Annals of Financial Economics (AFE) / World Scientific Publishing Co. Pte. Ltd.
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0.16
5 Years IF
0.33
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]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2005 | 0 | 0.5 | 0 | 0 | 5 | 5 | 5 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2006 | 0 | 0.5 | 0 | 0 | 5 | 10 | 1 | 0 | 5 | 5 | 0 | 0 | 0.22 | |||||
| 2007 | 0 | 0.46 | 0 | 0 | 5 | 15 | 2 | 0 | 10 | 10 | 0 | 0 | 0.2 | |||||
| 2008 | 0 | 0.49 | 0.05 | 0 | 4 | 19 | 0 | 1 | 10 | 15 | 0 | 0 | 0.23 | |||||
| 2009 | 0 | 0.47 | 0 | 0 | 5 | 24 | 18 | 1 | 9 | 19 | 0 | 0 | 0.24 | |||||
| 2011 | 0.4 | 0.52 | 0.07 | 0.11 | 4 | 28 | 3 | 2 | 3 | 5 | 2 | 19 | 2 | 0 | 0 | 0.24 | ||
| 2012 | 0 | 0.52 | 0.03 | 0 | 10 | 38 | 46 | 1 | 4 | 4 | 18 | 0 | 0 | 0.22 | ||||
| 2013 | 0.29 | 0.56 | 0.16 | 0.22 | 13 | 51 | 27 | 8 | 12 | 14 | 4 | 23 | 5 | 0 | 1 | 0.08 | 0.24 | |
| 2014 | 0.22 | 0.55 | 0.18 | 0.16 | 20 | 71 | 23 | 13 | 25 | 23 | 5 | 32 | 5 | 1 | 7.7 | 8 | 0.4 | 0.23 |
| 2015 | 0 | 0.55 | 0.14 | 0.13 | 17 | 88 | 68 | 12 | 37 | 33 | 47 | 6 | 0 | 4 | 0.24 | 0.23 | ||
| 2016 | 0.41 | 0.53 | 0.25 | 0.31 | 20 | 108 | 51 | 27 | 64 | 37 | 15 | 64 | 20 | 6 | 22.2 | 0 | 0.21 | |
| 2017 | 0.41 | 0.54 | 0.22 | 0.29 | 20 | 128 | 59 | 28 | 92 | 37 | 15 | 80 | 23 | 1 | 3.6 | 0 | 0.22 | |
| 2018 | 0.6 | 0.56 | 0.39 | 0.36 | 35 | 163 | 54 | 63 | 155 | 40 | 24 | 90 | 32 | 3 | 4.8 | 3 | 0.09 | 0.24 |
| 2019 | 0.35 | 0.58 | 0.27 | 0.29 | 22 | 185 | 51 | 50 | 205 | 55 | 19 | 112 | 33 | 1 | 2 | 2 | 0.09 | 0.23 |
| 2020 | 0.28 | 0.7 | 0.24 | 0.31 | 20 | 205 | 7 | 49 | 254 | 57 | 16 | 114 | 35 | 0 | 1 | 0.05 | 0.33 | |
| 2021 | 0.43 | 0.87 | 0.39 | 0.42 | 17 | 222 | 14 | 86 | 340 | 42 | 18 | 117 | 49 | 0 | 3 | 0.18 | 0.32 | |
| 2022 | 0.16 | 1 | 0.26 | 0.33 | 24 | 246 | 17 | 63 | 404 | 37 | 6 | 114 | 38 | 0 | 3 | 0.13 | 0.31 |
| 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 | 2017 | A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers || Download paper | 47 |
| 2 | 2015 | IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers || Download paper | 43 |
| 3 | 2012 | STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers || Download paper | 20 |
| 4 | 2016 | PRICING COVARIANCE SWAPS FOR BARNDORFFââ¬âNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers || Download paper | 20 |
| 5 | 2016 | A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK. (2016). Wong, Wing-Keung ; Guo, Xu ; Zhu, Lixing ; Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500019. Full description at Econpapers || Download paper | 20 |
| 6 | 2015 | APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers || Download paper | 17 |
| 7 | 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers || Download paper | 17 |
| 8 | 2013 | ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. (2013). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:02:n:s2010495213500073. Full description at Econpapers || Download paper | 14 |
| 9 | 2018 | 12 | |
| 10 | 2014 | TESTING PRICE PRESSURE, INFORMATION, FEEDBACK TRADING, AND SMOOTHING EFFECTS FOR ENERGY EXCHANGE TRADED FUNDS. (2014). Chang, Chia-Lin ; Ke, Yu-Pei . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400065. Full description at Econpapers || Download paper | 11 |
| 11 | 2019 | FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). McAleer, Michael ; Vo, Duc Hong ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088. Full description at Econpapers || Download paper | 10 |
| 12 | 2018 | HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069. Full description at Econpapers || Download paper | 9 |
