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FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

0.9

Impact Factor

0.9

5-Years IF

6

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.36000 (%)0.17
20100.34000 (%)0.15
20110.41000 (%)0.2
20120.45000 (%)0.21
20130.5000 (%)0.2
20140.55272760.2274005 (6.8%)60.220.25
20150.560.570.562451220.4338271527157 (18.4%)50.210.26
20160.90.660.91768530.7825514651461 (4%)40.240.34
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:

#YearTitleCited
12014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

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17
22014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

17
32014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

12
42016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

8
52016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

8
62015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

7
72015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

6
82015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

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6
92014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

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4
102014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

Full description at Econpapers || Download paper

4
112015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

Full description at Econpapers || Download paper

4
122015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper

4
132014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

Full description at Econpapers || Download paper

3
142015Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30.

Full description at Econpapers || Download paper

3
152014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

Full description at Econpapers || Download paper

3
162015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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3
172014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

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3
182014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

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2
192015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

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2
202016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

Full description at Econpapers || Download paper

2
212014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

Full description at Econpapers || Download paper

2
222014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

Full description at Econpapers || Download paper

2
232014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

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2
242016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

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2
252014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

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2
262015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

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2
272016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

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2
282015On the long-run equilibrium value of Tobins average Q. (2015). Franke, Rainer ; Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:49.

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1
292016Buffer stock savings in a New-Keynesian business cycle model. (2016). Schoder, Christian ; Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:64.

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1
302014Banks strategies during the financial crisis. (2014). Tedeschi, Gabriele ; Berardi, Simone ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:25.

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1
312015Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31.

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1
322015Modeling and forecasting persistent financial durations. (2015). Baruník, Jozef ; Zikes, Filip ; Shenai, Nikhil ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:36.

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1
332016An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:53.

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1
342014Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:11.

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1
352016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

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1
362014Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27.

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1

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

#YearTitleCited
12014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

Full description at Econpapers || Download paper

17
22014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

17
32014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

12
42016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

8
52016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

8
62015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

7
72015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

Full description at Econpapers || Download paper

6
82015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

Full description at Econpapers || Download paper

6
92014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

Full description at Econpapers || Download paper

4
102015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

Full description at Econpapers || Download paper

4
112015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

Full description at Econpapers || Download paper

4
122014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

Full description at Econpapers || Download paper

3
132015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

Full description at Econpapers || Download paper

3
142014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

Full description at Econpapers || Download paper

3
152015Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30.

Full description at Econpapers || Download paper

3
162016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

Full description at Econpapers || Download paper

2
172014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

Full description at Econpapers || Download paper

2
182015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

Full description at Econpapers || Download paper

2
192016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

Full description at Econpapers || Download paper

2
202015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

Full description at Econpapers || Download paper

2
212016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

Full description at Econpapers || Download paper

2
222014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

Full description at Econpapers || Download paper

2
232014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

Full description at Econpapers || Download paper

2
242014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

Full description at Econpapers || Download paper

2
252014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 46:

YearTitle
2016US Crashes of 2008 and 1929 How did the French market react? An empirical study.. (2016). Hekimian, Raphael ; le Bris, David . In: EconomiX Working Papers. RePEc:drm:wpaper:2016-21.

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2016Inequality, Financialisation and Credit Booms - a Model of Two Crises. (2016). Saraceno, Francesco ; Cardaci, Alberto. In: SEP Working Papers. RePEc:ris:sepewp:2016_002.

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2016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

Full description at Econpapers || Download paper

2016A pro-cyclical stock market under a countercyclical monetary policy in a model of endogenous business cycles. (2016). Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:60.

Full description at Econpapers || Download paper

2016ETLAnow: A Model for Forecasting with Big Data – Forecasting Unemployment with Google Searches in Europe. (2016). Tuhkuri, Joonas. In: ETLA Reports. RePEc:rif:report:54.

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2016Daily happiness and stock returns: Some international evidence. (2016). Teglio, Andrea ; Shen, Dehua ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:460:y:2016:i:c:p:201-209.

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2016A compound duration model for high-frequency asset returns. (2016). Aldrich, Eric ; Laughlin, Gregory ; Heckenbach, Indra . In: Journal of Empirical Finance. RePEc:eee:empfin:v:39:y:2016:i:pa:p:105-128.

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2016Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2016). Lux, Thomas ; Ghonghadze, Jaba . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:1-19.

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2016Heterogeneity, spontaneous coordination and extreme events within large-scale and small-scale agent-based financial market models. (2016). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:111.

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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

2016Asset markets in the lab: A literature review. (2016). Nuzzo, Simone ; Morone, Andrea. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2060.

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2016Sprechi di cibo e tentativi di riduzione. Un caso sperimentale. (2016). Zonna, Davide . In: MPRA Paper. RePEc:pra:mprapa:76097.

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2016Asymptotic Theory for Beta-t-GARCH. (2016). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1607.

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2016Spline-DCS for Forecasting Trade Volume in High-Frequency Finance. (2016). Ito, Ryoko . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1606.

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2016Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Wili, Mateusz ; Smaga, Pawel . In: Papers. RePEc:arx:papers:1603.05142.

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2016Leveraging the network: a stress-test framework based on DebtRank. (2016). Caldarelli, Guido ; Gurciullo, Stefano ; Battiston, Stefano ; D'Errico, Marco . In: Papers. RePEc:arx:papers:1503.00621.

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2016Robustness of banking networks to idiosyncratic and systemic shocks: a network-based approach. (2016). Steinbacher, Matjaz. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:11:y:2016:i:1:d:10.1007_s11403-014-0143-3.

