0.06
Impact Factor
0.06
5-Years IF
3
5-Years H index
International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. 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] [
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Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1991 | 0.1 | 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 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2009 | 0.49 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2010 | 0.46 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2011 | 0.49 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2012 | 0.52 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2013 | 0.58 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2014 | 0.6 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2015 | 0.61 | 57 | 57 | 16 | 0 | 0 | 2 (12.5%) | 0.19 | ||||||||
| 2016 |  0.05 | 0.68 | 0.05 | 91 | 148 | 3 | 0.02 | 11 | 57 | 3 | 57 | 3 | 2 (18.2%) | 0.2 | ||
| 2017 | 0.06 | 0.73 | 0.06 | 36 | 184 | 11 | 0.06 | 7 | 148 | 9 | 148 | 9 | 1 (14.3%) | 2 | 0.06 | 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 | Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115. Full description at Econpapers || Download paper | 3 |
| 2 | 2015 | An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206. Full description at Econpapers || Download paper | 3 |
| 3 | 2016 | Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x. Full description at Econpapers || Download paper | 3 |
| 4 | 2015 | Program trading and its risk analysis based on agent-based computational finance. (2015). Xiong, Xiong ; Zhang, Yongjie ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140. Full description at Econpapers || Download paper | 3 |
| 5 | 2016 | A sharp approximation for ATM-forward option prices and implied volatilites. (2016). Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s242478631650002x. Full description at Econpapers || Download paper | 2 |
| 6 | 2016 | Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158. Full description at Econpapers || Download paper | 2 |
| 7 | 2017 | Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372. Full description at Econpapers || Download paper | 2 |
| 8 | 2015 | Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152. Full description at Econpapers || Download paper | 2 |
| 9 | 2017 | Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty. (2017). Leung, Tim ; Ward, Brian ; Concha, Julio ; Bulthuis, Brian. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500207. Full description at Econpapers || Download paper | 1 |
| 10 | 2015 | A note on transforming PDEs to ODEs. (2015). Alghalith, M. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500322. Full description at Econpapers || Download paper | 1 |
| 11 | 2016 | A general framework for the benchmark pricing in a fully collateralized market. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500195. Full description at Econpapers || Download paper | 1 |
| 12 | 2018 | Optimal dynamic pairs trading of futures under a two-factor mean-reverting model. (2018). Leung, Tim ; Yan, Raphael . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500275. Full description at Econpapers || Download paper | 1 |
| 13 | 2015 | Real-time risk management: An AAD-PDE approach. (2015). Capriotti, Luca ; Macrina, Andrea ; Jiang, Yupeng. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500395. Full description at Econpapers || Download paper | 1 |
| 14 | 2017 | Performance of banking industry in Bangladesh: Insights of CAMEL rating. (2017). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500062. Full description at Econpapers || Download paper | 1 |
| 15 | 2015 | Risk-return trade-off, information diffusion, and U.S. stock market predictability. (2015). Xie, Haibin ; Wang, Shouyang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s2424786315500383. Full description at Econpapers || Download paper | 1 |
| 16 | 2017 | Pricing derivatives with fractional volatility. (2017). Funahashi, Hideharu. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500141. Full description at Econpapers || Download paper | 1 |
| 17 | 2016 | Inverse problem and concentration method of a continuous-in-time financial model. (2016). Chakkour, Tarik ; Frenod, Emmanuel. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s242478631650016x. Full description at Econpapers || Download paper | 1 |
| 18 | 2017 | Pólya-based approximation for the ATM-forward implied volatility. (2017). Mati, Ivan ; Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323. Full description at Econpapers || Download paper | 1 |
| 19 | 2015 | Linkage between corporate governance and corporate social responsibility in banking sector of Bangladesh. (2015). Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:04:n:s242478631550036x. Full description at Econpapers || Download paper | 1 |
| 20 | 2016 | A note on CVA and wrong way risk. (2016). Baviera, Roberto ; Pellicioli, Paolo ; la Bua, Gaetano . In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:02:n:s2424786316500122. Full description at Econpapers || Download paper | 1 |
| 21 | 2017 | Banksâ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256. Full description at Econpapers || Download paper | 1 |