| 13 | 2018 | EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033. Full description at Econpapers || Download paper | 8 |
| 14 | 2019 | DOES CHANGE IN ECONOMIC POLICY UNCERTAINTY AFFECT REAL ESTATE INVESTMENT TRUSTS (REITs)?. (2019). Oad, Suresh Kumar ; Sadhwani, Ranjeeta ; Suleman, Muhammad Tahir ; Ali-Rind, Asad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:04:n:s2010495219500167. Full description at Econpapers || Download paper | 8 |
| 15 | 2009 | GARCH AND VOLUME EFFECTS IN THE AUSTRALIAN STOCK MARKETS. (2009). Xiao, Jingliang ; Wong, Wing-Keung ; Brooks, Robert D. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500055. Full description at Econpapers || Download paper | 8 |
| 16 | 2019 | VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVEââ¬â¢S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat Hussain ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155. Full description at Econpapers || Download paper | 7 |
| 17 | 2009 | MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043. Full description at Econpapers || Download paper | 7 |
| 18 | 2018 | TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112. Full description at Econpapers || Download paper | 7 |
| 19 | 2012 | THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078. Full description at Econpapers || Download paper | 6 |
| 20 | 2022 | IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL. (2022). Arfaoui, Nadia ; Yousaf, Imran. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s201049522250004x. Full description at Econpapers || Download paper | 5 |
| 21 | 2013 | EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers || Download paper | 5 |
| 22 | 2018 | PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers || Download paper | 5 |
| 23 | 2019 | THE NEXUS BETWEEN ECONOMIC INTEGRATION AND GROWTH: APPLICATION TO VIETNAM. (2019). Nguyen, Minh ; Vo, Duc Hong ; Bui, Ngoc Hoang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500143. Full description at Econpapers || Download paper | 5 |
| 24 | 2015 | FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK. (2015). Zagaglia, Paolo ; Liu, Zhuoshi ; Kirchner, Axel ; Gabrielsen, Alexandros . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500050. Full description at Econpapers || Download paper | 4 |
| 25 | 2018 | MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers || Download paper | 4 |
| 26 | 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Powell, Robert ; Allen, David ; Singh, A K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035. Full description at Econpapers || Download paper | 4 |
| 27 | 2019 | 4 | |
| 28 | 2019 | THE DETERMINANTS OF FINANCIAL INSTABILITY IN EMERGING COUNTRIES. (2019). Pham, Thach Ngoc ; Le, Phat Quang-Ton ; Nguyen, Vuong Minh ; Vo, Duc Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500106. Full description at Econpapers || Download paper | 4 |
| 29 | 2019 | 4 | |
| 30 | 2005 | MOTIVES FOR CORPORATE HEDGING: EVIDENCE FROM THE UK. (2005). Clark, Ephraim ; Judge, Amrit. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:01:y:2005:i:01:n:s201049520550003x. Full description at Econpapers || Download paper | 4 |
| 31 | 2012 | EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030. Full description at Econpapers || Download paper | 4 |
| 32 | 2009 | ARE NONLINEAR TRADING RULES PROFITABLE IN THE CHINESE STOCK MARKET?. (2009). CHONG, Terence Tai Leung ; Hinich, Melvin J ; Lam, Tau-Hing. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s201049520950002x. Full description at Econpapers || Download paper | 4 |