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2016Dynamics of the European sovereign bonds and the identification of crisis periods. (2016). Reitz, Stefan. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:57.

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2016Solving DSGE Portfolio Choice Models with Asymmetric Countries. (2016). Długoszek, Grzegorz. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-009.

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2016A pro-cyclical stock market under a countercyclical monetary policy in a model of endogenous business cycles. (2016). Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:60.

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2016Long Term Impacts of Bank Behavior on Financial Stability. an Agent Based Modeling Approach. (2016). Gallegati, Mauro ; Duman, Alper ; Arslan, Ilker ; Caverzasi, Eugenio . In: Journal of Artificial Societies and Social Simulation. RePEc:jas:jasssj:2015-23-3.

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2016An agent-based model of dynamics in corporate bond trading. (2016). Turrell, Arthur ; Liu, Zijun ; Braun-Munzinger, Karen. In: Bank of England working papers. RePEc:boe:boeewp:0592.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Working Paper Series. RePEc:ecb:ecbwps:20161959.

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2016How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation. (2016). Serri, Matteo ; Cimini, Giulio ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1611.04311.

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2016OPEC, the Seven Sisters, and oil market dominance: An evolutionary game theory and agent-based modeling approach. (2016). Mason, Charles ; Wood, Aaron D ; Finnoff, David . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:132:y:2016:i:pb:p:66-78.

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2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

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2016Forecasting Exchange Rate Volatility: The Case of the Czech Republic, Hungary and Poland. (2016). Molnár, Peter ; Lyócsa, Štefan ; Fedorko, Igor. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:5:p:453-475.

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2016Clustering of Casablanca stock market based on hurst exponent estimates. (2016). Lahmiri, Salim . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:310-318.

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2016Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy. (2016). Fernandez Bariviera, Aurelio ; Zunino, Luciano ; Rosso, Osvaldo A ; Martinez, Lisana B ; Guercio, Belen M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:456:y:2016:i:c:p:1-9.

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2016The long memory and the transaction cost in financial markets. (2016). Men, Ming ; Li, Daye ; Nishimura, Yusaku . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:442:y:2016:i:c:p:312-320.

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2016Efficiency and cross-correlation in equity market during global financial crisis: Evidence from China. (2016). Ma, Pengcheng ; Li, Shuo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:444:y:2016:i:c:p:163-176.

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2016Has the 2008 financial crisis affected stock market efficiency? The case of Eurozone. (2016). Anagnostidis, P ; Emmanouilides, C J ; Varsakelis, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:447:y:2016:i:c:p:116-128.

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2016Foreign exchange rate entropy evolution during financial crises. (2016). Stosic, Tatijana ; Ludermir, Teresa ; de Oliveira, Wilson . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:233-239.

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2016Gold, currencies and market efficiency. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Vosvrda, Miloslav . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:449:y:2016:i:c:p:27-34.

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2016On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations. (2016). Auer, Benjamin R. In: Finance Research Letters. RePEc:eee:finlet:v:16:y:2016:i:c:p:255-267.

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2016Corporate social responsibility disclosure and market valuation: evidence from Spanish listed firms. (2016). Reverte, Carmelo . In: Review of Managerial Science. RePEc:spr:rvmgts:v:10:y:2016:i:2:d:10.1007_s11846-014-0151-7.

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2016Efficiency of Thai stock markets: Detrended fluctuation analysis. (2016). Hengpunya, Varagorn ; Sukpitak, Jessada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:204-209.

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2016The influence of trading volume on market efficiency: The DCCA approach. (2016). Hengpunya, Varagorn ; Sukpitak, Jessada . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:458:y:2016:i:c:p:259-265.

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2016Dynamic efficiency of stock markets and exchange rates. (2016). Tabak, Benjamin ; Sensoy, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:353-371.

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2016Fractal Market Hypothesis: The Emergent Financial Markets Case. (2016). Dima, Bogdan ; Barna, Flavia ; Paca, Lucian . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:2:p:137-150.

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2016The Aino 2.0 model. (2016). Verona, Fabio ; Ripatti, Antti ; Kilponen, Juha ; Orjasniemi, Seppo . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_016.

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2016Monetary shocks, macroprudential shocks and financial stability. (2016). Tarassow, Artur ; Greenwood-Nimmo, Matthew. In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:11-24.

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2016Macroprudential policy in an agent-based model of the UK housing market. (2016). Uluc, Arzu ; Hinterschweiger, Marc ; Tang, Daniel ; Low, Katie ; Farmer, Doyne J ; Baptista, Rafa . In: Bank of England working papers. RePEc:boe:boeewp:0619.

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2016Bank integration and co-movements across housing markets. (2016). Milcheva, Stanimira ; Zhu, Bing . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:72:y:2016:i:s:p:s148-s171.

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2016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef . In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2016The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:80163.

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2016Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises. (2016). Punzi, Maria Teresa . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:61.

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Recent citations received in 2015
YearCiting document
2015The Tale of Two Great Crises. (2015). Giri, Federico ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:117.

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2015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

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2015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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2015Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:46.

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2015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

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Recent citations received in 2014
YearCiting document
2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy. (2014). Tessone, Claudio Juan ; Mavrodiev, Pavlin ; PERONY, NICOLAS ; Garcia, David . In: Papers. RePEc:arx:papers:1408.1494.

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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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2014Are there long-run diversification gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-566.

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2014What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon. (2014). Selmi, Refk . In: MPRA Paper. RePEc:pra:mprapa:58133.

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2014Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:59595.

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2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201433.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team