Citation analysis for Applied Financial Economics Letters / Taylor and Francis Journals

Applied Financial Economics Letters / Taylor and Francis Journals

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Impact Factor

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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			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	1			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	1			0		0		(%)			0.18
2003		0.44			0	1			0		0		(%)			0.19
2004		0.49			0	1			0		0		(%)			0.2
2005		0.53		67	67	7	0.1	217	0		0		2 (%)	4	0.06	0.21
2006	0.24	0.51	0.24	49	116	19	0.16	177	67	16	67	16	1 (%)	3	0.06	0.2
2007	0.14	0.45	0.14	71	187	21	0.11	140	116	16	116	16	1 (%)	3	0.04	0.18
2008	0.13	0.48	0.18	85	272	39	0.14	97	120	15	187	33	(%)	4	0.05	0.2
2009	0.08	0.47	0.19		272	51	0.19		156	12	272	51	(%)			0.19
2010	0.07	0.45	0.18		272	48	0.18		85	6	272	48	(%)			0.16
2011		0.52	0.18		272	53	0.19		0		205	36	(%)			0.2
2012		0.55	0.16		272	72	0.26		0		156	25	(%)			0.2
2013		0.62	0.16		272	82	0.3		0		85	14	(%)			0.22
2014		0.64			272	74	0.27		0		0		(%)			0.21
2015		0.69			272	55	0.2		0		0		(%)			0.22
2016		0.85			272	57	0.21		0		0		(%)			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	2006	Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130. Full description at Econpapers \|\| Download paper	82
2	2007	Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262. Full description at Econpapers \|\| Download paper	50
3	2005	A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93. Full description at Econpapers \|\| Download paper	40
4	2005	Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet ; McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35. Full description at Econpapers \|\| Download paper	36
5		The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53. Full description at Econpapers \|\| Download paper	19
6	2006	Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30. Full description at Econpapers \|\| Download paper	14
7	2005	Effect of S&P500s return on emerging markets: Turkish experience. (2005). Ince, Onur ; Berument, Hakan. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:59-64. Full description at Econpapers \|\| Download paper	12
8	2007	The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94. Full description at Econpapers \|\| Download paper	12
9	2005	An alternative method to test for contagion with an application to the Asian financial crisis. (2005). Hacker, R Scott ; Hatemi-J, Abdulnasser. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:343-347. Full description at Econpapers \|\| Download paper	11
10	2005	REIT markets: periodically collapsing negative bubbles?. (2005). Waters, George ; Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69. Full description at Econpapers \|\| Download paper	11
11	2008	Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120. Full description at Econpapers \|\| Download paper	10
12	2005	Twenty-two years of Japanese institutional forecasts. (2005). Ashiya, Masahiro. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84. Full description at Econpapers \|\| Download paper	10
13	2005	Regime switching in the dynamic relationship between stock returns and inflation. (2005). Liu, Dandan ; Jansen, Dennis. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277. Full description at Econpapers \|\| Download paper	8
14	2006	Economic value added and systemic value added: symmetry, additive coherence and differences in performance. (2006). Magni, Carlo Alberto ; Ghiselli Ricci, Roberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:151-154. Full description at Econpapers \|\| Download paper	8
15	2005	New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Ozkan, Aydin ; Guney, Yilmaz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238. Full description at Econpapers \|\| Download paper	7
16	2005	The impact of financial deregulation on monetary aggregates and interest rates in Australia. (2005). Worthington, Andrew ; Valadkhani, Abbas ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:157-163. Full description at Econpapers \|\| Download paper	7
17	2008	Deregulation and productivity changes in banking: evidence from European unification. (2008). Caudill, Steven B ; Kondeas, Alexander ; Gropper, Daniel ; Raymond, Jennie. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197. Full description at Econpapers \|\| Download paper	7
18	2007	Political orientation of government and stock market returns. (2007). Wisniewski, Tomasz ; Gottschalk, Katrin ; Bialkowski, Jedrzej. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273. Full description at Econpapers \|\| Download paper	6
