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Journal of international money and finance

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
1993A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options8,768 cited
1976Option pricing when underlying stock returns are discontinuous5,965 cited
1978Asset Prices in an Exchange Economy5,057 cited
1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
1976The valuation of options for alternative stochastic processes2,935 cited
1993Dynamic Asset Pricing Theory.2,891 cited
1982Interest rates and currency prices in a two-country world1,256 cited
1987The Pricing of Options on Assets with Stochastic Volatilities1,179 cited
1983Foreign currency option values1,078 cited

Cited by

2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?249 cited
2005Evaluating Direct Multistep Forecasts243 cited
2004Multinationals and Global Capitalism200 cited
2011Financial Cycles140 cited
2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications120 cited

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1985Capital Mobility in the World Economy: Theory and Measurement110 cited

1999Domestic Political Institutions and Exchange Rate Commitments in the Developing World105 cited

1997Domestic and Systemic Determinants of Capital Controls in the Developed and Developing World90 cited

2016The Importance of Financial Ratios in Predicting Stock Price Trends: A Case Study in Emerging Markets82 cited

2010Correlation and Volatility Dynamics in REIT Returns: Performance and Portfolio Considerations80 cited

2018Public debt and economic growth: Further evidence for the euro area70 cited

2003When Do Central Bank Interventions Influence Intra-Daily and Longer-Term Exchange Rate Movements?66 cited

2011Regime Changes and Financial Markets66 cited

2007How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?64 cited

2011A review of threshold time series models in finance63 cited

1998THE EFFECTS OF DE-REGULATION ON SHARE-MARKET EFFICIENCY IN THE ASIA-PACIFIC47 cited