Class information for: |
Basic class information |
Class id | #P | Avg. number of references |
Database coverage of references |
---|---|---|---|
67 | 84262 | 29.0 | 46% |
Hierarchy of classes |
The table includes all classes above and classes immediately below the current class. |
Cluster id | Level | Cluster label | #P |
---|---|---|---|
1 | 4 | ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL | 3876184 |
67 | 3 | ECONOMICS//BUSINESS, FINANCE//ECON | 84262 |
15 | 2 | ECONOMICS//MONETARY POLICY//ECON | 37620 |
144 | 2 | BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS | 23368 |
755 | 2 | BACKWARD STOCHASTIC DIFFERENTIAL EQUATION//OPTION PRICING//REAL OPTIONS | 12405 |
1673 | 2 | COPULA//INSURANCE MATHEMATICS & ECONOMICS//STOCHASTIC PROGRAMMING | 6803 |
2442 | 2 | OIL PRICES//ENERGY ECONOMICS//OIL PRICE SHOCKS | 4066 |
Terms with highest relevance score |
rank | Term | termType | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|---|
1 | ECONOMICS | WoSSC | 3065667 | 64% | 16% | 54279 |
2 | BUSINESS, FINANCE | WoSSC | 2836877 | 27% | 35% | 23039 |
3 | ECON | address | 717042 | 17% | 14% | 14379 |
4 | SOCIAL SCIENCES, MATHEMATICAL METHODS | WoSSC | 524013 | 10% | 18% | 8307 |
5 | JOURNAL OF FUTURES MARKETS | journal | 515375 | 2% | 91% | 1566 |
6 | JOURNAL OF INTERNATIONAL MONEY AND FINANCE | journal | 507438 | 2% | 83% | 1697 |
7 | FINANCE | address | 438538 | 4% | 38% | 3274 |
8 | MONETARY POLICY | authKW | 415665 | 2% | 74% | 1563 |
9 | JOURNAL OF MONETARY ECONOMICS | journal | 297878 | 2% | 62% | 1330 |
10 | JOURNAL OF MONEY CREDIT AND BANKING | journal | 280502 | 2% | 60% | 1302 |
Web of Science journal categories |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|
1 | Economics | 3065667 | 64% | 16% | 54279 |
2 | Business, Finance | 2836877 | 27% | 35% | 23039 |
3 | Social Sciences, Mathematical Methods | 524013 | 10% | 18% | 8307 |
4 | Statistics & Probability | 140688 | 10% | 5% | 8748 |
5 | Mathematics, Interdisciplinary Applications | 85193 | 8% | 4% | 6416 |
6 | Operations Research & Management Science | 26074 | 4% | 2% | 3734 |
7 | International Relations | 16496 | 2% | 3% | 1735 |
8 | Management | 15814 | 3% | 2% | 2872 |
9 | Agricultural Economics & Policy | 12121 | 1% | 5% | 759 |
10 | Business | 8518 | 2% | 2% | 1825 |
Address terms |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|
1 | ECON | 717042 | 17% | 14% | 14379 |
2 | FINANCE | 438538 | 4% | 38% | 3274 |
3 | ECON FINANCE | 104923 | 1% | 25% | 1201 |
4 | BANKING FINANCE | 70988 | 1% | 41% | 483 |
5 | BUSINESS | 65011 | 3% | 7% | 2875 |
6 | ACCOUNTING FINANCE | 51274 | 1% | 26% | 558 |
7 | CREATES | 27475 | 0% | 66% | 116 |
8 | INT FINANCE | 27136 | 0% | 62% | 122 |
9 | MONETARY POLICY | 24892 | 0% | 62% | 112 |
10 | BOARD GOVERNORS | 24847 | 0% | 36% | 193 |
Journals |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
---|---|---|---|---|---|
1 | JOURNAL OF FUTURES MARKETS | 515375 | 2% | 91% | 1566 |
2 | JOURNAL OF INTERNATIONAL MONEY AND FINANCE | 507438 | 2% | 83% | 1697 |
3 | JOURNAL OF MONETARY ECONOMICS | 297878 | 2% | 62% | 1330 |
4 | JOURNAL OF MONEY CREDIT AND BANKING | 280502 | 2% | 60% | 1302 |
5 | JOURNAL OF BANKING & FINANCE | 264126 | 2% | 41% | 1799 |
6 | JOURNAL OF ECONOMIC DYNAMICS & CONTROL | 261540 | 2% | 50% | 1473 |
7 | JOURNAL OF FINANCE | 245104 | 2% | 48% | 1438 |
8 | JOURNAL OF MACROECONOMICS | 225018 | 1% | 60% | 1040 |
9 | JOURNAL OF PORTFOLIO MANAGEMENT | 221278 | 1% | 67% | 913 |