| 33 | 2022 | DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL. (2022). Zong, Muyu ; Chang, Bisharat Hussain ; Bagadeem, Salim ; Gohar, Raheel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500245. Full description at Econpapers || Download paper | 4 |
| 34 | 2021 | THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM. (2021). Wong, Wing-Keung ; Tien, Ho Thuy ; Suu, Nguyen Duy. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s201049522150007x. Full description at Econpapers || Download paper | 3 |
| 35 | 2019 | FINANCIAL INTEGRATION AND MACROECONOMIC VOLATILITY: NEW EVIDENCE FROM DSGE MODELING. (2019). Ghazouani, Tarek ; Boukhatem, Jamel ; Drissi, Ramzi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500076. Full description at Econpapers || Download paper | 3 |
| 36 | 2022 | ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS. (2022). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Rjoub, Husam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s2010495222500087. Full description at Econpapers || Download paper | 3 |
| 37 | 2016 | A NOTE ON FERGUSSON AND PLATEN: ââ¬ÅAPPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELSââ¬Â. (2016). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500184. Full description at Econpapers || Download paper | 3 |
| 38 | WHAT DO EXPERTS KNOW ABOUT FORECASTING JOURNAL QUALITY? A COMPARISON WITH ISI RESEARCH IMPACT IN FINANCE. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s201049521350005x. Full description at Econpapers || Download paper | 3 | |
| 39 | 2020 | AUSTRALIAN GOVERNMENT BONDSââ¬â¢ NOMINAL YIELDS: A KEYNESIAN PERSPECTIVE. (2020). Das, Anupam ; Akram, Tanweer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:01:n:s2010495220500037. Full description at Econpapers || Download paper | 3 |
| 40 | 2007 | THE CAUSAL RELATIONSHIP BETWEEN BANK CAPITAL AND PROFITABILITY. (2007). Cox, Raymond ; Hutchison, David E. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:03:y:2007:i:01:n:s2010495207500029. Full description at Econpapers || Download paper | 3 |
| 41 | 3 | ||
| 42 | 2014 | FAST METHODS FOR LARGE-SCALE NON-ELLIPTICAL PORTFOLIO OPTIMIZATION. (2014). Paolella, Marc S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:02:n:s2010495214400016. Full description at Econpapers || Download paper | 3 |
| 43 | 2019 | PASS-THROUGH RATE STUDY FOR HONG KONG BANKING INDUSTRY AND ITS APPLICATION TO NONMATURITY DEPOSITS INTEREST RATE RISK MANAGEMENT. (2019). Fang, Yuzhou ; Wei, Fangying ; Wang, Zhifeng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s201049521950009x. Full description at Econpapers || Download paper | 3 |
| 44 | 2013 | MARKET EFFICIENCY IN G-20 COUNTRIES: THE PARADOX OF FINANCIAL CRISIS. (2013). Tripathi, Vanita ; Murthy, K.V. ; Bhanu, K V ; Vieito, Joo Paulo. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500036. Full description at Econpapers || Download paper | 3 |
| 45 | 2016 | SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS. (2016). Hin, Lin-Yee ; Dokuchaev, Nikolai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500044. Full description at Econpapers || Download paper | 3 |
| 46 | 2014 | JUST HOW GOOD ARE THE TOP THREE JOURNALS IN FINANCE? AN ASSESSMENT BASED ON QUANTITY AND QUALITY CITATIONS. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:09:y:2014:i:01:n:s2010495214500055. Full description at Econpapers || Download paper | 3 |
| 47 | 2021 | MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA. (2021). Taktakishvili, Tengiz ; Dilanchiev, Azer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500202. Full description at Econpapers || Download paper | 3 |
