Write in a clean editor, then format for Annals of Financial Economics in one click — DocuGuru applies the official World Scientific template with superscript references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
Annals of Financial Economics is a peer-reviewed journal published by World Scientific, covering Market Dynamics and Volatility, Financial Markets and Investment Strategies, Monetary Policy and Economic Impact.
| Publisher | World Scientific |
|---|---|
| Reference style | Superscript numbered (World Scientific) Superscript — small raised numerals in the text 1. Smith, A., Jones, B. & Lee, C. A representative article title. Annals of Financial Economics 12, 45–58 (2023).
Formats any DOI in the closest standard style — Annals of Financial Economics has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Market Dynamics and Volatility Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Complex Systems and Time Series Analysis |
| ISSN | 2010-4952 |
| Citation impact (2-yr) | 1.35 |
| h-index | 24 |
| i10-index | 67 |
| Total citations | 2,449 |
| Top institutions publishing here | Asia University |
| Journal website | www.worldscientific.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Citations each year’s papers have accumulated so far — the most recent years are still building up.
We provide an extreme value analysis of the returns of Bitcoin. A particular focus is on the tail risk characteristics and we will provide an in-depth univariate extreme value analysis. Those properties will be compared to the traditional exchange rates of the G10 currencies versus the US dollar. For investors, especially institutional ones, an understanding…
In this research, we assess the influence of geopolitical risk (GPR), exchange rate (EXCH) and economic policy uncertainty (EPU) on South Korea stock market. Using monthly dataset covering the period from 1997 to 2021, we utilized the novel non-parametric causality-in-quantiles test initiated by Balcilar et al. (2017) to assess these associations. This study discovered that…
The present study addresses one of the most problematic phenomena: Bitcoin price. We explore the Granger causality for two relationships (Bitcoin price and trade transactions; Bitcoin price and investors' attractiveness) from a frequency domain perspective-based on unconditional and conditional data analysis. Accurately, this research empirically assesses the causal links between these variables unconditionally on the…
Household consumption and the variables driving it have garnered extensive attention in economic literature. GDP per capita, gross savings, and inflation are among the macroeconomic variables typically considered to affect household spending. The paper examines the effect of these macroeconomic variables on household consumption using the ARDL model. The yearly aggregate data utilized in this…
This study contributes to the COVID-19 related literature in finance by examining asymmetric volatility spillover across stock, Bitcoin, gold and oil markets before and during the COVID-19 pandemic. Based on multivariate VAR asymmetric BEKK GARCH model, findings show that the interdependency across the examined markets intensified during the recent health crisis. Moreover, we find that…
