd
[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 | 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 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2009 | 0.47 | 7 | 7 | 4 | 0 | 0 | (%) | 0.19 | ||||||||
| 2010 | 0.45 | 17 | 24 | 2 | 7 | 7 | (%) | 0.16 | ||||||||
| 2011 |  0.04 | 0.52 | 0.04 | 20 | 44 | 1 | 0.02 | 5 | 24 | 1 | 24 | 1 | 1 (20%) | 0.2 | ||
| 2012 | 0.03 | 0.55 | 0.05 | 7 | 51 | 2 | 0.04 | 1 | 37 | 1 | 44 | 2 | (%) | 0.2 | ||
| 2013 | 0.04 | 0.62 | 0.04 | 4 | 55 | 2 | 0.04 | 27 | 1 | 51 | 2 | (%) | 0.22 | |||
| 2014 | 0.64 | 0.04 | 8 | 63 | 2 | 0.03 | 11 | 55 | 2 | (%) | 0.21 | |||||
| 2015 | 0.69 | 0.04 | 16 | 79 | 2 | 0.03 | 3 | 12 | 56 | 2 | (%) | 0.22 | ||||
| 2016 | 0.04 | 0.85 | 0.04 | 5 | 84 | 3 | 0.04 | 24 | 1 | 55 | 2 | (%) | 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 | 2010 | Regime switching stochastic volatility option pricing. (2010). Mitra, Sovan . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:213-242. Full description at Econpapers || Download paper | 2 |
| 2 | 2009 | Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality. (2009). Ruiz, Isabel ; McMillan, David G.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:64-74. Full description at Econpapers || Download paper | 2 |
| 3 | 2011 | Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems. (2011). Kablan, Abdalla ; Ng, Wing Lon . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:68-87. Full description at Econpapers || Download paper | 2 |
| 4 | 2009 | Hedging under production and price uncertainty: a decision analysis. (2009). Alghalith, Moawia . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:1-4. Full description at Econpapers || Download paper | 1 |
| 5 | 2015 | Financial market contagion during the global financial crisis: evidence from the Moroccan stock market. (2015). SAIDI, Youssef ; El Ghini, Ahmed. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:78-95. Full description at Econpapers || Download paper | 1 |
| 6 | 2011 | Selecting pair-copulas with downside risk minimisation. (2011). Maringer, Dietmar ; Zhang, Jin. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:121-148. Full description at Econpapers || Download paper | 1 |
| 7 | 2012 | The investor sentiment endurance index and its forecasting ability. (2012). He, Ling T.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2012:i:1:p:61-70. Full description at Econpapers || Download paper | 1 |
| 8 | 2011 | On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques. (2011). Poufinas, Thomas . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:3:p:180-194. Full description at Econpapers || Download paper | 1 |
| 9 | 2015 | A regime switching quadratic model for VIX futures valuation. (2015). Tong, Zhigang . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:3/4:p:246-272. Full description at Econpapers || Download paper | 1 |
| 10 | 2009 | Design and use of weather derivatives for farmers: the case of hedging rain risk by soyabean growers in Jhalawar district in India. (2009). Datta, Manipadma ; Ansari, Valeed A. ; Seth, Rajiv . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:49-63. Full description at Econpapers || Download paper | 1 |
| 11 | 2015 | An equilibrium model for the OTC derivative with the counterparty risk via the credit charge. (2015). Takino, Kazuhiro . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:2:p:97-121. Full description at Econpapers || Download paper | 1 |
| 12 | 2011 | Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealing. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos P.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:50-67. 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 | 2011 | Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems. (2011). Kablan, Abdalla ; Ng, Wing Lon . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:68-87. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 1:
| Year | Title | |
|---|---|---|
| 2016 | An equilibrium model for the OTC derivatives market with a collateral agreement. (2016). Takino, Kazuhiro . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:4:y:2016:i:1:p:41-55. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document |
|---|
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