| 48 | 2012 | MEAN-VARIANCE APPROXIMATIONS TO THE GEOMETRIC MEAN. (2012). Markowitz, Harry. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500017. Full description at Econpapers || Download paper | 3 |
| 49 | 2021 | INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500160. Full description at Econpapers || Download paper | 2 |
| 50 | 2019 | FINANCIAL DEVELOPMENT, TECHNOLOGY AND ECONOMIC DEVELOPMENT: THE ROLE OF INSTITUTIONS IN DEVELOPING COUNTRIES. (2019). Abass, Kamran ; Qayyum, Unbreen ; Latif, Rashid ; Sabir, Samina. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s201049521950012x. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR. (2017). Osterrieder, Joerg ; Lorenz, Julian. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:12:y:2017:i:01:n:s2010495217500038. Full description at Econpapers || Download paper | 21 |
| 2 | 2015 | IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500025. Full description at Econpapers || Download paper | 11 |
| 3 | 2018 | 9 | |
| 4 | 2016 | PRICING COVARIANCE SWAPS FOR BARNDORFFââ¬âNIELSEN AND SHEPHARD PROCESS DRIVEN FINANCIAL MARKETS. (2016). Habtemicael, Semere ; Sengupta, Indranil. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:03:n:s2010495216500123. Full description at Econpapers || Download paper | 9 |
| 5 | 2019 | FINANCIAL INCLUSION AND MACROECONOMIC STABILITY IN EMERGING AND FRONTIER MARKETS. (2019). McAleer, Michael ; Vo, Duc Hong ; Van, Loan Thi-Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500088. Full description at Econpapers || Download paper | 9 |
| 6 | 2015 | APPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELS. (2015). Platen, Eckhard ; Fergusson, K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500098. Full description at Econpapers || Download paper | 7 |
| 7 | 2019 | VOLATILITY SPILLOVER EFFECT OF FEDERAL RESERVEââ¬â¢S BALANCE SHEET ON THE FINANCIAL AND GOODS MARKETS OF INDO-PAK REGION. (2019). Chang, Bisharat Hussain ; Malik, Waseem Shahid ; Syed, Qasim Raza. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500155. Full description at Econpapers || Download paper | 6 |
| 8 | 2018 | HERDING IN CRYPTO-CURRENCY MARKETS. (2018). Ajaz, Taufeeq ; Kumar, Anoop S. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:02:n:s2010495218500069. Full description at Econpapers || Download paper | 6 |
| 9 | 2018 | EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033. Full description at Econpapers || Download paper | 5 |
| 10 | 2022 | IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL. (2022). Arfaoui, Nadia ; Yousaf, Imran. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s201049522250004x. Full description at Econpapers || Download paper | 5 |
| 11 | 2019 | DOES CHANGE IN ECONOMIC POLICY UNCERTAINTY AFFECT REAL ESTATE INVESTMENT TRUSTS (REITs)?. (2019). Oad, Suresh Kumar ; Sadhwani, Ranjeeta ; Suleman, Muhammad Tahir ; Ali-Rind, Asad. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:04:n:s2010495219500167. Full description at Econpapers || Download paper | 5 |
| 12 | 2019 | THE DETERMINANTS OF FINANCIAL INSTABILITY IN EMERGING COUNTRIES. (2019). Pham, Thach Ngoc ; Le, Phat Quang-Ton ; Nguyen, Vuong Minh ; Vo, Duc Hong. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500106. Full description at Econpapers || Download paper | 4 |
| 13 | 2022 | DO THE INCOME AND PRICE CHANGES AFFECT CONSUMPTION IN THE EMERGING 7 COUNTRIES? EMPIRICAL EVIDENCE USING QUANTILE ARDL MODEL. (2022). Zong, Muyu ; Chang, Bisharat Hussain ; Bagadeem, Salim ; Gohar, Raheel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:04:n:s2010495222500245. Full description at Econpapers || Download paper | 4 |
