0.44
Impact Factor
0.42
5-Years IF
6
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] [
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 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.12 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.26 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.28 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.32 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.39 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2002 | 0.4 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2003 | 0.43 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2004 | 0.48 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2005 | 0.52 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2006 | 0.51 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 5 | 5 | 8 | 0 | 0 | 1 (12.5%) | 0.2 | ||||||||
| 2009 | 0.49 | 5 | 10 | 12 | 5 | 5 | 1 (8.3%) | 0.19 | ||||||||
| 2010 |  0.1 | 0.46 | 0.1 | 5 | 15 | 1 | 0.07 | 4 | 10 | 1 | 10 | 1 | (%) | 0.17 | ||
| 2011 | 0.49 | 5 | 20 | 4 | 10 | 15 | (%) | 0.19 | ||||||||
| 2012 | 0.52 | 0.05 | 5 | 25 | 1 | 0.04 | 13 | 10 | 20 | 1 | (%) | 0.19 | ||||
| 2013 | 0.58 | 0.04 | 4 | 29 | 1 | 0.03 | 3 | 10 | 25 | 1 | (%) | 0.2 | ||||
| 2014 | 0.6 | 0.04 | 10 | 39 | 2 | 0.05 | 19 | 9 | 24 | 1 | (%) | 0.2 | ||||
| 2015 | 0.61 | 0.17 | 20 | 59 | 7 | 0.12 | 40 | 14 | 29 | 5 | (%) | 0.19 | ||||
| 2016 | 0.43 | 0.68 | 0.39 | 16 | 75 | 23 | 0.31 | 9 | 30 | 13 | 44 | 17 | (%) | 2 | 0.13 | 0.2 |
| 2017 | 0.44 | 0.73 | 0.42 | 26 | 101 | 34 | 0.34 | 22 | 36 | 16 | 55 | 23 | 2 (9.1%) | 4 | 0.15 | 0.22 |
| 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 | 20 |
| 2 | 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 | 14 |
| 3 | 2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | 13 |
| 4 | 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 | 9 |
| 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 | 7 |
| 6 | 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 | 6 |
| 7 | 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 | 6 |
| 8 | 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 | 6 |
| 9 | 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 | 5 |
| 10 | 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 | 4 |
| 11 | 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 | 4 |
| 12 | 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 | 4 |
| 13 | 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 |
| 14 | 2017 | A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. Full description at Econpapers || Download paper | 3 |
| 15 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458. Full description at Econpapers || Download paper | 3 |
| 16 | 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 | 3 |
| 17 | 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 | 2 |
| 18 | 2017 | Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310. Full description at Econpapers || Download paper | 2 |
| 19 | 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 | 2 |
| 20 | 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 |
| 21 | 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 |
| 22 | 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 | 2 |
| 23 | 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 | 2 |
| 24 | 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 |
| 25 | 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | 2 |
| 26 | 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 | 2 |
| 27 | 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 | 2 |
| 28 | 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 | 2 |
| 29 | 2018 | Take Profit and Stop Loss Trading Strategies Comparison in Combination with an MACD Trading System. (2018). Vezeris, Dimitrios ; Schinas, Christos ; Kyrgos, Themistoklis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:56-:d:170764. Full description at Econpapers || Download paper | 1 |
| 30 | 2018 | How Informative Are Earnings Forecasts? â . (2018). Franses, Philip Hans ; de Bruijn, Bert. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:36-:d:155547. Full description at Econpapers || Download paper | 1 |
| 31 | 2016 | Portfolios Dominating Indices: Optimization with Second-Order Stochastic Dominance Constraints vs. Minimum and Mean Variance Portfolios. (2016). Keeci, Neslihan Fidan ; Uryasev, Stan ; Kuzmenko, Viktor . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:9:y:2016:i:4:p:11-:d:79820. Full description at Econpapers || Download paper | 1 |
| 32 | 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 |
| 33 | 2017 | Safety Evaluation of Evacuation Routes in Central Tokyo Assuming a Large-Scale Evacuation in Case of Earthquake Disasters. (2017). Yamamoto, Kayoko ; Li, Ximing. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:14-:d:102828. Full description at Econpapers || Download paper | 1 |
| 34 | 2012 | Technical Efficiency and Port Competition: Revisiting the Bohai Economic Rim, China. (2012). Wang, Grace ; gao, chen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:5:y:2012:i:1:p:115-130:d:28411. Full description at Econpapers || Download paper | 1 |
| 35 | 2015 | Firm Value and Cross Listings: The Impact of Stock Market Prestige. (2015). Peristiani, Stavros ; Cetorelli, Nicola. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:8:y:2015:i:1:p:150-180:d:47217. Full description at Econpapers || Download paper | 1 |
| 36 | 2018 | Enterprise Risk Management Practices and Firm Performance, the Mediating Role of Competitive Advantage and the Moderating Role of Financial Literacy. (2018). Yang, Songling ; Anwar, Muhammad ; Ishtiaq, Muhammad. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:35-:d:155255. Full description at Econpapers || Download paper | 1 |
| 37 | 2014 | Revisiting the Performance of MACD and RSI Oscillators. (2014). Liew, Venus ; CHONG, Terence Tai Leung. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:1:p:1-12:d:33440. Full description at Econpapers || Download paper | 1 |
| 38 | 2017 | An Empirical Study on the Impact of Basel III Standards on Banksâ Default Risk: The Case of Luxembourg. (2017). Giordana, Gastón ; Schumacher, Ingmar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:8-:d:95645. Full description at Econpapers || Download paper | 1 |
| 39 | 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 |
| 40 | 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 |
| 41 | 2018 | Forecasting of Realised Volatility with the Random Forests Algorithm. (2018). LUONG, CHUONG ; Dokuchaev, Nikolai. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:61-:d:175017. 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 | 20 |
| 2 | 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 | 14 |
| 3 | 2017 | GARCH Modelling of Cryptocurrencies. (2017). Chu, Jeffrey ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chan, Stephen. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:4:p:17-:d:113895. Full description at Econpapers || Download paper | 13 |
