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Impact Factor
2.5
5 year Impact Factor
3.5

Editors

Allan Timmermann

Fabio Trojani

About the Journal

The Journal addresses substantive statistical issues raised by the tremendous growth of the financial industry over the last decades. The goal of the Journal is to reflect and advance the relationship between econometrics and finance, both at the methodological and at the empirical levels.

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Call for Papers

The Journal of Financial Econometrics and The Federal Reserve Banks of San Francisco and Chicago are inviting submissions for a conference on “Fixed Income Markets and Inflation”. The selected papers will be considered for publication in a special issue.

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Highly Cited Papers

Explore a collection of the most recent highly cited articles contributing to the success of the Journal of Financial Econometrics, freely available to read online.

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Engle Prize

The Engle Prize is awarded every three years to the young scholar or student who has published the best article in the Journal of Financial Econometrics over the preceding period.

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Review Speed

Average time to first decision in 2019:

All decisions: 80 days

Excluding desk rejects: 135 days

For more information about submitting your work, read our Author Guidelines.

Special Issue

Read the latest special issue in memory of Peter F. Christoffersen. 

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Submit your research

Accepting high quality clinical and scientific papers relating to all aspects of Journal of Financial Econometrics.

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JEL Codes Explained

Articles from Oxford Journals economics titles are classified according to the system used by the Journal of Economic Literature (commonly known as 'JEL codes').

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Email alerts

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Committee on Publication Ethics (COPE)

This journal is a member of and subscribes to the principles of the Committee on Publication Ethics (COPE)

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