| 14 | 2019 | 4 | |
| 15 | 2012 | MODELLING LONG MEMORY VOLATILITY IN AGRICULTURAL COMMODITY FUTURES RETURNS. (2012). McAleer, Michael ; Chang, Chia-Lin ; Tansuchat, Roengchai. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500108. Full description at Econpapers || Download paper | 3 |
| 16 | 2021 | THE IMPACT OF CAPITAL STRUCTURE AND OWNERSHIP ON THE PERFORMANCE OF STATE ENTERPRISES AFTER EQUITIZATION: EVIDENCE FROM VIETNAM. (2021). Wong, Wing-Keung ; Tien, Ho Thuy ; Suu, Nguyen Duy. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:02:n:s201049522150007x. Full description at Econpapers || Download paper | 3 |
| 17 | 2022 | ON THE RELATIONSHIP BETWEEN ECONOMIC POLICY UNCERTAINTY, GEOPOLITICAL RISK AND STOCK MARKET RETURNS IN SOUTH KOREA: A QUANTILE CAUSALITY ANALYSIS. (2022). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Rjoub, Husam. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:17:y:2022:i:01:n:s2010495222500087. Full description at Econpapers || Download paper | 3 |
| 18 | 2021 | MACROECONOMIC DETERMINANTS OF HOUSEHOLD CONSUMPTIONS IN GEORGIA. (2021). Taktakishvili, Tengiz ; Dilanchiev, Azer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500202. Full description at Econpapers || Download paper | 3 |
| 19 | 2015 | FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK. (2015). Zagaglia, Paolo ; Liu, Zhuoshi ; Kirchner, Axel ; Gabrielsen, Alexandros . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:01:n:s2010495215500050. Full description at Econpapers || Download paper | 3 |
| 20 | 2019 | 3 | |
| 21 | 2019 | THE NEXUS BETWEEN ECONOMIC INTEGRATION AND GROWTH: APPLICATION TO VIETNAM. (2019). Nguyen, Minh ; Vo, Duc Hong ; Bui, Ngoc Hoang. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s2010495219500143. Full description at Econpapers || Download paper | 3 |
| 22 | 2020 | AUSTRALIAN GOVERNMENT BONDSââ¬â¢ NOMINAL YIELDS: A KEYNESIAN PERSPECTIVE. (2020). Das, Anupam ; Akram, Tanweer. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:15:y:2020:i:01:n:s2010495220500037. Full description at Econpapers || Download paper | 2 |
| 23 | 2023 | Does US Infectious Disease Equity Market Volatility Index Predict G7 Stock Returns? Evidence Beyond Symmetry. (2023). Chang, Bisharat Hussain ; Derindag, Omer Faruk ; Uche, Emmanuel ; Salman, Asma ; Gohar, Raheel. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:18:y:2023:i:02:n:s2010495222500282. Full description at Econpapers || Download paper | 2 |
| 24 | 2011 | QUANTILE REGRESSION AS A TOOL FOR PORTFOLIO INVESTMENT DECISIONS DURING TIMES OF FINANCIAL DISTRESS. (2011). Powell, Robert ; Allen, David ; Singh, A K. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:06:y:2011:i:01:n:s2010495211500035. Full description at Econpapers || Download paper | 2 |
| 25 | 2012 | THE THIRD FUNDAMENTAL THEOREM OF ASSET PRICING. (2012). Jarrow, Robert. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:02:n:s2010495212500078. Full description at Econpapers || Download paper | 2 |
| 26 | 2018 | 2 | |
| 27 | 2013 | MARKET EFFICIENCY IN G-20 COUNTRIES: THE PARADOX OF FINANCIAL CRISIS. (2013). Tripathi, Vanita ; Murthy, K.V. ; Bhanu, K V ; Vieito, Joo Paulo. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500036. Full description at Econpapers || Download paper | 2 |
| 28 | 2018 | PRICING CARBON EMISSIONS IN CHINA. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500148. Full description at Econpapers || Download paper | 2 |
| 29 | 2018 | TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. (2018). Wong, Wing-Keung ; Yang, Chen-Chen ; Lu, Richard. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500112. Full description at Econpapers || Download paper | 2 |