| 4 | 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 | 9 |
| 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 | 7 |
| 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 | 6 |
| 7 | 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 | 5 |
| 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 | 4 |
| 9 | 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 | 4 |
| 10 | 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 | 4 |
| 11 | 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 | 3 |
| 12 | 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 |
| 13 | 2017 | A Statistical Analysis of Cryptocurrencies. (2017). Chan, Stephen ; Osterrieder, Joerg ; Nadarajah, Saralees ; Chu, Jeffrey. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:12-:d:100126. Full description at Econpapers || Download paper | 3 |
| 14 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:7:y:2014:i:2:p:80-109:d:37458. Full description at Econpapers || Download paper | 3 |
| 15 | 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 | 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 | 2 |
| 17 | 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 | 2 |
| 18 | 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 |
| 19 | 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 | 2 |
| 20 | 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 |
| 21 | 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 |
| 22 | 2018 | Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis. (2018). Conrad, Christian ; Ghysels, Eric ; Custovic, Anessa . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:23-:d:145629. Full description at Econpapers || Download paper | 2 |
| 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 | 2 |
| 24 | 2017 | Trade Openness and Bank Risk-Taking Behavior: Evidence from Emerging Economies. (2017). Ashraf, Badar Nadeem ; Yan, Liang ; Arshad, Sidra. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:3:p:15-:d:106310. Full description at Econpapers || Download paper | 2 |
| 25 | 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 |
Citing documents used to compute impact factor 16:
| Year | Title | |
|---|---|---|
| 2017 | Murphy Diagrams: Forecast Evaluation of Expected Shortfall. (2017). Ziegel, Johanna F ; Fasciati, Fernando ; Jordan, Alexander ; Krueger, Fabian . In: Working Papers. RePEc:awi:wpaper:0632. Full description at Econpapers || Download paper | |
| 2017 | A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies. (2017). McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170013. Full description at Econpapers || Download paper | |
| 2017 | The Univariate Collapsing Method for Portfolio Optimization. (2017). Paolella, Marc S. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:18-:d:97715. Full description at Econpapers || Download paper | |
| 2017 | Stability of zero-growth economics analysed with a Minskyan model. (2017). Barrett, Adam B. In: Papers. RePEc:arx:papers:1704.08161. Full description at Econpapers || Download paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:101763. Full description at Econpapers || Download paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Challenges. RePEc:gam:jchals:v:8:y:2017:i:2:p:23-:d:111192. Full description at Econpapers || Download paper | |
| 2017 | Tourism stocks in times of crises: An econometric investigation of non-macro factors. (2017). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1716. Full description at Econpapers || Download paper | |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). Savva, Christos ; McAleer, Michael ; Lambertides, N ; Zopiatis, A. In: Econometric Institute Research Papers. RePEc:ems:eureir:100332. Full description at Econpapers || Download paper | |
| 2017 | Tourism Stocks in Times of Crises: An Econometric Investigation of Unexpected Non-macroeconomic Factors. (2017). Savva, Christos ; McAleer, Michael ; Lambertides, Neophytos ; Zopiatis, Anastasios . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170052. Full description at Econpapers || Download paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20170071. Full description at Econpapers || Download paper | |
| 2017 | A Tourism Financial Conditions Index for Tourism Finance. (2017). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1720. Full description at Econpapers || Download paper | |
| 2017 | Heavy-tailed Distributions and Risk Management of Equity Market Tail Events. (2017). Guo, Zi-Yi. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:31-41. Full description at Econpapers || Download paper | |
| 2017 | CoVaR of families of copulas. (2017). Durante, Fabrizio ; Bernardi, M ; Jaworski, P. In: Statistics & Probability Letters. RePEc:eee:stapro:v:120:y:2017:i:c:p:8-17. Full description at Econpapers || Download paper | |
| 2017 | Multiple risk measures for multivariate dynamic heavyâtailed models. (2017). Bernardi, Mauro ; Petrella, Lea ; Maruotti, Antonello. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:1-32. Full description at Econpapers || Download paper | |
| 2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961. Full description at Econpapers || Download paper | |
| 2017 | Transfer mutual information: A new method for measuring information transfer to the interactions of time series. (2017). Lin, Aijing ; Shang, Pengjian ; Zhao, Xiaojun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:517-526. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Statistical Arbitrage Pairs Trading with High-frequency Data. (2017). Stubinger, Johannes ; Bredthauer, Jens. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-76. Full description at Econpapers || Download paper | |
| 2017 | An Empirical Study on the Impact of Basel III Standards on Banksâ Default Risk: The Case of Luxembourg. (2017). Giordana, Gastón ; Schumacher, Ingmar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:10:y:2017:i:2:p:8-:d:95645. Full description at Econpapers || Download paper | |
| 2017 | Power and Size analysis of Co-integration tests in Conditional Heteroskedascity: A Monte Carlo Simulation. (2017). Osarumwense, Osabuohien-Irabor ; Mbegbu, Julian I. In: Romanian Statistical Review. RePEc:rsr:journl:v:65:y:2017:i:3:p:17-34. Full description at Econpapers || Download paper | |
| 2017 | Financial market predictions with Factorization Machines: Trading the opening hour based on overnight social media data. (2017). Stubinger, Johannes ; Knoll, Julian ; Walter, Dominik. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:192017. Full description at Econpapers || Download paper |
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
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Recent citations received in 2014
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10 most frequent citing series
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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, 2th 2018. Contact: CitEc Team