19	2005	Internal corporate governance mechanisms and corporate performance: evidence for UK firms. (2005). Florackis, Chris. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:211-216. Full description at Econpapers \|\| Download paper	6
20	2007	Measuring the macroeconomic impact of workers remittances in a data-rich environment. (2007). Vargas-Silva, Carlos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:359-363. Full description at Econpapers \|\| Download paper	6
21	2007	Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267. Full description at Econpapers \|\| Download paper	6
22	2005	Forecast performance of neural networks and business cycle asymmetries. (2005). Kiani, Khurshid ; Bidarkota, Prasad ; Kastens, Terry L.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:205-210. Full description at Econpapers \|\| Download paper	6
23	2007	Project valuation and investment decisions: CAPM versus arbitrage. (2007). Magni, Carlo Alberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:137-140. Full description at Econpapers \|\| Download paper	6
24	2005	Empirical identification of currency crises: differences and similarities between indicators. (2005). Perez, J.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:41-46. Full description at Econpapers \|\| Download paper	6
25	2006	Random walk versus multiple trend breaks in stock prices: evidence from 15 European markets. (2006). Smyth, Russell ; Narayan, Paresh. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:1-7. Full description at Econpapers \|\| Download paper	5
26	2006	A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH. (2006). Lin, Cho-Min ; Lee, Ming-Chih ; Chiou, Jer-Shiou . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188. Full description at Econpapers \|\| Download paper	5
27	2007	Spurious results in testing mutual fund performance persistence: evidence from the Greek market. (2007). PHILIPPAS, NIKOLAOS ; KOSTAKIS, ALEXANDROS ; BABALOS, VASSILIOS. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:103-108. Full description at Econpapers \|\| Download paper	5
28	2005	On the relationship between central bank independence and inflation: some more bad news. (2005). Jong-A-Pin, Richard ; de Haan, Jakob ; Bouwman, Kees. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:6:p:381-385. Full description at Econpapers \|\| Download paper	5
29	2006	The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test. (2006). Maghyereh, Aktham. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:265-273. Full description at Econpapers \|\| Download paper	5
30	2007	Measuring the US social discount rate. (2007). Azar, Samih Antoine . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:63-66. Full description at Econpapers \|\| Download paper	5
31	2008	The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96. Full description at Econpapers \|\| Download paper	5
32	2006	Empirical relationship between the dividend and investment decision: do emerging market firms behave differently?. (2006). Bhaduri, Saumitra ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, ; S. Raja Sethu Durai, . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:155-158. Full description at Econpapers \|\| Download paper	5
33	2005	The shareholder wealth effects of voluntary foreign delistings: an empirical analysis. (2005). Stowe, John ; Liu, Shinhua. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:199-204. Full description at Econpapers \|\| Download paper	5
34	2008	Stock market returns and the temperature effect: new evidence from Europe. (2008). Floros, Christos. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:461-467. Full description at Econpapers \|\| Download paper	5
35	2008	Provincial co-movement in Chinese stock returns. (2008). wu, fei ; Wongchoti, Udomsak . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:171-176. Full description at Econpapers \|\| Download paper	4
36	2005	Measuring half-lives: using a non-parametric bootstrap approach. (2005). Spagnolo, Nicola ; cerrato, mario ; Caporale, Guglielmo Maria. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:1-4. Full description at Econpapers \|\| Download paper	4
37	2007	Structural breaks in financial ratios: evidence for nine international markets. (2007). McMillan, David . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:381-384. Full description at Econpapers \|\| Download paper	4
38	2008	Econometric analysis of interest rate pass-through. (2008). Cook, Steven . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:249-251. Full description at Econpapers \|\| Download paper	4
39	2008	Value-at-risk in US stock indices with skewed generalized error distribution. (2008). Liu, Hung-Chun ; Lee, Ming-Chih ; Su, Jung-Bin . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:425-431. Full description at Econpapers \|\| Download paper	4