| 30 | 2016 | A NOTE ON FERGUSSON AND PLATEN: ââ¬ÅAPPLICATION OF MAXIMUM LIKELIHOOD ESTIMATION TO STOCHASTIC SHORT RATE MODELSââ¬Â. (2016). Ballestra, Luca Vincenzo ; Radi, Davide ; Pacelli, Graziella. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:11:y:2016:i:04:n:s2010495216500184. Full description at Econpapers || Download paper | 2 |
| 31 | 2018 | MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100. Full description at Econpapers || Download paper | 2 |
| 32 | 2013 | EFFICIENCY AND COMPETITION IN THE GHANAIAN BANKING INDUSTRY: A PANEL GRANGER CAUSALITY APPROACH. (2013). Hu, Baiding ; Gan, Christopher ; Adjei-Frimpong, Kofi . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:08:y:2013:i:01:n:s2010495213500048. Full description at Econpapers || Download paper | 2 |
| 33 | 2019 | PASS-THROUGH RATE STUDY FOR HONG KONG BANKING INDUSTRY AND ITS APPLICATION TO NONMATURITY DEPOSITS INTEREST RATE RISK MANAGEMENT. (2019). Fang, Yuzhou ; Wei, Fangying ; Wang, Zhifeng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s201049521950009x. Full description at Econpapers || Download paper | 2 |
| 34 | 2009 | MONETARY POLICY AND ASSET PRICES IN A SMALL OPEN ECONOMY: A FACTOR-AUGMENTED VAR ANALYSIS FOR SINGAPORE. (2009). Chow, Hwee Kwan ; Choy, Keen Meng. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:05:y:2009:i:01:n:s2010495209500043. Full description at Econpapers || Download paper | 2 |
| 35 | 2021 | PRICING OPTIONS UNDER STOCHASTIC INTEREST RATE AND THE FRASCAâFARINA PROCESS: A SIMPLE, EXPLICIT FORMULA. (2021). Alghalith, Moawia. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:01:n:s2010495221500032. Full description at Econpapers || Download paper | 2 |
| 36 | 2012 | EXECUTIVE SHORT-TERM INCENTIVE, RISK-TAKING AND LEVERAGE-NEUTRAL INCENTIVE SCHEME. (2012). Kaplanski, Guy ; Levy, Haim. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500030. Full description at Econpapers || Download paper | 2 |
| 37 | 2019 | FINANCIAL INTEGRATION AND MACROECONOMIC VOLATILITY: NEW EVIDENCE FROM DSGE MODELING. (2019). Ghazouani, Tarek ; Boukhatem, Jamel ; Drissi, Ramzi. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:02:n:s2010495219500076. Full description at Econpapers || Download paper | 2 |
| 38 | 2012 | STOCHASTIC DOMINANCE AND BEHAVIOR TOWARDS RISK: THE MARKET FOR ISHARES. (2012). Wong, Wing-Keung ; Zumwalt, Kenton J ; Gasbarro, Dominic . In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:07:y:2012:i:01:n:s2010495212500054. Full description at Econpapers || Download paper | 2 |
| 39 | 2019 | FINANCIAL DEVELOPMENT, TECHNOLOGY AND ECONOMIC DEVELOPMENT: THE ROLE OF INSTITUTIONS IN DEVELOPING COUNTRIES. (2019). Abass, Kamran ; Qayyum, Unbreen ; Latif, Rashid ; Sabir, Samina. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:14:y:2019:i:03:n:s201049521950012x. Full description at Econpapers || Download paper | 2 |
| 40 | 2021 | INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Bouri, Elie ; Bathia, Deven. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:16:y:2021:i:04:n:s2010495221500160. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 6
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| 2022 | Talk less and do more: Expected strategic adjustments vs. actual changes in the Chinese firms. (2022). Chen, Chang-Chih ; Yang, Gaoju ; Dong, Dayong ; Zhang, Xinyi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001433. Full description at Econpapers || Download paper | |
