Search
Now showing items 1-10 of 22
Recent Developments in Financial Economics and Econometrics: An Overview
(University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)
This special issue of the in North American Journal of Economics and Finance presents 24 papers by leading scholars in the field on "Recent Developments in Financial Economics and Econometrics". The breadth of coverage is ...
Modeling the Effects of Oil Prices on Global Fertilizer Prices and Volatility
(University of Canterbury. Department of Economics and Finance, 2013)
The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, ARDL model, and alternative ...
Just How Good are the Top Three Journals in Finance?An Assessment Based on Quantity and Quality Citations
(University of Canterbury. Department of Economics and Finance, 2014)
The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely-used Thomson Reuters ISI Web of Science citations database. The paper analyses the 89 leading international ...
A Tourism Financial Conditions Index
(University of Canterbury. Department of Economics and Finance, 2014)
The paper uses monthly data on financial stock index returns, tourism stock sub-index returns, effective exchange rate returns and interest rate differences from April 2005 ? August 2013 for Taiwan that applies Chang?s ...
Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence
(University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2013)
This paper examines the issue of coercive journal self-citations and the practical usefulness of two recent journal performance metrics, namely the Eigenfactor score, which may be interpreted as measuring Journal Influence, ...
The Rise and Fall of S&P500 Variance Futures
(College of Business and Economics, University of CanterburyUniversity of Canterbury. Department of Economics and Finance, 2011)
Modelling, monitoring and forecasting volatility are indispensible to sensible portfolio risk management. The volatility of an asset of composite index can be traded by using volatility derivatives, such as volatility and ...
Great Expectatrics: Great Papers, Great Journals, Great Econometrics
(College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
The paper discusses alternative Research Assessment Measures (RAM), with an emphasis on the Thomson Reuters ISI Web of Science database (hereafter ISI). The various ISI RAM that are calculated annually or updated daily are ...
Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc
(University of Canterbury. Department of Economics and Finance, 2014)
The paper focuses on the robustness of rankings of academic journal quality and
research impact of 10 leading econometrics journals taken from the Thomson Reuters ISI
Web of Science (ISI) Category of Economics, using ...
Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences.
(University of Canterbury. Department of Economics and Finance, 2014)
The paper analyses academic journal quality and research impact using quality weighted citations versus total citations, based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A new Index of ...
What Makes a Great Journal Great in Economics? The Singer, not the Song
(College of Business and EconomicsUniversity of Canterbury. Department of Economics and Finance, 2010)
The paper is concerned with analysing what makes a great journal great in economics, based on quantifiable measures. Alternative Research Assessment Measures (RAM) are discussed, with an emphasis on the Thomson Reuters ISI ...