40	2008	Efficiency of the South African equity market. (2008). McMillan, David ; Thupayagale, Pako . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:327-330. Full description at Econpapers \|\| Download paper	4
41	2007	Nonlinear mean reversion in stock prices: evidence from Asian markets. (2007). Liew, Venus ; Lim, Kian-Ping. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:25-29. Full description at Econpapers \|\| Download paper	4
42	2005	Do stock prices contain predictive information on business turning points? A wavelet analysis. (2005). Yamada, Hiroshi ; Honda, Yuzo . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:19-23. Full description at Econpapers \|\| Download paper	4
43	2008	Mood and UK equity pricing. (2008). lucey, brian ; Dowling, Michael. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:233-240. Full description at Econpapers \|\| Download paper	4
44	2005	Does the credit risk premium lead the stock market?. (2005). de Bondt, Gabe. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:263-268. Full description at Econpapers \|\| Download paper	4
45	2005	What causes the hidden economy in Spain?. (2005). Serrano Sanz, JosÃÂ© ; Gadea, MarÃÂa. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:143-150. Full description at Econpapers \|\| Download paper	4
46	2007	Time-varying nonlinear exchange rate exposure. (2007). Pierdzioch, Christian ; Kizys, Renatas. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:6:p:385-389. Full description at Econpapers \|\| Download paper	4
47	2008	Comovement in the FTSE 100 Index. (2008). Mase, Bryan . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:9-12. Full description at Econpapers \|\| Download paper	4
48	2008	The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Lin, Hui-Na ; Chen, Kun-Hong . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:19-24. Full description at Econpapers \|\| Download paper	3
49	2008	Decomposition of mutual fund underperformance. (2008). Hu, Jin-Li ; Chang, Tzu-Pu . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:5:p:363-367. Full description at Econpapers \|\| Download paper	3
50	2008	Credit default swap rates and stock prices. (2008). Realdon, Marco. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:241-248. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	2007	Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks. (2007). Worthington, Andrew ; Pahlavani, Mosayeb . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:259-262. Full description at Econpapers \|\| Download paper	26
2	2005	A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers. (2005). Yang, Sheng-Yung. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:89-93. Full description at Econpapers \|\| Download paper	11
3	2006	Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation. (2006). Caporin, Massimiliano ; Billio, Monica ; Gobbo, Michele. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:2:p:123-130. Full description at Econpapers \|\| Download paper	10
4	2005	Temporal stability of estimates of risk aversion. (2005). Rutstrom, Elisabet ; McInnes, Melayne ; Johnson, Eric ; Harrison, Glenn. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:31-35. Full description at Econpapers \|\| Download paper	10
5	2006	The evolving relationship between gold and silver 1978--2002: evidence from a dynamic cointegration analysis: a note. (2006). lucey, brian ; Tully, Edel. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:47-53. Full description at Econpapers \|\| Download paper	8
6	2006	Long memory properties of real interest rates for 16 countries. (2006). Su, Jen-Je ; Gounder, Rukmani ; Couchman, Jeremy . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:25-30. Full description at Econpapers \|\| Download paper	6
7	2005	Regime switching in the dynamic relationship between stock returns and inflation. (2005). Liu, Dandan ; Jansen, Dennis. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:5:p:273-277. Full description at Econpapers \|\| Download paper	5
8	2005	REIT markets: periodically collapsing negative bubbles?. (2005). Waters, George ; Payne, James. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:65-69. Full description at Econpapers \|\| Download paper	4
9	2005	New insights on the importance of agency costs for corporate debt maturity decisions. (2005). Ozkan, Aydin ; Guney, Yilmaz . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:4:p:233-238. Full description at Econpapers \|\| Download paper	4
10	2007	Investment information content in Bollinger Bands?. (2007). Lento, Camillo ; Gradojevic, Nikola ; Wright, C. S.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:263-267. Full description at Econpapers \|\| Download paper	4