| 2022 | Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion. (2022). Wong, Wing-Keung ; Alghalith, Moawia. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:special:p:4-18. Full description at Econpapers || Download paper | |
| 2022 | Does Inclusive Leadership Improve the Sustainability of Employee Relations? Test of Justice Theory and Employee Perceived Insider Status. (2022). Shah, Hassan Jalil ; Attiq, Saman ; Umer, Muhammad ; Wong, Wing-Keung ; Ou, Jenho Peter. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14257-:d:959897. Full description at Econpapers || Download paper | |
| 2022 | Investor Sentiment and Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries. (2022). GUPTA, RANGAN ; van Eyden, Renee ; Bouri, Elie ; Nielsen, Joshua. In: Working Papers. RePEc:pre:wpaper:202256. Full description at Econpapers || Download paper | |
| 2022 | Evaluating the impact of stakeholder engagement for renewable energy sources and economic growth for CO2 emission. (2022). Wu, Zhengzhong ; Iqbal, Nadeem ; Tan, Hua. In: Renewable Energy. RePEc:eee:renene:v:198:y:2022:i:c:p:999-1007. Full description at Econpapers || Download paper | |
| 2022 | Testing the fluctuations of oil resource price volatility: A hurdle for economic recovery. (2022). Umair, Muhammad ; Zheng, Wenxiu ; Xiuzhen, Xie. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004251. Full description at Econpapers || Download paper |
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| 2022 | Option Pricing Under an Abnormal Economy: using the Square Root of the Brownian Motion. (2022). Wong, Wing-Keung ; Alghalith, Moawia. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:26:y:2022:i:special:p:4-18. Full description at Econpapers || Download paper | |
| 2022 | New insights into an old issue: modelling the U.S. food prices. (2022). Kirikkaleli, Dervis ; Darbaz, Ibrahim. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:15:y:2022:i:3:d:10.1007_s12076-022-00319-3. Full description at Econpapers || Download paper |
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| 2021 | Editorial in Honour of Professor Michael McAleer. (2021). Wong, Wing-Keung ; Tiwari, Aviral ; Moslehpour, Massoud ; Pan, Shin Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:1-14. Full description at Econpapers || Download paper | |
| 2021 | Tail Behaviour of the Nifty-50 Stocks during Crises Periods. (2021). , Srilakshminarayana. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:115-151. Full description at Econpapers || Download paper | |
| 2021 | DOES BANK LIQUIDITY RISK LEAD TO BANKS OPERATIONAL EFFICIENCY? A STUDY IN VIETNAM. (2021). Wong, Wing-Keung ; Thanh, Do Thi ; Thuy, Le Ngoc ; Nhu, Nguyen Thi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:4:p:46-88. Full description at Econpapers || Download paper |
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| 2020 | A Keynesian analysis of Canadian government securities yields. (2020). Akram, Tanweer ; Das, Anupam. In: PSL Quarterly Review. RePEc:psl:pslqrr:2020:33. Full description at Econpapers || Download paper |
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| 2019 | Foreign Direct Investment and Economic Growth in the Short Run and Long Run: Empirical Evidence from Developing Countries. (2019). Vo, Duc ; Dinh, Trang Thi-Huyen ; Nguyen, Thang Cong. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:176-:d:290574. Full description at Econpapers || Download paper | |
| 2019 | Financial Inclusion and Economic growth: An International Evidence. (2019). Vo, Duc. In: MPRA Paper. RePEc:pra:mprapa:103282. Full description at Econpapers || Download paper |
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