Econometric Research in Finance / SGH Warsaw School of Economics, Collegium of Economic Analysis
Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
4
Impact Factor (IF)
0
5 Years IF
0.29
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]
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know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2016 | 0 | 0.53 | 0 | 0 | 6 | 6 | 11 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2017 | 0.17 | 0.54 | 0.08 | 0.17 | 6 | 12 | 13 | 1 | 1 | 6 | 1 | 6 | 1 | 0 | 0 | 0.22 | ||
| 2018 | 0.25 | 0.56 | 0.17 | 0.25 | 6 | 18 | 36 | 3 | 4 | 12 | 3 | 12 | 3 | 0 | 0 | 0.24 | ||
| 2019 | 0.75 | 0.57 | 0.4 | 0.56 | 7 | 25 | 8 | 10 | 14 | 12 | 9 | 18 | 10 | 1 | 10 | 0 | 0.23 | |
| 2020 | 0.77 | 0.69 | 0.52 | 0.64 | 8 | 33 | 12 | 17 | 31 | 13 | 10 | 25 | 16 | 3 | 17.6 | 1 | 0.13 | 0.33 |
| 2021 | 0.47 | 0.83 | 0.5 | 0.64 | 9 | 42 | 2 | 21 | 52 | 15 | 7 | 33 | 21 | 0 | 0 | 0.31 | ||
| 2022 | 0.59 | 0.9 | 0.43 | 0.42 | 5 | 47 | 0 | 20 | 72 | 17 | 10 | 36 | 15 | 0 | 0 | 0.27 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2018 | 29 | |
| 2 | 2020 | The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned. (2020). Mesagan, Ekundayo ; Ogbuji, Isaac Azubuike ; Alimi, Yasiru Olorunfemi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:59-78. Full description at Econpapers || Download paper | 8 |
| 3 | 2019 | Testing the Validity of the Triple Deficit Hypothesis for Nigeria. (2019). Raji, Rahman Olanrewaju . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:89-109. Full description at Econpapers || Download paper | 6 |
| 4 | 2017 | Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data. (2017). Dybka, Piotr ; Chojnowski, MichaÃ
â. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:1-21. Full description at Econpapers || Download paper | 5 |
| 5 | 2016 | Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?. (2016). Ferreira, Paulo. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:67-79. Full description at Econpapers || Download paper | 4 |
| 6 | 2018 | 4 | |
| 7 | 2016 | Forecasting the Yield Curve With Macroeconomic Variables. (2016). Rubaszek, MichaÃ
â. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:1-21. Full description at Econpapers || Download paper | 4 |
| 8 | 2017 | Determination of Long and Short Run Demand for Money in the West African Monetary Zone (WAMZ) Countries: A Panel Analysis. (2017). Adi, Agya. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:79-97. Full description at Econpapers || Download paper | 3 |
| 9 | 2016 | Governance and Financial Development: Evidence from the Middle East and North Africa Region. (2016). hechmy, badry (ph.d). In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:115-127. Full description at Econpapers || Download paper | 3 |
| 10 | 2020 | Analysis of Tax Compliance in Sub-Saharan Africa: Evidence from Firm-Level Study. (2020). Abdu, Musa ; Jibir, Adamu ; Muhammad, Tasiu. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:119-142. Full description at Econpapers || Download paper | 3 |
| 11 | 2017 | Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42. Full description at Econpapers || Download paper | 3 |
| 12 | 2018 | 2 | |
| 13 | 2018 | 1 | |
| 14 | 2020 | Nutrition Intake, Health Status, Education and Economic Growth: A Causality Investigation. (2020). Raji, Rahman Olanrewaju. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:79-102. Full description at Econpapers || Download paper | 1 |
| 15 | 2019 | The Stock Market between Classical and Behavioral Hypotheses: An Empirical Investigation of the Warsaw Stock Exchange. (2019). Bahlouli, Robabeh ; Sarkandiz, Mostafa Raeisi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:67-88. Full description at Econpapers || Download paper | 1 |
| 16 | 2017 | Neural Networks in Credit Risk Classification of Companies in the Construction Sector. (2017). Wojcicka, Aleksandra . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:63-77. Full description at Econpapers || Download paper | 1 |
| 17 | 2019 | On The Accuracy of GARCH Estimation in R Packages. (2019). McCullough, B D ; Hill, Chelsey. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:133-156. Full description at Econpapers || Download paper | 1 |
| 18 | 2021 | Predicting the Price of Crude Oil and its Fluctuations Using Computational Econometrics: Deep Learning, LSTM, and Convolutional Neural Networks. (2021). Fayek, Sara ; Assaad, Rayan H. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:2:p:119-137. Full description at Econpapers || Download paper | 1 |
| 19 | 2017 | Financial Instability and Inequality Dynamics in the WAEMU. (2017). Thioune, Thierno . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:43-62. Full description at Econpapers || Download paper | 1 |
| 20 | 2019 | Does Forward Guidance Matter in Small Open Economies? Examples from Europe. (2019). Rybacki, Jakub. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:1:p:1-26. Full description at Econpapers || Download paper | 1 |
| 21 | 2021 | Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients. (2021). el Boukfaoui, My Youssef ; Pereira, Hernane ; Tavares, Clenidas ; Tilfani, Oussama ; Ferreira, Paulo. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:1:p:57-75. Full description at Econpapers || Download paper | 1 |
| 22 | 2016 | Determinants of Profitability of Polish Banks: The Role of Foreign Banks. (2016). PawÃ
âowska, MaÃ
âgorzata ; Pawowska, Magorzata. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:23-46. Full description at Econpapers || Download paper | 1 |
| 23 | 2020 | Forecasting the Yield Curve for Poland. (2020). Rubaszek, Micha ; Kostyra, Tomasz Piotr. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:103-117. Full description at Econpapers || Download paper | 1 |
| 24 | 2018 | 1 | |
| 25 | 2021 | Does Foreign Presence Influence the Level of Firm Technical Efficiency? Evidence from Africa. (2021). Anthony-Orji, Onyinye I ; Aza, Gabriel Chiangi ; Ogbuabor, Jonathan E. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:6:y:2021:i:1:p:1-20. Full description at Econpapers || Download paper | 1 |
| 26 | 2017 | Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions. (2017). Gallo, Giampiero ; Carita, Danilo ; de Luca, Giovanni. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:99-111. 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 | 2018 | 14 | |
| 2 | 2020 | The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned. (2020). Mesagan, Ekundayo ; Ogbuji, Isaac Azubuike ; Alimi, Yasiru Olorunfemi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:59-78. Full description at Econpapers || Download paper | 6 |
| 3 | 2017 | Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
Recent citations received in 2021
| Year | Citing document |
|---|
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Effects of Risk Culture and Appetite on Effective Risk Management in Nigerian Banks: Case Study of United Bank for Africa Plc. (2020). Amadi, Agatha Nkem ; Yusuf, Ismaila Akanni ; Salaudeen, Mohammed Bashir. In: Academic Journal of Economic Studies. RePEc:khe:scajes:v:6:y:2020:i:2:p:81-87. Full description at Econpapers || Download paper |
10 most frequent citing series