11	2007	The monetary approach to exchange rate determination for Malaysia. (2007). Matthews, Kent ; Lee, Chin ; Azali, M.. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:2:p:91-94. Full description at Econpapers \|\| Download paper	4
12	2008	Day of the week seasonality in African stock markets. (2008). ALAGIDEDE, PAUL. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:115-120. Full description at Econpapers \|\| Download paper	3
13	2007	Political orientation of government and stock market returns. (2007). Wisniewski, Tomasz ; Gottschalk, Katrin ; Bialkowski, Jedrzej. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:269-273. Full description at Econpapers \|\| Download paper	3
14	2008	Deregulation and productivity changes in banking: evidence from European unification. (2008). Caudill, Steven B ; Kondeas, Alexander ; Gropper, Daniel ; Raymond, Jennie. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:3:p:193-197. Full description at Econpapers \|\| Download paper	3
15	2005	What causes the hidden economy in Spain?. (2005). Serrano Sanz, JosÃÂ© ; Gadea, MarÃÂa. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:3:p:143-150. Full description at Econpapers \|\| Download paper	2
16	2005	Do stock prices contain predictive information on business turning points? A wavelet analysis. (2005). Yamada, Hiroshi ; Honda, Yuzo . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:1:p:19-23. Full description at Econpapers \|\| Download paper	2
17	2006	The long-run relationship between stock returns and inflation in developing countries: further evidence from a nonparametric cointegration test. (2006). Maghyereh, Aktham. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:4:p:265-273. Full description at Econpapers \|\| Download paper	2
18	2007	Modelling financial observable-volatility using long memory models. (2007). cheong, chin ; Abu Hassan Shaari Mohd Nor, ; Isa, Zaidi . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:3:p:201-208. Full description at Econpapers \|\| Download paper	2
19	2008	The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM. (2008). Lin, Hui-Na ; Chen, Kun-Hong . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:1:p:19-24. Full description at Econpapers \|\| Download paper	2
20	2007	The analysis of interest rate swap spreads in Japan. (2007). Ito, Takayasu . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:1:p:1-4. Full description at Econpapers \|\| Download paper	2
21	2007	On the variance of the error associated to the squared return as proxy of volatility. (2007). Triacca, Umberto. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:3:y:2007:i:4:p:255-257. Full description at Econpapers \|\| Download paper	2
22	2006	Liquidity, volume and volatility in US electricity futures: the case of Palo Verde. (2006). Goss, Barry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:1:p:43-46. Full description at Econpapers \|\| Download paper	2
23	2008	Credit default swap rates and stock prices. (2008). Realdon, Marco. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:4:p:241-248. Full description at Econpapers \|\| Download paper	2
24	2008	Value-at-risk in US stock indices with skewed generalized error distribution. (2008). Liu, Hung-Chun ; Lee, Ming-Chih ; Su, Jung-Bin . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:6:p:425-431. Full description at Econpapers \|\| Download paper	2
25	2006	A study of value-at-risk on portfolio in stock return using DCC multivariate GARCH. (2006). Lin, Cho-Min ; Lee, Ming-Chih ; Chiou, Jer-Shiou . In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:2:y:2006:i:3:p:183-188. Full description at Econpapers \|\| Download paper	2
26	2005	Twenty-two years of Japanese institutional forecasts. (2005). Ashiya, Masahiro. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:1:y:2005:i:2:p:79-84. Full description at Econpapers \|\| Download paper	2
27	2008	The oil price exposure of global oil companies. (2008). Sadorsky, Perry. In: Applied Financial Economics Letters. RePEc:taf:apfelt:v:4:y:2008:i:2:p:93-96. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	36
2	Economic Modelling / Elsevier	12
3	International Review of Financial Analysis / Elsevier	11
4	Journal of International Financial Markets, Institutions and Money / Elsevier	8
5	The North American Journal of Economics and Finance / Elsevier	7
6	International Review of Economics & Finance / Elsevier	7
7	Energy Economics / Elsevier	6
8	Papers / arXiv.org	5
9	Research in International Business and Finance / Elsevier	4
10	Resources Policy / Elsevier	4
11	Empirical Economics / Springer	4

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.