| 22 | 2015 | Self-financing strategy expression in general shape limit order book with market impacts in continuous time. (2015). Saito, Taiga. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:03:n:s2424786315500346. Full description at Econpapers || Download paper | 1 |
| 23 | 2016 | Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s2424786316500274. 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 | Program trading and its risk analysis based on agent-based computational finance. (2015). Xiong, Xiong ; Zhang, Yongjie ; Yuan, Hailiang. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500140. Full description at Econpapers || Download paper | 3 |
| 2 | 2016 | Co-movement analysis of Asian stock markets against FTSE100 and S&P 500: Wavelet-based approach. (2016). Yilmaz, Adil ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:04:n:s242478631650033x. Full description at Econpapers || Download paper | 3 |
| 3 | 2015 | An asymptotic expansion of forward-backward SDEs with a perturbed driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500206. Full description at Econpapers || Download paper | 3 |
| 4 | 2015 | Static models of central counterparty risk. (2015). Ghamami, Samim. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500115. Full description at Econpapers || Download paper | 3 |
| 5 | 2015 | Local risk-minimization for Lévy markets. (2015). Arai, Takuji ; Suzuki, Ryoichi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:02:y:2015:i:02:n:s2424786315500152. Full description at Econpapers || Download paper | 2 |
| 6 | 2016 | A sharp approximation for ATM-forward option prices and implied volatilites. (2016). Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:01:n:s242478631650002x. Full description at Econpapers || Download paper | 2 |
| 7 | 2017 | Style analysis with particle filtering and generalized simulated annealing. (2017). Fukui, Takaya ; Takahashi, Akihiko ; Sato, Seisho. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500372. Full description at Econpapers || Download paper | 2 |
| 8 | 2016 | Pricing corporate bonds with interest rates following double square-root process. (2016). Lo, Chi-Fai ; Hui, Cho-Hoi. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500158. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 9:
| Year | Title | |
|---|---|---|
| 2017 | DERIVATIVE PRICING WITH COLLATERALIZATION AND FX MARKET DISLOCATIONS. (2017). Moreni, Nicola ; Pallavicini, Andrea. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:06:n:s0219024917500406. Full description at Econpapers || Download paper | |
| 2017 | Pólya-based approximation for the ATM-forward implied volatility. (2017). Mati, Ivan ; Stefanica, Dan ; Radoii, Rado. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500323. Full description at Econpapers || Download paper | |
| 2017 | AN EXPLICIT IMPLIED VOLATILITY FORMULA. (2017). Stefanica, Dan ; Radoii, Rado. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500480. Full description at Econpapers || Download paper | |
| 2017 | Co-movement of precious metals and forecasting using scale by scale wavelet transform. (2017). Oral, Emrah ; Unal, Gazanfer. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:01:n:s2424786317500074. Full description at Econpapers || Download paper | |
| 2017 | FORECASTING OF OIL AND AGRICULTURAL COMMODITY PRICES: VARMA VERSUS ARMA. (2017). Gulerce, Mustafa ; Unal, Gazanfer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:03:n:s2010495217500129. Full description at Econpapers || Download paper | |
| 2017 | Some Notes about the Continuous-in-Time Financial Model. (2017). Chakkour, Tarik. In: Post-Print. RePEc:hal:journl:hal-01584982. Full description at Econpapers || Download paper | |
| 2017 | Variance and Volatility Swaps and Futures Pricing for Stochastic Volatility Models. (2017). Swishchuk, Anatoliy ; Wang, Zijia. In: Papers. RePEc:arx:papers:1712.02735. Full description at Econpapers || Download paper | |
| 2017 | Hedging and pricing illiquid options with market impacts. (2017). Saito, Taiga. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s242478631750030x. Full description at Econpapers || Download paper | |
| 2017 | Does OTC derivatives reform incentivize central clearing?. (2017). Ghamami, Samim ; Glasserman, Paul. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:32:y:2017:i:c:p:76-87. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Banksâ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh. (2017). Zheng, Changjun ; Moudud-Ul, Syed. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:04:y:2017:i:02n03:n:s2424786317500256. Full description at Econpapers || Download paper | |
| 2017 | AN EXPLICIT IMPLIED VOLATILITY FORMULA. (2017). Stefanica, Dan ; Radoii, Rado. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:07:n:s0219024917500480. Full description at Econpapers || Download paper |
Recent citations received in 2016
| Year | Citing document |
|---|
Recent citations received in 2015
| Year | Citing document |
|---|
10 most frequent citing series
| # | Series | Cites |
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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, 2th 2018. Contact: CitEc Team