International Journal of Financial Markets and Derivatives / Inderscience Enterprises Ltd
Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
3
Impact Factor
0
5 Years IF
0.02
Data available in this
report
[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
0.04| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2010 | Regime switching stochastic volatility option pricing. (2010). Mitra, Sovan. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:213-242. Full description at Econpapers || Download paper | 4 |
| 2 | 2015 | Financial market contagion during the global financial crisis: evidence from the Moroccan stock market. (2015). SAIDI, Youssef ; El Ghini, Ahmed. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:1:p:78-95. Full description at Econpapers || Download paper | 3 |
| 3 | 2011 | Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems. (2011). Kablan, Abdalla ; Ng, Wing Lon . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:68-87. Full description at Econpapers || Download paper | 3 |
| 4 | 2009 | Volatility dynamics in three euro exchange rates: correlations, spillovers and commonality. (2009). Ruiz, Isabel ; McMillan, David G.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:64-74. Full description at Econpapers || Download paper | 2 |
| 5 | 2010 | Hedging effectiveness in shipping industry during financial crises. (2010). Samitas, Aristeidis ; Tsakalos, Ioannis . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:196-212. Full description at Econpapers || Download paper | 2 |
| 6 | 2015 | An equilibrium model for the OTC derivative with the counterparty risk via the credit charge. (2015). Takino, Kazuhiro . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:2:p:97-121. Full description at Econpapers || Download paper | 1 |
| 7 | 2009 | The effect of the EMU on short and long-run stock market dynamics: new evidence on financial integration. (2009). Lafuente, Juan Angel ; Ordonez, Javier . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:75-95. Full description at Econpapers || Download paper | 1 |
| 8 | 2011 | Pricing Chinese warrants using artificial neural networks coupled with Markov regime switching model. (2011). Liu, David ; Zhang, Lei. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:314-330. Full description at Econpapers || Download paper | 1 |
| 9 | 2011 | Selecting pair-copulas with downside risk minimisation. (2011). Maringer, Dietmar ; Zhang, Jin. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:121-148. Full description at Econpapers || Download paper | 1 |
| 10 | 2011 | Pricing two dimensional derivatives under stochastic correlation. (2011). Escobar Anel, Marcos ; Alvarez, Alexander ; Olivares, Pablo. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:4:p:265-287. Full description at Econpapers || Download paper | 1 |
| 11 | 2010 | A binomial model for pricing US-style average options with reset features. (2010). Costabile, Massimo ; Russo, Emilio ; Massabo, Ivar. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:3:p:258-273. Full description at Econpapers || Download paper | 1 |
| 12 | 2014 | On the implied volatility layers under the future risk-free rate uncertainty. (2014). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:4:p:392-408. Full description at Econpapers || Download paper | 1 |
| 13 | 2009 | Design and use of weather derivatives for farmers: the case of hedging rain risk by soyabean growers in Jhalawar district in India. (2009). Datta, Manipadma ; Ansari, Valeed A. ; Seth, Rajiv . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:49-63. Full description at Econpapers || Download paper | 1 |
| 14 | 2011 | On the pricing of single premium variable annuities with periodic fees and periodic cost of insurance using option pricing techniques. (2011). Poufinas, Thomas. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:3:p:180-194. Full description at Econpapers || Download paper | 1 |
| 15 | 2017 | The impact of monetary policy expectations on interbank interest rates in Malaysia. (2017). Ito, Takayasu. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:6:y:2017:i:1:p:1-11. Full description at Econpapers || Download paper | 1 |
| 16 | 2014 | Barrier options in three dimensions. (2014). Escobar Anel, Marcos ; Wen, Xianzhang ; Ferrando, Sebastian. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2014:i:3:p:260-292. Full description at Econpapers || Download paper | 1 |
| 17 | 2009 | Hedging under production and price uncertainty: a decision analysis. (2009). Alghalith, Moawia. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2009:i:1:p:1-4. Full description at Econpapers || Download paper | 1 |
| 18 | 2015 | A regime switching quadratic model for VIX futures valuation. (2015). Tong, Zhigang. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:4:y:2015:i:3/4:p:246-272. Full description at Econpapers || Download paper | 1 |
| 19 | 2012 | The investor sentiment endurance index and its forecasting ability. (2012). He, Ling T.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:3:y:2012:i:1:p:61-70. Full description at Econpapers || Download paper | 1 |
| 20 | 2011 | Constrained mean-risk portfolio optimisation: an application of multiobjective simulated annealing. (2011). Mamanis, Georgios ; Anagnostopoulos, Konstantinos P.. In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:2:y:2011:i:1/2:p:50-67. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2010 | Hedging effectiveness in shipping industry during financial crises. (2010). Samitas, Aristeidis ; Tsakalos, Ioannis . In: International Journal of Financial Markets and Derivatives. RePEc:ids:ijfmkd:v:1:y:2010:i:2:p:196-212. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series