10 | ECONOMICS LETTERS | 197848 | 3% | 24% | 2309 |
Author Key Words |
Rank | Term | Chi square | Shr. of publ. in class containing term |
Class's shr. of term's tot. occurrences |
#P with term in class |
LCSH search | Wikipedia search |
---|---|---|---|---|---|---|---|
1 | MONETARY POLICY | 415665 | 2% | 74% | 1563 | Search MONETARY+POLICY | Search MONETARY+POLICY |
2 | EXCHANGE RATES | 277584 | 1% | 72% | 1067 | Search EXCHANGE+RATES | Search EXCHANGE+RATES |
3 | STOCHASTIC VOLATILITY | 181644 | 1% | 79% | 641 | Search STOCHASTIC+VOLATILITY | Search STOCHASTIC+VOLATILITY |
4 | COINTEGRATION | 175489 | 1% | 51% | 967 | Search COINTEGRATION | Search COINTEGRATION |
5 | OPTION PRICING | 157875 | 1% | 70% | 629 | Search OPTION+PRICING | Search OPTION+PRICING |
6 | ASSET PRICING | 148928 | 1% | 75% | 552 | Search ASSET+PRICING | Search ASSET+PRICING |
7 | GARCH | 138724 | 1% | 72% | 535 | Search GARCH | Search GARCH |
8 | COPULA | 136279 | 1% | 50% | 766 | Search COPULA | Search COPULA |
9 | BACKWARD STOCHASTIC DIFFERENTIAL EQUATION | 132110 | 0% | 91% | 404 | Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION | Search BACKWARD+STOCHASTIC+DIFFERENTIAL+EQUATION |
10 | VOLATILITY | 127471 | 1% | 47% | 752 | Search VOLATILITY | Search VOLATILITY |
Core articles |
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c: (1) Number of references referring to publications in the class. (2) Share of total number of active references referring to publications in the class. (3) Age of the article. New articles get higher score than old articles. (4) Citation rate, normalized to year. |
Rank | Reference | # ref. in cl. |
Shr. of ref. in cl. |
Citations |
---|---|---|---|---|
1 | HARVEY, CR , LIU, Y , ZHU, HQ , (2016) ... AND THE CROSS-SECTION OF EXPECTED RETURNS.REVIEW OF FINANCIAL STUDIES. VOL. 29. ISSUE 1. P. 5 -68 | 174 | 63% | 9 |
2 | SINGH, T , (2016) RHETORICS OF SAVING-INVESTMENT CORRELATIONS AND THE INTERNATIONAL MOBILITY OF CAPITAL: A SURVEY.JOURNAL OF INTERNATIONAL TRADE & ECONOMIC DEVELOPMENT. VOL. 25. ISSUE 5. P. 636 -690 | 162 | 94% | 0 |
3 | DUBOIS, E , (2016) POLITICAL BUSINESS CYCLES 40 YEARS AFTER NORDHAUS.PUBLIC CHOICE. VOL. 166. ISSUE 1-2. P. 235 -259 | 135 | 82% | 2 |
4 | COEURDACIER, N , REY, H , (2013) HOME BIAS IN OPEN ECONOMY FINANCIAL MACROECONOMICS.JOURNAL OF ECONOMIC LITERATURE. VOL. 51. ISSUE 1. P. 63 -115 | 112 | 93% | 23 |
5 | ROSSI, B , (2013) EXCHANGE RATE PREDICTABILITY.JOURNAL OF ECONOMIC LITERATURE. VOL. 51. ISSUE 4. P. 1063-1119 | 106 | 97% | 25 |
6 | BOLLERSLEV, T , CHOU, RY , KRONER, KF , (1992) ARCH MODELING IN FINANCE - A REVIEW OF THE THEORY AND EMPIRICAL-EVIDENCE.JOURNAL OF ECONOMETRICS. VOL. 52. ISSUE 1-2. P. 5 -59 | 108 | 89% | 1153 |
7 | NAGEL, S , (2013) EMPIRICAL CROSS-SECTIONAL ASSET PRICING.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 5. VOL. 5. ISSUE . P. 167-199 | 122 | 89% | 4 |
8 | POON, SH , GRANGER, CWJ , (2003) FORECASTING VOLATILITY IN FINANCIAL MARKETS: A REVIEW.JOURNAL OF ECONOMIC LITERATURE. VOL. 41. ISSUE 2. P. 478-539 | 101 | 95% | 355 |
9 | GETMANSKY, M , LEE, PA , LO, AW , (2015) HEDGE FUNDS: A DYNAMIC INDUSTRY IN TRANSITION.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 7. VOL. 7. ISSUE . P. 483 -577 | 111 | 93% | 0 |
10 | LEWIS, KK , (2011) GLOBAL ASSET PRICING.ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 3. VOL. 3. ISSUE . P. 435 -466 | 111 | 97% | 8 |
Classes with closest relation at Level 3 |