Pontos | Posição | |
---|---|---|
CEF.UP+NIPE (average of all rankings) (2012) | 9.35 | 415/501 |
Australian RC (2010) | 50.0 | 391/479 |
Ideas discounted recursive impact factor (2012) | 4.41 | 107/396 |
Schneider and Ursprung (2008) | 20.0 | 244/278 |
Source Normalized Impact per Paper (SNIP) (2011) | 10.15 | 250/476 |
Article Influence Score (2021) | 0.53 | 297/409 |
Article Influence Score (2019) | 0.31 | 338/428 |
Impact Factor (2021) | 3.14 | 148/409 |
Impact Factor (2019) | 1.54 | 226/440 |
Impact Factor (5 year) (2021) | 2.98 | 177/409 |
Impact Factor (5 year) (2019) | 1.76 | 228/428 |
SJR - Scimago (2021) | 0.71 | 283/558 |
SJR - Scimago (2019) | 0.54 | 331/549 |
Count (2021) | 1.0 | 239/662 |
Energy, Metals, Market Uncertainties, and ESG Stocks: Analysing Predictability and Safe Havens
Junhua Yang,
Samuel Kwaku Agyei,
Ahmed Bossman,
Mariya Gubareva,
Edward Marfo-Yiadom
vol. 69, 2024, p. .
Connectedness of Non-fungible Tokens and Conventional Cryptocurrencies with Metals
Imran Yousaf,
Mariya Gubareva,
Tamara Teplova
vol. 68, 2023, p. .
Interactions between Financial Constraints and Economic Growth
J. Jeronimo,
Assis Azevedo,
Pedro Cunha Neves,
Maria Thompson
vol. 67, 2023, p. .
Interconnectivity among Cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine Conflict
Sanjeev Kumar,
Ritesh Patel,
Najaf Iqbal,
Mariya Gubareva
vol. 68, 2023, p. .
Spillover and Connectedness among G7 Real Estate Investment Trusts: The Effects of Investor Sentiment and Global Factors
Walid Mensi,
Mariya Gubareva,
Tamara Teplova,
Sang Hoon Kang
vol. 66, 2023, p. .
Stablecoins as the Cornerstone in the Linkage between the Digital and Conventional Financial Markets
Mariya Gubareva,
Ahmed Bossman,
Tamara Teplova
vol. 68, 2023, p. .
Stock Market Forecasting Accuracy of Asymmetric GARCH Models during the COVID-19 Pandemic
Jorge Caiado,
Francisco Lucio
vol. 68, 2023, p. .
Time-Varying Cyclicality of Fiscal Policy: The Case of the Euro Area
António Afonso,
Francisco Tiago Carvalho
vol. 62, 2022, p. .
The US Debt-Growth Nexus along the Business Cycle
Luis Martins
vol. 58, 2021, p. .
Investor Protection, Regulation and Bank Risk-Taking Behavior
João Teixeira,
Tiago F. A. Matos,
Gui L. P. da Costa,
Mario Fortuna
vol. 51, 2020, p. .
Switching Interest Rate Sensitivity Regimes of U.S. Corporates
Mariya Gubareva,
Maria Rosa Borges
vol. 54, 2020, p. .
The Policy Mix in the US and EMU: Evidence from a SVAR Analysis
António Afonso,
Luis Goncalves
vol. 51, 2020, p. .
Sovereign Debt Composition and Time-Varying Public Finance Sustainability
António Afonso,
Joao Tovar Jalles
vol. 42, 2017, p. 144-155.
Banks` Capital, Regulation and the Financial Crisis
João Teixeira,
Francisco Silva,
Ana V. Fernandes,
Ana Alves
vol. 28, 2014, p. 33-58.
Downside Risk Management and VaR-Based Optimal Portfolios for Precious Metals, Oil and Stocks
Paulo Araújo Santos,
Shawkat Hammoudeh,
Abdullah Al-Hassan
vol. 25, 2013, p. 318-334.
High Quantiles Estimation with Quasi-PORT and DPOT: An Application to Value-at-Risk for Financial Variables
Paulo Araújo Santos,
Isabel Fraga Alves,
Shawkat Hammoudeh
vol. 26, 2013, p. 487-496.
Housing Wealth, Financial Wealth, Money Demand and Policy Rule: Evidence from the Euro Area
Ricardo Sousa
vol. 21, 2010, p. 88-105.
Vertical specialization across the world:: A relative measure
João Amador,
Sónia Cabral
vol. 20, 2009, p. 267-280.